增强回测引擎第二版策略与快照层

crates/fidc-core/tests/strategy_selection.rs

@@ -0,0 +1,34 @@
+use chrono::NaiveDate;
+use fidc_core::{CnSmallCapRotationConfig, CnSmallCapRotationStrategy, DataSet, Strategy, StrategyContext, PortfolioState};
+use std::path::PathBuf;
+
+#[test]
+fn strategy_emits_target_weights_and_diagnostics() {
+    let data_dir = PathBuf::from(env!("CARGO_MANIFEST_DIR")).join("../../data/demo");
+    let data = DataSet::from_csv_dir(&data_dir).expect("demo data");
+    let decision_date = NaiveDate::from_ymd_opt(2024, 1, 10).unwrap();
+    let execution_date = NaiveDate::from_ymd_opt(2024, 1, 11).unwrap();
+    let portfolio = PortfolioState::new(1_000_000.0);
+    let mut cfg = CnSmallCapRotationConfig::demo();
+    cfg.base_index_level = 3000.0;
+    cfg.base_cap_floor = 38.0;
+    cfg.cap_span = 25.0;
+    let mut strategy = CnSmallCapRotationStrategy::new(cfg);
+
+    let decision = strategy
+        .on_day(&StrategyContext {
+            execution_date,
+            decision_date,
+            decision_index: 0,
+            data: &data,
+            portfolio: &portfolio,
+        })
+        .expect("decision");
+
+    assert!(decision.rebalance);
+    assert!(!decision.target_weights.is_empty());
+    assert!(decision
+        .diagnostics
+        .iter()
+        .any(|line| line.contains("selected=")));
+}