Close RQAlpha P0-P2 parity gaps

crates/fidc-core/src/strategy.rs

@@ -7,7 +7,10 @@ use std::sync::OnceLock;
 use chrono::{Datelike, Duration, NaiveDate, NaiveDateTime, NaiveTime};
 
 use crate::cost::ChinaAShareCostModel;
-use crate::data::{DailyMarketSnapshot, DataSet, IntradayExecutionQuote, PriceBar, PriceField};
+use crate::data::{
+    DailyMarketSnapshot, DataSet, DividendRecord, FactorValue, IntradayExecutionQuote, PriceBar,
+    PriceField, SecuritiesMarginRecord, SplitRecord, YieldCurvePoint,
+};
 use crate::engine::BacktestError;
 use crate::events::{FillEvent, OrderEvent, OrderSide, OrderStatus, ProcessEvent};
 use crate::futures::{FuturesAccountState, FuturesOrderIntent};
@@ -601,6 +604,72 @@ impl StrategyContext<'_> {
         self.data.get_price(symbol, start, end, frequency)
     }
 
+    pub fn get_dividend(&self, symbol: &str, start: NaiveDate) -> Vec<DividendRecord> {
+        let end = self
+            .data
+            .previous_trading_date(self.execution_date, 1)
+            .unwrap_or(self.execution_date);
+        self.data.get_dividend(symbol, start, end)
+    }
+
+    pub fn get_split(&self, symbol: &str, start: NaiveDate) -> Vec<SplitRecord> {
+        let end = self
+            .data
+            .previous_trading_date(self.execution_date, 1)
+            .unwrap_or(self.execution_date);
+        self.data.get_split(symbol, start, end)
+    }
+
+    pub fn get_factor(
+        &self,
+        symbol: &str,
+        start: NaiveDate,
+        end: NaiveDate,
+        field: &str,
+    ) -> Vec<FactorValue> {
+        self.data.get_factor(symbol, start, end, field)
+    }
+
+    pub fn get_yield_curve(
+        &self,
+        start: NaiveDate,
+        end: NaiveDate,
+        tenor: Option<&str>,
+    ) -> Vec<YieldCurvePoint> {
+        self.data.get_yield_curve(start, end, tenor)
+    }
+
+    pub fn get_margin_stocks(&self, margin_type: &str) -> Vec<String> {
+        self.data
+            .get_margin_stocks(self.execution_date, margin_type)
+    }
+
+    pub fn get_securities_margin(
+        &self,
+        symbol: &str,
+        start: NaiveDate,
+        end: NaiveDate,
+        field: &str,
+    ) -> Vec<SecuritiesMarginRecord> {
+        self.data.get_securities_margin(symbol, start, end, field)
+    }
+
+    pub fn get_dominant_future(&self, underlying_symbol: &str) -> Option<String> {
+        self.data
+            .get_dominant_future(underlying_symbol, self.execution_date)
+    }
+
+    pub fn get_dominant_future_price(
+        &self,
+        underlying_symbol: &str,
+        start: NaiveDate,
+        end: NaiveDate,
+        frequency: &str,
+    ) -> Vec<PriceBar> {
+        self.data
+            .get_dominant_future_price(underlying_symbol, start, end, frequency)
+    }
+
     pub fn has_subscriptions(&self) -> bool {
         !self.subscriptions.is_empty()
     }