Gahow Wang e2b06f1b1c Manage every USD stock position except an explicit unmanaged list ...

rebalance treated only today's S&P 500 members as the strategy's, so a held
name that left the index (or was renamed on Wikipedia) was never sold and
its value shrank the investable amount, unlike quant-trading's engine, which
sells non-members at the next rebalance. Now every USD stock/ETF position
is managed except execution.unmanaged (AAOI); a holding without bars is
priced from the account for its exit. On the paper account the managed set
is unchanged (the 10 current members).

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

2026-10-12 05:26:06 -07:00

..

test_check.py

fix

2026-10-01 11:11:53 -07:00

test_order_confirmation.py

Confirm MOC orders were accepted before reporting success

2026-10-12 05:15:53 -07:00

test_rebalance.py

Manage every USD stock position except an explicit unmanaged list

2026-10-12 05:26:06 -07:00

test_strategy.py

Switch to overnight_recovery_top10, rebalanced every 10 sessions

2026-09-29 18:06:14 +08:00