支持显式止盈止损参考价口径

2026-07-17 12:07:07 +08:00
parent 8f098e4da1
commit 60457389a3
4 changed files with 249 additions and 46 deletions
@@ -554,6 +554,18 @@ impl AdjustedCloseSeries {
            12,
        ))
    }
+
+    fn latest_back_adjusted_close(&self, date: NaiveDate) -> Option<f64> {
+        let index = match self.dates.binary_search(&date) {
+            Ok(index) => index,
+            Err(0) => return None,
+            Err(index) => index - 1,
+        };
+        self.back_adjusted_closes
+            .get(index)
+            .copied()
+            .filter(|value| value.is_finite() && *value > 0.0)
+    }
 }

 impl SymbolPriceSeries {
@@ -2429,6 +2441,11 @@ impl DataSet {
        }
    }

+    pub fn market_latest_back_adjusted_close(&self, date: NaiveDate, symbol: &str) -> Option<f64> {
+        self.adjusted_close_series(symbol)
+            .and_then(|series| series.latest_back_adjusted_close(date))
+    }
+
    pub fn market_decision_numeric_values(
        &self,
        date: NaiveDate,