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perf(data): compact immutable snapshots with current execution rules

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This commit is contained in:
boris
2026-09-12 16:02:24 +08:00
parent ffd23b9920
commit 828690a51e
22 changed files with 1430 additions and 1058 deletions
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crates/fidc-core/tests/core_rules.rs
+3 -3
View File
@@ -15,7 +15,7 @@ fn d(year: i32, month: u32, day: u32) -> NaiveDate {
fn candidate() -> CandidateEligibility {
CandidateEligibility {
date: d(2024, 1, 3),
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -31,7 +31,7 @@ fn candidate() -> CandidateEligibility {
fn snapshot(open: f64, upper_limit: f64, lower_limit: f64) -> DailyMarketSnapshot {
DailyMarketSnapshot {
date: d(2024, 1, 3),
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2024-01-03 10:18:00".to_string()),
day_open: open,
open,
@@ -256,7 +256,7 @@ fn china_rule_hooks_allow_sell_when_last_price_is_above_lower_limit() {
let snapshot = DailyMarketSnapshot {
date: d(2024, 4, 7),
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2024-04-07 10:18:00".to_string()),
day_open: 2.53,
open: 2.53,
crates/fidc-core/tests/corporate_actions.rs
+16 -16
View File
@@ -113,7 +113,7 @@ impl Strategy for BuyAndHoldStrategy {
fn stock_market_snapshot(date: NaiveDate) -> DailyMarketSnapshot {
DailyMarketSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some(format!("{date} 10:18:00")),
day_open: 10.0,
open: 10.0,
@@ -139,21 +139,21 @@ fn stock_market_snapshot(date: NaiveDate) -> DailyMarketSnapshot {
fn stock_factor_snapshot(date: NaiveDate) -> DailyFactorSnapshot {
DailyFactorSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 20.0,
free_float_cap_bn: 18.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
}
}
fn stock_candidate(date: NaiveDate) -> CandidateEligibility {
CandidateEligibility {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -195,7 +195,7 @@ fn engine_reinvests_dividend_receivable_in_round_lots() {
vec![
DailyMarketSnapshot {
date: buy_date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-01 10:18:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -218,7 +218,7 @@ fn engine_reinvests_dividend_receivable_in_round_lots() {
},
DailyMarketSnapshot {
date: ex_date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-02 10:18:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -241,7 +241,7 @@ fn engine_reinvests_dividend_receivable_in_round_lots() {
},
DailyMarketSnapshot {
date: payable_date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-03 10:18:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -266,42 +266,42 @@ fn engine_reinvests_dividend_receivable_in_round_lots() {
vec![
DailyFactorSnapshot {
date: buy_date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 20.0,
free_float_cap_bn: 18.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
DailyFactorSnapshot {
date: ex_date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 20.0,
free_float_cap_bn: 18.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
DailyFactorSnapshot {
date: payable_date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 20.0,
free_float_cap_bn: 18.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
],
vec![
CandidateEligibility {
date: buy_date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -314,7 +314,7 @@ fn engine_reinvests_dividend_receivable_in_round_lots() {
},
CandidateEligibility {
date: ex_date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -327,7 +327,7 @@ fn engine_reinvests_dividend_receivable_in_round_lots() {
},
CandidateEligibility {
date: payable_date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
crates/fidc-core/tests/decision_quote_preload.rs
+21 -21
View File
@@ -105,7 +105,7 @@ fn single_day_quote_plan_data(date: NaiveDate) -> DataSet {
fixture_instruments(),
vec![DailyMarketSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some(format!("{date} 15:00:00")),
day_open: 10.0,
open: 10.0,
@@ -128,7 +128,7 @@ fn single_day_quote_plan_data(date: NaiveDate) -> DataSet {
}],
vec![DailyFactorSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 10.0,
free_float_cap_bn: 10.0,
pe_ttm: 10.0,
@@ -139,7 +139,7 @@ fn single_day_quote_plan_data(date: NaiveDate) -> DataSet {
}],
vec![CandidateEligibility {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -269,7 +269,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
vec![
DailyMarketSnapshot {
date: first,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2026-01-05 15:00:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -292,7 +292,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
},
DailyMarketSnapshot {
date: second,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2026-01-06 15:00:00".to_string()),
day_open: 10.5,
open: 10.5,
@@ -317,7 +317,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
vec![
DailyFactorSnapshot {
date: first,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 10.0,
free_float_cap_bn: 10.0,
pe_ttm: 10.0,
@@ -328,7 +328,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
},
DailyFactorSnapshot {
date: second,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 10.0,
free_float_cap_bn: 10.0,
pe_ttm: 10.0,
@@ -341,7 +341,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
vec![
CandidateEligibility {
date: first,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -354,7 +354,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
},
CandidateEligibility {
date: second,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -439,7 +439,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
vec![
DailyMarketSnapshot {
date: first,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2026-01-05 15:00:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -462,7 +462,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
},
DailyMarketSnapshot {
date: second,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2026-01-06 15:00:00".to_string()),
day_open: 10.5,
open: 10.5,
@@ -487,7 +487,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
vec![
DailyFactorSnapshot {
date: first,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 10.0,
free_float_cap_bn: 10.0,
pe_ttm: 10.0,
@@ -498,7 +498,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
},
DailyFactorSnapshot {
date: second,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 10.0,
free_float_cap_bn: 10.0,
pe_ttm: 10.0,
@@ -511,7 +511,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
vec![
CandidateEligibility {
date: first,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -524,7 +524,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
},
CandidateEligibility {
date: second,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -674,7 +674,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
vec![
DailyMarketSnapshot {
date: first,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2026-01-05 15:00:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -697,7 +697,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
},
DailyMarketSnapshot {
date: second,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2026-01-06 15:00:00".to_string()),
day_open: 10.5,
open: 10.5,
@@ -722,7 +722,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
vec![
DailyFactorSnapshot {
date: first,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 10.0,
free_float_cap_bn: 10.0,
pe_ttm: 10.0,
@@ -733,7 +733,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
},
DailyFactorSnapshot {
date: second,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 10.0,
free_float_cap_bn: 10.0,
pe_ttm: 10.0,
@@ -746,7 +746,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
vec![
CandidateEligibility {
date: first,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -759,7 +759,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
},
CandidateEligibility {
date: second,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
crates/fidc-core/tests/delisting.rs
+28 -28
View File
@@ -71,7 +71,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
vec![
DailyMarketSnapshot {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-02 10:18:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -94,7 +94,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
},
DailyMarketSnapshot {
date: date1,
symbol: "000002.SZ".to_string(),
symbol: "000002.SZ".into(),
timestamp: Some("2025-01-02 10:18:00".to_string()),
day_open: 5.0,
open: 5.0,
@@ -117,7 +117,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
},
DailyMarketSnapshot {
date: delist_date,
symbol: "000002.SZ".to_string(),
symbol: "000002.SZ".into(),
timestamp: Some("2025-01-03 10:18:00".to_string()),
day_open: 5.05,
open: 5.05,
@@ -140,7 +140,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
},
DailyMarketSnapshot {
date: date2,
symbol: "000002.SZ".to_string(),
symbol: "000002.SZ".into(),
timestamp: Some("2025-01-06 10:18:00".to_string()),
day_open: 5.1,
open: 5.1,
@@ -165,53 +165,53 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
vec![
DailyFactorSnapshot {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 20.0,
free_float_cap_bn: 18.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
DailyFactorSnapshot {
date: date1,
symbol: "000002.SZ".to_string(),
symbol: "000002.SZ".into(),
market_cap_bn: 30.0,
free_float_cap_bn: 28.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
DailyFactorSnapshot {
date: delist_date,
symbol: "000002.SZ".to_string(),
symbol: "000002.SZ".into(),
market_cap_bn: 30.5,
free_float_cap_bn: 28.5,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
DailyFactorSnapshot {
date: date2,
symbol: "000002.SZ".to_string(),
symbol: "000002.SZ".into(),
market_cap_bn: 31.0,
free_float_cap_bn: 29.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
],
vec![
CandidateEligibility {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -224,7 +224,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
},
CandidateEligibility {
date: date1,
symbol: "000002.SZ".to_string(),
symbol: "000002.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -237,7 +237,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
},
CandidateEligibility {
date: delist_date,
symbol: "000002.SZ".to_string(),
symbol: "000002.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -250,7 +250,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
},
CandidateEligibility {
date: date2,
symbol: "000002.SZ".to_string(),
symbol: "000002.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -364,7 +364,7 @@ fn engine_applies_successor_conversion_before_unresolved_delisting_audit() {
vec![
DailyMarketSnapshot {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-02 10:18:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -387,7 +387,7 @@ fn engine_applies_successor_conversion_before_unresolved_delisting_audit() {
},
DailyMarketSnapshot {
date: date1,
symbol: "000002.SZ".to_string(),
symbol: "000002.SZ".into(),
timestamp: Some("2025-01-02 10:18:00".to_string()),
day_open: 20.0,
open: 20.0,
@@ -410,7 +410,7 @@ fn engine_applies_successor_conversion_before_unresolved_delisting_audit() {
},
DailyMarketSnapshot {
date: date2,
symbol: "000002.SZ".to_string(),
symbol: "000002.SZ".into(),
timestamp: Some("2025-01-03 10:18:00".to_string()),
day_open: 21.0,
open: 21.0,
@@ -435,42 +435,42 @@ fn engine_applies_successor_conversion_before_unresolved_delisting_audit() {
vec![
DailyFactorSnapshot {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 20.0,
free_float_cap_bn: 18.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
DailyFactorSnapshot {
date: date1,
symbol: "000002.SZ".to_string(),
symbol: "000002.SZ".into(),
market_cap_bn: 30.0,
free_float_cap_bn: 28.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
DailyFactorSnapshot {
date: date2,
symbol: "000002.SZ".to_string(),
symbol: "000002.SZ".into(),
market_cap_bn: 31.0,
free_float_cap_bn: 29.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
],
vec![
CandidateEligibility {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -483,7 +483,7 @@ fn engine_applies_successor_conversion_before_unresolved_delisting_audit() {
},
CandidateEligibility {
date: date1,
symbol: "000002.SZ".to_string(),
symbol: "000002.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -496,7 +496,7 @@ fn engine_applies_successor_conversion_before_unresolved_delisting_audit() {
},
CandidateEligibility {
date: date2,
symbol: "000002.SZ".to_string(),
symbol: "000002.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
crates/fidc-core/tests/engine_hooks.rs
+95 -95
View File
@@ -49,7 +49,7 @@ fn single_day_anchor_data(date: NaiveDate) -> DataSet {
}],
vec![DailyMarketSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-02 10:18:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -72,18 +72,18 @@ fn single_day_anchor_data(date: NaiveDate) -> DataSet {
}],
vec![DailyFactorSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 100.0,
free_float_cap_bn: 80.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
}],
vec![CandidateEligibility {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -109,7 +109,7 @@ fn single_day_anchor_data(date: NaiveDate) -> DataSet {
fn market_row(date: NaiveDate, symbol: &str, open: f64, close: f64) -> DailyMarketSnapshot {
DailyMarketSnapshot {
date,
symbol: symbol.to_string(),
symbol: symbol.into(),
timestamp: Some(format!("{date} 10:18:00")),
day_open: open,
open,
@@ -139,7 +139,7 @@ fn factor_row(
) -> DailyFactorSnapshot {
DailyFactorSnapshot {
date,
symbol: symbol.to_string(),
symbol: symbol.into(),
market_cap_bn: 100.0,
free_float_cap_bn: 80.0,
pe_ttm: 10.0,
@@ -153,7 +153,7 @@ fn factor_row(
fn candidate_row(date: NaiveDate, symbol: &str) -> CandidateEligibility {
CandidateEligibility {
date,
symbol: symbol.to_string(),
symbol: symbol.into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -219,7 +219,7 @@ fn two_day_futures_data() -> DataSet {
("stock_connect_north_bound".into(), 1.0),
("industry_citics_l1".into(), 10.0),
("fundamental_net_profit".into(), 99.0),
]),
]).into(),
),
factor_row(
d2,
@@ -232,7 +232,7 @@ fn two_day_futures_data() -> DataSet {
("stock_connect_north_bound".into(), 1.0),
("industry_citics_l1".into(), 10.0),
("fundamental_net_profit".into(), 101.0),
]),
]).into(),
),
],
vec![
@@ -1094,7 +1094,7 @@ fn engine_runs_strategy_hooks_in_daily_order() {
vec![
DailyMarketSnapshot {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-02 10:18:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -1117,7 +1117,7 @@ fn engine_runs_strategy_hooks_in_daily_order() {
},
DailyMarketSnapshot {
date: date2,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-03 10:18:00".to_string()),
day_open: 10.1,
open: 10.1,
@@ -1142,31 +1142,31 @@ fn engine_runs_strategy_hooks_in_daily_order() {
vec![
DailyFactorSnapshot {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 20.0,
free_float_cap_bn: 18.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
DailyFactorSnapshot {
date: date2,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 21.0,
free_float_cap_bn: 19.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
],
vec![
CandidateEligibility {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -1179,7 +1179,7 @@ fn engine_runs_strategy_hooks_in_daily_order() {
},
CandidateEligibility {
date: date2,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -1337,7 +1337,7 @@ fn engine_executes_open_auction_decisions_before_on_day() {
}],
vec![DailyMarketSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-02 09:25:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -1360,18 +1360,18 @@ fn engine_executes_open_auction_decisions_before_on_day() {
}],
vec![DailyFactorSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 20.0,
free_float_cap_bn: 18.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
}],
vec![CandidateEligibility {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -1438,7 +1438,7 @@ fn engine_executes_futures_order_intents_against_future_account() {
}],
vec![DailyMarketSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-02 10:18:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -1461,18 +1461,18 @@ fn engine_executes_futures_order_intents_against_future_account() {
}],
vec![DailyFactorSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 100.0,
free_float_cap_bn: 80.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
}],
vec![CandidateEligibility {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -1935,7 +1935,7 @@ fn engine_rejects_futures_orders_when_trading_phase_is_closed() {
},
],
vec![market_row(date, "000001.SZ", 10.0, 10.0), future_market],
vec![factor_row(date, "000001.SZ", BTreeMap::new())],
vec![factor_row(date, "000001.SZ", BTreeMap::new().into())],
vec![candidate_row(date, "000001.SZ")],
vec![benchmark_row(date)],
Vec::new(),
@@ -2011,7 +2011,7 @@ fn engine_sweeps_futures_order_book_depth_when_available() {
market_row(date, "000001.SZ", 10.0, 10.0),
market_row(date, "IF2501", 4000.0, 4000.0),
],
vec![factor_row(date, "000001.SZ", BTreeMap::new())],
vec![factor_row(date, "000001.SZ", BTreeMap::new().into())],
vec![candidate_row(date, "000001.SZ")],
vec![benchmark_row(date)],
Vec::new(),
@@ -2154,7 +2154,7 @@ fn engine_runs_minute_hooks_and_executes_minute_orders() {
}).collect(),
vec![DailyMarketSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-02 10:18:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -2177,18 +2177,18 @@ fn engine_runs_minute_hooks_and_executes_minute_orders() {
}, market_row(date, "000002.SZ", 20.0, 20.4)],
vec![DailyFactorSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 20.0,
free_float_cap_bn: 18.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
}],
vec![CandidateEligibility {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -2446,7 +2446,7 @@ fn strategy_context_exposes_engine_native_data_helpers() {
.map(
|(date, open, close, prev_close, volume)| DailyMarketSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some(format!("{date} 10:18:00")),
day_open: open,
open,
@@ -2473,14 +2473,14 @@ fn strategy_context_exposes_engine_native_data_helpers() {
.into_iter()
.map(|date| DailyFactorSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 20.0,
free_float_cap_bn: 18.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
})
.collect::<Vec<_>>();
let candidates = [
@@ -2491,7 +2491,7 @@ fn strategy_context_exposes_engine_native_data_helpers() {
.into_iter()
.map(|(date, is_paused, is_st)| CandidateEligibility {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st,
is_star_st: false,
is_new_listing: false,
@@ -2619,7 +2619,7 @@ fn strategy_context_exposes_final_order_runtime_view() {
}],
vec![DailyMarketSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-02 10:18:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -2642,18 +2642,18 @@ fn strategy_context_exposes_final_order_runtime_view() {
}],
vec![DailyFactorSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 20.0,
free_float_cap_bn: 18.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
}],
vec![CandidateEligibility {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -2838,7 +2838,7 @@ fn engine_applies_account_cash_flow_and_financing_intents() {
vec![
DailyMarketSnapshot {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-02 10:18:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -2861,7 +2861,7 @@ fn engine_applies_account_cash_flow_and_financing_intents() {
},
DailyMarketSnapshot {
date: date2,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-03 10:18:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -2886,31 +2886,31 @@ fn engine_applies_account_cash_flow_and_financing_intents() {
vec![
DailyFactorSnapshot {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 20.0,
free_float_cap_bn: 18.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
DailyFactorSnapshot {
date: date2,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 20.0,
free_float_cap_bn: 18.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
],
vec![
CandidateEligibility {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -2923,7 +2923,7 @@ fn engine_applies_account_cash_flow_and_financing_intents() {
},
CandidateEligibility {
date: date2,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -3035,7 +3035,7 @@ fn engine_expires_pending_day_limit_orders_at_market_close() {
vec![
DailyMarketSnapshot {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-02 10:18:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -3058,7 +3058,7 @@ fn engine_expires_pending_day_limit_orders_at_market_close() {
},
DailyMarketSnapshot {
date: date2,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-03 10:18:00".to_string()),
day_open: 9.7,
open: 9.7,
@@ -3083,31 +3083,31 @@ fn engine_expires_pending_day_limit_orders_at_market_close() {
vec![
DailyFactorSnapshot {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 20.0,
free_float_cap_bn: 18.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
DailyFactorSnapshot {
date: date2,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 21.0,
free_float_cap_bn: 19.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
],
vec![
CandidateEligibility {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -3120,7 +3120,7 @@ fn engine_expires_pending_day_limit_orders_at_market_close() {
},
CandidateEligibility {
date: date2,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -3211,7 +3211,7 @@ fn engine_runs_scheduled_rules_for_daily_weekly_and_monthly_triggers() {
vec![
DailyMarketSnapshot {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-30 09:25:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -3234,7 +3234,7 @@ fn engine_runs_scheduled_rules_for_daily_weekly_and_monthly_triggers() {
},
DailyMarketSnapshot {
date: date2,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-31 09:25:00".to_string()),
day_open: 10.1,
open: 10.1,
@@ -3257,7 +3257,7 @@ fn engine_runs_scheduled_rules_for_daily_weekly_and_monthly_triggers() {
},
DailyMarketSnapshot {
date: date3,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-02-03 09:25:00".to_string()),
day_open: 10.2,
open: 10.2,
@@ -3282,42 +3282,42 @@ fn engine_runs_scheduled_rules_for_daily_weekly_and_monthly_triggers() {
vec![
DailyFactorSnapshot {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 20.0,
free_float_cap_bn: 18.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
DailyFactorSnapshot {
date: date2,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 21.0,
free_float_cap_bn: 19.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
DailyFactorSnapshot {
date: date3,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 22.0,
free_float_cap_bn: 20.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
],
vec![
CandidateEligibility {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -3330,7 +3330,7 @@ fn engine_runs_scheduled_rules_for_daily_weekly_and_monthly_triggers() {
},
CandidateEligibility {
date: date2,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -3343,7 +3343,7 @@ fn engine_runs_scheduled_rules_for_daily_weekly_and_monthly_triggers() {
},
CandidateEligibility {
date: date3,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -3469,7 +3469,7 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
vec![
DailyMarketSnapshot {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-30 09:25:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -3492,7 +3492,7 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
},
DailyMarketSnapshot {
date: date2,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-31 09:25:00".to_string()),
day_open: 10.1,
open: 10.1,
@@ -3515,7 +3515,7 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
},
DailyMarketSnapshot {
date: date3,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-02-03 09:25:00".to_string()),
day_open: 10.2,
open: 10.2,
@@ -3540,42 +3540,42 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
vec![
DailyFactorSnapshot {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 20.0,
free_float_cap_bn: 18.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
DailyFactorSnapshot {
date: date2,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 21.0,
free_float_cap_bn: 19.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
DailyFactorSnapshot {
date: date3,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 22.0,
free_float_cap_bn: 20.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
],
vec![
CandidateEligibility {
date: date1,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -3588,7 +3588,7 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
},
CandidateEligibility {
date: date2,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -3601,7 +3601,7 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
},
CandidateEligibility {
date: date3,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -3855,7 +3855,7 @@ fn engine_applies_dynamic_universe_and_subscription_directives() {
[
DailyMarketSnapshot {
date: *date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some(format!("{date} 10:18:00")),
day_open: 10.0,
open: 10.0,
@@ -3878,7 +3878,7 @@ fn engine_applies_dynamic_universe_and_subscription_directives() {
},
DailyMarketSnapshot {
date: *date,
symbol: "000002.SZ".to_string(),
symbol: "000002.SZ".into(),
timestamp: Some(format!("{date} 10:18:00")),
day_open: 20.0,
open: 20.0,
@@ -3908,25 +3908,25 @@ fn engine_applies_dynamic_universe_and_subscription_directives() {
[
DailyFactorSnapshot {
date: *date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 10.0,
free_float_cap_bn: 8.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
DailyFactorSnapshot {
date: *date,
symbol: "000002.SZ".to_string(),
symbol: "000002.SZ".into(),
market_cap_bn: 12.0,
free_float_cap_bn: 10.0,
pe_ttm: 12.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
},
]
})
@@ -3937,7 +3937,7 @@ fn engine_applies_dynamic_universe_and_subscription_directives() {
[
CandidateEligibility {
date: *date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -3950,7 +3950,7 @@ fn engine_applies_dynamic_universe_and_subscription_directives() {
},
CandidateEligibility {
date: *date,
symbol: "000002.SZ".to_string(),
symbol: "000002.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -4041,7 +4041,7 @@ fn engine_exposes_current_process_context_to_strategies() {
}],
vec![DailyMarketSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2025-01-02 10:18:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -4064,18 +4064,18 @@ fn engine_exposes_current_process_context_to_strategies() {
}],
vec![DailyFactorSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 20.0,
free_float_cap_bn: 18.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
}],
vec![CandidateEligibility {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -4191,8 +4191,8 @@ fn engine_rejects_an_unexplained_missing_holding_close() {
market_row(date2, "000001.SZ", 20.0, 20.2),
],
vec![
factor_row(date1, "601028.SH", BTreeMap::new()),
factor_row(date2, "000001.SZ", BTreeMap::new()),
factor_row(date1, "601028.SH", BTreeMap::new().into()),
factor_row(date2, "000001.SZ", BTreeMap::new().into()),
],
vec![
candidate_row(date1, "601028.SH"),
@@ -4269,8 +4269,8 @@ fn platform_strategy_cannot_hide_missing_valuation_by_skipping_stop_take() {
market_row(date2, "000001.SZ", 20.0, 20.2),
],
vec![
factor_row(date1, "601028.SH", BTreeMap::new()),
factor_row(date2, "000001.SZ", BTreeMap::new()),
factor_row(date1, "601028.SH", BTreeMap::new().into()),
factor_row(date2, "000001.SZ", BTreeMap::new().into()),
],
vec![
candidate_row(date1, "601028.SH"),
crates/fidc-core/tests/explicit_order_flow.rs
+172 -172
View File
File diff suppressed because it is too large Load Diff
crates/fidc-core/tests/intraday_history_performance.rs
+1 -1
View File
@@ -17,7 +17,7 @@ fn dataset(day_count: usize, bars_per_day: usize) -> (DataSet, Vec<NaiveDate>) {
.iter()
.map(|date| DailyMarketSnapshot {
date: *date,
symbol: SYMBOL.to_string(),
symbol: SYMBOL.into(),
timestamp: None,
day_open: 10.0,
open: 10.0,
crates/fidc-core/tests/stock_pool_execution_contract.rs
+4 -4
View File
@@ -66,7 +66,7 @@ fn data_with_fund_rules(
};
market.push(DailyMarketSnapshot {
date,
symbol: code(n),
symbol: code(n).into(),
timestamp: None,
day_open: price,
open: price,
@@ -89,7 +89,7 @@ fn data_with_fund_rules(
});
candidates.push(CandidateEligibility {
date,
symbol: code(n),
symbol: code(n).into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -131,7 +131,7 @@ fn data_with_fund_rules(
.flat_map(|date| {
(1..=2).map(move |n| DailyFactorSnapshot {
date,
symbol: code(n),
symbol: code(n).into(),
market_cap_bn: 10.,
free_float_cap_bn: 10.,
pe_ttm: 10.,
@@ -143,7 +143,7 @@ fn data_with_fund_rules(
})
.collect();
let quotes = market.iter().filter(|row| row.symbol != "000300.SH").map(|row| fidc_core::IntradayExecutionQuote {
date: row.date, symbol: row.symbol.clone(), timestamp: row.date.and_hms_opt(9, 30, 0).unwrap(),
date: row.date, symbol: row.symbol.to_string(), timestamp: row.date.and_hms_opt(9, 30, 0).unwrap(),
last_price: row.open, bid1: row.open, ask1: row.open, bid1_volume: 0, ask1_volume: 0,
volume_delta: row.volume, amount_delta: row.open * row.volume as f64,
trading_phase: Some("synthetic_observation_fixture".into()),
crates/fidc-core/tests/strategy_selection.rs
+3 -3
View File
@@ -35,7 +35,7 @@ fn market(
) -> DailyMarketSnapshot {
DailyMarketSnapshot {
date: d(date),
symbol: symbol.to_string(),
symbol: symbol.into(),
timestamp: None,
day_open: open,
open,
@@ -66,7 +66,7 @@ fn factor(
) -> DailyFactorSnapshot {
DailyFactorSnapshot {
date: d(date),
symbol: symbol.to_string(),
symbol: symbol.into(),
market_cap_bn,
free_float_cap_bn,
pe_ttm: 18.0,
@@ -87,7 +87,7 @@ fn candidate(
) -> CandidateEligibility {
CandidateEligibility {
date: d(date),
symbol: symbol.to_string(),
symbol: symbol.into(),
is_st: false,
is_star_st: false,
is_new_listing,