style: normalize fidc core formatting

This commit is contained in:
boris
2026-09-04 22:18:35 +08:00
parent b15b93eec1
commit 92322349d4
9 changed files with 231 additions and 219 deletions
+10 -12
View File
@@ -2226,8 +2226,7 @@ where
let coarse_schedule_rules = schedule_rules
.iter()
.filter(|rule| {
keep_timed_rules_on_coarse_stage
|| !is_on_day_or_bar_physical_time_rule(rule)
keep_timed_rules_on_coarse_stage || !is_on_day_or_bar_physical_time_rule(rule)
})
.cloned()
.collect::<Vec<_>>();
@@ -2774,9 +2773,7 @@ where
]);
let minute_all_time_rules = intraday_schedule_rules
.iter()
.filter(|rule| {
rule.stage == ScheduleStage::Minute && rule.time_rule.is_none()
})
.filter(|rule| rule.stage == ScheduleStage::Minute && rule.time_rule.is_none())
.cloned()
.collect::<Vec<_>>();
let minute_schedule_all_times = !minute_all_time_rules.is_empty();
@@ -2798,10 +2795,9 @@ where
loop {
let next_quote_timestamp = minute_quotes.peek().map(|quote| quote.timestamp);
let next_schedule_timestamp = minute_schedule_timestamps.peek().copied();
let Some(minute_timestamp) = next_minute_event_timestamp(
next_quote_timestamp,
next_schedule_timestamp,
) else {
let Some(minute_timestamp) =
next_minute_event_timestamp(next_quote_timestamp, next_schedule_timestamp)
else {
break;
};
let minute_time = minute_timestamp.time();
@@ -2816,8 +2812,7 @@ where
.expect("peeked minute quote must be available"),
);
}
let has_specific_schedule =
next_schedule_timestamp == Some(minute_timestamp);
let has_specific_schedule = next_schedule_timestamp == Some(minute_timestamp);
if has_specific_schedule {
minute_schedule_timestamps.next();
}
@@ -5649,7 +5644,10 @@ mod tests {
result.fills[0].execution_start_timestamp,
date.and_hms_opt(10, 18, 0)
);
assert_eq!(result.fills[1].execution_timestamp, date.and_hms_opt(15, 10, 0));
assert_eq!(
result.fills[1].execution_timestamp,
date.and_hms_opt(15, 10, 0)
);
assert_eq!(result.fills[1].price, 10.0);
assert_eq!(result.fills[0].reason, "morning");
assert_eq!(result.fills[1].reason, "post_close");