修复FIDC选股阶段风控语义

2026-07-05 14:51:54 +08:00
parent d3c986e1f2
commit 00c9042c15
8 changed files with 307 additions and 88 deletions
@@ -3516,8 +3516,13 @@ mod tests {
        )
        .expect("dataset");

-        assert!(data.eligible_universe_on(date).is_empty());
+        assert_eq!(data.eligible_universe_on(date).len(), 1);
        let mut risk_config = FidcRiskControlConfig::default();
+        risk_config.static_rules.reject_kcb_selection = true;
+        assert!(
+            data.eligible_universe_on_with_risk_config(date, &risk_config)
+                .is_empty()
+        );
        risk_config.static_rules.reject_kcb_selection = false;
        let rows = data.eligible_universe_on_with_risk_config(date, &risk_config);