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Add suspended and ST data helpers

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This commit is contained in:
boris
2026-04-23 19:37:50 -07:00
parent 6106297a97
commit bb8f40f33c
5 changed files with 95 additions and 20 deletions
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46
crates/fidc-core/tests/engine_hooks.rs
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@@ -20,6 +20,14 @@ fn dt(year: i32, month: u32, day: u32, hour: u32, minute: u32, second: u32) -> N
.expect("valid datetime")
}
fn bool_flags(values: Vec<bool>) -> String {
values
.into_iter()
.map(|value| if value { "1" } else { "0" })
.collect::<Vec<_>>()
.join(",")
}
struct HookProbeStrategy {
log: Rc<RefCell<Vec<String>>>,
}
@@ -420,8 +428,10 @@ impl Strategy for DataApiProbeStrategy {
let trading_date_count = ctx
.get_trading_dates(d(2025, 1, 2), ctx.execution_date)
.len();
let suspended = bool_flags(ctx.is_suspended("000001.SZ", 3));
let st_flags = bool_flags(ctx.is_st_stock("000001.SZ", 3));
self.snapshots.borrow_mut().push(format!(
"daily={daily_close};previous={previous_close};tick={tick_last};previous_tick={previous_tick_last};current={current_close};instrument={instrument_name};all={};range={trading_date_count};prev={prev_date};next={next_date}",
"daily={daily_close};previous={previous_close};tick={tick_last};previous_tick={previous_tick_last};current={current_close};instrument={instrument_name};all={};range={trading_date_count};prev={prev_date};next={next_date};suspended={suspended};st={st_flags}",
ctx.all_instruments().len()
));
}
@@ -935,20 +945,24 @@ fn strategy_context_exposes_rqalpha_style_data_helpers() {
extra_factors: BTreeMap::new(),
})
.collect::<Vec<_>>();
let candidates = [date1, date2, date3]
.into_iter()
.map(|date| CandidateEligibility {
date,
symbol: "000001.SZ".to_string(),
is_st: false,
is_new_listing: false,
is_paused: false,
allow_buy: true,
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
})
.collect::<Vec<_>>();
let candidates = [
(date1, false, false),
(date2, true, true),
(date3, false, false),
]
.into_iter()
.map(|(date, is_paused, is_st)| CandidateEligibility {
date,
symbol: "000001.SZ".to_string(),
is_st,
is_new_listing: false,
is_paused,
allow_buy: true,
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
})
.collect::<Vec<_>>();
let benchmarks = [
(date1, 100.0, 99.0),
(date2, 101.0, 100.0),
@@ -1045,7 +1059,7 @@ fn strategy_context_exposes_rqalpha_style_data_helpers() {
assert_eq!(
snapshots.borrow().as_slice(),
[
"daily=10.10,10.20;previous=10.00,10.10;tick=10.15,10.25;previous_tick=10.15;current=10.20;instrument=Anchor;all=1;range=3;prev=2025-01-03;next=2025-01-06"
"daily=10.10,10.20;previous=10.00,10.10;tick=10.15,10.25;previous_tick=10.15;current=10.20;instrument=Anchor;all=1;range=3;prev=2025-01-03;next=2025-01-06;suspended=0,1,0;st=0,1,0"
]
);
}