补齐回测风控统一印花税字段

crates/fidc-core/src/platform_strategy_spec.rs

@@ -87,6 +87,8 @@ pub struct StrategyExecutionSpec {
         alias = "minCommission"
     )]
     pub minimum_commission: Option<f64>,
+    #[serde(default, alias = "stamp_tax_rate")]
+    pub stamp_tax_rate: Option<f64>,
     #[serde(default, alias = "stamp_tax_rate_before_change")]
     pub stamp_tax_rate_before_change: Option<f64>,
     #[serde(default, alias = "stamp_tax_rate_after_change")]
@@ -153,6 +155,8 @@ pub struct StrategyEngineConfig {
         alias = "minCommission"
     )]
     pub minimum_commission: Option<f64>,
+    #[serde(default, alias = "stamp_tax_rate")]
+    pub stamp_tax_rate: Option<f64>,
     #[serde(default, alias = "stamp_tax_rate_before_change")]
     pub stamp_tax_rate_before_change: Option<f64>,
     #[serde(default, alias = "stamp_tax_rate_after_change")]
@@ -255,6 +259,8 @@ pub struct StrategyRiskPolicySpec {
         alias = "minCommission"
     )]
     pub minimum_commission: Option<f64>,
+    #[serde(default, alias = "stamp_tax_rate")]
+    pub stamp_tax_rate: Option<f64>,
     #[serde(default, alias = "stamp_tax_rate_before_change")]
     pub stamp_tax_rate_before_change: Option<f64>,
     #[serde(default, alias = "stamp_tax_rate_after_change")]
@@ -312,6 +318,7 @@ const RISK_POLICY_VALUE_ALIAS_GROUPS: &[(&str, &[&str])] = &[
         "minimumCommission",
         &["minimum_commission", "min_commission", "minCommission"],
     ),
+    ("stampTaxRate", &["stamp_tax_rate"]),
     (
         "stampTaxRateBeforeChange",
         &["stamp_tax_rate_before_change"],
@@ -725,6 +732,7 @@ fn apply_cost_overrides(
     cfg: &mut PlatformExprStrategyConfig,
     commission_rate: Option<f64>,
     minimum_commission: Option<f64>,
+    stamp_tax_rate: Option<f64>,
     stamp_tax_rate_before_change: Option<f64>,
     stamp_tax_rate_after_change: Option<f64>,
     stamp_tax_change_date: Option<&str>,
@@ -737,6 +745,16 @@ fn apply_cost_overrides(
         cfg.minimum_commission = Some(value);
         cfg.risk_config.trading_constraints.minimum_commission = value;
     }
+    if let Some(value) = valid_non_negative(stamp_tax_rate) {
+        cfg.stamp_tax_rate_before_change = Some(value);
+        cfg.stamp_tax_rate_after_change = Some(value);
+        cfg.risk_config
+            .trading_constraints
+            .stamp_tax_rate_before_change = value;
+        cfg.risk_config
+            .trading_constraints
+            .stamp_tax_rate_after_change = value;
+    }
     if let Some(value) = valid_non_negative(stamp_tax_rate_before_change) {
         cfg.stamp_tax_rate_before_change = Some(value);
         cfg.risk_config
@@ -879,6 +897,7 @@ fn apply_risk_policy_overrides(
         cfg,
         policy.commission_rate,
         policy.minimum_commission,
+        policy.stamp_tax_rate,
         policy.stamp_tax_rate_before_change,
         policy.stamp_tax_rate_after_change,
         policy.stamp_tax_change_date.as_deref(),
@@ -1221,6 +1240,7 @@ pub fn platform_expr_config_from_spec(
             &mut cfg,
             engine.commission_rate,
             engine.minimum_commission,
+            engine.stamp_tax_rate,
             engine.stamp_tax_rate_before_change,
             engine.stamp_tax_rate_after_change,
             engine.stamp_tax_change_date.as_deref(),
@@ -1630,6 +1650,7 @@ pub fn platform_expr_config_from_spec(
             &mut cfg,
             execution.commission_rate,
             execution.minimum_commission,
+            execution.stamp_tax_rate,
             execution.stamp_tax_rate_before_change,
             execution.stamp_tax_rate_after_change,
             execution.stamp_tax_change_date.as_deref(),
@@ -2231,6 +2252,7 @@ mod tests {
                     "liquidityLimitEnabled": true,
                     "commissionRate": 0.0003,
                     "minimumCommission": 5.0,
+                    "stampTaxRate": 0.0007,
                     "stampTaxChangeDate": "20240103"
                 }
             },
@@ -2240,7 +2262,8 @@ mod tests {
                     "rejectLowerLimitSelection": true,
                     "rejectUpperLimitBuy": true,
                     "rejectLowerLimitSell": true,
-                    "volumePercent": 25
+                    "volumePercent": 25,
+                    "stampTaxRateAfterChange": 0.0004
                 }
             }
         });
@@ -2265,6 +2288,20 @@ mod tests {
         assert!(cfg.risk_config.trading_constraints.volume_limit_enabled);
         assert!(cfg.risk_config.trading_constraints.liquidity_limit_enabled);
         assert!((cfg.risk_config.trading_constraints.volume_percent - 0.25).abs() < 1e-12);
+        assert_eq!(
+            cfg.risk_config
+                .trading_constraints
+                .stamp_tax_rate_before_change,
+            0.0007
+        );
+        assert_eq!(
+            cfg.risk_config
+                .trading_constraints
+                .stamp_tax_rate_after_change,
+            0.0004
+        );
+        assert_eq!(cfg.stamp_tax_rate_before_change, Some(0.0007));
+        assert_eq!(cfg.stamp_tax_rate_after_change, Some(0.0004));
         assert_eq!(
             cfg.risk_config.trading_constraints.stamp_tax_change_date,
             NaiveDate::from_ymd_opt(2024, 1, 3).unwrap()