修正FIDC选股风控延后边界

2026-07-05 15:05:00 +08:00
parent 00c9042c15
commit 7189998699
3 changed files with 227 additions and 29 deletions
@@ -2081,7 +2081,7 @@ impl OmniMicroCapStrategy {

        let consumed_turnover = *execution_state.intraday_turnover.get(symbol).unwrap_or(&0);
        if constraints.volume_limit_enabled {
-            let raw_limit = ((snapshot.minute_volume as f64) * constraints.volume_percent).round()
+            let raw_limit = ((snapshot.minute_volume as f64) * constraints.volume_percent).floor()
                as i64
                - consumed_turnover as i64;
            if raw_limit <= 0 {