接入独立手工仓位时间线并保留原策略配置

This commit is contained in:
boris
2026-09-14 15:48:44 +08:00
parent fb8192a286
commit f8955bfb18
9 changed files with 561 additions and 50 deletions
@@ -42,6 +42,57 @@ fn complete_exact_decimal_evidence_allows_later_observation_and_retains_source_d
);
}
#[test]
fn data_scope_only_contains_actual_filled_securities_and_validates_the_source() {
let mut input = sample();
let mut rejected = input.actions[0].orders[0].clone();
rejected.order_id = "rejected-order".into();
rejected.broker_order_id = None;
rejected.source_adapter = None;
rejected.symbol = "510300.SH".into();
rejected.terminal_status = ManualOrderTerminalStatus::Rejected;
rejected.fills.clear();
input.actions[0].orders.push(rejected);
reseal(&mut input);
assert_eq!(
input.required_data_symbols().unwrap(),
BTreeSet::from(["000001.SZ".into()])
);
input.actions[0].orders[0].symbol = "600000.SH".into();
assert!(input.required_data_symbols().is_err());
}
#[test]
fn v2_facts_keep_their_encoding_but_cannot_silently_carry_new_runtime_settings() {
let mut input = sample();
input.schema = "fidc.observed-manual-executions/v2".into();
reseal(&mut input);
input.validate().unwrap();
let old = serde_json::to_value(&input).unwrap();
assert!(old.get("positionExposureEvents").is_none());
assert!(old.get("legacyPositionExposureBps").is_none());
input
.legacy_position_exposure_bps
.insert(NaiveDate::from_ymd_opt(2026, 9, 14).unwrap(), 5000);
reseal(&mut input);
assert!(input.validate().is_err());
input.schema = MANUAL_REPLAY_SCHEMA.into();
reseal(&mut input);
input.validate().unwrap();
}
#[test]
fn runtime_position_events_cannot_claim_observations_after_the_source_cutoff() {
let mut input = sample();
input.position_exposure_events.push(serde_json::from_value(json!({
"eventId": "position-event", "sequence": 1, "effectiveAt": input.observation_cutoff,
"action": "scale", "requestedBps": 5000
})).unwrap());
semantic_result(&input).unwrap();
input.position_exposure_events[0].effective_at += chrono::Duration::nanoseconds(1);
assert!(semantic_result(&input).unwrap_err().contains("after the evidence cutoff"));
}
#[test]
fn all_required_money_and_binding_fields_reject_missing_or_wrong_values() {
let original = serde_json::to_value(sample()).unwrap();