chore: 更新 fidc-backtest-engine - 2026-05-08
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@@ -682,6 +682,23 @@ impl BenchmarkPriceSeries {
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self.moving_average_for(date, lookback, PriceField::Close)
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}
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fn decision_moving_average(&self, date: NaiveDate, lookback: usize) -> Option<f64> {
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if lookback == 0 {
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return None;
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}
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let end = match self.dates.binary_search(&date) {
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Ok(idx) => idx,
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Err(0) => return None,
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Err(idx) => idx,
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};
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if end < lookback {
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return None;
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}
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let start = end - lookback;
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let sum = self.close_prefix[end] - self.close_prefix[start];
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Some(sum / lookback as f64)
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}
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fn moving_average_for(
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&self,
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date: NaiveDate,
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@@ -2123,6 +2140,15 @@ impl DataSet {
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self.benchmark_series_cache.moving_average(date, lookback)
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}
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pub fn benchmark_decision_moving_average(
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&self,
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date: NaiveDate,
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lookback: usize,
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) -> Option<f64> {
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self.benchmark_series_cache
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.decision_moving_average(date, lookback)
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}
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pub fn benchmark_open_moving_average(&self, date: NaiveDate, lookback: usize) -> Option<f64> {
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self.benchmark_series_cache
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.moving_average_for(date, lookback, PriceField::Open)
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