fix(backtest): advance resting limit orders on subsequent quote events

2026-09-12 05:05:39 +08:00
parent 9804851133
commit 4edc70c4c6
2 changed files with 95 additions and 8 deletions
@@ -7961,7 +7961,7 @@ where
        quote.volume_delta > 0 && quote.bid1_volume == 0 && quote.ask1_volume == 0
    }

-    fn matching_type_uses_intraday_quotes(&self) -> bool {
+    pub(crate) fn matching_type_uses_intraday_quotes(&self) -> bool {
        matches!(
            self.matching_type,
            MatchingType::MinuteLast