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

This commit is contained in:
boris
2026-09-13 11:21:09 +08:00
committed by boris
parent b1ca2dfada
commit effa0c6456
2 changed files with 23 additions and 21 deletions
-1
View File
@@ -1,5 +1,4 @@
use std::collections::{BTreeMap, BTreeSet};
use std::sync::Arc;
use chrono::{Datelike, Duration, NaiveDate, NaiveTime};
use serde::{Deserialize, Serialize};
@@ -174,19 +174,21 @@ fn runtime_account_dependent_quote_scope_uses_the_actual_account() {
} else { BTreeSet::new() })
}
fn on_day(&mut self, ctx: &StrategyContext<'_>) -> Result<StrategyDecision, fidc_core::BacktestError> {
assert!(ctx.data.execution_quotes_on(ctx.execution_date, "000001.SZ").iter().any(|quote|
quote.timestamp.time()==t(10,17,59) && quote.last_price==10.0),
"actual account-dependent quote scope must be loaded before decision");
let loaded = ctx.data.execution_quotes_on(ctx.execution_date, "000001.SZ").iter().any(|quote|
quote.timestamp.time()==t(10,17,59) && quote.last_price==10.0);
assert_eq!(loaded, ctx.portfolio.cash() < 50_000.0,
"quote scope must match this account, not a fixed-capital planning account");
Ok(StrategyDecision::default())
}
}
let date = d(2026, 1, 5);
for initial_cash in [10_000.0, 100_000.0] {
let broker = BrokerSimulator::new_with_execution_price(
ChinaAShareCostModel::default(), ChinaEquityRuleHooks, PriceField::Close,
).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit)
.with_matching_type(MatchingType::CurrentBarClose);
let config = BacktestConfig {
initial_cash:10_000.0, benchmark_code:"000852.SH".into(),
initial_cash, benchmark_code:"000852.SH".into(),
start_date:Some(date), end_date:Some(date), decision_lag_trading_days:0,
execution_price_field:PriceField::Close,
};
@@ -198,6 +200,7 @@ fn runtime_account_dependent_quote_scope_uses_the_actual_account() {
trading_phase:Some("continuous".into()),
}).collect()));
engine.run().expect("account-dependent quote planning");
}
}
#[test]