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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/engine_hooks.rs
+22
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@@ -87,6 +87,7 @@ fn single_day_anchor_data(date: NaiveDate) -> DataSet {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
}],
vec![BenchmarkSnapshot {
date,
@@ -154,6 +155,7 @@ fn candidate_row(date: NaiveDate, symbol: &str) -> CandidateEligibility {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
}
}
@@ -1116,6 +1118,7 @@ fn engine_runs_strategy_hooks_in_daily_order() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
CandidateEligibility {
date: date2,
@@ -1127,6 +1130,7 @@ fn engine_runs_strategy_hooks_in_daily_order() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
],
vec![
@@ -1273,6 +1277,7 @@ fn engine_executes_open_auction_decisions_before_on_day() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
}],
vec![BenchmarkSnapshot {
date,
@@ -1371,6 +1376,7 @@ fn engine_executes_futures_order_intents_against_future_account() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
}],
vec![BenchmarkSnapshot {
date,
@@ -1960,6 +1966,7 @@ fn engine_runs_subscribed_tick_hooks_and_executes_tick_orders() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
}],
vec![BenchmarkSnapshot {
date,
@@ -2143,6 +2150,7 @@ fn strategy_context_exposes_engine_native_data_helpers() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
})
.collect::<Vec<_>>();
let benchmarks = [
@@ -2302,6 +2310,7 @@ fn strategy_context_exposes_final_order_runtime_view() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
}],
vec![BenchmarkSnapshot {
date,
@@ -2555,6 +2564,7 @@ fn engine_applies_account_cash_flow_and_financing_intents() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
CandidateEligibility {
date: date2,
@@ -2566,6 +2576,7 @@ fn engine_applies_account_cash_flow_and_financing_intents() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
],
vec![
@@ -2737,6 +2748,7 @@ fn engine_rejects_pending_limit_orders_at_market_close() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
CandidateEligibility {
date: date2,
@@ -2748,6 +2760,7 @@ fn engine_rejects_pending_limit_orders_at_market_close() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
],
vec![
@@ -2938,6 +2951,7 @@ fn engine_runs_scheduled_rules_for_daily_weekly_and_monthly_triggers() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
CandidateEligibility {
date: date2,
@@ -2949,6 +2963,7 @@ fn engine_runs_scheduled_rules_for_daily_weekly_and_monthly_triggers() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
CandidateEligibility {
date: date3,
@@ -2960,6 +2975,7 @@ fn engine_runs_scheduled_rules_for_daily_weekly_and_monthly_triggers() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
],
vec![
@@ -3184,6 +3200,7 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
CandidateEligibility {
date: date2,
@@ -3195,6 +3212,7 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
CandidateEligibility {
date: date3,
@@ -3206,6 +3224,7 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
],
vec![
@@ -3538,6 +3557,7 @@ fn engine_applies_dynamic_universe_and_subscription_directives() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
CandidateEligibility {
date: *date,
@@ -3549,6 +3569,7 @@ fn engine_applies_dynamic_universe_and_subscription_directives() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
},
]
})
@@ -3671,6 +3692,7 @@ fn engine_exposes_current_process_context_to_strategies() {
allow_sell: true,
is_kcb: false,
is_one_yuan: false,
risk_level_code: None,
}],
vec![BenchmarkSnapshot {
date,