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修正季节清仓执行时间

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boris
2026-07-06 10:23:23 +08:00
parent 8c5a2ef611
commit 60bfa28ef0
1 changed files with 7 additions and 6 deletions
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crates/fidc-core/src/platform_expr_strategy.rs
+7 -6
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@@ -7965,6 +7965,7 @@ impl Strategy for PlatformExprStrategy {
} }
if in_skip_window { if in_skip_window {
let seasonal_exit_time = self.intraday_execution_start_time();
let mut pending_highlimit_kept = 0usize; let mut pending_highlimit_kept = 0usize;
for symbol in ctx.portfolio.positions().keys() { for symbol in ctx.portfolio.positions().keys() {
if delayed_sold_symbols.contains(symbol) { if delayed_sold_symbols.contains(symbol) {
@@ -7981,8 +7982,8 @@ impl Strategy for PlatformExprStrategy {
symbol: symbol.clone(), symbol: symbol.clone(),
target_value: 0.0, target_value: 0.0,
style: AlgoOrderStyle::Twap, style: AlgoOrderStyle::Twap,
start_time: Some(delayed_limit_exit_time), start_time: Some(seasonal_exit_time),
end_time: Some(delayed_limit_exit_time), end_time: Some(seasonal_exit_time),
reason: "seasonal_stop_window".to_string(), reason: "seasonal_stop_window".to_string(),
}); });
self.forget_position_entry_date(symbol); self.forget_position_entry_date(symbol);
@@ -11980,8 +11981,8 @@ mod tests {
.. ..
} if symbol == other_symbol } if symbol == other_symbol
&& *target_value == 0.0 && *target_value == 0.0
&& *start_time == Some(NaiveTime::from_hms_opt(9, 31, 0).unwrap()) && *start_time == Some(NaiveTime::from_hms_opt(10, 18, 0).unwrap())
&& *end_time == Some(NaiveTime::from_hms_opt(9, 31, 0).unwrap()) && *end_time == Some(NaiveTime::from_hms_opt(10, 18, 0).unwrap())
&& reason == "seasonal_stop_window" && reason == "seasonal_stop_window"
)), )),
"{:?}", "{:?}",
@@ -12274,8 +12275,8 @@ mod tests {
.. ..
} if symbol == other_symbol } if symbol == other_symbol
&& *target_value == 0.0 && *target_value == 0.0
&& *start_time == Some(NaiveTime::from_hms_opt(9, 31, 0).unwrap()) && *start_time == Some(NaiveTime::from_hms_opt(10, 18, 0).unwrap())
&& *end_time == Some(NaiveTime::from_hms_opt(9, 31, 0).unwrap()) && *end_time == Some(NaiveTime::from_hms_opt(10, 18, 0).unwrap())
&& reason == "seasonal_stop_window" && reason == "seasonal_stop_window"
)), )),
"{:?}", "{:?}",