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perf(data): type adjustment factor snapshots

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boris
2026-09-07 17:53:36 +08:00
parent 9714c051c5
commit 04b45adf98
12 changed files with 371 additions and 52 deletions
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crates/fidc-core/tests/delisting.rs
+7
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@@ -170,6 +170,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
},
DailyFactorSnapshot {
@@ -180,6 +181,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
},
DailyFactorSnapshot {
@@ -190,6 +192,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
},
DailyFactorSnapshot {
@@ -200,6 +203,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
},
],
@@ -436,6 +440,7 @@ fn engine_applies_successor_conversion_before_unresolved_delisting_audit() {
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
},
DailyFactorSnapshot {
@@ -446,6 +451,7 @@ fn engine_applies_successor_conversion_before_unresolved_delisting_audit() {
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
},
DailyFactorSnapshot {
@@ -456,6 +462,7 @@ fn engine_applies_successor_conversion_before_unresolved_delisting_audit() {
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
},
],