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
@@ -396,13 +396,16 @@ mod tests {
        )
        .unwrap();
        let selector = DynamicMarketCapBandSelector::new(2000.0, 7.0, 10.0, 0.0, 10, 0.0, 0.0, 0.0);
+        let mut risk_config = FidcRiskControlConfig::default();
+        risk_config.static_rules.reject_st_selection = true;
+        risk_config.static_rules.reject_kcb_selection = true;
        let (_selected, diagnostics) = selector.select_with_diagnostics(&SelectionContext {
            decision_date: d(),
            benchmark: &benchmark(),
            reference_level: 2000.0,
            data: &data,
            dynamic_universe: None,
-            risk_config: Some(&FidcRiskControlConfig::default()),
+            risk_config: Some(&risk_config),
        });

        let rules = diagnostics
@@ -450,13 +453,16 @@ mod tests {
        )
        .unwrap();
        let selector = DynamicMarketCapBandSelector::new(2000.0, 7.0, 10.0, 0.0, 10, 0.0, 0.0, 0.0);
+        let mut risk_config = FidcRiskControlConfig::default();
+        risk_config.static_rules.reject_st_selection = true;
+        risk_config.static_rules.reject_kcb_selection = true;
        let (selected, diagnostics) = selector.select_with_diagnostics(&SelectionContext {
            decision_date: d(),
            benchmark: &benchmark(),
            reference_level: 2000.0,
            data: &data,
            dynamic_universe: None,
-            risk_config: Some(&FidcRiskControlConfig::default()),
+            risk_config: Some(&risk_config),
        });

        let selected_symbols = selected