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chore: 更新 fidc-backtest-engine - 2026-05-13

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boris
2026-05-13 23:48:16 +08:00
parent 616cab0e7e
commit 94662b6e75
4 changed files with 92 additions and 26 deletions
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4
crates/fidc-core/tests/core_rules.rs
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@@ -61,7 +61,7 @@ fn china_cost_model_applies_minimum_commission_and_stamp_tax() {
assert_eq!(buy.stamp_tax, 0.0);
let sell = model.calculate(d(2023, 8, 25), OrderSide::Sell, 100_000.0);
assert!((sell.commission - 30.0).abs() < 1e-9);
assert!((sell.commission - 80.0).abs() < 1e-9);
assert!((sell.stamp_tax - 100.0).abs() < 1e-9);
}
@@ -112,7 +112,7 @@ fn china_cost_model_tracks_minimum_commission_per_order_id() {
assert!((first.commission - 5.0).abs() < 1e-9);
assert!(second.commission.abs() < 1e-9);
assert!((third.commission - 1.6).abs() < 1e-9);
assert!((third.commission - 12.6).abs() < 1e-9);
assert!((another_order.commission - 5.0).abs() < 1e-9);
}