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fix: keep decision estimates independent and use timed capacity in fill fixtures

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boris
2026-09-12 06:46:49 +08:00
parent 053f880e34
commit 24cb4805a7
7 changed files with 89 additions and 53 deletions
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crates/fidc-core/tests/automatic_trade_protection.rs
+2
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@@ -107,6 +107,7 @@ fn action(quantity: &str, when: &str) -> PlatformTradeAction {
}
fn run(policy: AutomaticTradeProtection) -> fidc_core::BacktestResult {
let mut config = PlatformExprStrategyConfig::generic();
config.volume_capacity_mode = fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit;
config.signal_symbol = "000001.SZ".into();
config.benchmark_symbol = "000300.SH".into();
config.rotation_enabled = false;
@@ -276,6 +277,7 @@ fn locked_holding_keeps_its_slot_even_when_cash_can_buy_the_next_candidate() {
)
.unwrap();
let mut config = PlatformExprStrategyConfig::generic();
config.volume_capacity_mode = fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit;
config.signal_symbol = "000001.SZ".into();
config.benchmark_symbol = "000300.SH".into();
config.strategy_name = "protection_test".into();