zsb/fidc-backtest-engine
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Add position runtime aliases

Browse Source
This commit is contained in:
boris
2026-04-23 20:21:04 -07:00
parent c843de078f
commit 8bbca8c3a0
3 changed files with 37 additions and 16 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
crates/fidc-core/src/strategy_ai.rs
View File

@@ -185,10 +185,10 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
ManualField { name: "current_price".to_string(), field_type: "float".to_string(), detail: "当前盘中价格。".to_string() },
ManualField { name: "holding_return".to_string(), field_type: "float".to_string(), detail: "持仓收益率，小数。".to_string() },
ManualField { name: "profit_pct".to_string(), field_type: "float".to_string(), detail: "持仓收益率，百分比。".to_string() },
ManualField { name: "quantity/sellable_qty".to_string(), field_type: "int".to_string(), detail: "持仓数量与可卖数量。".to_string() },
ManualField { name: "order_book_id/quantity/sellable_qty/sellable/closable".to_string(), field_type: "string/int".to_string(), detail: "持仓代码、持仓数量与可卖数量；sellable/closable 是 RQAlpha StockPosition 常用别名。".to_string() },
ManualField { name: "old_quantity/buy_quantity/sell_quantity".to_string(), field_type: "int".to_string(), detail: "交易日开始时老仓数量、当日买入数量、当日卖出数量。buy_quantity/sell_quantity 也可写成 bought_quantity/sold_quantity。".to_string() },
ManualField { name: "buy_avg_price/sell_avg_price/bought_value/sold_value".to_string(), field_type: "float".to_string(), detail: "当日买入均价、卖出均价、买入成交额、卖出成交额。".to_string() },
ManualField { name: "position_market_value/value_percent".to_string(), field_type: "float".to_string(), detail: "当前持仓市值，以及该持仓市值占账户总权益比例。".to_string() },
ManualField { name: "avg_price/position_prev_close/position_market_value/equity/value_percent".to_string(), field_type: "float".to_string(), detail: "平均开仓价、持仓昨收、市值/权益，以及该持仓市值占账户总权益比例；avg_price/equity 对齐 RQAlpha 持仓对象别名。".to_string() },
ManualField { name: "unrealized_pnl/realized_pnl/pnl/transaction_cost".to_string(), field_type: "float".to_string(), detail: "未实现盈亏、累计已实现盈亏、总持仓盈亏和当日交易成本。".to_string() },
ManualField { name: "trading_pnl/position_pnl".to_string(), field_type: "float".to_string(), detail: "当日交易收益和昨仓持有收益，口径更接近 rqalpha StockPosition。".to_string() },
ManualField { name: "dividend_receivable".to_string(), field_type: "float".to_string(), detail: "当前 symbol 尚未到账的应收分红。".to_string() },