调整回测撮合为分钟线执行价语义

crates/fidc-core/src/broker.rs

@@ -73,10 +73,9 @@ pub enum MatchingType {
     OpenAuction,
     CurrentBarClose,
     NextBarOpen,
-    NextMinuteLast,
-    NextMinuteBestOwn,
-    NextMinuteBestCounterparty,
-    CounterpartyOffer,
+    MinuteLast,
+    MinuteBestOwn,
+    MinuteBestCounterparty,
     Vwap,
     Twap,
 }
@@ -563,7 +562,7 @@ where
         matching_type: MatchingType,
     ) -> Option<f64> {
         let raw_price = match matching_type {
-            MatchingType::NextMinuteBestOwn => match side {
+            MatchingType::MinuteBestOwn => match side {
                 OrderSide::Buy => {
                     if quote.bid1.is_finite() && quote.bid1 > 0.0 {
                         Some(quote.bid1)
@@ -587,13 +586,11 @@ where
                     }
                 }
             },
-            MatchingType::NextMinuteBestCounterparty | MatchingType::CounterpartyOffer => {
-                match side {
-                    OrderSide::Buy => quote.buy_price(),
-                    OrderSide::Sell => quote.sell_price(),
-                }
-            }
-            MatchingType::NextMinuteLast | MatchingType::Vwap | MatchingType::Twap => {
+            MatchingType::MinuteBestCounterparty => match side {
+                OrderSide::Buy => quote.buy_price(),
+                OrderSide::Sell => quote.sell_price(),
+            },
+            MatchingType::MinuteLast | MatchingType::Vwap | MatchingType::Twap => {
                 if quote.last_price.is_finite() && quote.last_price > 0.0 {
                     Some(quote.last_price)
                 } else {
@@ -4998,7 +4995,7 @@ where
                     quotes,
                     start_cursor,
                     end_cursor,
-                    matching_type == MatchingType::NextMinuteLast && start_cursor.is_some(),
+                    matching_type == MatchingType::MinuteLast && start_cursor.is_some(),
                 )),
             });
         }
@@ -5056,12 +5053,12 @@ where
         let quote_quantity_limited =
             self.quote_quantity_limited_for_window(matching_type, start_cursor, end_cursor);
         let lot = round_lot.max(1);
-        let exact_time_order_quote = matching_type != MatchingType::NextMinuteLast
+        let exact_time_order_quote = matching_type != MatchingType::MinuteLast
             && start_cursor.is_some()
             && end_cursor.is_some()
             && start_cursor == end_cursor;
         let use_decision_time_quote = start_cursor.is_some()
-            && (matching_type == MatchingType::NextMinuteLast || exact_time_order_quote);
+            && (matching_type == MatchingType::MinuteLast || exact_time_order_quote);
         let eligible_quotes: Vec<&IntradayExecutionQuote> = if use_decision_time_quote {
             self.latest_known_quote_at_or_before(
                 quotes,
@@ -5290,7 +5287,7 @@ where
     }
 
     fn quote_quantity_limited(&self, matching_type: MatchingType) -> bool {
-        self.volume_limit || self.liquidity_limit || matching_type != MatchingType::NextMinuteLast
+        self.volume_limit || self.liquidity_limit || matching_type != MatchingType::MinuteLast
     }
 
     fn quote_quantity_limited_for_window(
@@ -5321,7 +5318,7 @@ fn matching_type_from_price_field(field: PriceField) -> MatchingType {
         PriceField::DayOpen => MatchingType::OpenAuction,
         PriceField::Open => MatchingType::NextBarOpen,
         PriceField::Close => MatchingType::CurrentBarClose,
-        PriceField::Last => MatchingType::NextMinuteLast,
+        PriceField::Last => MatchingType::MinuteLast,
     }
 }
 
@@ -5487,17 +5484,17 @@ mod tests {
     }
 
     #[test]
-    fn next_minute_last_without_volume_or_liquidity_limit_does_not_cap_quote_quantity() {
+    fn minute_last_without_volume_or_liquidity_limit_does_not_cap_quote_quantity() {
         let broker = BrokerSimulator::new(ChinaAShareCostModel::default(), ChinaEquityRuleHooks)
             .with_volume_limit(false)
             .with_liquidity_limit(false);
 
-        assert!(!broker.quote_quantity_limited(MatchingType::NextMinuteLast));
-        assert!(broker.quote_quantity_limited(MatchingType::CounterpartyOffer));
+        assert!(!broker.quote_quantity_limited(MatchingType::MinuteLast));
+        assert!(broker.quote_quantity_limited(MatchingType::MinuteBestCounterparty));
     }
 
     #[test]
-    fn next_minute_last_keeps_quote_quantity_cap_when_limits_enabled() {
+    fn minute_last_keeps_quote_quantity_cap_when_limits_enabled() {
         let volume_limited =
             BrokerSimulator::new(ChinaAShareCostModel::default(), ChinaEquityRuleHooks)
                 .with_volume_limit(true)
@@ -5507,8 +5504,8 @@ mod tests {
                 .with_volume_limit(false)
                 .with_liquidity_limit(true);
 
-        assert!(volume_limited.quote_quantity_limited(MatchingType::NextMinuteLast));
-        assert!(liquidity_limited.quote_quantity_limited(MatchingType::NextMinuteLast));
+        assert!(volume_limited.quote_quantity_limited(MatchingType::MinuteLast));
+        assert!(liquidity_limited.quote_quantity_limited(MatchingType::MinuteLast));
     }
 
     #[test]
@@ -5558,7 +5555,7 @@ mod tests {
             PriceField::Last,
         )
         .with_intraday_execution_start_time(date.and_hms_opt(10, 18, 0).unwrap().time())
-        .with_matching_type(MatchingType::NextMinuteLast)
+        .with_matching_type(MatchingType::MinuteLast)
         .with_slippage_model(SlippageModel::PriceRatio(0.001))
         .with_volume_limit(false)
         .with_liquidity_limit(false);
@@ -5751,7 +5748,7 @@ mod tests {
     }
 
     #[test]
-    fn next_minute_last_execution_uses_latest_quote_before_decision_time() {
+    fn minute_last_execution_uses_latest_quote_before_decision_time() {
         let date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date");
         let broker = BrokerSimulator::new_with_execution_price(
             ChinaAShareCostModel::default(),
@@ -5772,7 +5769,7 @@ mod tests {
                 &snapshot,
                 &[quote],
                 OrderSide::Sell,
-                MatchingType::NextMinuteLast,
+                MatchingType::MinuteLast,
                 Some(decision_time),
                 Some(decision_time),
                 200,
@@ -6026,7 +6023,7 @@ mod tests {
                 &snapshot,
                 &[quote],
                 OrderSide::Buy,
-                MatchingType::NextMinuteLast,
+                MatchingType::MinuteLast,
                 Some(start),
                 None,
                 100,
@@ -6103,7 +6100,7 @@ mod tests {
                 &snapshot,
                 &[quote],
                 OrderSide::Sell,
-                MatchingType::NextMinuteLast,
+                MatchingType::MinuteLast,
                 Some(start),
                 None,
                 100,

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 {

crates/fidc-core/src/platform_expr_strategy.rs

@@ -286,7 +286,7 @@ fn band_low(index_close) {
             stamp_tax_rate_after_change: None,
             strict_value_budget: false,
             slippage_model: SlippageModel::None,
-            matching_type: MatchingType::NextMinuteLast,
+            matching_type: MatchingType::MinuteLast,
             quote_quantity_limit: true,
             current_day_precomputed_factors: false,
             prefer_precomputed_rolling_factors: false,
@@ -1342,7 +1342,7 @@ impl PlatformExprStrategy {
         let last =
             || (quote.last_price.is_finite() && quote.last_price > 0.0).then_some(quote.last_price);
         match self.config.matching_type {
-            MatchingType::NextMinuteBestOwn => match side {
+            MatchingType::MinuteBestOwn => match side {
                 OrderSide::Buy => (quote.bid1.is_finite() && quote.bid1 > 0.0)
                     .then_some(quote.bid1)
                     .or_else(last),
@@ -1350,17 +1350,16 @@ impl PlatformExprStrategy {
                     .then_some(quote.ask1)
                     .or_else(last),
             },
-            MatchingType::NextMinuteBestCounterparty | MatchingType::CounterpartyOffer => {
-                match side {
+            MatchingType::MinuteBestCounterparty => match side {
+                OrderSide::Buy => quote.buy_price(),
+                OrderSide::Sell => quote.sell_price(),
+            },
+            MatchingType::MinuteLast | MatchingType::Vwap | MatchingType::Twap => {
+                last().or_else(|| match side {
                     OrderSide::Buy => quote.buy_price(),
                     OrderSide::Sell => quote.sell_price(),
-                }
+                })
             }
-            MatchingType::NextMinuteLast | MatchingType::Vwap | MatchingType::Twap => last()
-                .or_else(|| match side {
-                    OrderSide::Buy => quote.buy_price(),
-                    OrderSide::Sell => quote.sell_price(),
-                }),
             _ => match side {
                 OrderSide::Buy => quote.buy_price(),
                 OrderSide::Sell => quote.sell_price(),
@@ -8423,7 +8422,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_aiquant_next_minute_last_projection_uses_last_quote_for_buy_budget() {
+    fn platform_aiquant_minute_last_projection_uses_last_quote_for_buy_budget() {
         let date = d(2023, 5, 4);
         let symbol = "000782.SZ";
         let data = DataSet::from_components_with_actions_and_quotes(
@@ -8530,7 +8529,7 @@ mod tests {
         cfg.minimum_commission = Some(5.0);
         cfg.strict_value_budget = true;
         cfg.slippage_model = SlippageModel::PriceRatio(0.002);
-        cfg.matching_type = MatchingType::NextMinuteLast;
+        cfg.matching_type = MatchingType::MinuteLast;
         cfg.quote_quantity_limit = false;
         cfg.intraday_execution_time = Some(NaiveTime::from_hms_opt(10, 40, 0).expect("time"));
         let strategy = PlatformExprStrategy::new(cfg);
@@ -8688,7 +8687,7 @@ mod tests {
         cfg.minimum_commission = Some(5.0);
         cfg.strict_value_budget = true;
         cfg.slippage_model = SlippageModel::PriceRatio(0.002);
-        cfg.matching_type = MatchingType::NextMinuteLast;
+        cfg.matching_type = MatchingType::MinuteLast;
         cfg.quote_quantity_limit = false;
         cfg.intraday_execution_time = Some(NaiveTime::from_hms_opt(10, 40, 0).expect("time"));
         let strategy = PlatformExprStrategy::new(cfg);

crates/fidc-core/src/platform_strategy_spec.rs

@@ -423,10 +423,9 @@ fn parse_matching_type(value: Option<&str>) -> Option<MatchingType> {
         "open_auction" => Some(MatchingType::OpenAuction),
         "current_bar_close" => Some(MatchingType::CurrentBarClose),
         "next_bar_open" => Some(MatchingType::NextBarOpen),
-        "next_minute_last" => Some(MatchingType::NextMinuteLast),
-        "next_minute_best_own" => Some(MatchingType::NextMinuteBestOwn),
-        "next_minute_best_counterparty" => Some(MatchingType::NextMinuteBestCounterparty),
-        "counterparty_offer" => Some(MatchingType::CounterpartyOffer),
+        "minute_last" => Some(MatchingType::MinuteLast),
+        "minute_best_own" => Some(MatchingType::MinuteBestOwn),
+        "minute_best_counterparty" => Some(MatchingType::MinuteBestCounterparty),
         "vwap" => Some(MatchingType::Vwap),
         "twap" => Some(MatchingType::Twap),
         _ => None,
@@ -1655,7 +1654,7 @@ mod tests {
     fn parses_execution_slippage_overrides_into_platform_config() {
         let spec = serde_json::json!({
             "execution": {
-                "matchingType": "next_minute_last",
+                "matchingType": "minute_last",
                 "slippageModel": "price_ratio",
                 "slippageValue": 0.001,
                 "strictValueBudget": true
@@ -1671,7 +1670,7 @@ mod tests {
 
         let cfg = platform_expr_config_from_value("", "", &spec).expect("config");
 
-        assert_eq!(cfg.matching_type, MatchingType::NextMinuteLast);
+        assert_eq!(cfg.matching_type, MatchingType::MinuteLast);
         assert_eq!(cfg.slippage_model, SlippageModel::PriceRatio(0.001));
         assert!(cfg.strict_value_budget);
     }

crates/fidc-core/src/strategy_ai.rs

@@ -220,7 +220,7 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
             },
             ManualSection {
                 title: "execution.matching_type / execution.slippage".to_string(),
-                detail: "设置撮合模式和滑点。使用 execution.matching_type(\"next_minute_last\" | \"next_minute_best_own\" | \"next_minute_best_counterparty\" | \"counterparty_offer\" | \"vwap\" | \"current_bar_close\" | \"next_bar_open\" | \"open_auction\")。next_minute_last 使用分钟执行价 last_price；next_minute_best_own / next_minute_best_counterparty 会按 L1 买一卖一近似 平台内核 的最优价语义；counterparty_offer 在存在 order_book_depth 多档盘口数据时会按真实档位逐档扫单并计算加权成交价，不存在 depth 时回退 L1 对手方报价；vwap 会在盘中执行价链路上聚合多笔成交为单条 VWAP 成交；next_bar_open 使用决策日信号并在下一可交易日开盘撮合，禁止把执行日 open/high/low/close 解释为下单前已知数据；open_auction 使用当日集合竞价开盘价 day_open 进行撮合，且不额外施加滑点，并按竞价成交量而不是盘口一档流动性限制成交；滑点支持 execution.slippage(\"none\") / execution.slippage(\"price_ratio\", 0.001) / execution.slippage(\"tick_size\", 1) / execution.slippage(\"limit_price\")，其中 limit_price 会在限价单成交时按挂单价模拟 平台内核 的最坏成交价。".to_string(),
+                detail: "设置撮合模式和滑点。使用 execution.matching_type(\"minute_last\" | \"minute_best_own\" | \"minute_best_counterparty\" | \"vwap\" | \"twap\" | \"current_bar_close\" | \"next_bar_open\" | \"open_auction\")。minute_last 使用分钟执行价 last_price；minute_best_own 使用己方一档报价，minute_best_counterparty 使用对手方一档报价，存在 order_book_depth 多档盘口数据时可按真实档位逐档扫单；vwap/twap 在分钟执行价窗口内聚合成交；next_bar_open 使用决策日信号并在下一可交易日开盘撮合，禁止把执行日 open/high/low/close 解释为下单前已知数据；open_auction 使用当日集合竞价开盘价 day_open 进行撮合，且不额外施加滑点，并按竞价成交量而不是盘口一档流动性限制成交；滑点支持 execution.slippage(\"none\") / execution.slippage(\"price_ratio\", 0.001) / execution.slippage(\"tick_size\", 1) / execution.slippage(\"limit_price\")，其中 limit_price 会在限价单成交时按挂单价模拟 平台内核 的最坏成交价。".to_string(),
             },
             ManualSection {
                 title: "期货提交校验".to_string(),
@@ -360,7 +360,7 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
             },
             ManualFactorSource {
                 table: "盘口深度参数".to_string(),
-                detail: "可选字段包括 date、symbol、timestamp、level、bid_price、bid_volume、ask_price、ask_volume。存在盘口深度时，期货 counterparty_offer / next_minute_best_counterparty 可按真实多档盘口逐档扫单；不存在时不会伪造 depth。".to_string(),
+                detail: "可选字段包括 date、symbol、timestamp、level、bid_price、bid_volume、ask_price、ask_volume。存在盘口深度时，期货 minute_best_counterparty 可按真实多档盘口逐档扫单；不存在时不会伪造 depth。".to_string(),
                 fields: vec![],
             },
             ManualFactorSource {
@@ -384,7 +384,7 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
             },
             ManualExample {
                 title: "分钟执行价撮合 + 最小价位滑点".to_string(),
-                code: "execution.matching_type(\"next_minute_last\")\nexecution.slippage(\"tick_size\", 1)".to_string(),
+                code: "execution.matching_type(\"minute_last\")\nexecution.slippage(\"tick_size\", 1)".to_string(),
             },
             ManualExample {
                 title: "动态 universe 和订阅".to_string(),
@@ -518,7 +518,7 @@ pub fn build_generation_prompt(
     prompt.push_str("- 生成的代码必须能转换为 strategy_spec 并提交 POST /v1/backtests。\n");
     prompt.push_str("- 不要使用手册未列出的字段、函数或外部平台 API 名称。\n\n");
     prompt.push_str("只允许使用这些可编译语句：market、benchmark、signal、rebalance.every_days(...).at([...])、selection.limit、selection.market_cap_band、filter.stock_ma、filter.stock_expr、ordering.rank_by、ordering.rank_expr、allocation.buy_scale、risk.stop_loss、risk.take_profit、risk.index_exposure、execution.matching_type、execution.slippage、universe.exclude。禁止输出 filter(...)、rank(...)、select.top(...)、weight.equal()、sell_rule(...)、backtest(...)、risk.max_position(...) 这类未支持伪语法。\n");
-    prompt.push_str("参数形态必须严格：selection.market_cap_band 必须写 field=\"market_cap\" 或 field=\"free_float_cap\", lower=..., upper=...；禁止使用 float_market_cap；禁止使用 ma60、stock_ma60、signal_ma60、benchmark_ma60，60日价格均线写 rolling_mean(\"close\", 60) 或 ma(\"close\", 60)，任意窗口均量写 rolling_mean(\"volume\", n) 或 vma(n)；不要生成 fn score() 这类零参数函数，股票字段排序直接写在 ordering.rank_expr 内或用带参数函数；布尔字段按布尔使用，写 !is_st、!paused、!at_upper_limit、!at_lower_limit，不要写 is_st == 0；risk.index_exposure 只能传一个数值表达式，不要使用 risk.exposure；完整三元表达式 cond ? a : b 可以使用，但不得输出残缺问号/冒号片段；execution.matching_type 只能取 next_minute_last、next_minute_best_own、next_minute_best_counterparty、counterparty_offer、vwap、current_bar_close、next_bar_open、open_auction；next_bar_open 只能使用决策日信号，不能把执行日价格当作下单前信息；execution.slippage 必须写 execution.slippage(\"none\") 或 execution.slippage(\"price_ratio\", 0.001)。\n");
+    prompt.push_str("参数形态必须严格：selection.market_cap_band 必须写 field=\"market_cap\" 或 field=\"free_float_cap\", lower=..., upper=...；禁止使用 float_market_cap；禁止使用 ma60、stock_ma60、signal_ma60、benchmark_ma60，60日价格均线写 rolling_mean(\"close\", 60) 或 ma(\"close\", 60)，任意窗口均量写 rolling_mean(\"volume\", n) 或 vma(n)；不要生成 fn score() 这类零参数函数，股票字段排序直接写在 ordering.rank_expr 内或用带参数函数；布尔字段按布尔使用，写 !is_st、!paused、!at_upper_limit、!at_lower_limit，不要写 is_st == 0；risk.index_exposure 只能传一个数值表达式，不要使用 risk.exposure；完整三元表达式 cond ? a : b 可以使用，但不得输出残缺问号/冒号片段；execution.matching_type 只能取 minute_last、minute_best_own、minute_best_counterparty、vwap、twap、current_bar_close、next_bar_open、open_auction；next_bar_open 只能使用决策日信号，不能把执行日价格当作下单前信息；execution.slippage 必须写 execution.slippage(\"none\") 或 execution.slippage(\"price_ratio\", 0.001)。\n");
     prompt.push_str("回测成功但 tradeCount=0 或 holdingCount=0 是无效策略；第一版必须保持稳定买入覆盖率，复杂因子只能在后续优化中逐步加严。\n");
     prompt.push_str("可参考但不要照抄的最小模板，回复时不要包含 ``` 代码围栏：\nstrategy(\"cn_a_smallcap_factor_rotation\") {\nmarket(\"CN_A\")\nbenchmark(\"000852.SH\")\nsignal(\"000001.SH\")\nrebalance.every_days(5).at([\"10:18\"])\nselection.limit(40)\nselection.market_cap_band(field=\"market_cap\", lower=0, upper=1000)\nfilter.stock_expr(listed_days >= 60 && !is_st && !paused && close > 2 && !at_upper_limit && !at_lower_limit)\nordering.rank_by(\"market_cap\", \"asc\")\nallocation.buy_scale(1.0)\nrisk.index_exposure(1.0)\nrisk.stop_loss(holding_return < -0.08)\nexecution.slippage(\"price_ratio\", 0.001)\n}\n\n");
     prompt.push_str("用户目标：\n");

crates/fidc-core/tests/decision_quote_preload.rs

@@ -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,

crates/fidc-core/tests/engine_hooks.rs

@@ -1842,7 +1842,7 @@ fn engine_sweeps_futures_order_book_depth_when_available() {
         ChinaEquityRuleHooks::default(),
         PriceField::Last,
     )
-    .with_matching_type(MatchingType::CounterpartyOffer);
+    .with_matching_type(MatchingType::MinuteBestCounterparty);
     let mut engine = BacktestEngine::new(
         data,
         FuturesDepthLimitOrderStrategy,

crates/fidc-core/tests/explicit_order_flow.rs

@@ -349,7 +349,7 @@ fn broker_delayed_limit_open_sell_uses_minute_price() {
         ChinaEquityRuleHooks::default(),
         PriceField::Last,
     )
-    .with_matching_type(MatchingType::NextMinuteLast)
+    .with_matching_type(MatchingType::MinuteLast)
     .with_intraday_execution_start_time(NaiveTime::from_hms_opt(9, 31, 0).unwrap())
     .with_volume_limit(false)
     .with_liquidity_limit(false);
@@ -2888,7 +2888,7 @@ fn broker_uses_best_own_price_for_intraday_matching() {
         ChinaEquityRuleHooks::default(),
         PriceField::Last,
     )
-    .with_matching_type(MatchingType::NextMinuteBestOwn);
+    .with_matching_type(MatchingType::MinuteBestOwn);
 
     let report = broker
         .execute(
@@ -3003,7 +3003,7 @@ fn broker_uses_best_counterparty_price_for_intraday_matching() {
         ChinaEquityRuleHooks::default(),
         PriceField::Last,
     )
-    .with_matching_type(MatchingType::NextMinuteBestCounterparty);
+    .with_matching_type(MatchingType::MinuteBestCounterparty);
 
     let report = broker
         .execute(