From 8e4b3d15a4bcedf6eb9014b77b4ed232103ff7de Mon Sep 17 00:00:00 2001 From: boris Date: Sat, 4 Jul 2026 00:53:45 +0800 Subject: [PATCH] =?UTF-8?q?=E8=A1=A5=E5=85=85next-open=E4=BF=A1=E5=8F=B7?= =?UTF-8?q?=E6=97=A5=E6=B6=A8=E5=81=9C=E5=9B=9E=E5=BD=92=E6=B5=8B=E8=AF=95?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- crates/fidc-core/src/engine.rs | 16 ++++++++++++++++ 1 file changed, 16 insertions(+) diff --git a/crates/fidc-core/src/engine.rs b/crates/fidc-core/src/engine.rs index e00fc18..e491feb 100644 --- a/crates/fidc-core/src/engine.rs +++ b/crates/fidc-core/src/engine.rs @@ -4571,6 +4571,22 @@ mod tests { assert_eq!(result.fills[0].price, 12.0); } + #[test] + fn next_bar_open_execution_risk_ignores_decision_day_upper_limit_state() { + let first = d(2025, 1, 2); + let second = d(2025, 1, 3); + let result = run_scheduled_next_open_with_dataset(dataset_with( + market_with_state(first, 10.0, 10.0, false, 10.0, 1.0), + market_with_state(second, 12.0, 99.0, false, 200.0, 1.0), + candidate(first), + candidate(second), + )); + + assert_eq!(result.fills.len(), 1); + assert_eq!(result.fills[0].date, second); + assert_eq!(result.fills[0].price, 12.0); + } + #[test] fn next_bar_open_execution_risk_ignores_decision_day_st_state() { let first = d(2025, 1, 2);