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test: enable rebalance actions in portfolio risk lifecycle fixture

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boris
2026-09-09 09:34:31 +08:00
parent 29522b69fe
commit fdd26667c9
1 changed files with 1 additions and 0 deletions
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crates/fidc-core/src/platform_expr_strategy.rs
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@@ -14696,6 +14696,7 @@ mod tests {
config.selection_limit_expr = "1".to_owned(); config.max_positions = 1; config.selection_limit_expr = "1".to_owned(); config.max_positions = 1;
config.market_cap_lower_expr = "0.0".to_owned(); config.market_cap_upper_expr = "1000.0".to_owned(); config.market_cap_lower_expr = "0.0".to_owned(); config.market_cap_upper_expr = "1000.0".to_owned();
config.exposure_expr = "0.9".to_owned(); config.refresh_rate = 1; config.refresh_rate_expr = "1".to_owned(); config.exposure_expr = "0.9".to_owned(); config.refresh_rate = 1; config.refresh_rate_expr = "1".to_owned();
config.rebalance_existing_positions = true;
config.portfolio_loss_control = Some(PortfolioLossConfig { lookback: 10, loss_trigger: 0.05, floor_exposure: 0.2, cooldown_trading_days: 3 }); config.portfolio_loss_control = Some(PortfolioLossConfig { lookback: 10, loss_trigger: 0.05, floor_exposure: 0.2, cooldown_trading_days: 3 });
let rows = Arc::new(Mutex::new(Vec::new())); let rows = Arc::new(Mutex::new(Vec::new()));
let strategy = Capture { inner: PlatformExprStrategy::new(config), first, rows: Arc::clone(&rows) }; let strategy = Capture { inner: PlatformExprStrategy::new(config), first, rows: Arc::clone(&rows) };