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调整回测撮合为分钟线执行价语义

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This commit is contained in:
boris
2026-06-26 17:03:48 +08:00
parent 380c34aa66
commit a131c761e5
8 changed files with 59 additions and 66 deletions
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crates/fidc-core/tests/decision_quote_preload.rs
+3 -3
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@@ -190,7 +190,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
ChinaEquityRuleHooks,
PriceField::Last,
)
.with_matching_type(MatchingType::NextMinuteLast)
.with_matching_type(MatchingType::MinuteLast)
.with_intraday_execution_start_time(t(10, 40, 0));
let config = BacktestConfig {
initial_cash: 10_000.0,
@@ -385,7 +385,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
ChinaEquityRuleHooks,
PriceField::Last,
)
.with_matching_type(MatchingType::NextMinuteLast)
.with_matching_type(MatchingType::MinuteLast)
.with_intraday_execution_start_time(t(10, 40, 0));
let config = BacktestConfig {
initial_cash: 10_000.0,
@@ -587,7 +587,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
ChinaEquityRuleHooks,
PriceField::Last,
)
.with_matching_type(MatchingType::NextMinuteLast)
.with_matching_type(MatchingType::MinuteLast)
.with_intraday_execution_start_time(t(10, 40, 0));
let config = BacktestConfig {
initial_cash: 10_000.0,