修正AiQuant兼容佣金默认值

2026-06-23 12:30:09 +08:00
parent ad405d130e
commit 1bcedcee0f
2 changed files with 17 additions and 0 deletions
@@ -66,6 +66,22 @@ fn china_cost_model_applies_minimum_commission_and_stamp_tax() {
    assert!((sell.stamp_tax - 100.0).abs() < 1e-9);
 }

+#[test]
+fn aiquant_rqalpha_cost_model_matches_alv_run_options() {
+    let model = ChinaAShareCostModel::aiquant_rqalpha_default();
+
+    let buy = model.calculate(d(2026, 5, 19), OrderSide::Buy, 49_978.84);
+    assert!((buy.commission - 12.49471).abs() < 1e-9);
+    assert_eq!(buy.stamp_tax, 0.0);
+
+    let sell = model.calculate(d(2026, 5, 19), OrderSide::Sell, 100_724.72);
+    assert!((sell.commission - 25.18118).abs() < 1e-9);
+    assert!((sell.stamp_tax - 50.36236).abs() < 1e-9);
+
+    let small_buy = model.calculate(d(2026, 5, 19), OrderSide::Buy, 1_000.0);
+    assert!((small_buy.commission - 5.0).abs() < 1e-9);
+}
+
 #[test]
 fn china_cost_model_switches_stamp_tax_rate_after_2023_08_28() {
    let model = ChinaAShareCostModel::default();