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  • 17864 5f29882b05
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    Assert fill price and fresh hour bar in stale price regression algorithm (#9550)

    frostbyte_neo 发布于 2026-06-19 17:49:55 +00:00 | 68 次提交 在此版本后已推送到 master

    HourResolutionMarketOrderStalePriceRegressionAlgorithm now asserts the order
    fills at the next hour bar's close price (not the stale previous bar nor the
    open), and that the fill bar is a real, freshly closed 11:00 bar rather than a
    fill-forwarded repeat.

    Co-authored-by: Claude Opus 4.8 (1M context) noreply@anthropic.com

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