Add process event stream for backtests

crates/fidc-core/tests/engine_hooks.rs

@@ -6,8 +6,8 @@ use chrono::NaiveDate;
 use fidc_core::{
     BacktestConfig, BacktestEngine, BenchmarkSnapshot, BrokerSimulator, CandidateEligibility,
     ChinaAShareCostModel, ChinaEquityRuleHooks, DailyFactorSnapshot, DailyMarketSnapshot, DataSet,
-    Instrument, PriceField, ScheduleRule, ScheduleStage, Strategy, StrategyContext,
-    StrategyDecision,
+    Instrument, PriceField, ProcessEventKind, ScheduleRule, ScheduleStage, Strategy,
+    StrategyContext, StrategyDecision,
 };
 
 fn d(year: i32, month: u32, day: u32) -> NaiveDate {
@@ -302,7 +302,7 @@ fn engine_runs_strategy_hooks_in_daily_order() {
         },
     );
 
-    engine.run().expect("backtest succeeds");
+    let result = engine.run().expect("backtest succeeds");
 
     assert_eq!(
         log.borrow().as_slice(),
@@ -319,6 +319,30 @@ fn engine_runs_strategy_hooks_in_daily_order() {
             "settlement:2025-01-03",
         ]
     );
+    assert_eq!(result.process_events.len(), 30);
+    assert_eq!(
+        result.process_events[..15]
+            .iter()
+            .map(|event| &event.kind)
+            .collect::<Vec<_>>(),
+        vec![
+            &ProcessEventKind::PreBeforeTrading,
+            &ProcessEventKind::BeforeTrading,
+            &ProcessEventKind::PostBeforeTrading,
+            &ProcessEventKind::PreOpenAuction,
+            &ProcessEventKind::OpenAuction,
+            &ProcessEventKind::PostOpenAuction,
+            &ProcessEventKind::PreOnDay,
+            &ProcessEventKind::OnDay,
+            &ProcessEventKind::PostOnDay,
+            &ProcessEventKind::PreAfterTrading,
+            &ProcessEventKind::AfterTrading,
+            &ProcessEventKind::PostAfterTrading,
+            &ProcessEventKind::PreSettlement,
+            &ProcessEventKind::Settlement,
+            &ProcessEventKind::PostSettlement,
+        ]
+    );
 }
 
 #[test]

crates/fidc-core/tests/explicit_order_flow.rs

@@ -2,8 +2,8 @@ use chrono::NaiveDate;
 use fidc_core::{
     BenchmarkSnapshot, BrokerSimulator, CandidateEligibility, ChinaAShareCostModel,
     ChinaEquityRuleHooks, DailyFactorSnapshot, DailyMarketSnapshot, DataSet, Instrument,
-    IntradayExecutionQuote, OrderIntent, PortfolioState, PriceField, SlippageModel,
-    StrategyDecision,
+    IntradayExecutionQuote, OrderIntent, PortfolioState, PriceField, ProcessEventKind,
+    SlippageModel, StrategyDecision,
 };
 use std::collections::{BTreeMap, BTreeSet};
 
@@ -416,6 +416,11 @@ fn broker_cancels_buy_when_open_hits_upper_limit() {
             .reason
             .contains("open at or above upper limit")
     );
+    assert!(report.process_events.iter().any(|event| {
+        event.kind == ProcessEventKind::OrderUnsolicitedUpdate
+            && event.symbol.as_deref() == Some("000002.SZ")
+            && event.side == Some(fidc_core::OrderSide::Buy)
+    }));
 }
 
 #[test]
@@ -989,6 +994,22 @@ fn broker_splits_intraday_quote_fills_and_tracks_commission_by_order() {
             .iter()
             .any(|item| item.contains("order_split_fill symbol=000002.SZ side=buy"))
     );
+    assert_eq!(
+        report
+            .process_events
+            .iter()
+            .filter(|event| event.kind == ProcessEventKind::Trade)
+            .count(),
+        2
+    );
+    assert!(report.process_events.iter().any(|event| {
+        event.kind == ProcessEventKind::OrderPendingNew
+            && event.symbol.as_deref() == Some("000002.SZ")
+    }));
+    assert!(report.process_events.iter().any(|event| {
+        event.kind == ProcessEventKind::OrderCreationPass
+            && event.symbol.as_deref() == Some("000002.SZ")
+    }));
 }
 
 #[test]