use chrono::NaiveDate; use serde::{Deserialize, Serialize}; pub fn listed_sector_is_kcb(value: &str) -> Option { match value.trim().to_ascii_uppercase().as_str() { "科创板" | "KSH" | "STAR" | "STAR_MARKET" => Some(true), "主板" | "沪市主板" | "深市主板" | "中小板" | "中小企业板" | "创业板" | "北交所" | "北证" | "新三板" | "基础层" | "创新层" | "精选层" | "MAIN" | "MAIN_BOARD" | "CHINEXT" | "GEM" | "BJ" | "BJS" | "BJSE" | "BSE" => Some(false), _ => None, } } #[derive(Debug, Clone, Serialize, Deserialize)] pub struct Instrument { pub symbol: String, pub name: String, pub board: String, pub round_lot: u32, #[serde(default, with = "optional_date_format")] pub listed_at: Option, #[serde(default, with = "optional_date_format")] pub delisted_at: Option, #[serde(default = "default_status")] pub status: String, } impl Instrument { /// Classification from the admitted security master, never a code prefix /// or a name substring. This does not grant T+0 settlement eligibility. pub fn is_exchange_traded_fund(&self) -> bool { matches!(self.board.trim().to_ascii_uppercase().as_str(), "ETF" | "EXCHANGE_TRADED_FUND") } pub fn effective_round_lot(&self) -> u32 { self.round_lot.max(1) } pub fn minimum_order_quantity(&self) -> u32 { let board = self.board.trim(); if board.eq_ignore_ascii_case("KSH") { 200 } else if board.eq_ignore_ascii_case("BJS") || board.eq_ignore_ascii_case("BJ") || board.eq_ignore_ascii_case("BJSE") { 100 } else { self.effective_round_lot() } } pub fn order_step_size(&self) -> u32 { let board = self.board.trim(); if board.eq_ignore_ascii_case("KSH") || board.eq_ignore_ascii_case("BJS") || board.eq_ignore_ascii_case("BJ") || board.eq_ignore_ascii_case("BJSE") { 1 } else { self.effective_round_lot() } } pub fn is_delisted_before(&self, date: NaiveDate) -> bool { self.delisted_at .is_some_and(|delisted_at| delisted_at < date) } pub fn is_delisted_on_or_before(&self, date: NaiveDate) -> bool { self.delisted_at .is_some_and(|delisted_at| delisted_at <= date) } pub fn is_active_on(&self, date: NaiveDate) -> bool { self.listed_at.is_none_or(|listed_at| listed_at <= date) && !self.is_delisted_on_or_before(date) } pub fn dated_market_absence_reason(&self, date: NaiveDate) -> Option<&'static str> { if self.listed_at.is_some_and(|listed| date < listed) { Some("not_yet_listed") } else if self.is_delisted_on_or_before(date) { Some("delisted") } else { None } } } fn default_status() -> String { "active".to_string() } #[cfg(test)] mod tests { use super::{Instrument, listed_sector_is_kcb}; #[test] fn listing_sector_is_explicit_and_unknown_stays_unknown() { assert_eq!(listed_sector_is_kcb("科创板"), Some(true)); assert_eq!(listed_sector_is_kcb(" star "), Some(true)); assert_eq!(listed_sector_is_kcb("主板"), Some(false)); assert_eq!(listed_sector_is_kcb("创业板"), Some(false)); assert_eq!(listed_sector_is_kcb("北证"), Some(false)); for value in ["", "-", "SH", "688001.SH", "半导体"] { assert_eq!(listed_sector_is_kcb(value), None); } } fn instrument(board: &str, round_lot: u32) -> Instrument { Instrument { symbol: "000001.SZ".to_string(), name: "test".to_string(), board: board.to_string(), round_lot, listed_at: None, delisted_at: None, status: "active".to_string(), } } #[test] fn lifecycle_is_dated_and_latest_undated_terminal_status_is_not_historical_evidence() { let mut item = instrument("BJS", 100); let listing = chrono::NaiveDate::from_ymd_opt(2026, 8, 5).unwrap(); let removal = chrono::NaiveDate::from_ymd_opt(2026, 9, 10).unwrap(); item.listed_at = Some(listing); item.delisted_at = Some(removal); assert_eq!(item.dated_market_absence_reason(listing.pred_opt().unwrap()), Some("not_yet_listed")); assert!(item.is_active_on(listing)); assert!(!item.is_active_on(removal)); assert_eq!(item.dated_market_absence_reason(removal), Some("delisted")); item.delisted_at = None; for status in ["delisting", "delisted", "inactive", "terminated"] { item.status = status.into(); assert!(item.is_active_on(listing)); assert_eq!(item.dated_market_absence_reason(listing), None); } } #[test] fn order_quantity_rules_are_case_insensitive_without_allocating_normalized_boards() { let kcb = instrument(" kSh ", 100); assert_eq!(kcb.minimum_order_quantity(), 200); assert_eq!(kcb.order_step_size(), 1); let bjse = instrument("bjse", 100); assert_eq!(bjse.minimum_order_quantity(), 100); assert_eq!(bjse.order_step_size(), 1); let main_board = instrument("SZSE", 50); assert_eq!(main_board.minimum_order_quantity(), 50); assert_eq!(main_board.order_step_size(), 50); } } mod optional_date_format { use chrono::NaiveDate; use serde::{self, Deserialize, Deserializer, Serializer}; const FORMAT: &str = "%Y-%m-%d"; pub fn serialize(value: &Option, serializer: S) -> Result where S: Serializer, { match value { Some(date) => serializer.serialize_some(&date.format(FORMAT).to_string()), None => serializer.serialize_none(), } } pub fn deserialize<'de, D>(deserializer: D) -> Result, D::Error> where D: Deserializer<'de>, { let value = Option::::deserialize(deserializer)?; match value.as_deref().map(str::trim).filter(|v| !v.is_empty()) { Some(text) => NaiveDate::parse_from_str(text, FORMAT) .map(Some) .map_err(serde::de::Error::custom), None => Ok(None), } } }