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fix(stock-pool): separate cumulative condition facts from quote capacity

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boris
2026-09-12 18:50:12 +08:00
parent 61bd14d001
commit 875e31f71f
12 changed files with 407 additions and 133 deletions
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crates/fidc-core/tests/engine_hooks.rs
+8 -8
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@@ -2209,7 +2209,7 @@ fn engine_runs_minute_hooks_and_executes_minute_orders() {
}],
Vec::new(),
vec![
IntradayExecutionQuote {
IntradayExecutionQuote { observation_kind: Default::default(),
date,
symbol: "000001.SZ".to_string(),
timestamp: dt(2025, 1, 2, 10, 18, 0),
@@ -2222,7 +2222,7 @@ fn engine_runs_minute_hooks_and_executes_minute_orders() {
amount_delta: 10_200.0,
trading_phase: Some("continuous".to_string()),
},
IntradayExecutionQuote {
IntradayExecutionQuote { observation_kind: Default::default(),
date,
symbol: "000002.SZ".to_string(),
timestamp: dt(2025, 1, 2, 10, 18, 0),
@@ -2235,7 +2235,7 @@ fn engine_runs_minute_hooks_and_executes_minute_orders() {
amount_delta: 20_400.0,
trading_phase: Some("continuous".to_string()),
},
IntradayExecutionQuote {
IntradayExecutionQuote { observation_kind: Default::default(),
date,
symbol: "000001.SZ".to_string(),
timestamp: dt(2025, 1, 2, 10, 19, 0),
@@ -2341,7 +2341,7 @@ 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 {
IntradayExecutionQuote { observation_kind: Default::default(),
date,
symbol: "000001.SZ".to_string(),
timestamp: dt(2025, 1, 2, 10, 18, 0),
@@ -2354,7 +2354,7 @@ fn engine_skips_empty_platform_style_minute_callbacks_between_schedule_times() {
amount_delta: 10_200.0,
trading_phase: Some("continuous".to_string()),
},
IntradayExecutionQuote {
IntradayExecutionQuote { observation_kind: Default::default(),
date,
symbol: "000001.SZ".to_string(),
timestamp: dt(2025, 1, 2, 10, 19, 0),
@@ -2519,7 +2519,7 @@ fn strategy_context_exposes_engine_native_data_helpers() {
})
.collect::<Vec<_>>();
let quotes = vec![
IntradayExecutionQuote {
IntradayExecutionQuote { observation_kind: Default::default(),
date: date2,
symbol: "000001.SZ".to_string(),
timestamp: dt(2025, 1, 3, 14, 30, 0),
@@ -2532,7 +2532,7 @@ fn strategy_context_exposes_engine_native_data_helpers() {
amount_delta: 10_150.0,
trading_phase: Some("continuous".to_string()),
},
IntradayExecutionQuote {
IntradayExecutionQuote { observation_kind: Default::default(),
date: date3,
symbol: "000001.SZ".to_string(),
timestamp: dt(2025, 1, 6, 10, 18, 0),
@@ -2545,7 +2545,7 @@ fn strategy_context_exposes_engine_native_data_helpers() {
amount_delta: 10_250.0,
trading_phase: Some("continuous".to_string()),
},
IntradayExecutionQuote {
IntradayExecutionQuote { observation_kind: Default::default(),
date: date3,
symbol: "000001.SZ".to_string(),
timestamp: dt(2025, 1, 6, 10, 19, 0),