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test: declare historical audit assumptions in non-liquidity fixtures

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boris
2026-09-12 06:39:34 +08:00
parent 4d3a9e0e5b
commit 053f880e34
7 changed files with 124 additions and 78 deletions
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crates/fidc-core/tests/automatic_trade_protection.rs
+2 -2
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@@ -119,7 +119,7 @@ fn run(policy: AutomaticTradeProtection) -> fidc_core::BacktestResult {
action("-100", "decision_date >= \"2026-09-14\""),
];
config.matching_type = MatchingType::CurrentBarClose;
let broker = BrokerSimulator::new(ChinaAShareCostModel::default(), ChinaEquityRuleHooks)
let broker = BrokerSimulator::new(ChinaAShareCostModel::default(), ChinaEquityRuleHooks).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit)
.with_matching_type(MatchingType::CurrentBarClose);
BacktestEngine::new(
data(),
@@ -294,7 +294,7 @@ fn locked_holding_keeps_its_slot_even_when_cash_can_buy_the_next_candidate() {
}],
..Default::default()
};
let broker = BrokerSimulator::new(ChinaAShareCostModel::default(), ChinaEquityRuleHooks)
let broker = BrokerSimulator::new(ChinaAShareCostModel::default(), ChinaEquityRuleHooks).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit)
.with_matching_type(MatchingType::CurrentBarClose);
let result = BacktestEngine::new(
dataset,