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缩小tick查询到实际订单

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boris
2026-05-28 17:45:00 +08:00
parent c6dc1d1474
commit 5eee5c7c63
1 changed files with 3 additions and 4 deletions
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crates/fidc-core/src/engine.rs
+3 -4
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@@ -3224,12 +3224,11 @@ fn execution_quote_symbols_for_decision(
) -> BTreeSet<String> { ) -> BTreeSet<String> {
let mut symbols = BTreeSet::new(); let mut symbols = BTreeSet::new();
symbols.extend(open_orders.iter().map(|order| order.symbol.clone())); symbols.extend(open_orders.iter().map(|order| order.symbol.clone()));
if decision.rebalance if decision.rebalance {
|| !decision.target_weights.is_empty()
|| !decision.exit_symbols.is_empty()
{
symbols.extend(portfolio.positions().keys().cloned()); symbols.extend(portfolio.positions().keys().cloned());
symbols.extend(decision.target_weights.keys().cloned()); symbols.extend(decision.target_weights.keys().cloned());
}
if !decision.exit_symbols.is_empty() {
symbols.extend(decision.exit_symbols.iter().cloned()); symbols.extend(decision.exit_symbols.iter().cloned());
} }