严格校验换股证据并原子提交公司行为批次
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@@ -18,6 +18,10 @@ enum Action {
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}
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fn data(action: Action) -> DataSet {
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data_with_successor_metadata(action, true)
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}
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fn data_with_successor_metadata(action: Action, include_successor: bool) -> DataSet {
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let days = [10, 11, 14, 15].map(date);
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let mut market = Vec::new();
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let mut factors = Vec::new();
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@@ -88,6 +92,7 @@ fn data(action: Action) -> DataSet {
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DataSet::from_components_with_actions(
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["000001.SZ", "000002.SZ"]
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.into_iter()
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.filter(|symbol| include_successor || *symbol != "000002.SZ")
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.map(|symbol| Instrument {
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symbol: symbol.into(),
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name: symbol.into(),
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@@ -280,6 +285,31 @@ fn delayed_sale_does_not_keep_unearned_corporate_entitlements() {
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}
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}
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#[test]
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fn paper_and_broker_observations_require_the_same_frozen_successor_scope() {
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for adapter in ["paper", "gt", "qmt"] {
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for delayed in [false, true] {
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for sell in [false, true] {
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let mut replay = source(delayed, sell);
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for action in &mut replay.actions {
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for order in &mut action.orders { order.source_adapter = Some(adapter.into()); }
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}
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replay.content_sha256 = replay.content_digest().unwrap();
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replay.validate().unwrap();
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let complete = run_custom(data(Action::Successor), replay.clone(), Hold, true, true).unwrap();
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assert_eq!(complete.holdings_summary[0].symbol, "000002.SZ");
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assert_eq!(complete.holdings_summary[0].quantity, 200);
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assert!(complete.fills.is_empty());
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assert!(complete.order_events.is_empty());
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let error = run_custom(data_with_successor_metadata(Action::Successor, false),
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replay, Hold, true, true).unwrap_err();
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assert!(error.to_string().contains("successor_instrument_missing"),
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"{adapter} delayed={delayed} sell={sell}: {error}");
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}
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}
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}
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}
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#[test]
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fn corporate_replay_preserves_issued_orders_cash_flows_financing_and_charged_fees() {
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struct ExistingActivity {
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