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Add get price data helper

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This commit is contained in:
boris
2026-04-23 19:41:01 -07:00
parent bb8f40f33c
commit ca49b6dbb3
6 changed files with 123 additions and 7 deletions
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10
crates/fidc-core/tests/engine_hooks.rs
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@@ -430,8 +430,14 @@ impl Strategy for DataApiProbeStrategy {
.len();
let suspended = bool_flags(ctx.is_suspended("000001.SZ", 3));
let st_flags = bool_flags(ctx.is_st_stock("000001.SZ", 3));
let daily_price_count = ctx
.get_price("000001.SZ", d(2025, 1, 3), ctx.execution_date, "1d")
.len();
let tick_price_count = ctx
.get_price("000001.SZ", d(2025, 1, 3), ctx.execution_date, "tick")
.len();
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};suspended={suspended};st={st_flags}",
"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};price_daily={daily_price_count};price_tick={tick_price_count}",
ctx.all_instruments().len()
));
}
@@ -1059,7 +1065,7 @@ 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;suspended=0,1,0;st=0,1,0"
"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;price_daily=2;price_tick=3"
]
);
}