修复日内时钟提前记账并按原订单续执行算法单

2026-09-14 03:52:52 +08:00
parent 3a3091a2cf
commit 237ee15a51
8 changed files with 2001 additions and 346 deletions
@@ -102,6 +102,7 @@ pub struct OpenOrderView {
    pub avg_price: f64,
    pub transaction_cost: f64,
    pub limit_price: f64,
+    pub reserved_cash: Option<f64>,
    pub reason: String,
 }

@@ -497,6 +498,7 @@ impl StrategyContext<'_> {
            .iter()
            .filter(|order| order.side == OrderSide::Buy)
            .map(|order| {
+                if let Some(reserved) = order.reserved_cash { return reserved; }
                let price = if order.limit_price.is_finite() {
                    order.limit_price.max(0.0)
                } else {