修正平台目标调仓执行口径

This commit is contained in:
boris
2026-06-16 08:06:19 +08:00
parent 8e6c912a07
commit e45f990487
2 changed files with 231 additions and 35 deletions
+6 -8
View File
@@ -2849,10 +2849,8 @@ where
}
let current_value = if self.aiquant_rqalpha_execution_rules {
portfolio
.position(symbol)
.map(|position| position.market_value())
.unwrap_or(0.0)
let valuation_price = self.target_value_valuation_price(date, data, symbol, snapshot);
valuation_price * current_qty as f64
} else {
let valuation_price = self.target_value_valuation_price(date, data, symbol, snapshot);
valuation_price * current_qty as f64
@@ -5285,7 +5283,7 @@ mod tests {
}
#[test]
fn aiquant_target_value_delta_uses_position_market_value() {
fn aiquant_target_value_delta_uses_scheduled_mark_price() {
let date = chrono::NaiveDate::from_ymd_opt(2023, 5, 8).expect("valid date");
let symbol = "603101.SH";
let broker = BrokerSimulator::new_with_execution_price(
@@ -5397,11 +5395,11 @@ mod tests {
assert_eq!(
portfolio.position(symbol).map(|pos| pos.quantity),
Some(21_200)
Some(21_400)
);
if let Some(order) = report.order_events.last() {
assert_eq!(order.requested_quantity, 0);
assert_eq!(order.filled_quantity, 0);
assert_eq!(order.requested_quantity, 200);
assert_eq!(order.filled_quantity, 200);
}
}