移除回测兼容语义残留

crates/fidc-core/src/broker.rs

@@ -170,7 +170,7 @@ pub struct BrokerSimulator<C, R> {
     inactive_limit: bool,
     liquidity_limit: bool,
     strict_value_budget: bool,
-    aiquant_rqalpha_execution_rules: bool,
+    aiquant_execution_rules: bool,
     same_day_buy_close_mark_at_fill: bool,
     intraday_execution_start_time: Option<NaiveTime>,
     runtime_intraday_start_time: Cell<Option<NaiveTime>>,
@@ -193,7 +193,7 @@ impl<C, R> BrokerSimulator<C, R> {
             inactive_limit: true,
             liquidity_limit: true,
             strict_value_budget: false,
-            aiquant_rqalpha_execution_rules: false,
+            aiquant_execution_rules: false,
             same_day_buy_close_mark_at_fill: false,
             intraday_execution_start_time: None,
             runtime_intraday_start_time: Cell::new(None),
@@ -220,7 +220,7 @@ impl<C, R> BrokerSimulator<C, R> {
             inactive_limit: true,
             liquidity_limit: true,
             strict_value_budget: false,
-            aiquant_rqalpha_execution_rules: false,
+            aiquant_execution_rules: false,
             same_day_buy_close_mark_at_fill: false,
             intraday_execution_start_time: None,
             runtime_intraday_start_time: Cell::new(None),
@@ -250,8 +250,8 @@ impl<C, R> BrokerSimulator<C, R> {
         self
     }
 
-    pub fn with_aiquant_rqalpha_execution_rules(mut self, enabled: bool) -> Self {
-        self.aiquant_rqalpha_execution_rules = enabled;
+    pub fn with_aiquant_execution_rules(mut self, enabled: bool) -> Self {
+        self.aiquant_execution_rules = enabled;
         self
     }
 
@@ -362,7 +362,7 @@ where
         symbol: &str,
         snapshot: &crate::data::DailyMarketSnapshot,
     ) -> f64 {
-        if self.aiquant_rqalpha_execution_rules && self.execution_price_field == PriceField::Last {
+        if self.aiquant_execution_rules && self.execution_price_field == PriceField::Last {
             let start_cursor = self
                 .runtime_intraday_start_time
                 .get()
@@ -2088,7 +2088,7 @@ where
         candidate: &crate::data::CandidateEligibility,
         instrument: Option<&Instrument>,
     ) -> RuleCheck {
-        let check_price = if self.aiquant_rqalpha_execution_rules {
+        let check_price = if self.aiquant_execution_rules {
             self.aiquant_limit_check_price(snapshot, OrderSide::Buy)
         } else {
             ChinaAShareRiskControl::buy_check_price(snapshot, self.execution_price_field)
@@ -2102,7 +2102,7 @@ where
         ) {
             return RuleCheck::reject(reason);
         }
-        if !self.aiquant_rqalpha_execution_rules {
+        if !self.aiquant_execution_rules {
             return self
                 .rules
                 .can_buy(date, snapshot, candidate, self.execution_price_field);
@@ -2120,7 +2120,7 @@ where
         instrument: Option<&Instrument>,
         algo_request: Option<&AlgoExecutionRequest>,
     ) -> RuleCheck {
-        let check_price = if self.aiquant_rqalpha_execution_rules {
+        let check_price = if self.aiquant_execution_rules {
             self.aiquant_order_limit_check_price(
                 date,
                 data,
@@ -2141,7 +2141,7 @@ where
         ) {
             return RuleCheck::reject(reason);
         }
-        if !self.aiquant_rqalpha_execution_rules {
+        if !self.aiquant_execution_rules {
             return self
                 .rules
                 .can_buy(date, snapshot, candidate, self.execution_price_field);
@@ -2160,10 +2160,10 @@ where
         position: &crate::portfolio::Position,
         algo_request: Option<&AlgoExecutionRequest>,
     ) -> RuleCheck {
-        if !self.aiquant_rqalpha_execution_rules && !candidate.allow_sell {
+        if !self.aiquant_execution_rules && !candidate.allow_sell {
             return RuleCheck::reject("sell_disabled");
         }
-        let check_price = if self.aiquant_rqalpha_execution_rules {
+        let check_price = if self.aiquant_execution_rules {
             self.aiquant_order_limit_check_price(
                 date,
                 data,
@@ -2185,7 +2185,7 @@ where
         ) {
             return RuleCheck::reject(reason);
         }
-        if !self.aiquant_rqalpha_execution_rules {
+        if !self.aiquant_execution_rules {
             return self.rules.can_sell(
                 date,
                 snapshot,
@@ -2991,7 +2991,7 @@ where
             return Ok(());
         }
 
-        let current_value = if self.aiquant_rqalpha_execution_rules {
+        let current_value = if self.aiquant_execution_rules {
             let valuation_price = self.target_value_valuation_price(date, data, symbol, snapshot);
             valuation_price * current_qty as f64
         } else {
@@ -4805,7 +4805,7 @@ where
             return Ok(0);
         }
 
-        if self.inactive_limit && snapshot.tick_volume == 0 {
+        if self.inactive_limit && snapshot.minute_volume == 0 {
             return Err("minute no volume".to_string());
         }
 
@@ -4832,7 +4832,7 @@ where
         }
 
         if self.volume_limit {
-            let raw_limit = ((snapshot.tick_volume as f64) * self.volume_percent).round() as i64
+            let raw_limit = ((snapshot.minute_volume as f64) * self.volume_percent).round() as i64
                 - consumed_turnover as i64;
             if raw_limit <= 0 {
                 return Err("minute volume limit".to_string());
@@ -5418,7 +5418,7 @@ mod tests {
             ask1: 10.0,
             prev_close: 10.0,
             volume: 1_000_000,
-            tick_volume: 10_000,
+            minute_volume: 10_000,
             bid1_volume: 1_000,
             ask1_volume: 1_000,
             trading_phase: Some("continuous".to_string()),
@@ -5512,7 +5512,7 @@ mod tests {
     }
 
     #[test]
-    fn target_value_valuation_uses_daily_snapshot_but_value_order_sizing_uses_intraday_tick() {
+    fn target_value_valuation_uses_daily_snapshot_but_value_order_sizing_uses_intraday_minute() {
         let date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date");
         let broker = BrokerSimulator::new_with_execution_price(
             ChinaAShareCostModel::default(),
@@ -5645,7 +5645,7 @@ mod tests {
         .with_intraday_execution_start_time(date.and_hms_opt(10, 40, 0).unwrap().time())
         .with_slippage_model(SlippageModel::PriceRatio(0.002))
         .with_strict_value_budget(true)
-        .with_aiquant_rqalpha_execution_rules(true)
+        .with_aiquant_execution_rules(true)
         .with_volume_limit(false)
         .with_liquidity_limit(false)
         .with_inactive_limit(false);
@@ -5663,7 +5663,7 @@ mod tests {
             ask1: 5.83,
             prev_close: 5.85,
             volume: 1_000_000,
-            tick_volume: 262,
+            minute_volume: 262,
             bid1_volume: 54,
             ask1_volume: 143,
             trading_phase: Some("continuous".to_string()),
@@ -6068,7 +6068,7 @@ mod tests {
             ChinaEquityRuleHooks,
             PriceField::Last,
         )
-        .with_aiquant_rqalpha_execution_rules(true);
+        .with_aiquant_execution_rules(true);
         let aiquant_rule = aiquant_broker.buy_rule_check(date, &snapshot, &candidate, None);
         assert!(!aiquant_rule.allowed);
         assert_eq!(aiquant_rule.reason.as_deref(), Some("buy_disabled"));
@@ -6131,7 +6131,7 @@ mod tests {
             ChinaEquityRuleHooks,
             PriceField::Last,
         )
-        .with_aiquant_rqalpha_execution_rules(true)
+        .with_aiquant_execution_rules(true)
         .with_intraday_execution_start_time(date.and_hms_opt(10, 18, 0).unwrap().time())
         .with_volume_limit(false)
         .with_liquidity_limit(false)