修正下一开盘目标仓位计算

This commit is contained in:
boris
2026-07-12 14:59:12 +08:00
parent 0ea5fae69d
commit bacb70e327
6 changed files with 444 additions and 77 deletions
@@ -3714,15 +3714,7 @@ fn rebalance_optimizer_prioritizes_higher_target_weight_when_cash_is_tight() {
.iter()
.any(|event| event.symbol == "000002.SZ" && event.side == fidc_core::OrderSide::Buy)
);
assert!(
report
.diagnostics
.iter()
.any(|line| line.contains("rebalance_safety_scaled")
|| line.contains("rebalance_buy_reduced")),
"expected rebalance diagnostics when cash is tight, got {:?}",
report.diagnostics
);
assert!(report.diagnostics.is_empty(), "{:?}", report.diagnostics);
}
#[test]