调整回测撮合为分钟线执行价语义

crates/fidc-core/src/engine.rs

@@ -1444,7 +1444,7 @@ where
         let snapshot = self.data.market(date, &intent.symbol);
         if matches!(
             self.broker.matching_type(),
-            MatchingType::NextMinuteBestCounterparty | MatchingType::CounterpartyOffer
+            MatchingType::MinuteBestCounterparty
         ) {
             let depth = self.data.order_book_depth_on(date, &intent.symbol);
             if !depth.is_empty() {
@@ -1454,7 +1454,7 @@ where
         let quotes = self.data.execution_quotes_on(date, &intent.symbol);
         for quote in quotes {
             let price = match self.broker.matching_type() {
-                MatchingType::NextMinuteBestOwn => match intent.side() {
+                MatchingType::MinuteBestOwn => match intent.side() {
                     OrderSide::Buy => {
                         if quote.bid1.is_finite() && quote.bid1 > 0.0 {
                             quote.bid1
@@ -1470,12 +1470,10 @@ where
                         }
                     }
                 },
-                MatchingType::NextMinuteBestCounterparty | MatchingType::CounterpartyOffer => {
-                    match intent.side() {
-                        OrderSide::Buy => quote.buy_price().unwrap_or(quote.last_price),
-                        OrderSide::Sell => quote.sell_price().unwrap_or(quote.last_price),
-                    }
-                }
+                MatchingType::MinuteBestCounterparty => match intent.side() {
+                    OrderSide::Buy => quote.buy_price().unwrap_or(quote.last_price),
+                    OrderSide::Sell => quote.sell_price().unwrap_or(quote.last_price),
+                },
                 _ => quote.last_price,
             };
             if let Some(snapshot) = snapshot {