修复执行价索引和平台表达式回退
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@@ -43,7 +43,8 @@ impl Strategy for BuyThenHoldStrategy {
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#[test]
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fn engine_settles_delisted_position_before_missing_market_snapshot_breaks_run() {
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let date1 = d(2025, 1, 2);
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let date2 = d(2025, 1, 3);
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let delist_date = d(2025, 1, 3);
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let date2 = d(2025, 1, 6);
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let data = DataSet::from_components(
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vec![
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Instrument {
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@@ -52,8 +53,8 @@ fn engine_settles_delisted_position_before_missing_market_snapshot_breaks_run()
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board: "SZ".to_string(),
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round_lot: 100,
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listed_at: Some(d(2020, 1, 1)),
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delisted_at: Some(date1),
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status: "delisted".to_string(),
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delisted_at: Some(delist_date),
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status: "active".to_string(),
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},
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Instrument {
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symbol: "000002.SZ".to_string(),
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@@ -115,7 +116,7 @@ fn engine_settles_delisted_position_before_missing_market_snapshot_breaks_run()
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DailyMarketSnapshot {
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date: date2,
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symbol: "000002.SZ".to_string(),
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timestamp: Some("2025-01-03 10:18:00".to_string()),
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timestamp: Some("2025-01-06 10:18:00".to_string()),
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day_open: 5.1,
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open: 5.1,
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high: 5.2,
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@@ -273,7 +274,7 @@ fn engine_applies_successor_conversion_before_delisted_cash_settlement() {
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round_lot: 100,
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listed_at: Some(d(2020, 1, 1)),
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delisted_at: Some(date2),
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status: "delisted".to_string(),
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status: "active".to_string(),
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},
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Instrument {
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symbol: "000002.SZ".to_string(),
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@@ -329,7 +329,7 @@ impl Strategy for AuctionOrderStrategy {
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exit_symbols: BTreeSet::new(),
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order_intents: vec![fidc_core::OrderIntent::Value {
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symbol: "000001.SZ".to_string(),
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value: 1_000.0,
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value: 1_010.0,
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reason: "auction_buy".to_string(),
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}],
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notes: Vec::new(),
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@@ -3734,7 +3734,7 @@ impl Strategy for BuyMissingRowThenHoldStrategy {
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exit_symbols: BTreeSet::new(),
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order_intents: vec![OrderIntent::Value {
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symbol: "601028.SH".to_string(),
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value: 1_000.0,
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value: 1_010.0,
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reason: "seed_position".to_string(),
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}],
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notes: Vec::new(),
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