test: align minute fixtures and missing-data assertions with strict contracts
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@@ -2143,15 +2143,15 @@ fn strategy_context_exposes_advanced_data_helpers() {
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fn engine_runs_minute_hooks_and_executes_minute_orders() {
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let date = d(2025, 1, 2);
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let data = DataSet::from_components_with_actions_and_quotes(
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vec![Instrument {
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symbol: "000001.SZ".to_string(),
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["000001.SZ", "000002.SZ"].into_iter().map(|symbol| Instrument {
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symbol: symbol.to_string(),
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name: "Anchor".to_string(),
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board: "SZ".to_string(),
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round_lot: 100,
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listed_at: Some(d(2020, 1, 1)),
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delisted_at: None,
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status: "active".to_string(),
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}],
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}).collect(),
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vec![DailyMarketSnapshot {
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date,
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symbol: "000001.SZ".to_string(),
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@@ -4162,7 +4162,7 @@ impl Strategy for BuyMissingRowThenHoldStrategy {
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}
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#[test]
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fn engine_carries_position_price_when_current_market_row_is_missing() {
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fn engine_rejects_an_unexplained_missing_holding_close() {
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let date1 = d(2025, 5, 26);
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let date2 = d(2025, 5, 27);
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let data = DataSet::from_components(
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@@ -4230,20 +4230,16 @@ fn engine_carries_position_price_when_current_market_row_is_missing() {
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},
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);
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let result = engine
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let error = engine
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.run()
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.expect("backtest should not fail on one missing holding row");
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assert_eq!(result.equity_curve.len(), 2);
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assert!(
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result
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.daily_holdings
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.iter()
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.any(|holding| holding.date == date2 && holding.symbol == "601028.SH")
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);
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.expect_err("unknown missing market data must not become a carried close");
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let detail = format!("{error:?}");
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assert!(detail.contains("MissingSnapshot") && detail.contains("close price"));
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assert!(detail.contains("601028.SH") && detail.contains("2025-05-27"));
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}
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#[test]
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fn platform_strategy_skips_position_stop_take_when_current_market_row_is_missing() {
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fn platform_strategy_cannot_hide_missing_valuation_by_skipping_stop_take() {
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let date1 = d(2025, 5, 26);
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let date2 = d(2025, 5, 27);
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let data = DataSet::from_components(
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@@ -4333,14 +4329,10 @@ fn platform_strategy_skips_position_stop_take_when_current_market_row_is_missing
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},
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);
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let result = engine
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let error = engine
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.run()
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.expect("platform strategy should hold through a missing current market row");
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assert_eq!(result.equity_curve.len(), 2);
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assert!(
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result
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.daily_holdings
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.iter()
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.any(|holding| holding.date == date2 && holding.symbol == "601028.SH")
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);
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.expect_err("skipping a stop condition cannot fabricate the missing valuation");
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let detail = format!("{error:?}");
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assert!(detail.contains("MissingSnapshot") && detail.contains("close price"));
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assert!(detail.contains("601028.SH") && detail.contains("2025-05-27"));
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}
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