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