Commit Graph

2 Commits

Author SHA1 Message Date
dekun e6208e403e Fix roll average entry: CTP trade-weighted avg, sync after fill, live entry for preview.
Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-30 10:42:56 +08:00
dekun 44bec23296 Add futures roll strategy with breakout monitoring and fixed-amount sizing.
Replace percent-based risk with system fixed amount, support market/breakout add modes only, allow pending submission outside trading hours, and fix short breakout geometry plus route registration.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-29 12:05:21 +08:00