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Releases: ricequant/rqalpha

release/6.2.1

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@Lin-Dongzhao Lin-Dongzhao released this 10 Jul 11:07
c588224

优化 bundle 增量更新效率

release/6.2.0

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@Lin-Dongzhao Lin-Dongzhao released this 25 Jun 06:58
98accd7
  1. 支持 A股 红利税按持股期限差异化征收(20%|10%|0% 阶梯税率)
  2. 新增商品转让增值税
  3. 修复 bundle 行情数据文件压缩异常问题

release/6.1.5

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@Lin-Dongzhao Lin-Dongzhao released this 21 May 06:31
745d81c
  1. 适配 python==3.14
  2. 回测结果图和报告文件中新增年化双边换手倍数指标
  3. 修复同一天出现分红再投资和送股行为时,再投资买入的仓位也参与送股的问题

release/6.1.4

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@Lin-Dongzhao Lin-Dongzhao released this 15 Apr 03:39
1bc9a27
  1. order_target_portfolio_smart API 支持 ETF/LOF/REITs 品种
  2. order_target_portfolio API 支持 REITs 品种
  3. 是否触及涨跌停判断修改为按 tick_size 做容差处理
  4. 获取到的涨跌停价为 NaN 时,认为标的没有涨跌停限制

release/6.1.3

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@Lin-Dongzhao Lin-Dongzhao released this 10 Mar 09:56
6b34e0f

修复 all_instruments 获取数据缺失的问题

release/6.1.2

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@Lin-Dongzhao Lin-Dongzhao released this 11 Feb 07:28
f36b328
  1. 修复更新 bundle 数据时,由于数据量过大导致断开与 rqdata 的连接

release/6.1.1

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@Lin-Dongzhao Lin-Dongzhao released this 05 Feb 08:07
0051735
  1. 稳定的 rqalpha v6 版本
  2. 详细改动可参考 CHANGELOG

release/5.6.5

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@Lin-Dongzhao Lin-Dongzhao released this 14 Nov 07:56
80b6c05
  1. submit_order 支持 TWAPOrder、VWAPOrder 下单
  2. 修复 reits 合约没有进行分红处理的问题
  3. 修复 rqalpha --plot 偶发的无法正常运行的问题

release/5.6.4.1

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@Lin-Dongzhao Lin-Dongzhao released this 20 Oct 01:50

兼容 future_info 缺少数据而导致更新出错的问题

release/5.6.4

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@Lin-Dongzhao Lin-Dongzhao released this 24 Sep 07:18
d80d84c
  1. 适配 FutureArbitrage Instrument type;
  2. portfolio.csv 文件中的超额序列拆分为算术超额和几何超额。