实现FIDC配置化风控与交易成本

2026-07-02 07:16:47 +08:00
parent 754fc91376
commit 7db0e8da1d
17 changed files with 2689 additions and 249 deletions
@@ -71,11 +71,11 @@ fn aiquant_cost_model_matches_alv_run_options() {
    let model = ChinaAShareCostModel::aiquant_default();

    let buy = model.calculate(d(2026, 5, 19), OrderSide::Buy, 49_978.84);
-    assert!((buy.commission - 12.49471).abs() < 1e-9);
+    assert!((buy.commission - 14.993652).abs() < 1e-9);
    assert_eq!(buy.stamp_tax, 0.0);

    let sell = model.calculate(d(2026, 5, 19), OrderSide::Sell, 100_724.72);
-    assert!((sell.commission - 25.18118).abs() < 1e-9);
+    assert!((sell.commission - 30.217416).abs() < 1e-9);
    assert!((sell.stamp_tax - 50.36236).abs() < 1e-9);

    let small_buy = model.calculate(d(2026, 5, 19), OrderSide::Buy, 1_000.0);