test: declare historical audit assumptions in non-liquidity fixtures

2026-09-12 06:39:34 +08:00
parent 4d3a9e0e5b
commit 053f880e34
7 changed files with 124 additions and 78 deletions
@@ -295,7 +295,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
        ChinaAShareCostModel::default(),
        ChinaEquityRuleHooks::default(),
        PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
    let mut engine = BacktestEngine::new(
        data,
        BuyThenHoldStrategy,
@@ -548,7 +548,7 @@ fn engine_applies_successor_conversion_before_unresolved_delisting_audit() {
        ChinaAShareCostModel::default(),
        ChinaEquityRuleHooks::default(),
        PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
    let mut engine = BacktestEngine::new(
        data,
        BuyThenHoldStrategy,