补齐精度回归样例并允许次日开盘使用真实执行报价

This commit is contained in:
boris
2026-09-19 21:22:12 +08:00
parent 5924e43f3d
commit 175b319d47
3 changed files with 25 additions and 2 deletions
+1 -1
View File
@@ -95,7 +95,7 @@ pub(super) fn valuation(
mod ratio_tests {
use super::*;
fn configuration() -> (Vec<String>, StockPoolDecisionConstraints, BTreeMap<String,i32>) {
let symbols = vec!["000001.SZ".into(),"000002.SZ".into(),"000003.SZ".into()];
let symbols: Vec<String> = vec!["000001.SZ".into(),"000002.SZ".into(),"000003.SZ".into()];
let paused = FrozenStockPoolPosition { trade_date: NaiveDate::from_ymd_opt(2026,9,3).unwrap(), reason:"paused".into(), valuation_price:Decimal::from(10) };
let constraints = StockPoolDecisionConstraints { frozen_positions:BTreeMap::from([(symbols[0].clone(),paused)]),
prior_target_weights:BTreeMap::from([(symbols[0].clone(),3334)]), ..Default::default() };