修正FIDC退市风控原因识别

This commit is contained in:
boris
2026-07-04 16:50:40 +08:00
parent 8fa4ab24fb
commit e70d637ade
+56
View File
@@ -334,6 +334,9 @@ impl ChinaAShareRiskControl {
{
return Some(reason);
}
if let Some(reason) = candidate_active_status_rejection(candidate, config, scope) {
return Some(reason);
}
let reject_paused = match scope {
RiskCheckScope::Selection => config.static_rules.reject_paused_selection,
RiskCheckScope::Buy => config.static_rules.reject_paused_buy,
@@ -543,6 +546,26 @@ fn symbol_is_bjse(symbol: &str) -> bool {
normalized.ends_with(".BJ") || normalized.ends_with(".BSE") || normalized.ends_with(".BE")
}
fn candidate_active_status_rejection(
candidate: &CandidateEligibility,
config: &FidcRiskControlConfig,
scope: RiskCheckScope,
) -> Option<&'static str> {
let enabled = match scope {
RiskCheckScope::Selection => config.static_rules.reject_inactive_selection,
RiskCheckScope::Buy => config.static_rules.reject_inactive_buy,
RiskCheckScope::Sell => config.static_rules.reject_inactive_sell,
};
if !enabled {
return None;
}
match candidate.risk_level_code.as_deref().map(str::trim) {
Some("not_listed") => Some("not_listed"),
Some("inactive_or_delisted") => Some("inactive_or_delisted"),
_ => None,
}
}
fn missing_risk_state_fields(code: &str) -> Vec<String> {
let Some((_, fields)) = code.split_once(':') else {
return Vec::new();
@@ -1007,6 +1030,39 @@ mod tests {
assert_eq!(decision.reason, "kcb");
}
#[test]
fn explicit_candidate_inactive_status_is_not_treated_as_missing_risk_state() {
let date = d(2025, 1, 2);
let mut candidate = candidate(date);
candidate.risk_level_code = Some("inactive_or_delisted".to_string());
let market = market(date, 6.27, 5.63);
assert_eq!(
ChinaAShareRiskControl::selection_rejection_reason(date, &candidate, &market, None),
Some("inactive_or_delisted")
);
assert_eq!(
ChinaAShareRiskControl::buy_rejection_reason(date, &candidate, &market, None, 6.27),
Some("inactive_or_delisted")
);
let mut relaxed = FidcRiskControlConfig::default();
relaxed.static_rules.reject_inactive_selection = false;
relaxed.static_rules.reject_inactive_buy = false;
assert_eq!(
ChinaAShareRiskControl::selection_rejection_reason_with_config(
date, &candidate, &market, None, &relaxed
),
None
);
assert_eq!(
ChinaAShareRiskControl::buy_rejection_reason_with_config(
date, &candidate, &market, None, 6.27, &relaxed
),
None
);
}
#[test]
fn missing_risk_state_rejects_selection_and_buy_when_static_filters_enabled() {
let date = d(2025, 1, 2);