修复季节性清仓执行时间

2026-07-06 09:40:07 +08:00
parent 831edfc8c6
commit 1d33b29c27
2 changed files with 22 additions and 6 deletions
@@ -2622,9 +2622,12 @@ impl Strategy for OmniMicroCapStrategy {
                    .positions()
                    .keys()
                    .cloned()
-                    .map(|symbol| OrderIntent::TargetValue {
+                    .map(|symbol| OrderIntent::TimedTargetValue {
                        symbol,
                        target_value: 0.0,
+                        style: AlgoOrderStyle::Twap,
+                        start_time: Some(self.intraday_execution_start_time()),
+                        end_time: Some(self.intraday_execution_start_time()),
                        reason: "seasonal_stop_window".to_string(),
                    })
                    .collect(),