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拆分ST与星号ST风控语义

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This commit is contained in:
boris
2026-07-03 09:00:50 +08:00
parent c32926cc34
commit 3bb001c374
17 changed files with 308 additions and 36 deletions
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crates/fidc-core/tests/engine_hooks.rs
+22
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@@ -81,6 +81,7 @@ fn single_day_anchor_data(date: NaiveDate) -> DataSet {
date,
symbol: "000001.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -149,6 +150,7 @@ fn candidate_row(date: NaiveDate, symbol: &str) -> CandidateEligibility {
date,
symbol: symbol.to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -1125,6 +1127,7 @@ fn engine_runs_strategy_hooks_in_daily_order() {
date: date1,
symbol: "000001.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -1137,6 +1140,7 @@ fn engine_runs_strategy_hooks_in_daily_order() {
date: date2,
symbol: "000001.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -1284,6 +1288,7 @@ fn engine_executes_open_auction_decisions_before_on_day() {
date,
symbol: "000001.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -1383,6 +1388,7 @@ fn engine_executes_futures_order_intents_against_future_account() {
date,
symbol: "000001.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -1973,6 +1979,7 @@ fn engine_runs_minute_hooks_and_executes_minute_orders() {
date,
symbol: "000001.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -2157,6 +2164,7 @@ fn strategy_context_exposes_engine_native_data_helpers() {
date,
symbol: "000001.SZ".to_string(),
is_st,
is_star_st: false,
is_new_listing: false,
is_paused,
allow_buy: true,
@@ -2317,6 +2325,7 @@ fn strategy_context_exposes_final_order_runtime_view() {
date,
symbol: "000001.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -2571,6 +2580,7 @@ fn engine_applies_account_cash_flow_and_financing_intents() {
date: date1,
symbol: "000001.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -2583,6 +2593,7 @@ fn engine_applies_account_cash_flow_and_financing_intents() {
date: date2,
symbol: "000001.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -2755,6 +2766,7 @@ fn engine_rejects_pending_limit_orders_at_market_close() {
date: date1,
symbol: "000001.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -2767,6 +2779,7 @@ fn engine_rejects_pending_limit_orders_at_market_close() {
date: date2,
symbol: "000001.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -2958,6 +2971,7 @@ fn engine_runs_scheduled_rules_for_daily_weekly_and_monthly_triggers() {
date: date1,
symbol: "000001.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -2970,6 +2984,7 @@ fn engine_runs_scheduled_rules_for_daily_weekly_and_monthly_triggers() {
date: date2,
symbol: "000001.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -2982,6 +2997,7 @@ fn engine_runs_scheduled_rules_for_daily_weekly_and_monthly_triggers() {
date: date3,
symbol: "000001.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -3207,6 +3223,7 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
date: date1,
symbol: "000001.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -3219,6 +3236,7 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
date: date2,
symbol: "000001.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -3231,6 +3249,7 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
date: date3,
symbol: "000001.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -3564,6 +3583,7 @@ fn engine_applies_dynamic_universe_and_subscription_directives() {
date: *date,
symbol: "000001.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -3576,6 +3596,7 @@ fn engine_applies_dynamic_universe_and_subscription_directives() {
date: *date,
symbol: "000002.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
@@ -3699,6 +3720,7 @@ fn engine_exposes_current_process_context_to_strategies() {
date,
symbol: "000001.SZ".to_string(),
is_st: false,
is_star_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,