Rename engine strategy surfaces

This commit is contained in:
boris
2026-04-23 22:13:14 -07:00
parent 882053e12b
commit 0b0b9333fa
35 changed files with 245 additions and 68388 deletions

View File

@@ -1,7 +1,7 @@
use chrono::NaiveDate;
use fidc_core::{
CnSmallCapRotationConfig, CnSmallCapRotationStrategy, DataSet, JqMicroCapConfig,
JqMicroCapStrategy, PortfolioState, Strategy, StrategyContext,
CnSmallCapRotationConfig, CnSmallCapRotationStrategy, DataSet, OmniMicroCapConfig,
OmniMicroCapStrategy, PortfolioState, Strategy, StrategyContext,
};
use std::collections::BTreeSet;
use std::path::PathBuf;
@@ -52,19 +52,19 @@ fn strategy_emits_target_weights_and_diagnostics() {
}
#[test]
fn jq_strategy_emits_same_day_decision() {
fn omni_strategy_emits_same_day_decision() {
let data_dir = PathBuf::from(env!("CARGO_MANIFEST_DIR")).join("../../data/demo");
let data = DataSet::from_csv_dir(&data_dir).expect("demo data");
let execution_date = NaiveDate::from_ymd_opt(2024, 1, 10).unwrap();
let portfolio = PortfolioState::new(1_000_000.0);
let mut cfg = JqMicroCapConfig::jq_microcap();
let mut cfg = OmniMicroCapConfig::omni_microcap();
cfg.benchmark_signal_symbol = "000001.SZ".to_string();
cfg.benchmark_short_ma_days = 3;
cfg.benchmark_long_ma_days = 5;
cfg.stock_short_ma_days = 3;
cfg.stock_mid_ma_days = 4;
cfg.stock_long_ma_days = 5;
let mut strategy = JqMicroCapStrategy::new(cfg);
let mut strategy = OmniMicroCapStrategy::new(cfg);
let subscriptions = BTreeSet::new();
let decision = strategy
@@ -84,14 +84,14 @@ fn jq_strategy_emits_same_day_decision() {
order_events: &[],
fills: &[],
})
.expect("jq decision");
.expect("omni decision");
assert!(!decision.rebalance);
assert!(
decision
.diagnostics
.iter()
.any(|line| line.contains("jq_microcap signal="))
.any(|line| line.contains("omni_microcap signal="))
);
assert!(
decision