统一日线事件上下文并接入完成分钟事件回测

2026-09-09 23:29:54 +08:00
parent 5dc5ef9df5
commit bbbd9cf3e0
8 changed files with 1007 additions and 48 deletions
@@ -0,0 +1,26 @@
+use std::io::Read;
+fn main() {
+    let mut input = String::new();
+    std::io::stdin().read_to_string(&mut input).unwrap();
+    let value: serde_json::Value = serde_json::from_str(&input).unwrap();
+    let spec: fidc_core::daily_patterns::PatternSpec =
+        serde_json::from_value(value["spec"].clone()).unwrap();
+    let bars: Vec<fidc_core::session_events::MinuteBar> =
+        serde_json::from_value(value["bars"].clone()).unwrap();
+    let result = fidc_core::session_events::evaluate(
+        &spec.validate().unwrap(),
+        value["symbol"].as_str().unwrap(),
+        &bars,
+        serde_json::from_value(value["decision_at"].clone()).unwrap(),
+    );
+    match result {
+        Ok(row) => println!(
+            "{}",
+            serde_json::json!({"contract":fidc_core::session_events::CONTRACT,"row":row,"read_only":true,"source_evidence_verified":false})
+        ),
+        Err(error) => {
+            eprintln!("{error}");
+            std::process::exit(1);
+        }
+    }
+}