claude_dev ab703e93ba 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).

2026-07-08 07:02:51 +08:00

..

__init__.py

feat(trader): models 数据类 + AccountConfig 费率(Issue#3)

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test_account.py

feat(trader): Account总账+StrategyRunner分户(双层记账/资金T0/股票T1)

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test_cta_adapter.py

feat(trader): PaperCtaEngine 策略适配器(拦截send_order→PaperOrder)

2026-07-07 12:00:14 +08:00

test_data_source.py

feat(data): raw真实价数据源(task#79)—raw_dir+dir_key路由+新浪源重下

2026-07-07 22:19:11 +08:00

test_engine.py

refactor(engine): 抽出step()单根推进(C-S3实走入口,task2基础)

2026-07-07 23:41:18 +08:00

test_limit.py

fix(trader): 价格精度 _price_eq + Decimal ROUND_HALF_UP (C1/H1)

2026-07-07 10:47:39 +08:00

test_m_l_fixes.py

fix(trader): M+L 接口校验 (listing_days/NaN/输入校验/类型注数) review

2026-07-07 11:23:16 +08:00

test_matcher.py

feat(matcher): 集合竞价CALL_AUCTION撮合(分期项)—开盘价(最大成交量原则→open)

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test_models.py

feat(trader): models 数据类 + AccountConfig 费率(Issue#3)

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test_persistence.py

feat(persistence): C-S3实走跨日状态—paper_pending_orders+positions/last_balance存取

2026-07-08 06:46:57 +08:00

test_position_ledger.py

feat(trader): PositionLedger 单标的持仓(T+1冻结/均价)

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test_scheduler.py

feat(trader): C-S3 scheduler(APScheduler定时+启动恢复live job)

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