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Revert "修正次日开盘目标市值换股语义"

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This reverts commit 438757ab54.
This commit is contained in:
boris
2026-07-12 05:42:00 +08:00
parent 438757ab54
commit 2b64fb7c7e
1 changed files with 7 additions and 6 deletions
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crates/fidc-core/src/broker.rs
+7 -6
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@@ -427,10 +427,11 @@ where
symbol: &str, symbol: &str,
snapshot: &crate::data::DailyMarketSnapshot, snapshot: &crate::data::DailyMarketSnapshot,
) -> f64 { ) -> f64 {
if self.matching_type == MatchingType::NextBarOpen { if self.matching_type == MatchingType::NextBarOpen
// The target budget is frozen on the signal day, but the broker can only && snapshot.prev_close.is_finite()
// convert that budget to shares once the next session's open is visible. && snapshot.prev_close > 0.0
return self.sizing_price(snapshot); {
return snapshot.prev_close;
} }
if self.aiquant_execution_rules && self.execution_price_field == PriceField::Last { if self.aiquant_execution_rules && self.execution_price_field == PriceField::Last {
let start_cursor = self let start_cursor = self
@@ -7153,7 +7154,7 @@ mod tests {
} }
#[test] #[test]
fn next_open_target_value_valuation_uses_execution_open() { fn next_open_target_value_valuation_uses_previous_close() {
let date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date"); let date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date");
let broker = BrokerSimulator::new_with_execution_price( let broker = BrokerSimulator::new_with_execution_price(
ChinaAShareCostModel::default(), ChinaAShareCostModel::default(),
@@ -7180,7 +7181,7 @@ mod tests {
assert_eq!( assert_eq!(
broker.target_value_valuation_price(date, &data, "000001.SZ", snapshot), broker.target_value_valuation_price(date, &data, "000001.SZ", snapshot),
11.0 10.0
); );
} }