style: normalize fidc core formatting
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@@ -621,7 +621,7 @@ impl<C, R> BrokerSimulator<C, R> {
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self.runtime_order_created_date.get(),
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self.submission_time(),
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)
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.map(|(start, end)| (date.and_time(start), date.and_time(end)))
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.map(|(start, end)| (date.and_time(start), date.and_time(end)))
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}
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fn post_close_execution_quote_window_for_submission(
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@@ -1208,8 +1208,7 @@ where
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matching_type: MatchingType,
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) -> Option<f64> {
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if self.is_post_close_fixed_price(snapshot.date) {
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return (snapshot.close.is_finite() && snapshot.close > 0.0)
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.then_some(snapshot.close);
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return (snapshot.close.is_finite() && snapshot.close > 0.0).then_some(snapshot.close);
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}
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let raw_price = match matching_type {
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MatchingType::MinuteBestOwn => match side {
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@@ -7684,8 +7683,7 @@ where
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match matching_type {
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MatchingType::OpenAuction
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| MatchingType::CurrentBarClose
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| MatchingType::NextBarOpen
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=> false,
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| MatchingType::NextBarOpen => false,
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MatchingType::MinuteLast => self.liquidity_limit,
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MatchingType::MinuteBestOwn
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| MatchingType::MinuteBestCounterparty
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@@ -8082,14 +8080,11 @@ mod tests {
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EquityExecutionPhase::ContinuousAuction
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);
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let next_open = BrokerSimulator::new(
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ChinaAShareCostModel::default(),
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ChinaEquityRuleHooks,
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)
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.with_matching_type(MatchingType::NextBarOpen)
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.with_intraday_execution_start_time(
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NaiveTime::from_hms_opt(15, 0, 0).expect("valid signal time"),
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);
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let next_open = BrokerSimulator::new(ChinaAShareCostModel::default(), ChinaEquityRuleHooks)
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.with_matching_type(MatchingType::NextBarOpen)
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.with_intraday_execution_start_time(
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NaiveTime::from_hms_opt(15, 0, 0).expect("valid signal time"),
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);
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next_open
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.runtime_order_created_date
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.set(Some(date.pred_opt().expect("previous date")));
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