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
--- a/crates/fidc-core/tests/delisting.rs
+++ b/crates/fidc-core/tests/delisting.rs
@@ -492,7 +492,7 @@ fn engine_applies_successor_conversion_before_delisted_cash_settlement() {
        .iter()
        .find(|holding| holding.symbol == "000002.SZ")
        .expect("successor holding exists");
-    assert_eq!(successor_holding.quantity, 500);
+    assert_eq!(successor_holding.quantity, 450);
    assert!(
        result
            .holdings_summary
@@ -503,6 +503,6 @@ fn engine_applies_successor_conversion_before_delisted_cash_settlement() {
        event
            .note
            .contains("successor_conversion 000001.SZ->000002.SZ")
-            && event.note.contains("cash=1000.00")
+            && event.note.contains("cash=900.00")
    }));
 }