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补齐回测交易日期审计字段

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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/futures.rs
+12
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@@ -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,