Expose process event context to strategy runtime

crates/fidc-core/tests/engine_hooks.rs

@@ -121,6 +121,10 @@ struct ScheduledProbeStrategy {
     process_log: Rc<RefCell<Vec<String>>>,
 }
 
+struct ProcessContextProbeStrategy {
+    snapshots: Rc<RefCell<Vec<String>>>,
+}
+
 struct LimitCarryStrategy {
     issued: bool,
 }
@@ -197,6 +201,33 @@ impl Strategy for LimitCarryStrategy {
     }
 }
 
+impl Strategy for ProcessContextProbeStrategy {
+    fn name(&self) -> &str {
+        "process-context-probe"
+    }
+
+    fn on_process_event(
+        &mut self,
+        ctx: &StrategyContext<'_>,
+        _event: &fidc_core::ProcessEvent,
+    ) -> Result<(), fidc_core::BacktestError> {
+        self.snapshots.borrow_mut().push(format!(
+            "{}:{}:{}",
+            ctx.current_process_event_kind(),
+            ctx.latest_process_event_kind(),
+            ctx.process_event_count()
+        ));
+        Ok(())
+    }
+
+    fn on_day(
+        &mut self,
+        _ctx: &StrategyContext<'_>,
+    ) -> Result<StrategyDecision, fidc_core::BacktestError> {
+        Ok(StrategyDecision::default())
+    }
+}
+
 #[test]
 fn engine_runs_strategy_hooks_in_daily_order() {
     let date1 = d(2025, 1, 2);
@@ -1133,3 +1164,104 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
             .any(|item| { item == "PostScheduled:scheduled:first_trading_day_on_day:on_day:post" })
     );
 }
+
+#[test]
+fn engine_exposes_current_process_context_to_strategies() {
+    let date = d(2025, 1, 2);
+    let data = DataSet::from_components(
+        vec![Instrument {
+            symbol: "000001.SZ".to_string(),
+            name: "Anchor".to_string(),
+            board: "SZ".to_string(),
+            round_lot: 100,
+            listed_at: Some(d(2020, 1, 1)),
+            delisted_at: None,
+            status: "active".to_string(),
+        }],
+        vec![DailyMarketSnapshot {
+            date,
+            symbol: "000001.SZ".to_string(),
+            timestamp: Some("2025-01-02 10:18:00".to_string()),
+            day_open: 10.0,
+            open: 10.0,
+            high: 10.1,
+            low: 9.9,
+            close: 10.0,
+            last_price: 10.0,
+            bid1: 10.0,
+            ask1: 10.0,
+            prev_close: 9.9,
+            volume: 100_000,
+            tick_volume: 100_000,
+            bid1_volume: 100_000,
+            ask1_volume: 100_000,
+            trading_phase: Some("continuous".to_string()),
+            paused: false,
+            upper_limit: 11.0,
+            lower_limit: 9.0,
+            price_tick: 0.01,
+        }],
+        vec![DailyFactorSnapshot {
+            date,
+            symbol: "000001.SZ".to_string(),
+            market_cap_bn: 20.0,
+            free_float_cap_bn: 18.0,
+            pe_ttm: 10.0,
+            turnover_ratio: Some(1.0),
+            effective_turnover_ratio: Some(1.0),
+            extra_factors: BTreeMap::new(),
+        }],
+        vec![CandidateEligibility {
+            date,
+            symbol: "000001.SZ".to_string(),
+            is_st: false,
+            is_new_listing: false,
+            is_paused: false,
+            allow_buy: true,
+            allow_sell: true,
+            is_kcb: false,
+            is_one_yuan: false,
+        }],
+        vec![BenchmarkSnapshot {
+            date,
+            benchmark: "000300.SH".to_string(),
+            open: 100.0,
+            close: 100.0,
+            prev_close: 99.0,
+            volume: 1_000_000,
+        }],
+    )
+    .expect("dataset");
+
+    let snapshots = Rc::new(RefCell::new(Vec::new()));
+    let strategy = ProcessContextProbeStrategy {
+        snapshots: snapshots.clone(),
+    };
+    let broker = BrokerSimulator::new_with_execution_price(
+        ChinaAShareCostModel::default(),
+        ChinaEquityRuleHooks::default(),
+        PriceField::Last,
+    );
+    let mut engine = BacktestEngine::new(
+        data,
+        strategy,
+        broker,
+        BacktestConfig {
+            initial_cash: 100_000.0,
+            benchmark_code: "000300.SH".to_string(),
+            start_date: Some(date),
+            end_date: Some(date),
+            decision_lag_trading_days: 0,
+            execution_price_field: PriceField::Last,
+        },
+    );
+
+    engine.run().expect("backtest run");
+
+    let snapshots = snapshots.borrow();
+    assert_eq!(
+        snapshots.first().map(String::as_str),
+        Some("pre_before_trading:pre_before_trading:1")
+    );
+    assert!(snapshots.iter().any(|item| item == "on_day:on_day:8"));
+}