test: provide dated amount facts in next-open selection fixture
This commit is contained in:
@@ -23976,7 +23976,7 @@ mod tests {
|
|||||||
turnover_ratio: Some(1.0),
|
turnover_ratio: Some(1.0),
|
||||||
effective_turnover_ratio: Some(1.0),
|
effective_turnover_ratio: Some(1.0),
|
||||||
adjustment_factor_backward1: None,
|
adjustment_factor_backward1: None,
|
||||||
extra_factors: BTreeMap::new(),
|
extra_factors: BTreeMap::from([("amount".into(), 20_000_000.0)]),
|
||||||
},
|
},
|
||||||
DailyFactorSnapshot {
|
DailyFactorSnapshot {
|
||||||
date: factor_date,
|
date: factor_date,
|
||||||
@@ -23987,7 +23987,7 @@ mod tests {
|
|||||||
turnover_ratio: Some(1.0),
|
turnover_ratio: Some(1.0),
|
||||||
effective_turnover_ratio: Some(1.0),
|
effective_turnover_ratio: Some(1.0),
|
||||||
adjustment_factor_backward1: None,
|
adjustment_factor_backward1: None,
|
||||||
extra_factors: BTreeMap::new(),
|
extra_factors: BTreeMap::from([("amount".into(), 10_000_000.0)]),
|
||||||
},
|
},
|
||||||
DailyFactorSnapshot {
|
DailyFactorSnapshot {
|
||||||
date: decision_date,
|
date: decision_date,
|
||||||
@@ -24138,6 +24138,10 @@ mod tests {
|
|||||||
.stock_state_with_factor_date(&ctx, decision_date, decision_date, limit_symbol)
|
.stock_state_with_factor_date(&ctx, decision_date, decision_date, limit_symbol)
|
||||||
.expect("next-open decision state");
|
.expect("next-open decision state");
|
||||||
assert_eq!(decision_day_state.amount, 30_000_000.0);
|
assert_eq!(decision_day_state.amount, 30_000_000.0);
|
||||||
|
let prior_factor_state = strategy
|
||||||
|
.stock_state_with_factor_date(&ctx, decision_date, factor_date, limit_symbol)
|
||||||
|
.expect("previous factor-day state");
|
||||||
|
assert_eq!(prior_factor_state.amount, 20_000_000.0);
|
||||||
|
|
||||||
let decision = strategy.on_day(&ctx).expect("platform decision");
|
let decision = strategy.on_day(&ctx).expect("platform decision");
|
||||||
|
|
||||||
|
|||||||
Reference in New Issue
Block a user