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移除回测兼容语义残留

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boris
2026-06-26 13:39:21 +08:00
parent 7f40cfdab0
commit 380c34aa66
15 changed files with 265 additions and 300 deletions
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crates/fidc-core/tests/core_rules.rs
+4 -4
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@@ -42,7 +42,7 @@ fn snapshot(open: f64, upper_limit: f64, lower_limit: f64) -> DailyMarketSnapsho
ask1: open,
prev_close: 10.0,
volume: 1_000_000,
tick_volume: 100_000,
minute_volume: 100_000,
bid1_volume: 50_000,
ask1_volume: 50_000,
trading_phase: Some("continuous".to_string()),
@@ -67,8 +67,8 @@ fn china_cost_model_applies_minimum_commission_and_stamp_tax() {
}
#[test]
fn aiquant_rqalpha_cost_model_matches_alv_run_options() {
let model = ChinaAShareCostModel::aiquant_rqalpha_default();
fn aiquant_cost_model_matches_alv_run_options() {
let model = ChinaAShareCostModel::aiquant_default();
let buy = model.calculate(d(2026, 5, 19), OrderSide::Buy, 49_978.84);
assert!((buy.commission - 12.49471).abs() < 1e-9);
@@ -260,7 +260,7 @@ fn china_rule_hooks_allow_sell_when_last_price_is_above_lower_limit() {
ask1: 2.53,
prev_close: 2.80,
volume: 1_000_000,
tick_volume: 100_000,
minute_volume: 100_000,
bid1_volume: 50_000,
ask1_volume: 50_000,
trading_phase: Some("continuous".to_string()),