修复AiQuant策略表达式回测执行语义
This commit is contained in:
@@ -1237,6 +1237,13 @@ impl DataSet {
|
||||
.unwrap_or(&[])
|
||||
}
|
||||
|
||||
pub fn has_execution_quotes_on_date(&self, date: NaiveDate) -> bool {
|
||||
self.execution_quotes_by_date
|
||||
.get(&date)
|
||||
.map(|rows_by_symbol| !rows_by_symbol.is_empty())
|
||||
.unwrap_or(false)
|
||||
}
|
||||
|
||||
pub fn execution_quote_key_set(&self) -> HashSet<(NaiveDate, String)> {
|
||||
self.execution_quotes_by_date
|
||||
.iter()
|
||||
|
||||
Reference in New Issue
Block a user