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feat: add decision-scoped buy denials to broker submission

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boris
2026-09-08 00:40:10 +08:00
parent bc666c6433
commit bac721e593
9 changed files with 182 additions and 1 deletions
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crates/fidc-core/src/engine.rs
+12
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@@ -4856,6 +4856,7 @@ mod tests {
) -> Result<StrategyDecision, super::BacktestError> {
if ctx.decision_date == self.decision_date && ctx.portfolio.position(SYMBOL).is_none() {
return Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares {
symbol: SYMBOL.to_string(),
quantity: 100,
@@ -4896,6 +4897,7 @@ mod tests {
);
if ctx.portfolio.position(SYMBOL).is_none() {
return Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares {
symbol: SYMBOL.to_string(),
quantity: 100,
@@ -4955,6 +4957,7 @@ mod tests {
rule: &ScheduleRule,
) -> Result<StrategyDecision, super::BacktestError> {
Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares {
symbol: SYMBOL.to_string(),
quantity: 100,
@@ -4992,6 +4995,7 @@ mod tests {
return Ok(StrategyDecision::default());
}
Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares {
symbol: SYMBOL.to_string(),
quantity: 100,
@@ -5028,6 +5032,7 @@ mod tests {
return Ok(StrategyDecision::default());
}
Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::TargetPortfolioSmart {
target_weights: self.target_weights.clone(),
order_prices: None,
@@ -5070,6 +5075,7 @@ mod tests {
Vec::new()
};
Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents,
..StrategyDecision::default()
})
@@ -5106,6 +5112,7 @@ mod tests {
return Ok(StrategyDecision::default());
};
Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares {
symbol,
quantity: 100,
@@ -5166,6 +5173,7 @@ mod tests {
.unwrap_or_default()
));
Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares {
symbol: SYMBOL.to_string(),
quantity: 100,
@@ -5206,6 +5214,7 @@ mod tests {
&& ctx.portfolio.position(SYMBOL).is_none()
{
return Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares {
symbol: SYMBOL.to_string(),
quantity: 100,
@@ -5217,6 +5226,7 @@ mod tests {
if ctx.decision_date == self.sell_decision_date {
if let Some(position) = ctx.portfolio.position(SYMBOL) {
return Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares {
symbol: SYMBOL.to_string(),
quantity: -(position.quantity as i32),
@@ -5256,6 +5266,7 @@ mod tests {
&& ctx.portfolio.position(SYMBOL).is_none()
{
return Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![OrderIntent::Shares {
symbol: SYMBOL.to_string(),
quantity: 100,
@@ -5267,6 +5278,7 @@ mod tests {
if ctx.decision_date == self.rebuy_decision_date {
if let Some(position) = ctx.portfolio.position(SYMBOL) {
return Ok(StrategyDecision {
buy_denials: Default::default(),
order_intents: vec![
OrderIntent::Shares {
symbol: SYMBOL.to_string(),