fix(runtime): fill intraday tail rebalances at the execution bar's VWAP, and divide corporate actions out of holding returns - #75

Merged

StackOverFlow11 merged 8 commits into

mainfrom

feat/exec-vwap-basis

Jul 21, 2026

Commits on Jul 21, 2026

feat(runtime): fill intraday tail rebalances at the execution bar's VWAP
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test(runtime): lock the limit-tolerance calibration under the VWAP basis
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fix(runtime): gate price limits on the raw bar close, not the VWAP fill price
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test(runtime): lock that the VWAP basis never widens execution feasibility
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fix(runtime): gate price limits on the executed VWAP, at rounding-scale tolerance
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Merge branch 'main' into feat/exec-vwap-basis
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fix(runtime): divide corporate actions out of intraday holding returns
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docs(runtime): record the limit-tolerance decision and its optimistic residual
StackOverFlow11
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