保留已有行情和策略代码格式整理
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@@ -454,8 +454,7 @@ pub struct BacktestEngine<S, C, R> {
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futures_cost_model: FuturesTransactionCostModel,
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futures_validation_config: FuturesValidationConfig,
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execution_quote_loader: Option<ExecutionQuoteLoader>,
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preplanned_decision_quote_symbols_by_date:
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Option<Arc<BTreeMap<NaiveDate, BTreeSet<String>>>>,
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preplanned_decision_quote_symbols_by_date: Option<Arc<BTreeMap<NaiveDate, BTreeSet<String>>>>,
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execution_quote_request_cache:
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BTreeSet<(NaiveDate, String, Option<NaiveTime>, Option<NaiveTime>)>,
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risk_free_rate_contract: Option<RiskFreeRateContract>,
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@@ -2538,9 +2537,8 @@ where
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.map(Arc::clone)
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{
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let empty_symbols = BTreeSet::new();
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let decision_quote_symbols = preplanned
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.get(&execution_date)
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.unwrap_or(&empty_symbols);
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let decision_quote_symbols =
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preplanned.get(&execution_date).unwrap_or(&empty_symbols);
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self.ensure_execution_quotes_for_symbols_at_times(
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execution_date,
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decision_quote_symbols,
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