跳过无业务分钟回调

crates/fidc-core/tests/engine_hooks.rs

@@ -637,6 +637,7 @@ struct MinuteProbeStrategy {
     seen_ticks: Rc<RefCell<Vec<String>>>,
     scheduled_count: Rc<RefCell<usize>>,
     subscribe_symbols: BTreeSet<String>,
+    minute_callbacks: bool,
     ordered: bool,
 }
 
@@ -812,6 +813,10 @@ impl Strategy for MinuteProbeStrategy {
         "minute-probe"
     }
 
+    fn requires_minute_callbacks(&self) -> bool {
+        self.minute_callbacks
+    }
+
     fn schedule_rules(&self) -> Vec<ScheduleRule> {
         vec![
             ScheduleRule::daily("minute_barrier", ScheduleStage::Minute)
@@ -2066,6 +2071,7 @@ fn engine_runs_minute_hooks_and_executes_minute_orders() {
         seen_ticks: seen_ticks.clone(),
         scheduled_count: scheduled_count.clone(),
         subscribe_symbols: BTreeSet::from(["000001.SZ".to_string(), "000002.SZ".to_string()]),
+        minute_callbacks: true,
         ordered: false,
     };
     let broker = BrokerSimulator::new_with_execution_price(
@@ -2143,6 +2149,82 @@ fn engine_runs_minute_hooks_and_executes_minute_orders() {
     );
 }
 
+#[test]
+fn engine_skips_empty_platform_style_minute_callbacks_between_schedule_times() {
+    let date = d(2025, 1, 2);
+    let mut data = single_day_anchor_data(date);
+    data.add_execution_quotes(vec![
+        IntradayExecutionQuote {
+            date,
+            symbol: "000001.SZ".to_string(),
+            timestamp: dt(2025, 1, 2, 10, 18, 0),
+            last_price: 10.2,
+            bid1: 10.1,
+            ask1: 10.2,
+            bid1_volume: 1_000,
+            ask1_volume: 1_000,
+            volume_delta: 1_000,
+            amount_delta: 10_200.0,
+            trading_phase: Some("continuous".to_string()),
+        },
+        IntradayExecutionQuote {
+            date,
+            symbol: "000001.SZ".to_string(),
+            timestamp: dt(2025, 1, 2, 10, 19, 0),
+            last_price: 10.3,
+            bid1: 10.2,
+            ask1: 10.3,
+            bid1_volume: 1_000,
+            ask1_volume: 1_000,
+            volume_delta: 1_000,
+            amount_delta: 10_300.0,
+            trading_phase: Some("continuous".to_string()),
+        },
+    ]);
+    let seen_ticks = Rc::new(RefCell::new(Vec::new()));
+    let scheduled_count = Rc::new(RefCell::new(0usize));
+    let strategy = MinuteProbeStrategy {
+        seen_ticks: seen_ticks.clone(),
+        scheduled_count: scheduled_count.clone(),
+        subscribe_symbols: BTreeSet::from(["000001.SZ".to_string()]),
+        minute_callbacks: false,
+        ordered: false,
+    };
+    let broker = BrokerSimulator::new_with_execution_price(
+        ChinaAShareCostModel::default(),
+        ChinaEquityRuleHooks::default(),
+        PriceField::Last,
+    );
+    let mut engine = BacktestEngine::new(
+        data,
+        strategy,
+        broker,
+        BacktestConfig {
+            initial_cash: 10_000.0,
+            benchmark_code: "000300.SH".to_string(),
+            start_date: Some(date),
+            end_date: Some(date),
+            decision_lag_trading_days: 0,
+            execution_price_field: PriceField::Last,
+        },
+    )
+    .with_execution_quote_loader(|_| Ok(Vec::new()));
+
+    let result = engine.run().expect("scheduled-only minute run");
+
+    assert!(seen_ticks.borrow().is_empty());
+    assert_eq!(*scheduled_count.borrow(), 1);
+    assert!(result.fills.is_empty());
+    assert_eq!(
+        result
+            .process_events
+            .iter()
+            .filter(|event| event.kind == ProcessEventKind::PreMinute)
+            .count(),
+        1
+    );
+}
+
 #[test]
 fn strategy_context_exposes_engine_native_data_helpers() {
     let date1 = d(2025, 1, 2);