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Add rqalpha-style scheduler time rules

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This commit is contained in:
boris
2026-04-23 06:34:07 -07:00
parent fae09afb86
commit 5265f82fef
10 changed files with 557 additions and 233 deletions
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18
crates/fidc-core/src/broker.rs
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@@ -1232,8 +1232,12 @@ where
let mut desired_targets = BTreeMap::new();
let mut diagnostics = Vec::new();
for (symbol, weight) in target_weights {
let price =
self.rebalance_valuation_price_with_overrides(date, symbol, data, valuation_prices)?;
let price = self.rebalance_valuation_price_with_overrides(
date,
symbol,
data,
valuation_prices,
)?;
let raw_qty = ((equity * weight) / price).floor() as u32;
desired_targets.insert(
symbol.clone(),
@@ -1486,7 +1490,10 @@ where
symbols.extend(target_quantities.keys().cloned());
for symbol in &symbols {
let current_qty = portfolio.position(symbol).map(|pos| pos.quantity).unwrap_or(0);
let current_qty = portfolio
.position(symbol)
.map(|pos| pos.quantity)
.unwrap_or(0);
let target_qty = target_quantities.get(symbol).copied().unwrap_or(0);
if current_qty <= target_qty {
continue;
@@ -1529,7 +1536,10 @@ where
}
for symbol in &symbols {
let current_qty = portfolio.position(symbol).map(|pos| pos.quantity).unwrap_or(0);
let current_qty = portfolio
.position(symbol)
.map(|pos| pos.quantity)
.unwrap_or(0);
let target_qty = target_quantities.get(symbol).copied().unwrap_or(0);
if target_qty <= current_qty {
continue;