修正FiRisk强平执行时间口径

This commit is contained in:
boris
2026-06-20 22:46:43 +08:00
parent 816fc48077
commit cdca7984ed
4 changed files with 262 additions and 5 deletions
+8
View File
@@ -3354,6 +3354,7 @@ fn decision_has_algo_execution(decision: &StrategyDecision) -> bool {
intent,
OrderIntent::AlgoValue { .. }
| OrderIntent::AlgoPercent { .. }
| OrderIntent::TimedTargetValue { .. }
| OrderIntent::TargetPortfolioSmart {
order_prices: Some(TargetPortfolioOrderPricing::AlgoOrder { .. }),
..
@@ -3386,6 +3387,7 @@ fn execution_quote_symbols_for_decision(
| OrderIntent::TargetShares { symbol, .. }
| OrderIntent::LimitTargetShares { symbol, .. }
| OrderIntent::TargetValue { symbol, .. }
| OrderIntent::TimedTargetValue { symbol, .. }
| OrderIntent::LimitTargetValue { symbol, .. }
| OrderIntent::Value { symbol, .. }
| OrderIntent::LimitValue { symbol, .. }
@@ -3438,6 +3440,12 @@ fn algo_execution_quote_windows_for_decision(
start_time,
end_time,
..
}
| OrderIntent::TimedTargetValue {
symbol,
start_time,
end_time,
..
} => {
if start_time.is_some() || end_time.is_some() {
groups