AArcher / Quant Research中文

UPDATE / V0.1.1

IMPLEMENTED & VERIFIED

Execution Reliability Repair

Separated target weights, order requests, and actual fills to correct overstated performance and introduce retries.

01

Before

Target state could advance immediately after an order call, even when the difference did not fill.

02

Problem

Suspension, price limits, insufficient cash, and sub-lot differences are not the same failure.

03

Repair

Retryable targets remain in pending_targets and are removed only after a fill or a confirmed non-executable difference.

04

Verification

Formal cost-aware total return moved from 10.286% to 4.473%.

05

Lesson

A lower explainable result is more valuable than attractive performance built on invalid execution assumptions.