ricequant / rqalpha

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Build # 28086405684

Build Type

push

github

Committed by web-flow

Commit Message

release 6.2.0 (#1017)

* refactor signal broker

* 优化智能组合调仓算法 (#1010)

* 优化智能组合调仓算法

* 优化智能组合调仓约束处理：

  1. 缓存无行情与可交易状态，复用数量层和权重层交易约束判断
  2. 简化 scale breakpoint 求解事件结构，减少分支判断
  3. 合并目标权重与期望权重的 scale 处理逻辑

* 修正智能组合调仓涨停拒单判断：

  1. 区分上界求解权重和原始目标权重，避免无需调整的涨停持仓被误报拒单
  2. 将相关测试改为通过 order_target_portfolio_smart 验证公开行为，移除测试对 OrderTargetPortfolio 私有字段和私有方法的依赖

* Fix bundle HDF5 compression option propagation (#1011)

Co-authored-by: Don <lin.dongzhao@ricequant.com>

* Rqsdk 860 (#1009)

* in development

* in development

* update

* 1.add capital_gains_tax;2.add dividend tax.

* update

* pr update

* update translations

* update

* update

* fix: use loc to record stock dividend history by date label

* Fix exchange rate handling in value-based stock order sizing

* pr update

---------

Co-authored-by: Don <lin.dongzhao@ricequant.com>

* update translation (#1012)

Co-authored-by: Don <lin.dongzhao@ricequant.com>

* fix bug (#1014)

Co-authored-by: Don <lin.dongzhao@ricequant.com>

* 放宽智能调仓总仓位误差阈值：适配估值价与撮合价差异导致的现金残留 (#1016)

* Rqsdk 860 (#1015)

* fix bug

* CapitalGainsTaxMixin remove trading_dt field

---------

Co-authored-by: Don <lin.dongzhao@ricequant.com>

---------

Co-authored-by: Don <lin.dongzhao@ricequant.com>
Co-authored-by: lingjun55 <lingjun5_5@qq.com>

Coverage Stats

430 of 473 new or added lines in 17 files covered. (90.91%)

14 existing lines in 4 files now uncovered.

7946 of 11497 relevant lines covered (69.11%)

5.47 hits per line