初始化回测核心引擎骨架

crates/fidc-core/src/rules.rs

@@ -0,0 +1,100 @@
+use chrono::NaiveDate;
+
+use crate::data::{CandidateEligibility, DailyMarketSnapshot};
+use crate::portfolio::Position;
+
+#[derive(Debug, Clone)]
+pub struct RuleCheck {
+    pub allowed: bool,
+    pub reason: Option<String>,
+}
+
+impl RuleCheck {
+    pub fn allow() -> Self {
+        Self {
+            allowed: true,
+            reason: None,
+        }
+    }
+
+    pub fn reject(reason: impl Into<String>) -> Self {
+        Self {
+            allowed: false,
+            reason: Some(reason.into()),
+        }
+    }
+}
+
+pub trait EquityRuleHooks {
+    fn can_buy(
+        &self,
+        execution_date: NaiveDate,
+        snapshot: &DailyMarketSnapshot,
+        candidate: &CandidateEligibility,
+    ) -> RuleCheck;
+
+    fn can_sell(
+        &self,
+        execution_date: NaiveDate,
+        snapshot: &DailyMarketSnapshot,
+        candidate: &CandidateEligibility,
+        position: &Position,
+    ) -> RuleCheck;
+}
+
+#[derive(Debug, Clone, Default)]
+pub struct ChinaEquityRuleHooks;
+
+impl ChinaEquityRuleHooks {
+    fn at_upper_limit(snapshot: &DailyMarketSnapshot) -> bool {
+        snapshot.open >= snapshot.upper_limit - 1e-6
+    }
+
+    fn at_lower_limit(snapshot: &DailyMarketSnapshot) -> bool {
+        snapshot.open <= snapshot.lower_limit + 1e-6
+    }
+}
+
+impl EquityRuleHooks for ChinaEquityRuleHooks {
+    fn can_buy(
+        &self,
+        _execution_date: NaiveDate,
+        snapshot: &DailyMarketSnapshot,
+        candidate: &CandidateEligibility,
+    ) -> RuleCheck {
+        if snapshot.paused || candidate.is_paused {
+            return RuleCheck::reject("paused");
+        }
+        if !candidate.allow_buy {
+            return RuleCheck::reject("buy disabled by eligibility flags");
+        }
+        if Self::at_upper_limit(snapshot) {
+            return RuleCheck::reject("open at or above upper limit");
+        }
+
+        RuleCheck::allow()
+    }
+
+    fn can_sell(
+        &self,
+        execution_date: NaiveDate,
+        snapshot: &DailyMarketSnapshot,
+        candidate: &CandidateEligibility,
+        position: &Position,
+    ) -> RuleCheck {
+        if snapshot.paused || candidate.is_paused {
+            return RuleCheck::reject("paused");
+        }
+        if !candidate.allow_sell {
+            return RuleCheck::reject("sell disabled by eligibility flags");
+        }
+        if Self::at_lower_limit(snapshot) {
+            return RuleCheck::reject("open at or below lower limit");
+        }
+        if position.sellable_qty(execution_date) == 0 {
+            return RuleCheck::reject("t+1 sellable quantity is zero");
+        }
+
+        RuleCheck::allow()
+    }
+}