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Improve jq microcap execution semantics

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This commit is contained in:
boris
2026-04-18 18:02:50 +08:00
parent 9f4165e689
commit 0e2c25e4c4
26 changed files with 5058 additions and 362 deletions
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45
crates/fidc-core/tests/partitioned_loader.rs
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@@ -20,10 +20,11 @@ fn can_load_partitioned_snapshot_dir() {
fs::create_dir_all(dir.join("market/2024/01")).unwrap();
fs::create_dir_all(dir.join("factors/2024/01")).unwrap();
fs::create_dir_all(dir.join("candidates/2024/01")).unwrap();
fs::create_dir_all(dir.join("corporate_actions/2024/01")).unwrap();
fs::write(
dir.join("instruments.csv"),
"symbol,name,exchange,lot_size\n000001.SZ,PingAn,SZ,100\n",
"symbol,name,board,round_lot,listed_at,delisted_at,status\n000001.SZ,PingAn,SZ,100,2020-01-01,,active\n",
)
.unwrap();
fs::write(
@@ -33,7 +34,7 @@ fn can_load_partitioned_snapshot_dir() {
.unwrap();
fs::write(
dir.join("market/2024/01/2024-01-02.csv"),
"date,symbol,open,high,low,close,prev_close,volume,paused,upper_limit,lower_limit\n2024-01-02,000001.SZ,10,10.5,9.9,10.2,10,100000,false,11,9\n",
"date,symbol,open,high,low,close,prev_close,volume,paused,upper_limit,lower_limit,day_open,last_price,bid1,ask1,price_tick\n2024-01-02,000001.SZ,10,10.5,9.9,10.2,10,100000,false,11,9,10.1,10.15,10.14,10.16,0.01\n",
)
.unwrap();
fs::write(
@@ -46,10 +47,48 @@ fn can_load_partitioned_snapshot_dir() {
"date,symbol,is_st,is_new_listing,is_paused,allow_buy,allow_sell,is_kcb,is_one_yuan\n2024-01-02,000001.SZ,false,false,false,true,true,false,false\n",
)
.unwrap();
fs::write(
dir.join("corporate_actions/2024/01/2024-01-02.csv"),
"date,symbol,payable_date,share_cash,share_bonus,share_gift,issue_quantity,issue_price,reform,adjust_factor\n2024-01-02,000001.SZ,2024-01-05,0.5,0.1,0.0,0,0,false,1.05\n",
)
.unwrap();
let data = DataSet::from_partitioned_dir(&dir).expect("partitioned dataset");
assert_eq!(data.benchmark_code(), "CSI300.DEMO");
assert!(data.market_snapshots_on(chrono::NaiveDate::from_ymd_opt(2024, 1, 2).unwrap()).len() == 1);
assert!(
data.market_snapshots_on(chrono::NaiveDate::from_ymd_opt(2024, 1, 2).unwrap())
.len()
== 1
);
let market_rows = data.market_snapshots_on(chrono::NaiveDate::from_ymd_opt(2024, 1, 2).unwrap());
let snapshot = market_rows
.first()
.expect("market snapshot");
assert_eq!(snapshot.day_open, 10.1);
assert_eq!(snapshot.last_price, 10.15);
assert_eq!(snapshot.price_tick, 0.01);
assert_eq!(
data.instruments()
.get("000001.SZ")
.expect("instrument")
.round_lot,
100
);
assert_eq!(
data.instruments()
.get("000001.SZ")
.expect("instrument")
.listed_at,
Some(chrono::NaiveDate::from_ymd_opt(2020, 1, 1).unwrap())
);
let actions = data.corporate_actions_on(chrono::NaiveDate::from_ymd_opt(2024, 1, 2).unwrap());
assert_eq!(actions.len(), 1);
assert_eq!(
actions[0].payable_date,
Some(chrono::NaiveDate::from_ymd_opt(2024, 1, 5).unwrap())
);
assert!((actions[0].share_cash - 0.5).abs() < 1e-9);
assert!((actions[0].split_ratio() - 1.1).abs() < 1e-9);
let _ = fs::remove_dir_all(&dir);
}