修正回测部分成交终态合同

2026-08-26 18:28:19 +08:00
parent 8303a6477b
commit bc0f5f6089
3 changed files with 103 additions and 37 deletions
@@ -5150,8 +5150,13 @@ fn broker_reserves_sellable_quantity_for_open_limit_sells() {

    assert_eq!(report.order_events.len(), 2);
    assert_eq!(report.order_events[0].status, OrderStatus::Pending);
-    assert_eq!(report.order_events[1].status, OrderStatus::PartiallyFilled);
+    assert_eq!(report.order_events[1].status, OrderStatus::Canceled);
    assert_eq!(report.order_events[1].filled_quantity, 100);
+    assert!(report.order_events[1].reason.contains("remaining quantity canceled"));
+    let open_orders = broker.open_order_views();
+    assert_eq!(open_orders.len(), 1);
+    assert_eq!(open_orders[0].reason, "reserve_sell");
+    assert_eq!(open_orders[0].remaining_quantity, 200);
    assert_eq!(
        portfolio.position("000002.SZ").expect("position").quantity,
        200