104 lines
2.7 KiB
Rust
104 lines
2.7 KiB
Rust
use chrono::NaiveDate;
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use fidc_core::cost::CostModel;
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use fidc_core::rules::EquityRuleHooks;
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use fidc_core::{
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CandidateEligibility,
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ChinaAShareCostModel,
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ChinaEquityRuleHooks,
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DailyMarketSnapshot,
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OrderSide,
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Position,
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};
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fn d(year: i32, month: u32, day: u32) -> NaiveDate {
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NaiveDate::from_ymd_opt(year, month, day).expect("valid date")
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}
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fn candidate() -> CandidateEligibility {
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CandidateEligibility {
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date: d(2024, 1, 3),
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symbol: "000001.SZ".to_string(),
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is_st: false,
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is_new_listing: false,
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is_paused: false,
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allow_buy: true,
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allow_sell: true,
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}
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}
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fn snapshot(open: f64, upper_limit: f64, lower_limit: f64) -> DailyMarketSnapshot {
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DailyMarketSnapshot {
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date: d(2024, 1, 3),
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symbol: "000001.SZ".to_string(),
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open,
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high: open,
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low: open,
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close: open,
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prev_close: 10.0,
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volume: 1_000_000,
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paused: false,
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upper_limit,
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lower_limit,
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}
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}
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#[test]
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fn china_cost_model_applies_minimum_commission_and_stamp_tax() {
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let model = ChinaAShareCostModel::default();
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let buy = model.calculate(OrderSide::Buy, 1_000.0);
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assert!((buy.commission - 5.0).abs() < 1e-9);
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assert_eq!(buy.stamp_tax, 0.0);
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let sell = model.calculate(OrderSide::Sell, 100_000.0);
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assert!((sell.commission - 30.0).abs() < 1e-9);
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assert!((sell.stamp_tax - 100.0).abs() < 1e-9);
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}
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#[test]
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fn china_rule_hooks_block_same_day_sell_under_t_plus_one() {
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let hooks = ChinaEquityRuleHooks;
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let mut position = Position::new("000001.SZ");
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let trade_date = d(2024, 1, 3);
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position.buy(trade_date, 1_000, 10.0);
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let check = hooks.can_sell(
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trade_date,
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&snapshot(10.1, 11.0, 9.0),
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&candidate(),
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&position,
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);
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assert!(!check.allowed);
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assert!(check
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.reason
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.as_deref()
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.unwrap_or_default()
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.contains("t+1"));
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}
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#[test]
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fn china_rule_hooks_block_buy_at_limit_up_and_sell_at_limit_down() {
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let hooks = ChinaEquityRuleHooks;
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let candidate = candidate();
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let mut position = Position::new("000001.SZ");
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position.buy(d(2024, 1, 2), 1_000, 10.0);
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let buy_check = hooks.can_buy(d(2024, 1, 3), &snapshot(11.0, 11.0, 9.0), &candidate);
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assert!(!buy_check.allowed);
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assert!(buy_check
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.reason
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.as_deref()
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.unwrap_or_default()
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.contains("upper limit"));
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let sell_check =
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hooks.can_sell(d(2024, 1, 3), &snapshot(9.0, 11.0, 9.0), &candidate, &position);
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assert!(!sell_check.allowed);
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assert!(sell_check
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.reason
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.as_deref()
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.unwrap_or_default()
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.contains("lower limit"));
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}
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