修复分钟成交量限制误用盘口量
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@@ -5785,7 +5785,7 @@ where
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MatchingType::OpenAuction
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| MatchingType::CurrentBarClose
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| MatchingType::NextBarOpen => false,
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MatchingType::MinuteLast => self.volume_limit || self.liquidity_limit,
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MatchingType::MinuteLast => self.liquidity_limit,
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MatchingType::MinuteBestOwn
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| MatchingType::MinuteBestCounterparty
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| MatchingType::Vwap
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@@ -6062,7 +6062,7 @@ mod tests {
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}
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#[test]
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fn minute_last_keeps_quote_quantity_cap_when_limits_enabled() {
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fn minute_last_quote_quantity_cap_depends_on_liquidity_limit() {
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let volume_limited =
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BrokerSimulator::new(ChinaAShareCostModel::default(), ChinaEquityRuleHooks)
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.with_volume_limit(true)
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@@ -6072,7 +6072,7 @@ mod tests {
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.with_volume_limit(false)
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.with_liquidity_limit(true);
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assert!(volume_limited.quote_quantity_limited(MatchingType::MinuteLast));
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assert!(!volume_limited.quote_quantity_limited(MatchingType::MinuteLast));
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assert!(liquidity_limited.quote_quantity_limited(MatchingType::MinuteLast));
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}
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