修复AiQuant回测撮合一致性

2026-05-20 12:09:01 +08:00
parent 6e54471e57
commit db8b0bf142
7 changed files with 1327 additions and 76 deletions
@@ -53,6 +53,14 @@ impl Default for ChinaAShareCostModel {
 }

 impl ChinaAShareCostModel {
+    pub fn aiquant_rqalpha_default() -> Self {
+        Self {
+            stamp_tax_rate_before_change: 0.0005,
+            stamp_tax_rate_after_change: 0.0005,
+            ..Self::default()
+        }
+    }
+
    pub fn commission_for(&self, gross_amount: f64) -> f64 {
        if gross_amount <= 0.0 {
            return 0.0;