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test: cover next-open side flips and trim redundant default fields

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This commit is contained in:
boris
2026-09-08 00:43:54 +08:00
parent da27204a71
commit 7d293f092e
5 changed files with 38 additions and 48 deletions
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crates/fidc-core/src/broker.rs
+38 -9
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@@ -8218,7 +8218,6 @@ mod tests {
fn next_open_buy_decision() -> StrategyDecision { fn next_open_buy_decision() -> StrategyDecision {
StrategyDecision { StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares { order_intents: vec![OrderIntent::Shares {
symbol: "000001.SZ".to_string(), symbol: "000001.SZ".to_string(),
quantity: 100, quantity: 100,
@@ -8277,9 +8276,46 @@ mod tests {
assert!(broker.runtime_buy_denials.borrow().is_empty()); assert!(broker.runtime_buy_denials.borrow().is_empty());
} }
#[test]
fn decision_buy_denial_uses_actual_next_open_target_delta() {
let first = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).unwrap();
let second = chrono::NaiveDate::from_ymd_opt(2025, 1, 3).unwrap();
let mut next = dated_limit_test_snapshot(second);
next.day_open = 9.5;
next.open = 9.5;
next.close = 9.5;
next.last_price = 9.5;
next.bid1 = 9.5;
next.ask1 = 9.5;
let data = DataSet::from_components(vec![limit_test_instrument()],
vec![dated_limit_test_snapshot(first), next], Vec::new(),
vec![dated_limit_test_candidate(first, false, false, true, true),
dated_limit_test_candidate(second, false, false, true, true)],
vec![dated_limit_test_benchmark(first), dated_limit_test_benchmark(second)]).unwrap();
let broker = BrokerSimulator::new(ChinaAShareCostModel::default(), ChinaEquityRuleHooks)
.with_matching_type(MatchingType::NextBarOpen);
let mut portfolio = PortfolioState::new(1_000_000.0);
let mut initial = StrategyDecision::default();
initial.order_intents.push(OrderIntent::Shares {
symbol: "000001.SZ".to_string(), quantity: 10_000, reason: "initial".to_string(),
});
broker.execute(first, &mut portfolio, &data, &initial).unwrap();
let mut decision = StrategyDecision::default();
decision.buy_denials.insert("000001.SZ".to_string(), "strategy_buy_condition_false".to_string());
// Below the signal-day holding value, but above next-open value.
decision.order_intents.push(OrderIntent::TargetValue {
symbol: "000001.SZ".to_string(), target_value: 97_500.0, reason: "target".to_string(),
});
let report = broker.execute_with_event_dates_and_decision_equity(
second, first, first, None, &mut portfolio, &data, &decision).unwrap();
assert!(report.fill_events.is_empty());
assert_eq!(portfolio.position("000001.SZ").unwrap().quantity, 10_000);
assert!(report.order_events.iter().any(|event| event.side == OrderSide::Buy));
assert!(broker.runtime_buy_denials.borrow().is_empty());
}
fn next_open_sell_decision() -> StrategyDecision { fn next_open_sell_decision() -> StrategyDecision {
StrategyDecision { StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares { order_intents: vec![OrderIntent::Shares {
symbol: "000001.SZ".to_string(), symbol: "000001.SZ".to_string(),
quantity: -100, quantity: -100,
@@ -10257,7 +10293,6 @@ mod tests {
) )
.expect("valid dataset"); .expect("valid dataset");
let decision = StrategyDecision { let decision = StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![ order_intents: vec![
OrderIntent::TargetValue { OrderIntent::TargetValue {
symbol: "000002.SZ".to_string(), symbol: "000002.SZ".to_string(),
@@ -10370,7 +10405,6 @@ mod tests {
.position_mut("000002.SZ") .position_mut("000002.SZ")
.buy(prev_date, 1_000, 10.0); .buy(prev_date, 1_000, 10.0);
let decision = StrategyDecision { let decision = StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![ order_intents: vec![
OrderIntent::TargetValue { OrderIntent::TargetValue {
symbol: "000001.SZ".to_string(), symbol: "000001.SZ".to_string(),
@@ -10438,7 +10472,6 @@ mod tests {
.position_mut("000002.SZ") .position_mut("000002.SZ")
.buy(prev_date, 1_000, 10.0); .buy(prev_date, 1_000, 10.0);
let decision = StrategyDecision { let decision = StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![ order_intents: vec![
OrderIntent::TargetValue { OrderIntent::TargetValue {
symbol: "000003.SZ".to_string(), symbol: "000003.SZ".to_string(),
@@ -10499,7 +10532,6 @@ mod tests {
.position_mut("000001.SZ") .position_mut("000001.SZ")
.buy(prev_date, 1_000, 10.0); .buy(prev_date, 1_000, 10.0);
let decision = StrategyDecision { let decision = StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::TargetValue { order_intents: vec![OrderIntent::TargetValue {
symbol: "000003.SZ".to_string(), symbol: "000003.SZ".to_string(),
target_value: 9_000.0, target_value: 9_000.0,
@@ -10664,7 +10696,6 @@ mod tests {
.with_inactive_limit(false); .with_inactive_limit(false);
let mut portfolio = PortfolioState::new(20_000.0); let mut portfolio = PortfolioState::new(20_000.0);
let decision = StrategyDecision { let decision = StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::TargetValue { order_intents: vec![OrderIntent::TargetValue {
symbol: "000001.SZ".to_string(), symbol: "000001.SZ".to_string(),
target_value: 10_000.0, target_value: 10_000.0,
@@ -10706,7 +10737,6 @@ mod tests {
.with_inactive_limit(false); .with_inactive_limit(false);
let mut portfolio = PortfolioState::new(20_000.0); let mut portfolio = PortfolioState::new(20_000.0);
let decision = StrategyDecision { let decision = StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::TargetValue { order_intents: vec![OrderIntent::TargetValue {
symbol: "000001.SZ".to_string(), symbol: "000001.SZ".to_string(),
target_value: 10_000.0, target_value: 10_000.0,
@@ -10744,7 +10774,6 @@ mod tests {
.with_inactive_limit(false); .with_inactive_limit(false);
let mut portfolio = PortfolioState::new(20_000.0); let mut portfolio = PortfolioState::new(20_000.0);
let decision = StrategyDecision { let decision = StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::TargetPortfolioSmart { order_intents: vec![OrderIntent::TargetPortfolioSmart {
target_weights: BTreeMap::from([("000001.SZ".to_string(), 0.5)]), target_weights: BTreeMap::from([("000001.SZ".to_string(), 0.5)]),
order_prices: None, order_prices: None,
crates/fidc-core/src/engine.rs
-12
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@@ -4856,7 +4856,6 @@ mod tests {
) -> Result<StrategyDecision, super::BacktestError> { ) -> Result<StrategyDecision, super::BacktestError> {
if ctx.decision_date == self.decision_date && ctx.portfolio.position(SYMBOL).is_none() { if ctx.decision_date == self.decision_date && ctx.portfolio.position(SYMBOL).is_none() {
return Ok(StrategyDecision { return Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares { order_intents: vec![OrderIntent::Shares {
symbol: SYMBOL.to_string(), symbol: SYMBOL.to_string(),
quantity: 100, quantity: 100,
@@ -4897,7 +4896,6 @@ mod tests {
); );
if ctx.portfolio.position(SYMBOL).is_none() { if ctx.portfolio.position(SYMBOL).is_none() {
return Ok(StrategyDecision { return Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares { order_intents: vec![OrderIntent::Shares {
symbol: SYMBOL.to_string(), symbol: SYMBOL.to_string(),
quantity: 100, quantity: 100,
@@ -4957,7 +4955,6 @@ mod tests {
rule: &ScheduleRule, rule: &ScheduleRule,
) -> Result<StrategyDecision, super::BacktestError> { ) -> Result<StrategyDecision, super::BacktestError> {
Ok(StrategyDecision { Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares { order_intents: vec![OrderIntent::Shares {
symbol: SYMBOL.to_string(), symbol: SYMBOL.to_string(),
quantity: 100, quantity: 100,
@@ -4995,7 +4992,6 @@ mod tests {
return Ok(StrategyDecision::default()); return Ok(StrategyDecision::default());
} }
Ok(StrategyDecision { Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares { order_intents: vec![OrderIntent::Shares {
symbol: SYMBOL.to_string(), symbol: SYMBOL.to_string(),
quantity: 100, quantity: 100,
@@ -5032,7 +5028,6 @@ mod tests {
return Ok(StrategyDecision::default()); return Ok(StrategyDecision::default());
} }
Ok(StrategyDecision { Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::TargetPortfolioSmart { order_intents: vec![OrderIntent::TargetPortfolioSmart {
target_weights: self.target_weights.clone(), target_weights: self.target_weights.clone(),
order_prices: None, order_prices: None,
@@ -5075,7 +5070,6 @@ mod tests {
Vec::new() Vec::new()
}; };
Ok(StrategyDecision { Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents, order_intents,
..StrategyDecision::default() ..StrategyDecision::default()
}) })
@@ -5112,7 +5106,6 @@ mod tests {
return Ok(StrategyDecision::default()); return Ok(StrategyDecision::default());
}; };
Ok(StrategyDecision { Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares { order_intents: vec![OrderIntent::Shares {
symbol, symbol,
quantity: 100, quantity: 100,
@@ -5173,7 +5166,6 @@ mod tests {
.unwrap_or_default() .unwrap_or_default()
)); ));
Ok(StrategyDecision { Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares { order_intents: vec![OrderIntent::Shares {
symbol: SYMBOL.to_string(), symbol: SYMBOL.to_string(),
quantity: 100, quantity: 100,
@@ -5214,7 +5206,6 @@ mod tests {
&& ctx.portfolio.position(SYMBOL).is_none() && ctx.portfolio.position(SYMBOL).is_none()
{ {
return Ok(StrategyDecision { return Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares { order_intents: vec![OrderIntent::Shares {
symbol: SYMBOL.to_string(), symbol: SYMBOL.to_string(),
quantity: 100, quantity: 100,
@@ -5226,7 +5217,6 @@ mod tests {
if ctx.decision_date == self.sell_decision_date { if ctx.decision_date == self.sell_decision_date {
if let Some(position) = ctx.portfolio.position(SYMBOL) { if let Some(position) = ctx.portfolio.position(SYMBOL) {
return Ok(StrategyDecision { return Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares { order_intents: vec![OrderIntent::Shares {
symbol: SYMBOL.to_string(), symbol: SYMBOL.to_string(),
quantity: -(position.quantity as i32), quantity: -(position.quantity as i32),
@@ -5266,7 +5256,6 @@ mod tests {
&& ctx.portfolio.position(SYMBOL).is_none() && ctx.portfolio.position(SYMBOL).is_none()
{ {
return Ok(StrategyDecision { return Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares { order_intents: vec![OrderIntent::Shares {
symbol: SYMBOL.to_string(), symbol: SYMBOL.to_string(),
quantity: 100, quantity: 100,
@@ -5278,7 +5267,6 @@ mod tests {
if ctx.decision_date == self.rebuy_decision_date { if ctx.decision_date == self.rebuy_decision_date {
if let Some(position) = ctx.portfolio.position(SYMBOL) { if let Some(position) = ctx.portfolio.position(SYMBOL) {
return Ok(StrategyDecision { return Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![ order_intents: vec![
OrderIntent::Shares { OrderIntent::Shares {
symbol: SYMBOL.to_string(), symbol: SYMBOL.to_string(),
crates/fidc-core/tests/decision_quote_preload.rs
-2
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@@ -37,7 +37,6 @@ impl Strategy for DecisionQuoteReader {
self.day_count += 1; self.day_count += 1;
if self.day_count == 1 { if self.day_count == 1 {
return Ok(StrategyDecision { return Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Value { order_intents: vec![OrderIntent::Value {
symbol: "000001.SZ".to_string(), symbol: "000001.SZ".to_string(),
value: 5_000.0, value: 5_000.0,
@@ -627,7 +626,6 @@ impl Strategy for MultiTimeDecisionQuoteReader {
self.day_count += 1; self.day_count += 1;
if self.day_count == 1 { if self.day_count == 1 {
return Ok(StrategyDecision { return Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Value { order_intents: vec![OrderIntent::Value {
symbol: "000001.SZ".to_string(), symbol: "000001.SZ".to_string(),
value: 5_000.0, value: 5_000.0,
crates/fidc-core/tests/engine_hooks.rs
-5
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@@ -416,7 +416,6 @@ impl Strategy for FuturesLimitOrderStrategy {
return Ok(StrategyDecision::default()); return Ok(StrategyDecision::default());
} }
Ok(StrategyDecision { Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Futures { order_intents: vec![OrderIntent::Futures {
intent: FuturesOrderIntent::limit_open( intent: FuturesOrderIntent::limit_open(
"IF2501", "IF2501",
@@ -448,7 +447,6 @@ impl Strategy for FuturesInvalidTickLimitStrategy {
return Ok(StrategyDecision::default()); return Ok(StrategyDecision::default());
} }
Ok(StrategyDecision { Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Futures { order_intents: vec![OrderIntent::Futures {
intent: FuturesOrderIntent::limit_open( intent: FuturesOrderIntent::limit_open(
"IF2501", "IF2501",
@@ -480,7 +478,6 @@ impl Strategy for FuturesClosedPhaseOrderStrategy {
return Ok(StrategyDecision::default()); return Ok(StrategyDecision::default());
} }
Ok(StrategyDecision { Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Futures { order_intents: vec![OrderIntent::Futures {
intent: FuturesOrderIntent::open( intent: FuturesOrderIntent::open(
"IF2501", "IF2501",
@@ -512,7 +509,6 @@ impl Strategy for FuturesAboveUpperLimitStrategy {
return Ok(StrategyDecision::default()); return Ok(StrategyDecision::default());
} }
Ok(StrategyDecision { Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Futures { order_intents: vec![OrderIntent::Futures {
intent: FuturesOrderIntent::limit_open( intent: FuturesOrderIntent::limit_open(
"IF2501", "IF2501",
@@ -544,7 +540,6 @@ impl Strategy for FuturesDepthLimitOrderStrategy {
return Ok(StrategyDecision::default()); return Ok(StrategyDecision::default());
} }
Ok(StrategyDecision { Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Futures { order_intents: vec![OrderIntent::Futures {
intent: FuturesOrderIntent::limit_open( intent: FuturesOrderIntent::limit_open(
"IF2501", "IF2501",
crates/fidc-core/tests/explicit_order_flow.rs
-20
View File
@@ -5014,7 +5014,6 @@ fn broker_ioc_limit_order_fills_available_quantity_and_cancels_remainder() {
&mut portfolio, &mut portfolio,
&data, &data,
&StrategyDecision { &StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![ order_intents: vec![
OrderIntent::LimitShares { OrderIntent::LimitShares {
symbol: "000002.SZ".to_string(), symbol: "000002.SZ".to_string(),
@@ -5053,7 +5052,6 @@ fn broker_persists_daily_volume_consumption_across_execute_calls() {
.with_liquidity_limit(false); .with_liquidity_limit(false);
let mut portfolio = PortfolioState::new(1_000_000.0); let mut portfolio = PortfolioState::new(1_000_000.0);
let decision = || StrategyDecision { let decision = || StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares { order_intents: vec![OrderIntent::Shares {
symbol: "000002.SZ".to_string(), symbol: "000002.SZ".to_string(),
quantity: 100, quantity: 100,
@@ -5101,7 +5099,6 @@ fn broker_persists_quote_depth_until_fresh_level_data_arrives() {
.with_liquidity_limit(true); .with_liquidity_limit(true);
let mut portfolio = PortfolioState::new(1_000_000.0); let mut portfolio = PortfolioState::new(1_000_000.0);
let decision = |quantity| StrategyDecision { let decision = |quantity| StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares { order_intents: vec![OrderIntent::Shares {
symbol: symbol.to_string(), symbol: symbol.to_string(),
quantity, quantity,
@@ -5119,7 +5116,6 @@ fn broker_persists_quote_depth_until_fresh_level_data_arrives() {
&mut portfolio, &mut portfolio,
&data, &data,
&StrategyDecision { &StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![ order_intents: vec![
OrderIntent::Shares { OrderIntent::Shares {
symbol: symbol.to_string(), symbol: symbol.to_string(),
@@ -5224,7 +5220,6 @@ fn broker_persists_quote_volume_participation_until_next_quote() {
.with_liquidity_limit(false); .with_liquidity_limit(false);
let mut portfolio = PortfolioState::new(1_000_000.0); let mut portfolio = PortfolioState::new(1_000_000.0);
let decision = |quantity| StrategyDecision { let decision = |quantity| StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares { order_intents: vec![OrderIntent::Shares {
symbol: symbol.to_string(), symbol: symbol.to_string(),
quantity, quantity,
@@ -5307,7 +5302,6 @@ fn broker_day_market_order_cancels_remainder_without_creating_invalid_open_order
&mut portfolio, &mut portfolio,
&data, &data,
&StrategyDecision { &StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![ order_intents: vec![
OrderIntent::Shares { OrderIntent::Shares {
symbol: "000002.SZ".to_string(), symbol: "000002.SZ".to_string(),
@@ -5349,7 +5343,6 @@ fn broker_fok_order_is_atomic_when_liquidity_is_insufficient() {
&mut portfolio, &mut portfolio,
&data, &data,
&StrategyDecision { &StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![ order_intents: vec![
OrderIntent::Shares { OrderIntent::Shares {
symbol: "000002.SZ".to_string(), symbol: "000002.SZ".to_string(),
@@ -5396,7 +5389,6 @@ fn broker_fok_order_fills_when_full_quantity_is_available() {
&mut portfolio, &mut portfolio,
&data, &data,
&StrategyDecision { &StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![ order_intents: vec![
OrderIntent::Shares { OrderIntent::Shares {
symbol: "000002.SZ".to_string(), symbol: "000002.SZ".to_string(),
@@ -5434,7 +5426,6 @@ fn broker_gtc_limit_order_survives_close_and_fills_next_day() {
&mut portfolio, &mut portfolio,
&data, &data,
&StrategyDecision { &StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![ order_intents: vec![
OrderIntent::LimitShares { OrderIntent::LimitShares {
symbol: "000002.SZ".to_string(), symbol: "000002.SZ".to_string(),
@@ -5486,7 +5477,6 @@ fn broker_gtc_partial_fills_preserve_cumulative_order_and_commission_state() {
&mut portfolio, &mut portfolio,
&data, &data,
&StrategyDecision { &StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![ order_intents: vec![
OrderIntent::LimitShares { OrderIntent::LimitShares {
symbol: "000002.SZ".to_string(), symbol: "000002.SZ".to_string(),
@@ -5551,7 +5541,6 @@ fn broker_modifies_gtc_limit_order_without_changing_order_identity() {
&mut portfolio, &mut portfolio,
&data, &data,
&StrategyDecision { &StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![ order_intents: vec![
OrderIntent::LimitShares { OrderIntent::LimitShares {
symbol: "000002.SZ".to_string(), symbol: "000002.SZ".to_string(),
@@ -5573,7 +5562,6 @@ fn broker_modifies_gtc_limit_order_without_changing_order_identity() {
&mut portfolio, &mut portfolio,
&data, &data,
&StrategyDecision { &StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::ModifyOrder { order_intents: vec![OrderIntent::ModifyOrder {
order_id, order_id,
new_total_quantity: Some(400), new_total_quantity: Some(400),
@@ -5641,7 +5629,6 @@ fn broker_modifies_partially_filled_gtc_total_and_preserves_commission_state() {
&mut portfolio, &mut portfolio,
&data, &data,
&StrategyDecision { &StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![ order_intents: vec![
OrderIntent::LimitShares { OrderIntent::LimitShares {
symbol: "000002.SZ".to_string(), symbol: "000002.SZ".to_string(),
@@ -5665,7 +5652,6 @@ fn broker_modifies_partially_filled_gtc_total_and_preserves_commission_state() {
&mut portfolio, &mut portfolio,
&data, &data,
&StrategyDecision { &StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::ModifyOrder { order_intents: vec![OrderIntent::ModifyOrder {
order_id, order_id,
new_total_quantity: Some(200), new_total_quantity: Some(200),
@@ -5720,7 +5706,6 @@ fn broker_rejected_modify_has_zero_side_effects() {
&mut portfolio, &mut portfolio,
&data, &data,
&StrategyDecision { &StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![ order_intents: vec![
OrderIntent::LimitShares { OrderIntent::LimitShares {
symbol: "000002.SZ".to_string(), symbol: "000002.SZ".to_string(),
@@ -5744,7 +5729,6 @@ fn broker_rejected_modify_has_zero_side_effects() {
&mut portfolio, &mut portfolio,
&data, &data,
&StrategyDecision { &StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::ModifyOrder { order_intents: vec![OrderIntent::ModifyOrder {
order_id, order_id,
new_total_quantity: Some(100), new_total_quantity: Some(100),
@@ -5782,7 +5766,6 @@ fn broker_accepted_modify_resets_queue_priority_but_reduction_preserves_it() {
); );
let mut portfolio = PortfolioState::new(1_000_000.0); let mut portfolio = PortfolioState::new(1_000_000.0);
let create = |reason: &str| StrategyDecision { let create = |reason: &str| StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![ order_intents: vec![
OrderIntent::LimitShares { OrderIntent::LimitShares {
symbol: "000002.SZ".to_string(), symbol: "000002.SZ".to_string(),
@@ -5813,7 +5796,6 @@ fn broker_accepted_modify_resets_queue_priority_but_reduction_preserves_it() {
&mut portfolio, &mut portfolio,
&data, &data,
&StrategyDecision { &StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::ModifyOrder { order_intents: vec![OrderIntent::ModifyOrder {
order_id: initial_ids[0], order_id: initial_ids[0],
new_total_quantity: Some(200), new_total_quantity: Some(200),
@@ -5843,7 +5825,6 @@ fn broker_accepted_modify_resets_queue_priority_but_reduction_preserves_it() {
&mut portfolio, &mut portfolio,
&data, &data,
&StrategyDecision { &StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::ModifyOrder { order_intents: vec![OrderIntent::ModifyOrder {
order_id: initial_ids[0], order_id: initial_ids[0],
new_total_quantity: None, new_total_quantity: None,
@@ -5885,7 +5866,6 @@ fn broker_rejects_gtc_for_market_order() {
&mut portfolio, &mut portfolio,
&data, &data,
&StrategyDecision { &StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![ order_intents: vec![
OrderIntent::Shares { OrderIntent::Shares {
symbol: "000002.SZ".to_string(), symbol: "000002.SZ".to_string(),