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补齐回测交易日期审计字段

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This commit is contained in:
boris
2026-07-05 08:47:52 +08:00
parent 8543c3ab6d
commit ba2470aefe
4 changed files with 330 additions and 14 deletions
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crates/fidc-core/src/broker.rs
+190 -1
View File
@@ -46,6 +46,8 @@ struct ExecutionFill {
#[derive(Debug, Clone)]
struct OpenOrder {
order_id: u64,
decision_date: Option<NaiveDate>,
order_created_date: Option<NaiveDate>,
symbol: String,
side: OrderSide,
requested_quantity: u32,
@@ -176,6 +178,8 @@ pub struct BrokerSimulator<C, R> {
intraday_execution_start_time: Option<NaiveTime>,
runtime_intraday_start_time: Cell<Option<NaiveTime>>,
runtime_intraday_end_time: Cell<Option<NaiveTime>>,
runtime_decision_date: Cell<Option<NaiveDate>>,
runtime_order_created_date: Cell<Option<NaiveDate>>,
next_order_id: Cell<u64>,
open_orders: RefCell<Vec<OpenOrder>>,
}
@@ -201,6 +205,8 @@ impl<C, R> BrokerSimulator<C, R> {
intraday_execution_start_time: None,
runtime_intraday_start_time: Cell::new(None),
runtime_intraday_end_time: Cell::new(None),
runtime_decision_date: Cell::new(None),
runtime_order_created_date: Cell::new(None),
next_order_id: Cell::new(1),
open_orders: RefCell::new(Vec::new()),
}
@@ -230,6 +236,8 @@ impl<C, R> BrokerSimulator<C, R> {
intraday_execution_start_time: None,
runtime_intraday_start_time: Cell::new(None),
runtime_intraday_end_time: Cell::new(None),
runtime_decision_date: Cell::new(None),
runtime_order_created_date: Cell::new(None),
next_order_id: Cell::new(1),
open_orders: RefCell::new(Vec::new()),
}
@@ -640,6 +648,37 @@ where
portfolio: &mut PortfolioState,
data: &DataSet,
decision: &StrategyDecision,
) -> Result<BrokerExecutionReport, BacktestError> {
self.execute_with_event_dates(date, date, date, portfolio, data, decision)
}
pub fn execute_with_event_dates(
&self,
date: NaiveDate,
decision_date: NaiveDate,
order_created_date: NaiveDate,
portfolio: &mut PortfolioState,
data: &DataSet,
decision: &StrategyDecision,
) -> Result<BrokerExecutionReport, BacktestError> {
let previous_decision_date = self.runtime_decision_date.get();
let previous_order_created_date = self.runtime_order_created_date.get();
self.runtime_decision_date.set(Some(decision_date));
self.runtime_order_created_date
.set(Some(order_created_date));
let result = self.execute_with_runtime_dates(date, portfolio, data, decision);
self.runtime_decision_date.set(previous_decision_date);
self.runtime_order_created_date
.set(previous_order_created_date);
result
}
fn execute_with_runtime_dates(
&self,
date: NaiveDate,
portfolio: &mut PortfolioState,
data: &DataSet,
decision: &StrategyDecision,
) -> Result<BrokerExecutionReport, BacktestError> {
let mut report = BrokerExecutionReport::default();
let mut intraday_turnover = BTreeMap::<String, u32>::new();
@@ -769,12 +808,35 @@ where
decision: &StrategyDecision,
start_time: Option<NaiveTime>,
end_time: Option<NaiveTime>,
) -> Result<BrokerExecutionReport, BacktestError> {
self.execute_between_with_event_dates(
date, date, date, portfolio, data, decision, start_time, end_time,
)
}
pub fn execute_between_with_event_dates(
&self,
date: NaiveDate,
decision_date: NaiveDate,
order_created_date: NaiveDate,
portfolio: &mut PortfolioState,
data: &DataSet,
decision: &StrategyDecision,
start_time: Option<NaiveTime>,
end_time: Option<NaiveTime>,
) -> Result<BrokerExecutionReport, BacktestError> {
let previous_start_time = self.runtime_intraday_start_time.get();
let previous_end_time = self.runtime_intraday_end_time.get();
self.runtime_intraday_start_time.set(start_time);
self.runtime_intraday_end_time.set(end_time);
let result = self.execute(date, portfolio, data, decision);
let result = self.execute_with_event_dates(
date,
decision_date,
order_created_date,
portfolio,
data,
decision,
);
self.runtime_intraday_start_time.set(previous_start_time);
self.runtime_intraday_end_time.set(previous_end_time);
result
@@ -1389,6 +1451,34 @@ where
open_orders.push(open_order);
}
fn current_decision_date(&self, date: NaiveDate) -> NaiveDate {
self.runtime_decision_date.get().unwrap_or(date)
}
fn current_order_created_date(&self, date: NaiveDate) -> NaiveDate {
self.runtime_order_created_date.get().unwrap_or(date)
}
fn annotate_report_range(
report: &mut BrokerExecutionReport,
order_event_start: usize,
fill_event_start: usize,
decision_date: NaiveDate,
order_created_date: NaiveDate,
execution_date: NaiveDate,
) {
for event in &mut report.order_events[order_event_start..] {
event.decision_date.get_or_insert(decision_date);
event.order_created_date.get_or_insert(order_created_date);
event.execution_date.get_or_insert(execution_date);
}
for fill in &mut report.fill_events[fill_event_start..] {
fill.decision_date.get_or_insert(decision_date);
fill.order_created_date.get_or_insert(order_created_date);
fill.execution_date.get_or_insert(execution_date);
}
}
fn clear_open_order(&self, order_id: u64) {
self.open_orders
.borrow_mut()
@@ -1461,6 +1551,8 @@ where
std::mem::take(&mut *open_orders)
};
for order in pending_orders {
let order_event_start = report.order_events.len();
let fill_event_start = report.fill_events.len();
let signed_quantity = if order.side == OrderSide::Buy {
order.remaining_quantity as i32
} else {
@@ -1482,6 +1574,14 @@ where
commission_state,
report,
)?;
Self::annotate_report_range(
report,
order_event_start,
fill_event_start,
order.decision_date.unwrap_or(date),
order.order_created_date.unwrap_or(date),
date,
);
}
Ok(())
}
@@ -1597,6 +1697,9 @@ where
);
report.order_events.push(OrderEvent {
date,
decision_date: order.decision_date,
order_created_date: order.order_created_date,
execution_date: Some(date),
order_id: Some(order.order_id),
symbol: order.symbol.clone(),
side: order.side,
@@ -1632,6 +1735,9 @@ where
);
report.order_events.push(OrderEvent {
date,
decision_date: order.decision_date,
order_created_date: order.order_created_date,
execution_date: Some(date),
order_id: Some(order.order_id),
symbol: order.symbol.clone(),
side: order.side,
@@ -1692,6 +1798,9 @@ where
);
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: symbol.to_string(),
side,
@@ -1738,6 +1847,9 @@ where
}
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: symbol.to_string(),
side,
@@ -2639,6 +2751,9 @@ where
};
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: symbol.to_string(),
side: OrderSide::Sell,
@@ -2704,6 +2819,8 @@ where
if allow_pending_limit {
self.upsert_open_order(OpenOrder {
order_id,
decision_date: Some(self.current_decision_date(date)),
order_created_date: Some(self.current_order_created_date(date)),
symbol: symbol.to_string(),
side: OrderSide::Sell,
requested_quantity: requested_qty,
@@ -2714,6 +2831,9 @@ where
});
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: symbol.to_string(),
side: OrderSide::Sell,
@@ -2735,6 +2855,9 @@ where
}
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: symbol.to_string(),
side: OrderSide::Sell,
@@ -2765,6 +2888,8 @@ where
.unwrap_or("no sellable quantity");
self.upsert_open_order(OpenOrder {
order_id,
decision_date: Some(self.current_decision_date(date)),
order_created_date: Some(self.current_order_created_date(date)),
symbol: symbol.to_string(),
side: OrderSide::Sell,
requested_quantity: requested_qty,
@@ -2775,6 +2900,9 @@ where
});
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: symbol.to_string(),
side: OrderSide::Sell,
@@ -2796,6 +2924,9 @@ where
}
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: symbol.to_string(),
side: OrderSide::Sell,
@@ -2891,6 +3022,8 @@ where
if allow_pending_limit && Self::limit_order_can_remain_open(Some(detail)) {
self.upsert_open_order(OpenOrder {
order_id,
decision_date: Some(self.current_decision_date(date)),
order_created_date: Some(self.current_order_created_date(date)),
symbol: symbol.to_string(),
side: OrderSide::Sell,
requested_quantity: requested_qty,
@@ -2901,6 +3034,9 @@ where
});
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: symbol.to_string(),
side: OrderSide::Sell,
@@ -2922,6 +3058,9 @@ where
}
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: symbol.to_string(),
side: OrderSide::Sell,
@@ -2973,6 +3112,9 @@ where
report.fill_events.push(FillEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: symbol.to_string(),
side: OrderSide::Sell,
@@ -3032,6 +3174,8 @@ where
if keep_open {
self.upsert_open_order(OpenOrder {
order_id,
decision_date: Some(self.current_decision_date(date)),
order_created_date: Some(self.current_order_created_date(date)),
symbol: symbol.to_string(),
side: OrderSide::Sell,
requested_quantity: requested_qty,
@@ -3081,6 +3225,9 @@ where
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: symbol.to_string(),
side: OrderSide::Sell,
@@ -3126,6 +3273,9 @@ where
if current_qty == 0 {
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: None,
symbol: symbol.to_string(),
side: OrderSide::Sell,
@@ -3210,6 +3360,9 @@ where
} else {
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: None,
symbol: symbol.to_string(),
side: if current_qty > 0 {
@@ -3269,6 +3422,9 @@ where
if current_qty == 0 {
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: None,
symbol: symbol.to_string(),
side: OrderSide::Sell,
@@ -3323,6 +3479,9 @@ where
} else {
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: None,
symbol: symbol.to_string(),
side: if current_qty > 0 {
@@ -3419,6 +3578,9 @@ where
} else {
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: None,
symbol: symbol.to_string(),
side: if current_qty > 0 {
@@ -4279,6 +4441,9 @@ where
};
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: symbol.to_string(),
side: OrderSide::Buy,
@@ -4333,6 +4498,8 @@ where
if allow_pending_limit {
self.upsert_open_order(OpenOrder {
order_id,
decision_date: Some(self.current_decision_date(date)),
order_created_date: Some(self.current_order_created_date(date)),
symbol: symbol.to_string(),
side: OrderSide::Buy,
requested_quantity: requested_qty,
@@ -4343,6 +4510,9 @@ where
});
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: symbol.to_string(),
side: OrderSide::Buy,
@@ -4364,6 +4534,9 @@ where
}
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: symbol.to_string(),
side: OrderSide::Buy,
@@ -4523,6 +4696,8 @@ where
if allow_pending_limit && Self::limit_order_can_remain_open(Some(detail)) {
self.upsert_open_order(OpenOrder {
order_id,
decision_date: Some(self.current_decision_date(date)),
order_created_date: Some(self.current_order_created_date(date)),
symbol: symbol.to_string(),
side: OrderSide::Buy,
requested_quantity: requested_qty,
@@ -4533,6 +4708,9 @@ where
});
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: symbol.to_string(),
side: OrderSide::Buy,
@@ -4554,6 +4732,9 @@ where
}
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: symbol.to_string(),
side: OrderSide::Buy,
@@ -4609,6 +4790,9 @@ where
report.fill_events.push(FillEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: symbol.to_string(),
side: OrderSide::Buy,
@@ -4666,6 +4850,8 @@ where
if keep_open {
self.upsert_open_order(OpenOrder {
order_id,
decision_date: Some(self.current_decision_date(date)),
order_created_date: Some(self.current_order_created_date(date)),
symbol: symbol.to_string(),
side: OrderSide::Buy,
requested_quantity: requested_qty,
@@ -4715,6 +4901,9 @@ where
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: symbol.to_string(),
side: OrderSide::Buy,
crates/fidc-core/src/engine.rs
+89 -13
View File
@@ -1192,6 +1192,9 @@ where
});
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: self
.futures_open_orders
@@ -1229,6 +1232,9 @@ where
let mut report = FuturesExecutionReport::default();
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order_id),
symbol: intent.symbol.clone(),
side,
@@ -1704,27 +1710,52 @@ where
&mut portfolio,
&mut corporate_action_notes,
);
self.extend_result(&mut result, pending_cash_flow_report);
self.extend_result(
&mut result,
pending_cash_flow_report,
execution_date,
execution_date,
);
let corporate_action_report = self.apply_corporate_actions(
execution_date,
&mut portfolio,
&mut corporate_action_notes,
)?;
self.extend_result(&mut result, corporate_action_report);
self.extend_result(
&mut result,
corporate_action_report,
execution_date,
execution_date,
);
let receivable_report = self.settle_cash_receivables(
execution_date,
&mut portfolio,
&mut corporate_action_notes,
)?;
self.extend_result(&mut result, receivable_report);
self.extend_result(
&mut result,
receivable_report,
execution_date,
execution_date,
);
let delisting_report = self.settle_delisted_positions(
execution_date,
&mut portfolio,
&mut corporate_action_notes,
)?;
self.extend_result(&mut result, delisting_report);
self.extend_result(
&mut result,
delisting_report,
execution_date,
execution_date,
);
let futures_open_order_report = self.process_futures_open_orders(execution_date);
self.extend_result(&mut result, futures_open_order_report);
self.extend_result(
&mut result,
futures_open_order_report,
execution_date,
execution_date,
);
let decision_slot = execution_idx
.checked_sub(self.config.decision_lag_trading_days)
@@ -1750,7 +1781,7 @@ where
let day_fills = report.fill_events.clone();
let broker_diagnostics = report.diagnostics.clone();
let execution_risk_decisions = risk_decisions_from_order_events(&day_orders);
self.extend_result(&mut result, report);
self.extend_result(&mut result, report, execution_date, execution_date);
result.risk_decisions.extend(execution_risk_decisions);
let benchmark =
@@ -2014,8 +2045,10 @@ where
None,
None,
)?;
let mut report = self.broker.execute(
let mut report = self.broker.execute_with_event_dates(
execution_date,
decision_date,
decision_date,
&mut portfolio,
&self.data,
&auction_decision,
@@ -2260,9 +2293,14 @@ where
None,
None,
)?;
let mut intraday_report =
self.broker
.execute(execution_date, &mut portfolio, &self.data, &decision)?;
let mut intraday_report = self.broker.execute_with_event_dates(
execution_date,
decision_date,
decision_date,
&mut portfolio,
&self.data,
&decision,
)?;
let post_intraday_open_orders = self.open_order_views();
publish_process_events(
&mut self.strategy,
@@ -2426,8 +2464,10 @@ where
Some(minute_time),
Some(minute_time),
)?;
let mut minute_report = self.broker.execute_between(
let mut minute_report = self.broker.execute_between_with_event_dates(
execution_date,
decision_date,
decision_date,
&mut portfolio,
&self.data,
&minute_decision,
@@ -2750,7 +2790,7 @@ where
let day_fills = report.fill_events.clone();
let broker_diagnostics = report.diagnostics.clone();
let execution_risk_decisions = risk_decisions_from_order_events(&day_orders);
self.extend_result(&mut result, report);
self.extend_result(&mut result, report, decision_date, execution_date);
result.risk_decisions.extend(decision.risk_decisions);
result.risk_decisions.extend(execution_risk_decisions);
@@ -2838,8 +2878,11 @@ where
fn extend_result(
&self,
result: &mut BacktestResult,
report: BrokerExecutionReport,
mut report: BrokerExecutionReport,
decision_date: NaiveDate,
execution_date: NaiveDate,
) -> BrokerExecutionReport {
annotate_broker_report_dates(&mut report, decision_date, decision_date, execution_date);
result.order_events.extend(report.order_events.clone());
result.fills.extend(report.fill_events.clone());
result
@@ -3063,6 +3106,9 @@ where
);
report.fill_events.push(FillEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: None,
symbol: receivable.symbol.clone(),
side: OrderSide::Buy,
@@ -3366,6 +3412,9 @@ where
notes.push(reason.clone());
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: None,
symbol: symbol.clone(),
side: OrderSide::Sell,
@@ -3376,6 +3425,9 @@ where
});
report.fill_events.push(FillEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: None,
symbol: symbol.clone(),
side: OrderSide::Sell,
@@ -3827,6 +3879,24 @@ fn merge_futures_report(target: &mut BrokerExecutionReport, incoming: FuturesExe
target.diagnostics.extend(incoming.diagnostics);
}
fn annotate_broker_report_dates(
report: &mut BrokerExecutionReport,
decision_date: NaiveDate,
order_created_date: NaiveDate,
execution_date: NaiveDate,
) {
for event in &mut report.order_events {
event.decision_date.get_or_insert(decision_date);
event.order_created_date.get_or_insert(order_created_date);
event.execution_date.get_or_insert(execution_date);
}
for fill in &mut report.fill_events {
fill.decision_date.get_or_insert(decision_date);
fill.order_created_date.get_or_insert(order_created_date);
fill.execution_date.get_or_insert(execution_date);
}
}
fn risk_decisions_from_order_events(order_events: &[OrderEvent]) -> Vec<FidcRiskDecisionAudit> {
order_events
.iter()
@@ -4021,6 +4091,9 @@ fn futures_cancel_report(
});
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id: Some(order.order_id),
symbol: order.intent.symbol.clone(),
side,
@@ -4779,6 +4852,9 @@ mod tests {
assert_eq!(result.fills.len(), 1);
assert_eq!(result.fills[0].date, d(2025, 1, 3));
assert_eq!(result.fills[0].decision_date, Some(d(2025, 1, 2)));
assert_eq!(result.fills[0].order_created_date, Some(d(2025, 1, 2)));
assert_eq!(result.fills[0].execution_date, Some(d(2025, 1, 3)));
assert_eq!(result.fills[0].price, 12.0);
}
crates/fidc-core/src/events.rs
+39
View File
@@ -23,6 +23,33 @@ mod date_format {
}
}
mod optional_date_format {
use chrono::NaiveDate;
use serde::{self, Deserialize, Deserializer, Serializer};
const FORMAT: &str = "%Y-%m-%d";
pub fn serialize<S>(date: &Option<NaiveDate>, serializer: S) -> Result<S::Ok, S::Error>
where
S: Serializer,
{
match date {
Some(date) => serializer.serialize_some(&date.format(FORMAT).to_string()),
None => serializer.serialize_none(),
}
}
pub fn deserialize<'de, D>(deserializer: D) -> Result<Option<NaiveDate>, D::Error>
where
D: Deserializer<'de>,
{
let value = Option::<String>::deserialize(deserializer)?;
value
.map(|text| NaiveDate::parse_from_str(&text, FORMAT).map_err(serde::de::Error::custom))
.transpose()
}
}
#[derive(Debug, Clone, Copy, Serialize, Deserialize, PartialEq, Eq)]
pub enum OrderSide {
Buy,
@@ -63,6 +90,12 @@ impl OrderStatus {
pub struct OrderEvent {
#[serde(with = "date_format")]
pub date: NaiveDate,
#[serde(default, with = "optional_date_format")]
pub decision_date: Option<NaiveDate>,
#[serde(default, with = "optional_date_format")]
pub order_created_date: Option<NaiveDate>,
#[serde(default, with = "optional_date_format")]
pub execution_date: Option<NaiveDate>,
#[serde(default)]
pub order_id: Option<u64>,
pub symbol: String,
@@ -77,6 +110,12 @@ pub struct OrderEvent {
pub struct FillEvent {
#[serde(with = "date_format")]
pub date: NaiveDate,
#[serde(default, with = "optional_date_format")]
pub decision_date: Option<NaiveDate>,
#[serde(default, with = "optional_date_format")]
pub order_created_date: Option<NaiveDate>,
#[serde(default, with = "optional_date_format")]
pub execution_date: Option<NaiveDate>,
#[serde(default)]
pub order_id: Option<u64>,
pub symbol: String,
crates/fidc-core/src/futures.rs
+12
View File
@@ -746,6 +746,9 @@ impl FuturesAccountState {
);
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id,
symbol: intent.symbol,
side,
@@ -823,6 +826,9 @@ impl FuturesAccountState {
intent.price * intent.quantity as f64 * intent.spec.contract_multiplier;
report.fill_events.push(FillEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id,
symbol: intent.symbol.clone(),
side,
@@ -889,6 +895,9 @@ impl FuturesAccountState {
});
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id,
symbol: intent.symbol,
side,
@@ -915,6 +924,9 @@ impl FuturesAccountState {
);
report.order_events.push(OrderEvent {
date,
decision_date: None,
order_created_date: None,
execution_date: None,
order_id,
symbol: intent.symbol,
side,