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Develop#1007

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Lin-Dongzhao merged 13 commits into
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develop
May 20, 2026
Merged

Develop#1007
Lin-Dongzhao merged 13 commits into
masterfrom
develop

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release 6.1.5

DonLin123 and others added 13 commits April 15, 2026 16:26
* optimize daybar store

* delete test file

* optimize inheritance relationship

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Co-authored-by: Don <lin.dongzhao@ricequant.com>
* order_target_portfolio算法性能优化
1. 改用P 控制器算法缩减循环开支
2. 新增测试用例检测算法效果
具体效果概要:
a. 对比测试的权重信号,平均耗时为原本的1/3左右
b. 相比原算法100、500、1000持仓下一个月平均差异均有小幅提升,以1000持仓举例:0.00079 -> 0.00081
c. 相比原算法1500持仓有十万分之1的误差增加

* order_target_portfolio算法性能优化_v1: 还原 test_order_target_portfolio_smart_all_denials 无需改动

* order_target_portfolio算法性能优化_v2:
1. benchmark 测试过重,暂且移除出标准测试,改为内部测试
2. fix testcase
* order_target_portfolio_smart rejected price is nan

* pr update

* add are_invalid_prices

* update test case

* remove test code

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

* update translations

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Co-authored-by: Don <lin.dongzhao@ricequant.com>
* Fixed an issue where an error would occur if the dividend payment date fell after the stock had been delisted

* pr update

* update docs

* update docs

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Co-authored-by: Don <lin.dongzhao@ricequant.com>
* ix bug:shares purchased through the reinvestment of dividends received on the same day should not be eligible for bonus share distributions

* add test case

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Co-authored-by: Don <lin.dongzhao@ricequant.com>
#1006)

* fix spot settlement price and fix dividend_investment transaction cost

* update

* add invalid settle price warning

* add function:get_amount_from_value

* update

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Co-authored-by: Don <lin.dongzhao@ricequant.com>
@Lin-Dongzhao Lin-Dongzhao merged commit 745d81c into master May 20, 2026
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4 participants