补充next-open执行日风控回归测试

crates/fidc-core/src/engine.rs

@@ -4077,6 +4077,63 @@ mod tests {
         }
     }
 
+    #[derive(Debug)]
+    struct ScheduledSameDayRebuyStrategy {
+        rule: ScheduleRule,
+        buy_decision_date: NaiveDate,
+        rebuy_decision_date: NaiveDate,
+    }
+
+    impl Strategy for ScheduledSameDayRebuyStrategy {
+        fn name(&self) -> &str {
+            "scheduled_same_day_rebuy"
+        }
+
+        fn schedule_rules(&self) -> Vec<ScheduleRule> {
+            vec![self.rule.clone()]
+        }
+
+        fn on_scheduled(
+            &mut self,
+            ctx: &StrategyContext<'_>,
+            rule: &ScheduleRule,
+        ) -> Result<StrategyDecision, super::BacktestError> {
+            assert_eq!(rule.name, self.rule.name);
+            if ctx.decision_date == self.buy_decision_date
+                && ctx.portfolio.position(SYMBOL).is_none()
+            {
+                return Ok(StrategyDecision {
+                    order_intents: vec![OrderIntent::Shares {
+                        symbol: SYMBOL.to_string(),
+                        quantity: 100,
+                        reason: "same_day_rebuy_setup_buy".to_string(),
+                    }],
+                    ..StrategyDecision::default()
+                });
+            }
+            if ctx.decision_date == self.rebuy_decision_date {
+                if let Some(position) = ctx.portfolio.position(SYMBOL) {
+                    return Ok(StrategyDecision {
+                        order_intents: vec![
+                            OrderIntent::Shares {
+                                symbol: SYMBOL.to_string(),
+                                quantity: -(position.quantity as i32),
+                                reason: "same_day_rebuy_sell".to_string(),
+                            },
+                            OrderIntent::Shares {
+                                symbol: SYMBOL.to_string(),
+                                quantity: 100,
+                                reason: "same_day_rebuy_buy".to_string(),
+                            },
+                        ],
+                        ..StrategyDecision::default()
+                    });
+                }
+            }
+            Ok(StrategyDecision::default())
+        }
+    }
+
     fn d(year: i32, month: u32, day: u32) -> NaiveDate {
         NaiveDate::from_ymd_opt(year, month, day).expect("valid date")
     }
@@ -4406,6 +4463,35 @@ mod tests {
         .expect("backtest run")
     }
 
+    fn run_scheduled_same_day_rebuy_next_open_with_dataset_and_broker(
+        dataset: DataSet,
+        broker: BrokerSimulator<ChinaAShareCostModel, ChinaEquityRuleHooks>,
+    ) -> super::BacktestResult {
+        let first = d(2025, 1, 2);
+        let third = d(2025, 1, 6);
+        let config = BacktestConfig {
+            initial_cash: 100_000.0,
+            benchmark_code: "000852.SH".to_string(),
+            start_date: Some(first),
+            end_date: Some(d(2025, 1, 7)),
+            decision_lag_trading_days: 1,
+            execution_price_field: PriceField::Open,
+        };
+
+        BacktestEngine::new(
+            dataset,
+            ScheduledSameDayRebuyStrategy {
+                rule: ScheduleRule::daily("daily_same_day_rebuy", ScheduleStage::OnDay),
+                buy_decision_date: first,
+                rebuy_decision_date: third,
+            },
+            broker,
+            config,
+        )
+        .run()
+        .expect("backtest run")
+    }
+
     fn assert_next_open_canceled_with_reason(result: &super::BacktestResult, reason: &str) {
         let execution_date = d(2025, 1, 3);
         assert!(result.fills.is_empty());
@@ -4704,4 +4790,49 @@ mod tests {
 
         assert_round_trip_sell_canceled_with_reason(&result, "daily volume limit");
     }
+
+    #[test]
+    fn next_bar_open_same_day_rebuy_uses_actual_execution_date() {
+        let first = d(2025, 1, 2);
+        let second = d(2025, 1, 3);
+        let third = d(2025, 1, 6);
+        let fourth = d(2025, 1, 7);
+        let result = run_scheduled_same_day_rebuy_next_open_with_dataset_and_broker(
+            dataset_from_market_and_candidates(
+                vec![
+                    market(first, 10.0, 10.5),
+                    market(second, 11.0, 11.5),
+                    market(third, 12.0, 12.5),
+                    market(fourth, 13.0, 13.5),
+                ],
+                vec![
+                    candidate(first),
+                    candidate(second),
+                    candidate(third),
+                    candidate(fourth),
+                ],
+            ),
+            scheduled_next_open_broker(FidcRiskControlConfig::default()),
+        );
+
+        assert!(result.fills.iter().any(|fill| {
+            fill.side == OrderSide::Buy
+                && fill.date == second
+                && fill.reason == "same_day_rebuy_setup_buy"
+        }));
+        assert!(result.fills.iter().any(|fill| {
+            fill.side == OrderSide::Sell
+                && fill.date == fourth
+                && fill.reason == "same_day_rebuy_sell"
+        }));
+        assert!(result.order_events.iter().any(|event| {
+            event.date == fourth
+                && event.side == OrderSide::Buy
+                && matches!(event.status, OrderStatus::Canceled | OrderStatus::Rejected)
+                && event.reason.contains("same_day_rebuy_forbidden")
+        }));
+        assert!(!result.order_events.iter().any(|event| {
+            event.date == third && event.reason.contains("same_day_rebuy_forbidden")
+        }));
+    }
 }