跳过无加载器的行情规划

2026-09-07 09:22:15 +08:00
parent 0afbdc2210
commit e542e52bdb
2 changed files with 73 additions and 1 deletions
@@ -62,6 +62,78 @@ impl Strategy for DecisionQuoteReader {
    }
 }

+struct NoLoaderDecisionQuoteStrategy {
+    symbol_plan_calls: Arc<Mutex<usize>>,
+}
+
+impl Strategy for NoLoaderDecisionQuoteStrategy {
+    fn name(&self) -> &str {
+        "no_loader_decision_quote_strategy"
+    }
+
+    fn decision_quote_times(&self) -> Vec<NaiveTime> {
+        vec![t(10, 18, 0)]
+    }
+
+    fn decision_quote_symbols(
+        &mut self,
+        _ctx: &StrategyContext<'_>,
+    ) -> Result<std::collections::BTreeSet<String>, fidc_core::BacktestError> {
+        *self
+            .symbol_plan_calls
+            .lock()
+            .expect("symbol plan counter mutex") += 1;
+        Ok(std::collections::BTreeSet::new())
+    }
+}
+
+#[test]
+fn engine_skips_decision_quote_symbol_plan_without_loader() {
+    let date = d(2026, 1, 5);
+    let data = DataSet::from_components(
+        Vec::new(),
+        Vec::new(),
+        Vec::new(),
+        Vec::new(),
+        vec![BenchmarkSnapshot {
+            date,
+            benchmark: "000852.SH".to_string(),
+            open: 1000.0,
+            close: 1001.0,
+            prev_close: 999.0,
+            volume: 1_000_000,
+        }],
+    )
+    .expect("dataset");
+    let broker = BrokerSimulator::new_with_execution_price(
+        ChinaAShareCostModel::default(),
+        ChinaEquityRuleHooks,
+        PriceField::Close,
+    )
+    .with_matching_type(MatchingType::CurrentBarClose);
+    let config = BacktestConfig {
+        initial_cash: 10_000.0,
+        benchmark_code: "000852.SH".to_string(),
+        start_date: Some(date),
+        end_date: Some(date),
+        decision_lag_trading_days: 0,
+        execution_price_field: PriceField::Close,
+    };
+    let symbol_plan_calls = Arc::new(Mutex::new(0usize));
+    let strategy = NoLoaderDecisionQuoteStrategy {
+        symbol_plan_calls: Arc::clone(&symbol_plan_calls),
+    };
+    let mut engine = BacktestEngine::new(data, strategy, broker, config);
+
+    engine.run().expect("backtest should run");
+
+    assert_eq!(
+        *symbol_plan_calls.lock().expect("symbol plan counter mutex"),
+        0,
+        "a preloaded/no-loader engine cannot use a newly computed quote symbol plan"
+    );
+}
+
 #[test]
 fn engine_preloads_declared_decision_quotes_for_current_positions() {
    let first = d(2026, 1, 5);