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修正FiRisk强平触发来源

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boris
2026-06-20 23:07:59 +08:00
parent cdca7984ed
commit f8bc0679ee
11 changed files with 189 additions and 2 deletions
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crates/fidc-core/tests/delisting.rs
+6
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@@ -180,6 +180,7 @@ fn engine_settles_delisted_position_before_missing_market_snapshot_breaks_run()
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
CandidateEligibility {
date: date1,
@@ -191,6 +192,7 @@ fn engine_settles_delisted_position_before_missing_market_snapshot_breaks_run()
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
CandidateEligibility {
date: date2,
@@ -202,6 +204,7 @@ fn engine_settles_delisted_position_before_missing_market_snapshot_breaks_run()
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
],
vec![
@@ -400,6 +403,7 @@ fn engine_applies_successor_conversion_before_delisted_cash_settlement() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
CandidateEligibility {
date: date1,
@@ -411,6 +415,7 @@ fn engine_applies_successor_conversion_before_delisted_cash_settlement() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
CandidateEligibility {
date: date2,
@@ -422,6 +427,7 @@ fn engine_applies_successor_conversion_before_delisted_cash_settlement() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
],
vec![