Align JoinQuant targets to execution dates

This commit is contained in:
Yuxuan Yan
2026-07-04 17:50:55 +08:00
parent f25db279bf
commit c200508f9e
5 changed files with 107 additions and 11 deletions
+4 -1
View File
@@ -22,6 +22,7 @@ uv run python cli.py joinquant export-targets \
--positions-path portfolio/run1.pq \
--portfolio-name run1 \
--mode target_shares \
--execution-calendar-path data/daily_bars/csi500 \
--start-date 2026-07-01 \
--end-date 2026-07-31 \
--out-dir plugins_output/joinquant/targets
@@ -52,4 +53,6 @@ uv run python cli.py joinquant reconcile \
`target_shares` is the default and uses the built integer `position_shares`
from `portfolio build`, matching what the internal simulator executes.
For strict simulator-vs-JoinQuant comparison, pass `--execution-calendar-path`
so position dates are shifted to the next session open, matching the internal
simulator's next-open convention.