完善平台策略回测撮合和滑点

crates/fidc-core/src/engine.rs

@@ -314,6 +314,7 @@ pub struct BacktestEngine<S, C, R> {
     config: BacktestConfig,
     dividend_reinvestment: bool,
     cash_dividends_enabled: bool,
+    cash_dividend_adjusts_cost_basis: bool,
     process_event_bus: ProcessEventBus,
     dynamic_universe: Option<BTreeSet<String>>,
     subscriptions: BTreeSet<String>,
@@ -340,6 +341,7 @@ impl<S, C, R> BacktestEngine<S, C, R> {
             config,
             dividend_reinvestment: false,
             cash_dividends_enabled: true,
+            cash_dividend_adjusts_cost_basis: true,
             process_event_bus: ProcessEventBus::new(),
             dynamic_universe: None,
             subscriptions: BTreeSet::new(),
@@ -363,6 +365,11 @@ impl<S, C, R> BacktestEngine<S, C, R> {
         self
     }
 
+    pub fn with_cash_dividend_cost_basis_adjustment(mut self, enabled: bool) -> Self {
+        self.cash_dividend_adjusts_cost_basis = enabled;
+        self
+    }
+
     pub fn with_futures_account(mut self, account: FuturesAccountState) -> Self {
         self.futures_account = Some(account);
         self
@@ -2534,7 +2541,11 @@ where
                     let position = portfolio
                         .position_mut_if_exists(&action.symbol)
                         .expect("position exists for dividend action");
-                    let cash_delta = position.apply_cash_dividend(action.share_cash);
+                    let cash_delta = if self.cash_dividend_adjusts_cost_basis {
+                        position.apply_cash_dividend(action.share_cash)
+                    } else {
+                        position.apply_cash_dividend_preserve_cost_basis(action.share_cash)
+                    };
                     (cash_delta, position.quantity, position.average_cost)
                 };
                 if cash_delta.abs() > f64::EPSILON {