 claude_dev
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ab703e93ba
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feat(matcher): 集合竞价CALL_AUCTION撮合(分期项)—开盘价(最大成交量原则→open)
CALL_AUCTION枚举原拒单(unsupported), 现撮合用开盘价(open, 集合竞价确定开盘价).
当前定价同NEXT_OPEN(均为open); 未来区分开盘/尾盘集合竞价需扩枚举.
test: call_auction fills@open(原rejected用例改).
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2026-07-08 07:02:51 +08:00 |
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claude_dev
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05dba7fe46
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feat(trader): 科创板200股最小手数(分期项切片)—lot_size_for+matcher板块取整
科创板(688/689)最小200股1股递增(不整倍); 主板/创业/北交100整倍; 卖出不取整。
- limit.py 加 lot_size_for(symbol)
- matcher cross_order 买入取整按板块(star≥200不取整, 其余100整倍)
- routes_paper cta size=lot_size_for(symbol)
- test: 688981 买150拒/买250不取整; 主板用例不变; 63/63通过
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2026-07-07 23:37:50 +08:00 |
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claude_dev
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05d74fc2c1
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fix(trader): M+L 接口校验 (listing_days/NaN/输入校验/类型注数) review
M1: PaperOrder+limit+matcher 加 listing_days(创业/科创/北交所前5日不锁,0=已过)
M3: is_locked_for_*_symbol cfg 注解 AccountConfig
M4: matcher NaN bar 拒单 bar_missing
L3: PositionLedger price/volume 正数校验
L5: PaperOrder __post_init__ volume 类型校验(拒 float/bool)
M5: current_close 契约 docstring + H3 残留注释修正(transfer_fee 双向)
79 tests passed.
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2026-07-07 11:23:16 +08:00 |
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claude_dev
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b874be1d84
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fix(trader): matcher slippage/过户费双向/限价超涨停拒单 (H2/H3/H4)
H2: fill_price 应用 slippage(买+/卖-,默认0不影响)
H3: 过户费改双向(matcher 直接×2,Account 不再×2,删单边注释)
H4: 限价单超涨停价拒单(price_above_limit/price_below_limit)
69 tests passed.
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2026-07-07 11:15:19 +08:00 |
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claude_dev
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67ea7763cd
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feat(trader): matcher.py A股撮合(match_session/费率/100股/封板) Issue#3
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2026-07-07 10:05:49 +08:00 |
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