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Expose richer calendar fields to platform expressions

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boris
2026-04-21 23:35:37 -07:00
parent 14c6ba114c
commit d739e141fd
1 changed files with 17 additions and 0 deletions
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17
crates/fidc-core/src/platform_expr_strategy.rs
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@@ -126,8 +126,13 @@ struct DayExpressionState {
refresh_rate: i64, refresh_rate: i64,
year: i64, year: i64,
month: i64, month: i64,
quarter: i64,
day_of_month: i64, day_of_month: i64,
day_of_year: i64,
week_of_year: i64,
weekday: i64, weekday: i64,
is_month_start: bool,
is_month_end: bool,
} }
#[derive(Debug, Clone)] #[derive(Debug, Clone)]
@@ -574,6 +579,8 @@ impl PlatformExprStrategy {
let market_value = ctx.portfolio.positions().values().map(|position| position.market_value()).sum::<f64>(); let market_value = ctx.portfolio.positions().values().map(|position| position.market_value()).sum::<f64>();
let total_equity = cash + market_value; let total_equity = cash + market_value;
let current_exposure = if total_equity > 0.0 { market_value / total_equity } else { 0.0 }; let current_exposure = if total_equity > 0.0 { market_value / total_equity } else { 0.0 };
let next_day = date + Duration::days(1);
let is_month_end = next_day.month() != date.month();
Ok(DayExpressionState { Ok(DayExpressionState {
signal_close, signal_close,
@@ -595,8 +602,13 @@ impl PlatformExprStrategy {
refresh_rate: self.config.refresh_rate as i64, refresh_rate: self.config.refresh_rate as i64,
year: date.year() as i64, year: date.year() as i64,
month: date.month() as i64, month: date.month() as i64,
quarter: ((date.month0() / 3) + 1) as i64,
day_of_month: date.day() as i64, day_of_month: date.day() as i64,
day_of_year: date.ordinal() as i64,
week_of_year: date.iso_week().week() as i64,
weekday: date.weekday().number_from_monday() as i64, weekday: date.weekday().number_from_monday() as i64,
is_month_start: date.day() == 1,
is_month_end,
}) })
} }
@@ -694,8 +706,13 @@ impl PlatformExprStrategy {
scope.push("refresh_rate", day.refresh_rate); scope.push("refresh_rate", day.refresh_rate);
scope.push("year", day.year); scope.push("year", day.year);
scope.push("month", day.month); scope.push("month", day.month);
scope.push("quarter", day.quarter);
scope.push("day_of_month", day.day_of_month); scope.push("day_of_month", day.day_of_month);
scope.push("day_of_year", day.day_of_year);
scope.push("week_of_year", day.week_of_year);
scope.push("weekday", day.weekday); scope.push("weekday", day.weekday);
scope.push("is_month_start", day.is_month_start);
scope.push("is_month_end", day.is_month_end);
if let Some(stock) = stock { if let Some(stock) = stock {
scope.push("symbol", stock.symbol.clone()); scope.push("symbol", stock.symbol.clone());
scope.push("market_cap", stock.market_cap); scope.push("market_cap", stock.market_cap);