补充next-open信号日涨停回归测试

This commit is contained in:
boris
2026-07-04 00:53:45 +08:00
parent cbe135ed0d
commit 8e4b3d15a4
+16
View File
@@ -4571,6 +4571,22 @@ mod tests {
assert_eq!(result.fills[0].price, 12.0); 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] #[test]
fn next_bar_open_execution_risk_ignores_decision_day_st_state() { fn next_bar_open_execution_risk_ignores_decision_day_st_state() {
let first = d(2025, 1, 2); let first = d(2025, 1, 2);