diff --git a/crates/fidc-core/src/broker.rs b/crates/fidc-core/src/broker.rs index 68167d0..0fea2b0 100644 --- a/crates/fidc-core/src/broker.rs +++ b/crates/fidc-core/src/broker.rs @@ -933,6 +933,12 @@ where )); Ok(()) } + OrderIntent::SetManagementFeeRate { rate, reason } => { + report.diagnostics.push(format!( + "engine_account_intent_skipped kind=set_management_fee_rate rate={rate:.6} reason={reason}" + )); + Ok(()) + } } } diff --git a/crates/fidc-core/src/engine.rs b/crates/fidc-core/src/engine.rs index ff27d6b..db7fe2b 100644 --- a/crates/fidc-core/src/engine.rs +++ b/crates/fidc-core/src/engine.rs @@ -396,6 +396,38 @@ where }, )?; } + crate::strategy::OrderIntent::SetManagementFeeRate { rate, reason } => { + portfolio + .set_management_fee_rate(rate) + .map_err(BacktestError::Execution)?; + decision + .diagnostics + .push(format!("account_management_fee_rate rate={rate:.6}")); + publish_custom_process_event( + &mut self.strategy, + &mut self.process_event_bus, + execution_date, + decision_date, + decision_index, + &self.data, + &*portfolio, + open_orders, + self.dynamic_universe.as_ref(), + &self.subscriptions, + process_events, + ProcessEvent { + date: execution_date, + kind: ProcessEventKind::AccountManagementFee, + order_id: None, + symbol: None, + side: None, + detail: format!( + "reason={reason} rate={rate:.6} management_fees={:.2}", + portfolio.management_fees() + ), + }, + )?; + } other => retained.push(other), } } @@ -1283,6 +1315,21 @@ where &mut settlement_decision, &mut directive_report, )?; + let dynamic_universe_snapshot = self.dynamic_universe.clone(); + let subscriptions_snapshot = self.subscriptions.clone(); + let management_fee_report = self.apply_management_fee( + execution_date, + decision_date, + decision_index, + &mut portfolio, + &post_close_open_orders, + dynamic_universe_snapshot.as_ref(), + &subscriptions_snapshot, + &mut process_events, + visible_order_events_after_close.as_slice(), + visible_fills_after_close.as_slice(), + )?; + merge_broker_report(&mut directive_report, management_fee_report); publish_phase_event( &mut self.strategy, &mut self.process_event_bus, @@ -1695,6 +1742,92 @@ where report } + fn apply_management_fee( + &mut self, + execution_date: NaiveDate, + decision_date: NaiveDate, + decision_index: usize, + portfolio: &mut PortfolioState, + open_orders: &[crate::strategy::OpenOrderView], + dynamic_universe: Option<&BTreeSet>, + subscriptions: &BTreeSet, + process_events: &mut Vec, + order_events: &[OrderEvent], + fills: &[FillEvent], + ) -> Result { + let rate = portfolio.management_fee_rate(); + if rate <= 0.0 { + return Ok(BrokerExecutionReport::default()); + } + + let fee = self + .strategy + .management_fee( + &StrategyContext { + execution_date, + decision_date, + decision_index, + data: &self.data, + portfolio, + open_orders, + dynamic_universe, + subscriptions, + process_events: process_events.as_slice(), + active_process_event: None, + active_datetime: stage_datetime( + execution_date, + default_stage_time(ScheduleStage::Settlement), + ), + order_events, + fills, + }, + rate, + )? + .unwrap_or_else(|| portfolio.default_management_fee()); + if fee <= 0.0 { + return Ok(BrokerExecutionReport::default()); + } + + let cash_before = portfolio.cash(); + portfolio + .apply_management_fee(fee) + .map_err(BacktestError::Execution)?; + let mut report = BrokerExecutionReport::default(); + report.account_events.push(AccountEvent { + date: execution_date, + cash_before, + cash_after: portfolio.cash(), + total_equity: portfolio.total_equity(), + note: format!("management_fee rate={rate:.6} fee={fee:.2}"), + }); + publish_custom_process_event( + &mut self.strategy, + &mut self.process_event_bus, + execution_date, + decision_date, + decision_index, + &self.data, + &*portfolio, + open_orders, + dynamic_universe, + subscriptions, + process_events, + ProcessEvent { + date: execution_date, + kind: ProcessEventKind::AccountManagementFee, + order_id: None, + symbol: None, + side: None, + detail: format!( + "rate={rate:.6} fee={fee:.2} cash_before={cash_before:.2} cash_after={:.2} management_fees={:.2}", + portfolio.cash(), + portfolio.management_fees() + ), + }, + )?; + Ok(report) + } + fn settle_delisted_positions( &self, date: NaiveDate, diff --git a/crates/fidc-core/src/events.rs b/crates/fidc-core/src/events.rs index 61d5117..02aca7a 100644 --- a/crates/fidc-core/src/events.rs +++ b/crates/fidc-core/src/events.rs @@ -150,6 +150,7 @@ pub enum ProcessEventKind { UniverseUnsubscribed, AccountDepositWithdraw, AccountFinanceRepay, + AccountManagementFee, } impl ProcessEventKind { @@ -191,6 +192,7 @@ impl ProcessEventKind { Self::UniverseUnsubscribed => "universe_unsubscribed", Self::AccountDepositWithdraw => "account_deposit_withdraw", Self::AccountFinanceRepay => "account_finance_repay", + Self::AccountManagementFee => "account_management_fee", } } } diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs index 3ef0347..cf41d57 100644 --- a/crates/fidc-core/src/platform_expr_strategy.rs +++ b/crates/fidc-core/src/platform_expr_strategy.rs @@ -118,6 +118,7 @@ pub enum PlatformUniverseActionKind { pub enum PlatformAccountActionKind { DepositWithdraw, FinanceRepay, + SetManagementFeeRate, } #[derive(Debug, Clone, PartialEq, Eq)] @@ -310,6 +311,8 @@ struct DayExpressionState { trading_pnl: f64, position_pnl: f64, cash_liabilities: f64, + management_fee_rate: f64, + management_fees: f64, current_exposure: f64, position_count: i64, max_positions: i64, @@ -494,6 +497,8 @@ impl PlatformExprStrategy { "daily_returns", "total_returns", "cash_liabilities", + "management_fee_rate", + "management_fees", "current_exposure", "position_count", "max_positions", @@ -1115,6 +1120,8 @@ impl PlatformExprStrategy { trading_pnl: account.trading_pnl, position_pnl: account.position_pnl, cash_liabilities: account.cash_liabilities, + management_fee_rate: account.management_fee_rate, + management_fees: account.management_fees, current_exposure, position_count: ctx.portfolio.positions().len() as i64, max_positions: self.config.max_positions as i64, @@ -1294,6 +1301,8 @@ impl PlatformExprStrategy { scope.push("trading_pnl", day.trading_pnl); scope.push("position_pnl", day.position_pnl); scope.push("cash_liabilities", day.cash_liabilities); + scope.push("management_fee_rate", day.management_fee_rate); + scope.push("management_fees", day.management_fees); scope.push("current_exposure", day.current_exposure); scope.push("position_count", day.position_count); scope.push("max_positions", day.max_positions); @@ -1428,6 +1437,11 @@ impl PlatformExprStrategy { "cash_liabilities".into(), Dynamic::from(day.cash_liabilities), ); + day_factors.insert( + "management_fee_rate".into(), + Dynamic::from(day.management_fee_rate), + ); + day_factors.insert("management_fees".into(), Dynamic::from(day.management_fees)); day_factors.insert( "current_exposure".into(), Dynamic::from(day.current_exposure), @@ -3125,6 +3139,12 @@ impl PlatformExprStrategy { reason: reason.clone(), }); } + PlatformAccountActionKind::SetManagementFeeRate => { + intents.push(OrderIntent::SetManagementFeeRate { + rate: amount, + reason: reason.clone(), + }); + } } } PlatformTradeAction::TargetPortfolioSmart { diff --git a/crates/fidc-core/src/portfolio.rs b/crates/fidc-core/src/portfolio.rs index 7c6e2e3..be079da 100644 --- a/crates/fidc-core/src/portfolio.rs +++ b/crates/fidc-core/src/portfolio.rs @@ -311,6 +311,8 @@ pub struct PortfolioState { units: f64, cash: f64, cash_liabilities: f64, + management_fee_rate: f64, + management_fees: f64, positions: IndexMap, cash_receivables: Vec, pending_cash_flows: Vec, @@ -341,6 +343,8 @@ impl PortfolioState { units: initial_cash, cash: initial_cash, cash_liabilities: 0.0, + management_fee_rate: 0.0, + management_fees: 0.0, positions: IndexMap::new(), cash_receivables: Vec::new(), pending_cash_flows: Vec::new(), @@ -367,6 +371,14 @@ impl PortfolioState { self.cash_liabilities } + pub fn management_fee_rate(&self) -> f64 { + self.management_fee_rate + } + + pub fn management_fees(&self) -> f64 { + self.management_fees + } + pub fn positions(&self) -> &IndexMap { &self.positions } @@ -484,6 +496,27 @@ impl PortfolioState { Ok(()) } + pub fn set_management_fee_rate(&mut self, rate: f64) -> Result<(), String> { + if !rate.is_finite() || rate < 0.0 { + return Err("management fee rate must be finite and non-negative".to_string()); + } + self.management_fee_rate = rate; + Ok(()) + } + + pub fn default_management_fee(&self) -> f64 { + self.total_equity().max(0.0) * self.management_fee_rate + } + + pub fn apply_management_fee(&mut self, fee: f64) -> Result<(), String> { + if !fee.is_finite() || fee < 0.0 { + return Err("management fee must be finite and non-negative".to_string()); + } + self.cash -= fee; + self.management_fees += fee; + Ok(()) + } + pub fn settle_cash_receivables(&mut self, date: NaiveDate) -> Vec { let mut settled = Vec::new(); let mut pending = Vec::new(); diff --git a/crates/fidc-core/src/strategy.rs b/crates/fidc-core/src/strategy.rs index ae3102d..4577d75 100644 --- a/crates/fidc-core/src/strategy.rs +++ b/crates/fidc-core/src/strategy.rs @@ -17,6 +17,13 @@ use crate::universe::{DynamicMarketCapBandSelector, SelectionContext, UniverseSe pub trait Strategy { fn name(&self) -> &str; + fn management_fee( + &mut self, + _ctx: &StrategyContext<'_>, + _rate: f64, + ) -> Result, BacktestError> { + Ok(None) + } fn on_process_event( &mut self, _ctx: &StrategyContext<'_>, @@ -115,6 +122,8 @@ pub struct PortfolioRuntimeView { pub trading_pnl: f64, pub position_pnl: f64, pub cash_liabilities: f64, + pub management_fee_rate: f64, + pub management_fees: f64, } pub struct StrategyContext<'a> { @@ -368,6 +377,8 @@ impl StrategyContext<'_> { trading_pnl: self.portfolio.trading_pnl(), position_pnl: self.portfolio.position_pnl(), cash_liabilities: self.portfolio.cash_liabilities(), + management_fee_rate: self.portfolio.management_fee_rate(), + management_fees: self.portfolio.management_fees(), } } @@ -819,6 +830,10 @@ pub enum OrderIntent { amount: f64, reason: String, }, + SetManagementFeeRate { + rate: f64, + reason: String, + }, } #[derive(Debug, Clone)] diff --git a/crates/fidc-core/src/strategy_ai.rs b/crates/fidc-core/src/strategy_ai.rs index f640f5b..c7d7f42 100644 --- a/crates/fidc-core/src/strategy_ai.rs +++ b/crates/fidc-core/src/strategy_ai.rs @@ -124,7 +124,7 @@ pub fn built_in_strategy_manual() -> StrategyAiManual { }, ManualSection { title: "trading.rotation / order.* / cancel.* / update_universe / subscribe".to_string(), - detail: "支持显式下单、撤单、AlgoOrder、动态 universe 和账户资金动作。可以用 trading.rotation(false) 关闭默认轮动链路，再用 trading.stage(\"open_auction\" | \"on_day\") 指定执行阶段；需要模拟 rqalpha 的 tick 订阅保护时，可写 trading.subscription_guard(true)，未订阅 symbol 的显式订单会被拦截，TargetPortfolioSmart + AlgoOrder 会过滤未订阅标的。用 trading.schedule.daily().at([\"10:18\"]) / trading.schedule.weekly(weekday=5).at([\"10:18\"]) / trading.schedule.weekly(tradingday=-1).at([\"10:18\"]) / trading.schedule.monthly(tradingday=1).at([\"10:18\"]) 指定触发频率和分钟级 time_rule，然后写 order.shares(\"600000.SH\", 1000)、order.target_shares(\"600000.SH\", 2000)、order.value(\"600000.SH\", cash * 0.25)、order.target_percent(\"600000.SH\", 0.05)、order.limit_value(\"600000.SH\", cash * 0.25, open * 0.99)、order.vwap_value(\"600000.SH\", cash * 0.25, \"09:31\", \"09:40\")、order.twap_percent(\"600000.SH\", 0.05, \"10:00\", \"10:30\")、order.target_portfolio_smart(weights={\"600000.SH\": 0.3, \"000001.SZ\": 0.2}, order_prices=VWAPOrder(930, 940), valuation_prices={\"600000.SH\": prev_close})、order.target_portfolio_smart(weights={\"600000.SH\": 0.3, \"000001.SZ\": 0.2}, order_prices={\"600000.SH\": open * 0.99}, valuation_prices={\"600000.SH\": prev_close})、cancel.order(12345)、cancel.symbol(\"600000.SH\")、cancel.all()、update_universe([\"600000.SH\", \"000001.SZ\"])、subscribe([\"000001.SZ\"])、unsubscribe([\"000001.SZ\"])、account.deposit_withdraw(100000, receiving_days=0)、account.finance_repay(50000)。其中 order.target_shares(...) 对应 rqalpha 的 order_to，order.target_portfolio_smart(...) 对应 rqalpha 的 order_target_portfolio_smart 批量目标权重语义；account.deposit_withdraw(...) 和 account.finance_repay(...) 对应 RQAlpha 账户出入金与融资/还款语义；order_prices 既可以是逐标的限价映射，也可以是 VWAPOrder/TWAPOrder 这类全局 AlgoOrder；order.vwap_* / order.twap_* 对应 rqalpha 的 AlgoOrder 时间窗订单风格，而 update_universe/subscribe/unsubscribe 对应 rqalpha 的动态 universe 与订阅接口。symbol 使用标准证券代码；数量、金额、仓位、时间窗、限价、order_id 和 symbol 列表都支持表达式；这些语句也支持放进 when/unless 条件块。".to_string(), + detail: "支持显式下单、撤单、AlgoOrder、动态 universe 和账户资金动作。可以用 trading.rotation(false) 关闭默认轮动链路，再用 trading.stage(\"open_auction\" | \"on_day\") 指定执行阶段；需要模拟 rqalpha 的 tick 订阅保护时，可写 trading.subscription_guard(true)，未订阅 symbol 的显式订单会被拦截，TargetPortfolioSmart + AlgoOrder 会过滤未订阅标的。用 trading.schedule.daily().at([\"10:18\"]) / trading.schedule.weekly(weekday=5).at([\"10:18\"]) / trading.schedule.weekly(tradingday=-1).at([\"10:18\"]) / trading.schedule.monthly(tradingday=1).at([\"10:18\"]) 指定触发频率和分钟级 time_rule，然后写 order.shares(\"600000.SH\", 1000)、order.target_shares(\"600000.SH\", 2000)、order.value(\"600000.SH\", cash * 0.25)、order.target_percent(\"600000.SH\", 0.05)、order.limit_value(\"600000.SH\", cash * 0.25, open * 0.99)、order.vwap_value(\"600000.SH\", cash * 0.25, \"09:31\", \"09:40\")、order.twap_percent(\"600000.SH\", 0.05, \"10:00\", \"10:30\")、order.target_portfolio_smart(weights={\"600000.SH\": 0.3, \"000001.SZ\": 0.2}, order_prices=VWAPOrder(930, 940), valuation_prices={\"600000.SH\": prev_close})、order.target_portfolio_smart(weights={\"600000.SH\": 0.3, \"000001.SZ\": 0.2}, order_prices={\"600000.SH\": open * 0.99}, valuation_prices={\"600000.SH\": prev_close})、cancel.order(12345)、cancel.symbol(\"600000.SH\")、cancel.all()、update_universe([\"600000.SH\", \"000001.SZ\"])、subscribe([\"000001.SZ\"])、unsubscribe([\"000001.SZ\"])、account.deposit_withdraw(100000, receiving_days=0)、account.finance_repay(50000)、account.set_management_fee_rate(0.001)。其中 order.target_shares(...) 对应 rqalpha 的 order_to，order.target_portfolio_smart(...) 对应 rqalpha 的 order_target_portfolio_smart 批量目标权重语义；account.deposit_withdraw(...) 和 account.finance_repay(...) 对应 RQAlpha 账户出入金与融资/还款语义；order_prices 既可以是逐标的限价映射，也可以是 VWAPOrder/TWAPOrder 这类全局 AlgoOrder；order.vwap_* / order.twap_* 对应 rqalpha 的 AlgoOrder 时间窗订单风格，而 update_universe/subscribe/unsubscribe 对应 rqalpha 的动态 universe 与订阅接口。symbol 使用标准证券代码；数量、金额、仓位、时间窗、限价、order_id 和 symbol 列表都支持表达式；这些语句也支持放进 when/unless 条件块。".to_string(), }, ManualSection { title: "when / unless / else".to_string(), @@ -142,7 +142,7 @@ pub fn built_in_strategy_manual() -> StrategyAiManual { ManualField { name: "benchmark_ma5/benchmark_ma10/benchmark_ma20/benchmark_ma30".to_string(), field_type: "float".to_string(), detail: "基准指数滚动均线。".to_string() }, ManualField { name: "cash/available_cash/frozen_cash/market_value/total_equity".to_string(), field_type: "float".to_string(), detail: "账户可用资金、挂单冻结资金、市值与总权益；available_cash 会扣减当前买入挂单冻结估算。".to_string() }, ManualField { name: "total_value/portfolio_value/starting_cash/unit_net_value/static_unit_net_value".to_string(), field_type: "float".to_string(), detail: "组合总权益别名、初始资金、实时净值和昨日静态净值，对齐 RQAlpha Portfolio 常用字段。".to_string() }, - ManualField { name: "daily_pnl/daily_returns/total_returns/transaction_cost/trading_pnl/position_pnl/cash_liabilities".to_string(), field_type: "float".to_string(), detail: "账户当日盈亏、日收益率、累计收益率、当日交易成本、交易盈亏、持仓盈亏和现金负债；股票账户现金负债默认为 0。".to_string() }, + ManualField { name: "daily_pnl/daily_returns/total_returns/transaction_cost/trading_pnl/position_pnl/cash_liabilities/management_fee_rate/management_fees".to_string(), field_type: "float".to_string(), detail: "账户当日盈亏、日收益率、累计收益率、当日交易成本、交易盈亏、持仓盈亏、现金负债、管理费率和累计管理费。".to_string() }, ManualField { name: "position_count/max_positions/refresh_rate".to_string(), field_type: "int".to_string(), detail: "仓位计数与调仓周期。".to_string() }, ManualField { name: "has_open_orders/open_order_count/open_buy_order_count/open_sell_order_count".to_string(), field_type: "bool/int".to_string(), detail: "当前阶段挂单簿摘要。".to_string() }, ManualField { name: "open_buy_qty/open_sell_qty/latest_open_order_id".to_string(), field_type: "int".to_string(), detail: "当前阶段未成交买卖挂单的剩余数量汇总，以及最近一笔挂单 id。".to_string() }, @@ -208,7 +208,7 @@ pub fn built_in_strategy_manual() -> StrategyAiManual { ManualFunction { name: "get_price".to_string(), signature: "ctx.get_price(symbol, start_date, end_date, \"1d\" | \"1m\" | \"tick\")".to_string(), detail: "按日期区间读取统一 PriceBar 序列。日线返回 open/high/low/close/last/volume/盘口字段；分钟或 tick 返回按 timestamp 排序的 last/bid1/ask1/volume_delta/amount_delta 映射，便于服务层转成表格或前端明细。".to_string() }, ManualFunction { name: "order/order_status/order_avg_price/order_transaction_cost".to_string(), signature: "ctx.order(order_id)".to_string(), detail: "按订单 id 查询运行时订单对象，支持已结束订单和当前挂单。返回字段包括 status、filled_quantity、unfilled_quantity、avg_price、transaction_cost、symbol、side、reason；可用便捷函数读取状态、成交均价和费用，对齐 RQAlpha Order 的核心属性。".to_string() }, ManualFunction { name: "account/portfolio_view".to_string(), signature: "ctx.account()".to_string(), detail: "返回当前股票账户/组合运行时视图，字段包括 cash、available_cash、frozen_cash、market_value、total_value、unit_net_value、daily_pnl、daily_returns、total_returns、transaction_cost、trading_pnl、position_pnl 等；DSL 中同名字段可直接使用。".to_string() }, - ManualFunction { name: "deposit_withdraw/finance_repay".to_string(), signature: "account.deposit_withdraw(amount, receiving_days=0)".to_string(), detail: "策略账户资金动作。deposit_withdraw 正数入金、负数出金；receiving_days 大于 0 时按交易日延迟到账，并保持净值口径不把外部资金流当成收益。finance_repay 正数融资、负数还款，会同步维护 cash_liabilities。".to_string() }, + ManualFunction { name: "deposit_withdraw/finance_repay/management_fee".to_string(), signature: "account.deposit_withdraw(amount, receiving_days=0)".to_string(), detail: "策略账户资金动作。deposit_withdraw 正数入金、负数出金；receiving_days 大于 0 时按交易日延迟到账，并保持净值口径不把外部资金流当成收益。finance_repay 正数融资、负数还款，会同步维护 cash_liabilities。set_management_fee_rate 设置结算管理费率；普通策略可覆盖 management_fee(ctx, rate) 自定义计算器，对齐 RQAlpha 管理费回调能力。".to_string() }, ManualFunction { name: "rolling_mean".to_string(), signature: "rolling_mean(\"field\", lookback)".to_string(), detail: "任意字段滚动均值，支持 volume/amount/turnover_ratio、signal_open/signal_close、benchmark_open/benchmark_close 等。任意成交量窗口推荐用它，比如 rolling_mean(\"volume\", 15)。".to_string() }, ManualFunction { name: "sma".to_string(), signature: "sma(\"field\", lookback)".to_string(), detail: "rolling_mean 的别名。任意价格均线窗口推荐用它，比如 sma(\"close\", 15)。".to_string() }, ManualFunction { name: "round/floor/ceil/abs/min/max/clamp".to_string(), signature: "round(x)".to_string(), detail: "常用数值函数。".to_string() }, diff --git a/crates/fidc-core/tests/engine_hooks.rs b/crates/fidc-core/tests/engine_hooks.rs index 8b7968c..c72346a 100644 --- a/crates/fidc-core/tests/engine_hooks.rs +++ b/crates/fidc-core/tests/engine_hooks.rs @@ -525,11 +525,23 @@ impl Strategy for AccountFlowStrategy { receiving_days: 1, reason: "cash_in_next_day".to_string(), }, + OrderIntent::SetManagementFeeRate { + rate: 0.01, + reason: "enable_fee".to_string(), + }, ], notes: Vec::new(), diagnostics: Vec::new(), }) } + + fn management_fee( + &mut self, + _ctx: &StrategyContext<'_>, + _rate: f64, + ) -> Result, fidc_core::BacktestError> { + Ok(Some(42.0)) + } } #[test] @@ -1489,10 +1501,10 @@ fn engine_applies_account_cash_flow_and_financing_intents() { let result = engine.run().expect("backtest run"); - assert!((result.equity_curve[0].cash - 11_500.0).abs() < 1e-6); - assert!((result.equity_curve[0].total_equity - 10_500.0).abs() < 1e-6); - assert!((result.equity_curve[1].cash - 12_500.0).abs() < 1e-6); - assert!((result.equity_curve[1].total_equity - 11_500.0).abs() < 1e-6); + assert!((result.equity_curve[0].cash - 11_458.0).abs() < 1e-6); + assert!((result.equity_curve[0].total_equity - 10_458.0).abs() < 1e-6); + assert!((result.equity_curve[1].cash - 12_416.0).abs() < 1e-6); + assert!((result.equity_curve[1].total_equity - 11_416.0).abs() < 1e-6); assert!(result.account_events.iter().any(|event| { event .note @@ -1508,10 +1520,18 @@ fn engine_applies_account_cash_flow_and_financing_intents() { .note .contains("deposit_withdraw_settled amount=1000.00") })); + assert!(result.account_events.iter().any(|event| { + event + .note + .contains("management_fee rate=0.010000 fee=42.00") + })); assert!(result.process_events.iter().any(|event| { event.kind == ProcessEventKind::AccountFinanceRepay && event.detail.contains("liabilities_after=1000.00") })); + assert!(result.process_events.iter().any(|event| { + event.kind == ProcessEventKind::AccountManagementFee && event.detail.contains("fee=42.00") + })); } #[test] diff --git a/docs/rqalpha-gap-roadmap.md b/docs/rqalpha-gap-roadmap.md index dce4956..0f17981 100644 --- a/docs/rqalpha-gap-roadmap.md +++ b/docs/rqalpha-gap-roadmap.md @@ -80,7 +80,8 @@ current alignment pass. and `position_pnl` exposed to strategy runtime and DSL - [x] explicit deposit / withdraw API - [x] financing liability / repay API -- [ ] management-fee callback parity +- [x] management-fee rate and callback parity +- [ ] multi-account stock/future segregation ## Execution Order @@ -97,5 +98,6 @@ current alignment pass. ## Current Step Active implementation target: continue account parity after exposing the stock -account runtime view, core Portfolio fields, deposit/withdraw, and financing -liability APIs; next gap is management-fee callback parity. +account runtime view, core Portfolio fields, deposit/withdraw, financing +liability APIs, and management-fee callbacks; next gap is multi-account +stock/future segregation.