修正平台策略市值选股日期口径

This commit is contained in:
boris
2026-06-19 09:26:22 +08:00
parent 4b6301cb37
commit 651174dc57
@@ -4674,6 +4674,11 @@ impl PlatformExprStrategy {
.data .data
.previous_trading_date(decision_date, 1) .previous_trading_date(decision_date, 1)
.unwrap_or(decision_date); .unwrap_or(decision_date);
let universe_factor_date = if self.config.current_day_precomputed_factors {
decision_date
} else {
previous_factor_date
};
let stock_factor_date = if self.config.current_day_precomputed_factors { let stock_factor_date = if self.config.current_day_precomputed_factors {
decision_date decision_date
} else { } else {
@@ -4686,7 +4691,7 @@ impl PlatformExprStrategy {
} else { } else {
decision_date decision_date
}; };
(selection_date, previous_factor_date, stock_factor_date) (selection_date, universe_factor_date, stock_factor_date)
} }
fn buy_scale( fn buy_scale(
@@ -16853,7 +16858,7 @@ mod tests {
decision decision
.diagnostics .diagnostics
.iter() .iter()
.any(|item| item.contains("selection_universe_factor_date=2025-01-02")), .any(|item| item.contains("selection_universe_factor_date=2025-01-03")),
"{:?}", "{:?}",
decision.diagnostics decision.diagnostics
); );