完善平台策略回测撮合和滑点

This commit is contained in:
boris
2026-05-28 08:59:14 +08:00
parent 3499d4aa74
commit 200d5d1f41
8 changed files with 786 additions and 92 deletions
+5 -3
View File
@@ -19,7 +19,9 @@ pub mod strategy;
pub mod strategy_ai;
pub mod universe;
pub use broker::{BrokerExecutionReport, BrokerSimulator, MatchingType, SlippageModel};
pub use broker::{
BrokerExecutionReport, BrokerSimulator, DynamicSlippageConfig, MatchingType, SlippageModel,
};
pub use calendar::TradingCalendar;
pub use cost::{ChinaAShareCostModel, CostModel, TradingCost};
pub use data::{
@@ -49,8 +51,8 @@ pub use metrics::{BacktestMetrics, compute_backtest_metrics};
pub use platform_expr_strategy::{
PlatformAccountActionKind, PlatformExplicitActionStage, PlatformExplicitCancelKind,
PlatformExplicitOrderKind, PlatformExprStrategy, PlatformExprStrategyConfig,
PlatformRebalanceSchedule, PlatformScheduleFrequency, PlatformTradeAction,
PlatformUniverseActionKind,
PlatformRebalanceSchedule, PlatformScheduleFrequency, PlatformSelectionPrefetchPlan,
PlatformTradeAction, PlatformUniverseActionKind,
};
pub use platform_runtime_schema::{
PLATFORM_RUNTIME_SCHEMA_VERSION, PlatformRuntimeSchema, reserved_scope_names,