Emit rebalance clipping diagnostics
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@@ -224,6 +224,7 @@ where
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let daily_fill_count = report.fill_events.len();
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let day_orders = report.order_events.clone();
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let day_fills = report.fill_events.clone();
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let broker_diagnostics = report.diagnostics.clone();
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self.extend_result(&mut result, report);
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portfolio.update_prices(execution_date, &self.data, PriceField::Close)?;
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@@ -249,7 +250,12 @@ where
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.chain(decision.notes.into_iter())
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.collect::<Vec<_>>()
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.join(" | ");
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let diagnostics = decision.diagnostics.join(" | ");
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let diagnostics = decision
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.diagnostics
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.into_iter()
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.chain(broker_diagnostics.into_iter())
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.collect::<Vec<_>>()
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.join(" | ");
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let holdings_for_day = portfolio.holdings_summary(execution_date);
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result.equity_curve.push(DailyEquityPoint {
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