test: keep snapshot price-risk fixtures in their explicit daily model
This commit is contained in:
@@ -4747,7 +4747,7 @@ fn broker_configured_policy_can_allow_lower_limit_sell() {
|
||||
ChinaAShareCostModel::default(),
|
||||
ChinaEquityRuleHooks::default(),
|
||||
PriceField::Open,
|
||||
).with_matching_type(MatchingType::MinuteLast).with_intraday_execution_start_time(NaiveTime::from_hms_opt(9, 30, 0).unwrap())
|
||||
).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit)
|
||||
.with_risk_config(risk_config);
|
||||
let mut portfolio = PortfolioState::new(1_000_000.0);
|
||||
portfolio
|
||||
@@ -5942,7 +5942,7 @@ fn broker_rejects_limit_buy_when_final_execution_price_reaches_upper_limit() {
|
||||
ChinaAShareCostModel::default(),
|
||||
ChinaEquityRuleHooks::default(),
|
||||
PriceField::Open,
|
||||
).with_matching_type(MatchingType::MinuteLast).with_intraday_execution_start_time(NaiveTime::from_hms_opt(9, 30, 0).unwrap())
|
||||
).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit)
|
||||
.with_slippage_model(SlippageModel::LimitPrice);
|
||||
let mut portfolio = PortfolioState::new(1_000_000.0);
|
||||
|
||||
|
||||
Reference in New Issue
Block a user