Emit rebalance clipping diagnostics

This commit is contained in:
boris
2026-04-23 00:10:49 -07:00
parent df1054ab8a
commit ec7085d10a
3 changed files with 55 additions and 7 deletions

View File

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