Align China A-share costs with rqalpha rules

crates/fidc-core/src/cost.rs

@@ -1,5 +1,9 @@
+use chrono::NaiveDate;
+
 use crate::events::OrderSide;
 
+pub const STOCK_PIT_TAX_CHANGE_DATE: (i32, u32, u32) = (2023, 8, 28);
+
 #[derive(Debug, Clone, Copy)]
 pub struct TradingCost {
     pub commission: f64,
@@ -13,13 +17,14 @@ impl TradingCost {
 }
 
 pub trait CostModel {
-    fn calculate(&self, side: OrderSide, gross_amount: f64) -> TradingCost;
+    fn calculate(&self, date: NaiveDate, side: OrderSide, gross_amount: f64) -> TradingCost;
 }
 
 #[derive(Debug, Clone, Copy)]
 pub struct ChinaAShareCostModel {
     pub commission_rate: f64,
-    pub stamp_tax_rate: f64,
+    pub stamp_tax_rate_before_change: f64,
+    pub stamp_tax_rate_after_change: f64,
     pub minimum_commission: f64,
 }
 
@@ -27,14 +32,45 @@ impl Default for ChinaAShareCostModel {
     fn default() -> Self {
         Self {
             commission_rate: 0.0003,
-            stamp_tax_rate: 0.001,
+            stamp_tax_rate_before_change: 0.001,
+            stamp_tax_rate_after_change: 0.0005,
             minimum_commission: 5.0,
         }
     }
 }
 
+impl ChinaAShareCostModel {
+    pub fn commission_for(&self, gross_amount: f64) -> f64 {
+        if gross_amount <= 0.0 {
+            return 0.0;
+        }
+        (gross_amount * self.commission_rate).max(self.minimum_commission)
+    }
+
+    pub fn stamp_tax_rate_for(&self, date: NaiveDate) -> f64 {
+        let change_date = NaiveDate::from_ymd_opt(
+            STOCK_PIT_TAX_CHANGE_DATE.0,
+            STOCK_PIT_TAX_CHANGE_DATE.1,
+            STOCK_PIT_TAX_CHANGE_DATE.2,
+        )
+        .expect("valid pit tax change date");
+        if date < change_date {
+            self.stamp_tax_rate_before_change
+        } else {
+            self.stamp_tax_rate_after_change
+        }
+    }
+
+    pub fn stamp_tax_for(&self, date: NaiveDate, side: OrderSide, gross_amount: f64) -> f64 {
+        if gross_amount <= 0.0 || side == OrderSide::Buy {
+            return 0.0;
+        }
+        gross_amount * self.stamp_tax_rate_for(date)
+    }
+}
+
 impl CostModel for ChinaAShareCostModel {
-    fn calculate(&self, side: OrderSide, gross_amount: f64) -> TradingCost {
+    fn calculate(&self, date: NaiveDate, side: OrderSide, gross_amount: f64) -> TradingCost {
         if gross_amount <= 0.0 {
             return TradingCost {
                 commission: 0.0,
@@ -42,11 +78,8 @@ impl CostModel for ChinaAShareCostModel {
             };
         }
 
-        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,
-        };
+        let commission = self.commission_for(gross_amount);
+        let stamp_tax = self.stamp_tax_for(date, side, gross_amount);
 
         TradingCost {
             commission,