初始化回测核心引擎骨架

crates/fidc-core/tests/core_rules.rs

@@ -0,0 +1,103 @@
+use chrono::NaiveDate;
+use fidc_core::cost::CostModel;
+use fidc_core::rules::EquityRuleHooks;
+use fidc_core::{
+    CandidateEligibility,
+    ChinaAShareCostModel,
+    ChinaEquityRuleHooks,
+    DailyMarketSnapshot,
+    OrderSide,
+    Position,
+};
+
+fn d(year: i32, month: u32, day: u32) -> NaiveDate {
+    NaiveDate::from_ymd_opt(year, month, day).expect("valid date")
+}
+
+fn candidate() -> CandidateEligibility {
+    CandidateEligibility {
+        date: d(2024, 1, 3),
+        symbol: "000001.SZ".to_string(),
+        is_st: false,
+        is_new_listing: false,
+        is_paused: false,
+        allow_buy: true,
+        allow_sell: true,
+    }
+}
+
+fn snapshot(open: f64, upper_limit: f64, lower_limit: f64) -> DailyMarketSnapshot {
+    DailyMarketSnapshot {
+        date: d(2024, 1, 3),
+        symbol: "000001.SZ".to_string(),
+        open,
+        high: open,
+        low: open,
+        close: open,
+        prev_close: 10.0,
+        volume: 1_000_000,
+        paused: false,
+        upper_limit,
+        lower_limit,
+    }
+}
+
+#[test]
+fn china_cost_model_applies_minimum_commission_and_stamp_tax() {
+    let model = ChinaAShareCostModel::default();
+
+    let buy = model.calculate(OrderSide::Buy, 1_000.0);
+    assert!((buy.commission - 5.0).abs() < 1e-9);
+    assert_eq!(buy.stamp_tax, 0.0);
+
+    let sell = model.calculate(OrderSide::Sell, 100_000.0);
+    assert!((sell.commission - 30.0).abs() < 1e-9);
+    assert!((sell.stamp_tax - 100.0).abs() < 1e-9);
+}
+
+#[test]
+fn china_rule_hooks_block_same_day_sell_under_t_plus_one() {
+    let hooks = ChinaEquityRuleHooks;
+    let mut position = Position::new("000001.SZ");
+    let trade_date = d(2024, 1, 3);
+    position.buy(trade_date, 1_000, 10.0);
+
+    let check = hooks.can_sell(
+        trade_date,
+        &snapshot(10.1, 11.0, 9.0),
+        &candidate(),
+        &position,
+    );
+
+    assert!(!check.allowed);
+    assert!(check
+        .reason
+        .as_deref()
+        .unwrap_or_default()
+        .contains("t+1"));
+}
+
+#[test]
+fn china_rule_hooks_block_buy_at_limit_up_and_sell_at_limit_down() {
+    let hooks = ChinaEquityRuleHooks;
+    let candidate = candidate();
+    let mut position = Position::new("000001.SZ");
+    position.buy(d(2024, 1, 2), 1_000, 10.0);
+
+    let buy_check = hooks.can_buy(d(2024, 1, 3), &snapshot(11.0, 11.0, 9.0), &candidate);
+    assert!(!buy_check.allowed);
+    assert!(buy_check
+        .reason
+        .as_deref()
+        .unwrap_or_default()
+        .contains("upper limit"));
+
+    let sell_check =
+        hooks.can_sell(d(2024, 1, 3), &snapshot(9.0, 11.0, 9.0), &candidate, &position);
+    assert!(!sell_check.allowed);
+    assert!(sell_check
+        .reason
+        .as_deref()
+        .unwrap_or_default()
+        .contains("lower limit"));
+}