修正点时刻执行报价口径

2026-06-13 21:55:08 +08:00
parent 4f5e3f7162
commit 9512a5dd2f
2 changed files with 89 additions and 1 deletions
@@ -3197,6 +3197,14 @@ fn has_execution_quote_in_window(
 ) -> bool {
    let start_cursor = start_time.map(|time| date.and_time(time));
    let end_cursor = end_time.map(|time| date.and_time(time));
+    if let Some(cursor) = start_cursor
+        && end_cursor.is_none()
+    {
+        return data
+            .execution_quotes_on(date, symbol)
+            .iter()
+            .any(|quote| quote.timestamp <= cursor);
+    }
    data.execution_quotes_on(date, symbol).iter().any(|quote| {
        !start_cursor.is_some_and(|cursor| quote.timestamp < cursor)
            && !end_cursor.is_some_and(|cursor| quote.timestamp > cursor)