style: normalize fidc core formatting
This commit is contained in:
@@ -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");
|
||||
|
||||
Reference in New Issue
Block a user