统一每日PIT无风险收益指标

crates/fidc-core/src/engine.rs

@@ -16,7 +16,7 @@ use crate::futures::{
     FuturesAccountState, FuturesExecutionReport, FuturesOrderIntent, FuturesPositionEffect,
     FuturesTransactionCostModel,
 };
-use crate::metrics::{BacktestMetrics, compute_backtest_metrics};
+use crate::metrics::{BacktestMetrics, RiskFreeRateContract, compute_backtest_metrics};
 use crate::portfolio::{CashReceivable, HoldingSummary, PortfolioState};
 use crate::risk_control::{FidcRiskDecisionAudit, RiskCheckScope};
 use crate::rules::EquityRuleHooks;
@@ -455,6 +455,7 @@ pub struct BacktestEngine<S, C, R> {
     execution_quote_loader: Option<ExecutionQuoteLoader>,
     execution_quote_request_cache:
         BTreeSet<(NaiveDate, String, Option<NaiveTime>, Option<NaiveTime>)>,
+    risk_free_rate_contract: Option<RiskFreeRateContract>,
 }
 
 impl<S, C, R> BacktestEngine<S, C, R> {
@@ -485,9 +486,15 @@ impl<S, C, R> BacktestEngine<S, C, R> {
             futures_validation_config: FuturesValidationConfig::default(),
             execution_quote_loader: None,
             execution_quote_request_cache: BTreeSet::new(),
+            risk_free_rate_contract: None,
         }
     }
 
+    pub fn with_risk_free_rate_contract(mut self, contract: RiskFreeRateContract) -> Self {
+        self.risk_free_rate_contract = Some(contract);
+        self
+    }
+
     pub fn into_data(self) -> DataSet {
         self.data
     }
@@ -3374,7 +3381,9 @@ where
             &result.daily_holdings,
             &result.account_events,
             self.aggregate_initial_cash(),
-        );
+            self.risk_free_rate_contract.as_ref(),
+        )
+        .map_err(BacktestError::Execution)?;
 
         Ok(result)
     }