初始化回测核心引擎骨架

crates/fidc-core/src/cost.rs

@@ -0,0 +1,56 @@
+use crate::events::OrderSide;
+
+#[derive(Debug, Clone, Copy)]
+pub struct TradingCost {
+    pub commission: f64,
+    pub stamp_tax: f64,
+}
+
+impl TradingCost {
+    pub fn total(self) -> f64 {
+        self.commission + self.stamp_tax
+    }
+}
+
+pub trait CostModel {
+    fn calculate(&self, side: OrderSide, gross_amount: f64) -> TradingCost;
+}
+
+#[derive(Debug, Clone, Copy)]
+pub struct ChinaAShareCostModel {
+    pub commission_rate: f64,
+    pub stamp_tax_rate: f64,
+    pub minimum_commission: f64,
+}
+
+impl Default for ChinaAShareCostModel {
+    fn default() -> Self {
+        Self {
+            commission_rate: 0.0003,
+            stamp_tax_rate: 0.001,
+            minimum_commission: 5.0,
+        }
+    }
+}
+
+impl CostModel for ChinaAShareCostModel {
+    fn calculate(&self, side: OrderSide, gross_amount: f64) -> TradingCost {
+        if gross_amount <= 0.0 {
+            return TradingCost {
+                commission: 0.0,
+                stamp_tax: 0.0,
+            };
+        }
+
+        let commission = (gross_amount * self.commission_rate).max(self.minimum_commission);
+        let stamp_tax = match side {
+            OrderSide::Buy => 0.0,
+            OrderSide::Sell => gross_amount * self.stamp_tax_rate,
+        };
+
+        TradingCost {
+            commission,
+            stamp_tax,
+        }
+    }
+}