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test(strategy): supply declared historical prices in next-open fixture

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boris
2026-09-13 06:09:48 +08:00
committed by boris
parent 20e73d567b
commit e3b3929578
1 changed files with 4 additions and 0 deletions
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crates/fidc-core/src/platform_expr_strategy.rs
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@@ -24927,6 +24927,8 @@ mod tests {
], ],
vec![ vec![
market(factor_date, signal, 10.0, 11.0, 9.0), market(factor_date, signal, 10.0, 11.0, 9.0),
market(factor_date, limit_symbol, 1.80, 1.98, 1.62),
market(factor_date, fallback_symbol, 4.20, 4.62, 3.78),
market(decision_date, signal, 10.0, 11.0, 9.0), market(decision_date, signal, 10.0, 11.0, 9.0),
market(execution_date, signal, 10.0, 11.0, 9.0), market(execution_date, signal, 10.0, 11.0, 9.0),
market(decision_date, limit_symbol, 2.20, 2.42, 1.98), market(decision_date, limit_symbol, 2.20, 2.42, 1.98),
@@ -25111,6 +25113,8 @@ mod tests {
.stock_state_with_factor_date(&ctx, decision_date, factor_date, limit_symbol) .stock_state_with_factor_date(&ctx, decision_date, factor_date, limit_symbol)
.expect("previous factor-day state"); .expect("previous factor-day state");
assert_eq!(prior_factor_state.amount, 20_000_000.0); assert_eq!(prior_factor_state.amount, 20_000_000.0);
assert_eq!(prior_factor_state.close, 1.80);
assert_eq!(decision_day_state.close, 2.20);
let decision = strategy.on_day(&ctx).expect("platform decision"); let decision = strategy.on_day(&ctx).expect("platform decision");