修正涨停卖出挂起语义

This commit is contained in:
boris
2026-07-06 10:16:39 +08:00
parent db1ffb5918
commit 8c5a2ef611
+7 -14
View File
@@ -2628,19 +2628,12 @@ impl PlatformExprStrategy {
symbol: &str,
execution_time: NaiveTime,
) -> Result<bool, BacktestError> {
if !self.config.delayed_limit_open_exit_enabled {
if !self.config.delayed_limit_open_exit_enabled
|| !self.pending_highlimit_holdings.contains(symbol)
{
return Ok(false);
}
if self.pending_highlimit_holdings.contains(symbol) {
return self.pending_highlimit_sell_should_wait(ctx, date, symbol, execution_time);
}
match self.stock_is_at_upper_limit_at_time(ctx, date, symbol, execution_time)? {
Some(true) => {
self.pending_highlimit_holdings.insert(symbol.to_string());
Ok(true)
}
Some(false) | None => Ok(false),
}
self.pending_highlimit_sell_should_wait(ctx, date, symbol, execution_time)
}
fn stock_state_with_factor_date_and_time(
@@ -14940,7 +14933,7 @@ mod tests {
}
#[test]
fn platform_aiquant_weak_market_waits_when_intraday_highlimit_reached() {
fn platform_aiquant_weak_market_sells_upper_limit_when_not_pending() {
let prev_date = d(2023, 5, 4);
let date = d(2023, 5, 5);
let symbol = "600148.SH";
@@ -15080,7 +15073,7 @@ mod tests {
let decision = strategy.on_day(&ctx).expect("platform decision");
assert!(
!decision.order_intents.iter().any(|intent| matches!(
decision.order_intents.iter().any(|intent| matches!(
intent,
OrderIntent::Shares {
symbol: intent_symbol,
@@ -15093,7 +15086,7 @@ mod tests {
"{:?}",
decision.order_intents
);
assert!(strategy.pending_highlimit_holdings.contains(symbol));
assert!(!strategy.pending_highlimit_holdings.contains(symbol));
}
#[test]