补充next-open星ST成交日风控测试

2026-07-04 00:11:14 +08:00
parent 73dd006bb2
commit cbe135ed0d
1 changed files with 37 additions and 0 deletions
@@ -4252,6 +4252,13 @@ mod tests {
        }
    }

+    fn star_st_candidate(date: NaiveDate) -> CandidateEligibility {
+        CandidateEligibility {
+            is_star_st: true,
+            ..candidate(date)
+        }
+    }
+
    fn one_yuan_candidate(date: NaiveDate) -> CandidateEligibility {
        CandidateEligibility {
            is_one_yuan: true,
@@ -4580,6 +4587,22 @@ mod tests {
        assert_eq!(result.fills[0].price, 12.0);
    }

+    #[test]
+    fn next_bar_open_execution_risk_ignores_decision_day_star_st_state() {
+        let first = d(2025, 1, 2);
+        let second = d(2025, 1, 3);
+        let result = run_scheduled_next_open_with_dataset(dataset_with(
+            market(first, 10.0, 11.5),
+            market(second, 12.0, 99.0),
+            star_st_candidate(first),
+            candidate(second),
+        ));
+
+        assert_eq!(result.fills.len(), 1);
+        assert_eq!(result.fills[0].date, second);
+        assert_eq!(result.fills[0].price, 12.0);
+    }
+
    #[test]
    fn next_bar_open_execution_risk_rejects_execution_day_paused_state() {
        let first = d(2025, 1, 2);
@@ -4622,6 +4645,20 @@ mod tests {
        assert_next_open_canceled_with_reason(&result, "st");
    }

+    #[test]
+    fn next_bar_open_execution_risk_rejects_execution_day_star_st_state() {
+        let first = d(2025, 1, 2);
+        let second = d(2025, 1, 3);
+        let result = run_scheduled_next_open_with_dataset(dataset_with(
+            market(first, 10.0, 11.5),
+            market(second, 12.0, 99.0),
+            candidate(first),
+            star_st_candidate(second),
+        ));
+
+        assert_next_open_canceled_with_reason(&result, "star_st");
+    }
+
    #[test]
    fn next_bar_open_execution_risk_rejects_execution_day_one_yuan_state() {
        let first = d(2025, 1, 2);