补充指定决策日调度测试策略
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@@ -4251,6 +4251,41 @@ mod tests {
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}
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}
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#[derive(Debug)]
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struct ScheduledBuyOnDecisionDateStrategy {
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rule: ScheduleRule,
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decision_date: NaiveDate,
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}
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impl Strategy for ScheduledBuyOnDecisionDateStrategy {
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fn name(&self) -> &str {
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"scheduled_buy_on_decision_date"
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}
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fn schedule_rules(&self) -> Vec<ScheduleRule> {
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vec![self.rule.clone()]
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}
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fn on_scheduled(
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&mut self,
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ctx: &StrategyContext<'_>,
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rule: &ScheduleRule,
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) -> Result<StrategyDecision, super::BacktestError> {
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assert_eq!(rule.name, self.rule.name);
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if ctx.decision_date != self.decision_date {
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return Ok(StrategyDecision::default());
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}
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Ok(StrategyDecision {
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order_intents: vec![OrderIntent::Shares {
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symbol: SYMBOL.to_string(),
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quantity: 100,
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reason: "scheduled_decision_date_buy".to_string(),
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}],
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..StrategyDecision::default()
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})
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}
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}
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#[derive(Debug)]
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struct ScheduledEligibleUniverseBuyStrategy {
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rule: ScheduleRule,
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@@ -4915,9 +4950,9 @@ mod tests {
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let result = BacktestEngine::new(
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dataset,
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ScheduledBuyStrategy {
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ScheduledBuyOnDecisionDateStrategy {
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rule: ScheduleRule::daily("daily_open_signal", ScheduleStage::OpenAuction),
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expected_decision_date: second,
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decision_date: second,
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},
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broker,
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config,
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