修复FIDC选股阶段风控语义

This commit is contained in:
boris
2026-07-05 14:51:54 +08:00
parent d3c986e1f2
commit 00c9042c15
8 changed files with 307 additions and 88 deletions
+16 -3
View File
@@ -5002,9 +5002,22 @@ mod tests {
.map(|snapshot| snapshot.close),
Some(11.5)
);
assert_eq!(
dataset
.eligible_universe_on(first)
.iter()
.map(|row| row.symbol.clone())
.collect::<Vec<_>>(),
vec![SYMBOL.to_string()],
"raw DataSet helper should not apply default selection risk"
);
let mut selection_risk_config = FidcRiskControlConfig::default();
selection_risk_config.static_rules.reject_paused_selection = true;
assert!(
dataset.eligible_universe_on(first).is_empty(),
"raw DataSet helper remains a risk-filtered universe"
dataset
.eligible_universe_on_with_risk_config(first, &selection_risk_config)
.is_empty(),
"explicit raw DataSet selection risk can still filter the universe"
);
assert_eq!(
manual_ctx
@@ -5017,7 +5030,7 @@ mod tests {
);
assert_eq!(
manual_ctx
.eligible_universe_on_with_risk_config(first, &FidcRiskControlConfig::default())
.eligible_universe_on_with_risk_config(first, &selection_risk_config)
.into_iter()
.map(|row| row.symbol)
.collect::<Vec<_>>(),