补充next-open信号日涨停回归测试

2026-07-04 00:53:45 +08:00
parent cbe135ed0d
commit 8e4b3d15a4
1 changed files with 16 additions and 0 deletions
@@ -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);