移除回测兼容语义残留

This commit is contained in:
boris
2026-06-26 13:39:21 +08:00
parent 7f40cfdab0
commit 380c34aa66
15 changed files with 265 additions and 300 deletions
+2 -2
View File
@@ -1969,7 +1969,7 @@ impl OmniMicroCapStrategy {
return Some(0);
}
let snapshot = ctx.data.market(date, symbol)?;
if snapshot.tick_volume == 0 {
if snapshot.minute_volume == 0 {
return None;
}
@@ -1991,7 +1991,7 @@ impl OmniMicroCapStrategy {
let consumed_turnover = *execution_state.intraday_turnover.get(symbol).unwrap_or(&0);
let raw_limit =
((snapshot.tick_volume as f64) * 0.25).round() as i64 - consumed_turnover as i64;
((snapshot.minute_volume as f64) * 0.25).round() as i64 - consumed_turnover as i64;
if raw_limit <= 0 {
return None;
}