修正回测指标和成交时间口径
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@@ -1658,7 +1658,7 @@ fn broker_applies_tick_size_slippage_on_intraday_last_fills() {
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vec![IntradayExecutionQuote {
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date,
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symbol: "000002.SZ".to_string(),
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timestamp: date.and_hms_opt(10, 18, 3).unwrap(),
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timestamp: date.and_hms_opt(10, 18, 0).unwrap(),
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last_price: 10.0,
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bid1: 9.99,
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ask1: 10.01,
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@@ -1804,7 +1804,7 @@ fn broker_rejects_intraday_last_order_without_execution_quotes() {
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assert!(
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report.order_events[0]
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.reason
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.contains("no execution quotes after start")
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.contains("no execution quotes at or before start")
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);
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assert!(portfolio.position("000002.SZ").is_none());
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}
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@@ -1993,7 +1993,7 @@ fn broker_cancels_market_order_remainder_when_intraday_quote_liquidity_exhausted
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vec![IntradayExecutionQuote {
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date,
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symbol: "000002.SZ".to_string(),
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timestamp: date.and_hms_opt(10, 18, 3).unwrap(),
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timestamp: date.and_hms_opt(10, 18, 0).unwrap(),
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last_price: 10.02,
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bid1: 10.01,
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ask1: 10.03,
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