调整next open末日执行测试入口

This commit is contained in:
boris
2026-07-05 09:35:46 +08:00
parent 13e15cc7c4
commit a21ac83f21
+3 -30
View File
@@ -4211,34 +4211,6 @@ mod tests {
}
}
#[derive(Debug)]
struct AuctionBuyWhenDecisionDateStrategy {
decision_date: NaiveDate,
}
impl Strategy for AuctionBuyWhenDecisionDateStrategy {
fn name(&self) -> &str {
"auction_buy_when_decision_date"
}
fn open_auction(
&mut self,
ctx: &StrategyContext<'_>,
) -> Result<StrategyDecision, super::BacktestError> {
if ctx.decision_date == self.decision_date && ctx.portfolio.position(SYMBOL).is_none() {
return Ok(StrategyDecision {
order_intents: vec![OrderIntent::Shares {
symbol: SYMBOL.to_string(),
quantity: 100,
reason: "auction_test_buy".to_string(),
}],
..StrategyDecision::default()
});
}
Ok(StrategyDecision::default())
}
}
#[derive(Debug)]
struct ScheduledBuyStrategy {
rule: ScheduleRule,
@@ -4943,8 +4915,9 @@ mod tests {
let result = BacktestEngine::new(
dataset,
AuctionBuyWhenDecisionDateStrategy {
decision_date: second,
ScheduledBuyStrategy {
rule: ScheduleRule::daily("daily_open_signal", ScheduleStage::OpenAuction),
expected_decision_date: second,
},
broker,
config,