修复AiQuant调仓现金可用语义

This commit is contained in:
boris
2026-06-20 17:15:30 +08:00
parent 9692557746
commit 1a4936d250
+47 -1
View File
@@ -7160,7 +7160,7 @@ impl Strategy for PlatformExprStrategy {
slot_working_symbols.remove(symbol);
}
if !self.config.aiquant_transaction_cost || !same_day_sold_symbols.is_empty() {
if !self.config.aiquant_transaction_cost {
aiquant_available_cash = projected.cash();
}
let fixed_buy_cash = aiquant_total_value * trading_ratio / selection_limit as f64;
@@ -16736,6 +16736,7 @@ mod tests {
cfg.stop_loss_expr.clear();
cfg.daily_top_up_enabled = true;
cfg.intraday_execution_time = Some(NaiveTime::from_hms_opt(9, 33, 0).unwrap());
let base_cfg = cfg.clone();
let mut strategy = PlatformExprStrategy::new(cfg);
strategy.rebalance_day_counter = 20;
@@ -16772,6 +16773,51 @@ mod tests {
"{:?}",
decision.order_intents
);
let mut aiquant_portfolio = PortfolioState::new(4_000.0);
aiquant_portfolio
.position_mut("000003.SZ")
.buy(prev_date, 1_000, 10.0);
let aiquant_ctx = StrategyContext {
execution_date: date,
decision_date: date,
decision_index: 20,
data: &data,
portfolio: &aiquant_portfolio,
futures_account: None,
open_orders: &[],
dynamic_universe: None,
subscriptions: &subscriptions,
process_events: &[],
active_process_event: None,
active_datetime: None,
order_events: &[],
fills: &[],
};
let mut aiquant_cfg = base_cfg;
aiquant_cfg.aiquant_transaction_cost = true;
let mut aiquant_strategy = PlatformExprStrategy::new(aiquant_cfg);
aiquant_strategy.rebalance_day_counter = 20;
let aiquant_decision = aiquant_strategy
.on_day(&aiquant_ctx)
.expect("aiquant platform decision");
let aiquant_periodic_buys = aiquant_decision
.order_intents
.iter()
.filter(|intent| {
matches!(
intent,
OrderIntent::Value { reason, .. } if reason == "periodic_rebalance_buy"
)
})
.count();
assert_eq!(
aiquant_periodic_buys, 1,
"{:?}",
aiquant_decision.order_intents
);
}
#[test]