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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/decision_quote_preload.rs
+5 -5
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@@ -170,7 +170,7 @@ fn engine_uses_preplanned_decision_symbols_without_recomputing_strategy_plan() {
ChinaAShareCostModel::default(),
ChinaEquityRuleHooks,
PriceField::Close,
)
).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit)
.with_matching_type(MatchingType::CurrentBarClose);
let config = BacktestConfig {
initial_cash: 10_000.0,
@@ -235,7 +235,7 @@ fn engine_skips_decision_quote_symbol_plan_without_loader() {
ChinaAShareCostModel::default(),
ChinaEquityRuleHooks,
PriceField::Close,
)
).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit)
.with_matching_type(MatchingType::CurrentBarClose);
let config = BacktestConfig {
initial_cash: 10_000.0,
@@ -391,7 +391,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
ChinaAShareCostModel::default(),
ChinaEquityRuleHooks,
PriceField::Last,
)
).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit)
.with_matching_type(MatchingType::MinuteLast)
.with_intraday_execution_start_time(t(10, 40, 0));
let config = BacktestConfig {
@@ -590,7 +590,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
ChinaAShareCostModel::default(),
ChinaEquityRuleHooks,
PriceField::Last,
)
).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit)
.with_matching_type(MatchingType::MinuteLast)
.with_intraday_execution_start_time(t(10, 40, 0));
let config = BacktestConfig {
@@ -796,7 +796,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
ChinaAShareCostModel::default(),
ChinaEquityRuleHooks,
PriceField::Last,
)
).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit)
.with_matching_type(MatchingType::MinuteLast)
.with_intraday_execution_start_time(t(10, 40, 0));
let config = BacktestConfig {