修正AiQuant回测佣金模型

2026-07-01 15:07:33 +08:00
parent cad8877b7a
commit fb9d8f3b9a
1 changed files with 17 additions and 1 deletions
@@ -55,7 +55,7 @@ impl Default for ChinaAShareCostModel {
 impl ChinaAShareCostModel {
    pub fn aiquant_default() -> Self {
        Self {
-            commission_rate: 0.00025,
+            commission_rate: 0.0008,
            stamp_tax_rate_before_change: 0.0005,
            stamp_tax_rate_after_change: 0.0005,
            ..Self::default()
@@ -170,3 +170,19 @@ impl CostModel for ChinaAShareCostModel {
        }
    }
 }
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn aiquant_default_matches_current_backtest_fee_model() {
+        let model = ChinaAShareCostModel::aiquant_default();
+        let date = NaiveDate::from_ymd_opt(2025, 11, 11).expect("valid date");
+
+        assert!((model.commission_for(248_059.812) - 198.4478496).abs() < 1e-9);
+        assert!(
+            (model.stamp_tax_for(date, OrderSide::Sell, 245_747.007) - 122.8735035).abs() < 1e-9
+        );
+    }
+}