test: cover signal-date target persistence

2026-09-06 19:35:27 +08:00
parent 94a1422a35
commit 3657d83833
1 changed files with 129 additions and 2 deletions
@@ -13401,6 +13401,91 @@ mod tests {
        NaiveDate::from_ymd_opt(year, month, day).expect("valid date")
    }

+    fn single_symbol_platform_data(dates: &[NaiveDate], symbol: &str) -> DataSet {
+        DataSet::from_components(
+            vec![Instrument {
+                symbol: symbol.to_string(),
+                name: symbol.to_string(),
+                board: "SZSE".to_string(),
+                round_lot: 100,
+                listed_at: Some(d(2010, 1, 1)),
+                delisted_at: None,
+                status: "active".to_string(),
+            }],
+            dates
+                .iter()
+                .copied()
+                .map(|date| DailyMarketSnapshot {
+                    date,
+                    symbol: symbol.to_string(),
+                    timestamp: None,
+                    day_open: 10.0,
+                    open: 10.0,
+                    high: 10.2,
+                    low: 9.8,
+                    close: 10.0,
+                    last_price: 10.0,
+                    bid1: 9.99,
+                    ask1: 10.01,
+                    prev_close: 10.0,
+                    volume: 1_000_000,
+                    minute_volume: 10_000,
+                    bid1_volume: 10_000,
+                    ask1_volume: 10_000,
+                    trading_phase: Some("continuous".to_string()),
+                    paused: false,
+                    upper_limit: 11.0,
+                    lower_limit: 9.0,
+                    price_tick: 0.01,
+                })
+                .collect(),
+            dates
+                .iter()
+                .copied()
+                .map(|date| DailyFactorSnapshot {
+                    date,
+                    symbol: symbol.to_string(),
+                    market_cap_bn: 10.0,
+                    free_float_cap_bn: 9.0,
+                    pe_ttm: 8.0,
+                    turnover_ratio: Some(1.0),
+                    effective_turnover_ratio: Some(1.0),
+                    extra_factors: BTreeMap::new(),
+                })
+                .collect(),
+            dates
+                .iter()
+                .copied()
+                .map(|date| CandidateEligibility {
+                    date,
+                    symbol: symbol.to_string(),
+                    is_st: false,
+                    is_star_st: false,
+                    is_new_listing: false,
+                    is_paused: false,
+                    allow_buy: true,
+                    allow_sell: true,
+                    is_kcb: false,
+                    is_one_yuan: false,
+                    risk_level_code: None,
+                })
+                .collect(),
+            dates
+                .iter()
+                .copied()
+                .map(|date| BenchmarkSnapshot {
+                    date,
+                    benchmark: "000852.SH".to_string(),
+                    open: 1000.0,
+                    close: 1000.0,
+                    prev_close: 1000.0,
+                    volume: 1_000_000,
+                })
+                .collect(),
+        )
+        .expect("single-symbol platform dataset")
+    }
+
    #[test]
    fn stock_state_cache_resets_before_reusing_compact_keys_on_another_date() {
        let dates = [d(2025, 1, 2), d(2025, 1, 3)];
@@ -23528,11 +23613,18 @@ mod tests {
        let first = d(2025, 2, 3);
        let between = d(2025, 2, 4);
        let second = d(2025, 2, 5);
+        let symbol = "000001.SZ";
+        let data = single_symbol_platform_data(&[first, between, second], symbol);
+        let portfolio = PortfolioState::new(1_000_000.0);
+        let subscriptions = BTreeSet::new();
        let mut config = PlatformExprStrategyConfig::generic();
+        config.signal_symbol = symbol.to_string();
+        config.benchmark_symbol = "000852.SH".to_string();
+        config.rotation_enabled = false;
        config.signal_rebalance_dates = BTreeSet::from([first, second]);
        config.explicit_actions = vec![PlatformTradeAction::Order {
            kind: PlatformExplicitOrderKind::TargetPercent,
-            symbol: "000001.SZ".to_string(),
+            symbol: symbol.to_string(),
            amount_expr: format!(
                "if decision_date == \"{first}\" {{ 0.5 }} else if decision_date == \"{second}\" {{ 0.0 }} else {{ 0.0 }}"
            ),
@@ -23543,11 +23635,46 @@ mod tests {
            when_expr: None,
            reason: "full_target_snapshot".to_string(),
        }];
-        let strategy = PlatformExprStrategy::new(config);
+        let mut strategy = PlatformExprStrategy::new(config);

        assert!(strategy.unscheduled_explicit_actions_are_due(first));
        assert!(!strategy.unscheduled_explicit_actions_are_due(between));
        assert!(strategy.unscheduled_explicit_actions_are_due(second));
+
+        let mut decide = |date, decision_index| {
+            let ctx = StrategyContext {
+                execution_date: date,
+                decision_date: date,
+                decision_index,
+                data: &data,
+                portfolio: &portfolio,
+                futures_account: None,
+                open_orders: &[],
+                dynamic_universe: None,
+                subscriptions: &subscriptions,
+                process_events: &[],
+                active_process_event: None,
+                active_datetime: None,
+                order_events: &[],
+                fills: &[],
+            };
+            strategy.on_day(&ctx).expect("explicit action decision")
+        };
+        let first_decision = decide(first, 0);
+        let between_decision = decide(between, 1);
+        let second_decision = decide(second, 2);
+
+        assert!(matches!(
+            first_decision.order_intents.as_slice(),
+            [OrderIntent::TargetPercent { symbol: actual_symbol, target_percent, .. }]
+                if actual_symbol == symbol && (*target_percent - 0.5).abs() < f64::EPSILON
+        ));
+        assert!(between_decision.order_intents.is_empty());
+        assert!(matches!(
+            second_decision.order_intents.as_slice(),
+            [OrderIntent::TargetPercent { symbol: actual_symbol, target_percent, .. }]
+                if actual_symbol == symbol && target_percent.abs() < f64::EPSILON
+        ));
    }

    #[test]