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test: qualify execution clock regression time types

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boris
2026-09-11 15:19:18 +08:00
parent 2b6d031a55
commit bfbf898027
1 changed files with 2 additions and 2 deletions
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crates/fidc-core/src/broker.rs
+2 -2
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@@ -11614,7 +11614,7 @@ mod tests {
#[test] #[test]
fn later_execution_clocks_do_not_replenish_the_same_observed_volume() { fn later_execution_clocks_do_not_replenish_the_same_observed_volume() {
let date = NaiveDate::from_ymd_opt(2025,1,2).unwrap(); let date = chrono::NaiveDate::from_ymd_opt(2025,1,2).unwrap();
let broker = BrokerSimulator::new_with_execution_price( let broker = BrokerSimulator::new_with_execution_price(
ChinaAShareCostModel::default(), ChinaEquityRuleHooks, PriceField::Last, ChinaAShareCostModel::default(), ChinaEquityRuleHooks, PriceField::Last,
).with_volume_limit(true).with_volume_percent(0.25).with_liquidity_limit(false); ).with_volume_limit(true).with_volume_percent(0.25).with_liquidity_limit(false);
@@ -11633,7 +11633,7 @@ mod tests {
assert_eq!(first.legs[0].execution_timestamp,Some(clock)); assert_eq!(first.legs[0].execution_timestamp,Some(clock));
assert_eq!(first.liquidity_consumption[0].timestamp,quotes[0].timestamp); assert_eq!(first.liquidity_consumption[0].timestamp,quotes[0].timestamp);
ledger.apply_liquidity_consumption(&first.liquidity_consumption); ledger.apply_liquidity_consumption(&first.liquidity_consumption);
let later = clock + Duration::seconds(1); let later = clock + chrono::Duration::seconds(1);
let second = broker.select_execution_fill_with_ledger( let second = broker.select_execution_fill_with_ledger(
&snapshot.symbol,&snapshot,&quotes,OrderSide::Sell,MatchingType::MinuteLast, &snapshot.symbol,&snapshot,&quotes,OrderSide::Sell,MatchingType::MinuteLast,
Some(later),Some(later),100,100,100,100,true,None,None,None,&ledger,None, Some(later),Some(later),100,100,100,100,true,None,None,None,&ledger,None,