修正回测指标和成交时间口径

2026-06-14 01:08:29 +08:00
parent 4c3653e009
commit 0cfb7625bf
4 changed files with 313 additions and 94 deletions
@@ -4936,6 +4936,7 @@ fn zero_fill_status_for_reason(reason: &str) -> OrderStatus {
        "tick no volume"
        | "tick volume limit"
        | "intraday quote liquidity exhausted"
+        | "no execution quotes at or before start"
        | "no execution quotes after start"
        | "upper_limit"
        | "lower_limit"
@@ -4950,6 +4951,7 @@ fn final_partial_fill_status(partial_reason: Option<&str>) -> OrderStatus {
        Some(reason)
            if reason.contains("market liquidity or volume limit")
                || reason.contains("intraday quote liquidity exhausted")
+                || reason.contains("no execution quotes at or before start")
                || reason.contains("no execution quotes after start")
                || reason.contains("upper_limit")
                || reason.contains("lower_limit")