对齐 AiQuant RQAlpha 回测语义

2026-05-15 11:48:10 +08:00
parent 94662b6e75
commit 4577657c90
7 changed files with 1377 additions and 69 deletions
@@ -2127,7 +2127,12 @@ where
                }
            }

-            portfolio.update_prices(execution_date, &self.data, PriceField::Close)?;
+            portfolio.update_prices_with_options(
+                execution_date,
+                &self.data,
+                PriceField::Close,
+                self.broker.same_day_buy_close_mark_at_fill(),
+            )?;

            let post_trade_open_orders = self.open_order_views();
            let visible_order_events = result