按顺序结算多笔现金应收

This commit is contained in:
boris
2026-08-25 15:25:18 +08:00
parent e368bad7e4
commit 2574b9375d
3 changed files with 35 additions and 19 deletions
+6 -4
View File
@@ -3242,14 +3242,16 @@ where
notes: &mut Vec<String>,
) -> Result<BrokerExecutionReport, BacktestError> {
let mut report = BrokerExecutionReport::default();
let settled = portfolio.settle_cash_receivables(date);
for receivable in settled {
let due = portfolio.take_due_cash_receivables(date);
for receivable in due {
let cash_before = portfolio.cash();
portfolio
.settle_cash_receivable(&receivable)
.map_err(BacktestError::Execution)?;
let mut note = format!(
"cash_receivable_settled {} ex_date={} payable_date={} cash={:.2}",
receivable.symbol, receivable.ex_date, receivable.payable_date, receivable.amount
);
let cash_before = portfolio.cash() - receivable.amount;
if self.dividend_reinvestment
&& receivable.reason.starts_with("cash_dividend")
&& receivable.amount > 0.0
+8 -10
View File
@@ -778,25 +778,23 @@ impl PortfolioState {
Ok(())
}
pub fn settle_cash_receivables(&mut self, date: NaiveDate) -> Vec<CashReceivable> {
let mut settled = Vec::new();
pub fn take_due_cash_receivables(&mut self, date: NaiveDate) -> Vec<CashReceivable> {
let mut due = Vec::new();
let mut pending = Vec::new();
for receivable in self.cash_receivables.drain(..) {
if receivable.payable_date <= date {
let amount = Self::fixed_money(receivable.amount, "cash receivable")
.expect("cash receivable must be finite fixed-point money");
self.cash = self
.cash
.checked_add(amount)
.expect("fixed-point cash overflow while settling receivable");
settled.push(receivable);
due.push(receivable);
} else {
pending.push(receivable);
}
}
self.cash_receivables = pending;
self.refresh_dividend_receivables();
settled
due
}
pub fn settle_cash_receivable(&mut self, receivable: &CashReceivable) -> Result<(), String> {
self.apply_cash_delta(receivable.amount)
}
pub fn cash_receivables(&self) -> &[CashReceivable] {