修复 AiQuant 微盘回测撮合语义

2026-05-13 18:43:02 +08:00
parent 2165831708
commit db72f6f515
8 changed files with 849 additions and 162 deletions
@@ -124,16 +124,16 @@ impl DynamicMarketCapBandSelector {
        let start = ((benchmark_level - self.base_index_level) * self.xs) + self.base_cap_floor;
        let low = start.round();
        let high = low + self.cap_span;
-        
+
        // Apply padding to expand the range
        let span = high - low;
        let padding = (span * self.padding_ratio)
            .max(self.min_padding)
            .min(self.max_padding);
-        
+
        let lower_bound = (low - padding).max(0.0);
        let upper_bound = high + padding;
-        
+
        (lower_bound, upper_bound)
    }
 }