boris
94 lines
2.3 KiB
Rust
94 lines
2.3 KiB
Rust
use chrono::NaiveDate;
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use crate::data::{CandidateEligibility, DailyMarketSnapshot, PriceField};
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use crate::portfolio::Position;
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use crate::risk_control::ChinaAShareRiskControl;
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#[derive(Debug, Clone)]
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pub struct RuleCheck {
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pub allowed: bool,
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pub reason: Option<String>,
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}
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impl RuleCheck {
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pub fn allow() -> Self {
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Self {
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allowed: true,
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reason: None,
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}
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}
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pub fn reject(reason: impl Into<String>) -> Self {
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Self {
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allowed: false,
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reason: Some(reason.into()),
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}
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}
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}
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pub trait EquityRuleHooks {
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fn can_buy(
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&self,
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execution_date: NaiveDate,
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snapshot: &DailyMarketSnapshot,
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candidate: &CandidateEligibility,
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price_field: PriceField,
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) -> RuleCheck;
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fn can_sell(
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&self,
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execution_date: NaiveDate,
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snapshot: &DailyMarketSnapshot,
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candidate: &CandidateEligibility,
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position: &Position,
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price_field: PriceField,
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) -> RuleCheck;
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}
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#[derive(Debug, Clone, Default)]
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pub struct ChinaEquityRuleHooks;
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impl EquityRuleHooks for ChinaEquityRuleHooks {
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fn can_buy(
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&self,
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_execution_date: NaiveDate,
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snapshot: &DailyMarketSnapshot,
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candidate: &CandidateEligibility,
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price_field: PriceField,
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) -> RuleCheck {
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if let Some(reason) = ChinaAShareRiskControl::buy_rejection_reason(
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_execution_date,
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candidate,
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snapshot,
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None,
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ChinaAShareRiskControl::buy_check_price(snapshot, price_field),
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) {
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return RuleCheck::reject(reason);
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}
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RuleCheck::allow()
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}
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fn can_sell(
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&self,
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execution_date: NaiveDate,
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snapshot: &DailyMarketSnapshot,
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candidate: &CandidateEligibility,
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position: &Position,
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price_field: PriceField,
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) -> RuleCheck {
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if let Some(reason) = ChinaAShareRiskControl::sell_rejection_reason(
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execution_date,
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candidate,
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snapshot,
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None,
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Some(position),
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ChinaAShareRiskControl::sell_check_price(snapshot, price_field),
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) {
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return RuleCheck::reject(reason);
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}
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RuleCheck::allow()
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}
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}
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