统一表达式策略成本风控来源
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@@ -1022,11 +1022,9 @@ impl PlatformExprStrategy {
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}
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}
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fn cost_model(&self) -> ChinaAShareCostModel {
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fn cost_model(&self) -> ChinaAShareCostModel {
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let mut model = if self.config.aiquant_transaction_cost {
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let mut model = ChinaAShareCostModel::from_trading_constraints(
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ChinaAShareCostModel::aiquant_default()
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self.config.risk_config.trading_constraints,
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} else {
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);
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ChinaAShareCostModel::default()
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};
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if let Some(value) = self.config.commission_rate {
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if let Some(value) = self.config.commission_rate {
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model.commission_rate = value;
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model.commission_rate = value;
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}
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}
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@@ -3762,11 +3762,14 @@ fn broker_uses_board_specific_min_quantity_and_step_size_for_buy_sizing() {
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)
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)
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.expect("dataset");
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.expect("dataset");
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let mut portfolio = PortfolioState::new(10_500.0);
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let mut portfolio = PortfolioState::new(10_500.0);
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let mut risk_config = FidcRiskControlConfig::default();
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risk_config.static_rules.reject_kcb_buy = false;
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let broker = BrokerSimulator::new_with_execution_price(
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let broker = BrokerSimulator::new_with_execution_price(
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ChinaAShareCostModel::default(),
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ChinaAShareCostModel::default(),
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ChinaEquityRuleHooks::default(),
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ChinaEquityRuleHooks::default(),
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PriceField::Open,
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PriceField::Open,
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);
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)
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.with_risk_config(risk_config);
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let report = broker
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let report = broker
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.execute(
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.execute(
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