保留已有行情和策略代码格式整理

This commit is contained in:
boris
2026-09-09 05:49:44 +08:00
parent f3cc790659
commit 1703a7aa5e
3 changed files with 54 additions and 66 deletions
+3 -5
View File
@@ -454,8 +454,7 @@ pub struct BacktestEngine<S, C, R> {
futures_cost_model: FuturesTransactionCostModel,
futures_validation_config: FuturesValidationConfig,
execution_quote_loader: Option<ExecutionQuoteLoader>,
preplanned_decision_quote_symbols_by_date:
Option<Arc<BTreeMap<NaiveDate, BTreeSet<String>>>>,
preplanned_decision_quote_symbols_by_date: Option<Arc<BTreeMap<NaiveDate, BTreeSet<String>>>>,
execution_quote_request_cache:
BTreeSet<(NaiveDate, String, Option<NaiveTime>, Option<NaiveTime>)>,
risk_free_rate_contract: Option<RiskFreeRateContract>,
@@ -2538,9 +2537,8 @@ where
.map(Arc::clone)
{
let empty_symbols = BTreeSet::new();
let decision_quote_symbols = preplanned
.get(&execution_date)
.unwrap_or(&empty_symbols);
let decision_quote_symbols =
preplanned.get(&execution_date).unwrap_or(&empty_symbols);
self.ensure_execution_quotes_for_symbols_at_times(
execution_date,
decision_quote_symbols,