fix(stock-pool): preserve exit roles and freeze relative reduction bases

2026-09-12 15:54:33 +08:00
parent 4ac9ee5058
commit ffd23b9920
11 changed files with 398 additions and 43 deletions
@@ -343,6 +343,7 @@ impl<C: CostModel, R: EquityRuleHooks> BrokerSimulator<C, R> {
                .map_err(BacktestError::Execution)?;
            constraints.pending_entry_symbols = execution_state.pending_symbols();
            constraints.prior_target_weights = execution_state.last_target_weights.clone();
+            constraints.position_action_bases = execution_state.position_action_bases_for(&contract.generation);
            constraints.next_day_outside_exit_symbols = execution_state.next_day_exit_symbols(date);
            let account = pool::AccountSnapshot {
                total_equity: contract.frozen_equity,