test(engine): validate quote demand across different account capital

2026-09-13 11:21:09 +08:00
parent b1ca2dfada
commit effa0c6456
2 changed files with 23 additions and 21 deletions
@@ -1,5 +1,4 @@
 use std::collections::{BTreeMap, BTreeSet};
-use std::sync::Arc;

 use chrono::{Datelike, Duration, NaiveDate, NaiveTime};
 use serde::{Deserialize, Serialize};
@@ -2612,23 +2611,23 @@ where
            if self.execution_quote_loader.is_some() && !decision_quote_times.is_empty() {
                let decision_quote_symbols =
                    self.strategy.decision_quote_symbols(&StrategyContext {
-                            execution_date,
+                        execution_date,
+                        decision_date,
+                        decision_index,
+                        data: &self.data,
+                        portfolio: &portfolio,
+                        futures_account: self.futures_account.as_ref(),
+                        open_orders: &on_day_open_orders,
+                        dynamic_universe: self.dynamic_universe.as_ref(),
+                        subscriptions: &self.subscriptions,
+                        process_events: &process_events,
+                        active_process_event: None,
+                        active_datetime: stage_datetime(
                            decision_date,
-                            decision_index,
-                            data: &self.data,
-                            portfolio: &portfolio,
-                            futures_account: self.futures_account.as_ref(),
-                            open_orders: &on_day_open_orders,
-                            dynamic_universe: self.dynamic_universe.as_ref(),
-                            subscriptions: &self.subscriptions,
-                            process_events: &process_events,
-                            active_process_event: None,
-                            active_datetime: stage_datetime(
-                                decision_date,
-                                default_stage_time(ScheduleStage::OnDay),
-                            ),
-                            order_events: result.order_events.as_slice(),
-                            fills: result.fills.as_slice(),
+                            default_stage_time(ScheduleStage::OnDay),
+                        ),
+                        order_events: result.order_events.as_slice(),
+                        fills: result.fills.as_slice(),
                    })?;
                self.ensure_execution_quotes_for_symbols_at_times(
                    execution_date,