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:
@@ -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() };
|
||||
|
||||
Reference in New Issue
Block a user