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Zhou-JiaJun committed Jun 28, 2022
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CHANGELOG
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4.10.0
==================
- 将DefaultMatcher划分DefaultBarMatcher和DefaultTickMatcher
- Tick回测支持成交量限制,成交量限制为两个tick的成交量之差乘以volume_percent
- Tick回测handle_bar支持盘前的tick
- Tick回测不再支持open_auction接口,集合竞价时段内成交一律使用last
- 修复get_open_auction_bar获取非交易日时的异常

4.9.2
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- 修改get_pit_financials_ex接口中count参数的含义为当前标的已发布财报的数量

4.9.1
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- 修复get_pit_financials_ex接口的bug

4.9.0
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- 定时器新增期货应用场景
- 改善tick回测性能

4.8.1
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- 改善回测输出的summary和净值图,新增超额累计收益指标

4.8.0
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- Position类移除了 _today_quantity 属性,新增 _quantity 属性
- 部分接口新增了缓存
- Environment类新增submit_order接口
- Interface中AbstractPosition移除了margin接口
- order_target_portfolio接口支持 limit order
- rqalpha_mod_sys_analyser组件报表新增excel格式
- 提升框架的整体性能

4.7.1
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- 补全类型提示
- 优化翻译和错误提示
- 全面支持Python3.10

4.7.0
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- 重构绘制策略收益图的逻辑。增加绘制买卖点的选项,周度收益曲线和指标改为通过配置项激活
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