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Format related strategy and test files

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This commit is contained in:
boris
2026-04-22 23:36:56 -07:00
parent ea2871a0f2
commit c4967c3711
4 changed files with 35 additions and 45 deletions
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38
crates/fidc-core/tests/delisting.rs
View File

@@ -252,10 +252,12 @@ fn engine_settles_delisted_position_before_missing_market_snapshot_breaks_run()
.any(|fill| fill.reason.contains("delisted_cash_settlement")
&& fill.symbol == "000001.SZ")
);
assert!(result
.holdings_summary
.iter()
.all(|holding| holding.symbol != "000001.SZ"));
assert!(
result
.holdings_summary
.iter()
.all(|holding| holding.symbol != "000001.SZ")
);
}
#[test]
@@ -477,9 +479,11 @@ fn engine_applies_successor_conversion_before_delisted_cash_settlement() {
);
let result = engine.run().expect("backtest succeeds");
assert!(result.equity_curve.iter().any(|point| point
.notes
.contains("successor_conversion 000001.SZ->000002.SZ")));
assert!(result.equity_curve.iter().any(|point| {
point
.notes
.contains("successor_conversion 000001.SZ->000002.SZ")
}));
assert!(result.fills.iter().all(
|fill| !fill.reason.contains("delisted_cash_settlement") || fill.symbol != "000001.SZ"
));
@@ -489,12 +493,16 @@ fn engine_applies_successor_conversion_before_delisted_cash_settlement() {
.find(|holding| holding.symbol == "000002.SZ")
.expect("successor holding exists");
assert_eq!(successor_holding.quantity, 500);
assert!(result
.holdings_summary
.iter()
.all(|holding| holding.symbol != "000001.SZ"));
assert!(result.account_events.iter().any(|event| event
.note
.contains("successor_conversion 000001.SZ->000002.SZ")
&& event.note.contains("cash=1000.00")));
assert!(
result
.holdings_summary
.iter()
.all(|holding| holding.symbol != "000001.SZ")
);
assert!(result.account_events.iter().any(|event| {
event
.note
.contains("successor_conversion 000001.SZ->000002.SZ")
&& event.note.contains("cash=1000.00")
}));
}

10
crates/fidc-core/tests/engine_hooks.rs
View File

@@ -22,17 +22,17 @@ impl Strategy for HookProbeStrategy {
"hook-probe"
}
fn before_trading(&mut self, ctx: &StrategyContext<'_>) -> Result<(), fidc_core::BacktestError> {
fn before_trading(
&mut self,
ctx: &StrategyContext<'_>,
) -> Result<(), fidc_core::BacktestError> {
self.log
.borrow_mut()
.push(format!("before:{}", ctx.execution_date));
Ok(())
}
fn open_auction(
&mut self,
ctx: &StrategyContext<'_>,
) -> Result<(), fidc_core::BacktestError> {
fn open_auction(&mut self, ctx: &StrategyContext<'_>) -> Result<(), fidc_core::BacktestError> {
self.log
.borrow_mut()
.push(format!("auction:{}", ctx.execution_date));