修复盘中收盘撮合盘口限制覆盖

This commit is contained in:
boris
2026-09-07 02:28:59 +08:00
parent f1a6a2695d
commit b8e0d3bf4c
+25 -1
View File
@@ -1337,7 +1337,13 @@ fn apply_flat_risk_overrides(
fn sync_quote_quantity_limit(cfg: &mut PlatformExprStrategyConfig) {
cfg.quote_quantity_limit = cfg.risk_config.trading_constraints.liquidity_limit_enabled
|| cfg.matching_type != MatchingType::MinuteLast;
|| matches!(
cfg.matching_type,
MatchingType::MinuteBestOwn
| MatchingType::MinuteBestCounterparty
| MatchingType::Vwap
| MatchingType::Twap
);
}
fn apply_risk_policy_overrides(
@@ -3685,6 +3691,24 @@ mod tests {
assert!(!cfg.quote_quantity_limit);
}
#[test]
fn current_close_respects_explicitly_disabled_liquidity_limit() {
let spec = serde_json::json!({
"execution": {
"matchingType": "current_bar_close",
"volumeLimit": true,
"liquidityLimit": false,
"volumePercent": 0.25
}
});
let cfg = platform_expr_config_from_value("", "", &spec).expect("config");
assert!(cfg.risk_config.trading_constraints.volume_limit_enabled);
assert!(!cfg.risk_config.trading_constraints.liquidity_limit_enabled);
assert!(!cfg.quote_quantity_limit);
}
#[test]
fn parses_st_and_star_st_risk_policy_switches_into_platform_config() {
let spec = serde_json::json!({