完善生命周期持仓与当前日滚动语义

This commit is contained in:
boris
2026-07-17 07:34:59 +08:00
parent 9d47d06064
commit 01b2ca02ff
4 changed files with 332 additions and 27 deletions
+12
View File
@@ -2362,6 +2362,18 @@ impl DataSet {
}
}
pub fn market_current_numeric_values(
&self,
date: NaiveDate,
symbol: &str,
field: &str,
lookback: usize,
) -> Vec<f64> {
self.market_series(symbol)
.map(|series| series.trailing_numeric_values(date, lookback, field, true))
.unwrap_or_default()
}
pub fn factor_numeric_values(
&self,
date: NaiveDate,