Expose futures account runtime view

crates/fidc-core/tests/engine_hooks.rs

@@ -6,9 +6,10 @@ use chrono::{NaiveDate, NaiveDateTime};
 use fidc_core::{
     BacktestConfig, BacktestEngine, BenchmarkSnapshot, BrokerSimulator, CandidateEligibility,
     ChinaAShareCostModel, ChinaEquityRuleHooks, DailyFactorSnapshot, DailyMarketSnapshot, DataSet,
-    Instrument, IntradayExecutionQuote, OpenOrderView, OrderIntent, OrderSide, OrderStatus,
-    PortfolioState, PriceField, ProcessEventKind, ScheduleRule, ScheduleStage, ScheduleTimeRule,
-    Strategy, StrategyContext, StrategyDecision,
+    FuturesAccountState, FuturesContractSpec, FuturesDirection, Instrument, IntradayExecutionQuote,
+    OpenOrderView, OrderIntent, OrderSide, OrderStatus, PortfolioState, PriceField,
+    ProcessEventKind, ScheduleRule, ScheduleStage, ScheduleTimeRule, Strategy, StrategyContext,
+    StrategyDecision,
 };
 
 fn d(year: i32, month: u32, day: u32) -> NaiveDate {
@@ -1330,6 +1331,7 @@ fn strategy_context_exposes_rqalpha_style_account_runtime_view() {
         decision_index: 0,
         data: &data,
         portfolio: &portfolio,
+        futures_account: None,
         open_orders: &open_orders,
         dynamic_universe: None,
         subscriptions: &subscriptions,
@@ -1358,6 +1360,39 @@ fn strategy_context_exposes_rqalpha_style_account_runtime_view() {
         ctx.accounts().keys().cloned().collect::<Vec<_>>(),
         vec!["STOCK".to_string()]
     );
+
+    let spec = FuturesContractSpec::new(300.0, 0.12, 0.14);
+    let mut futures_account = FuturesAccountState::new(500_000.0);
+    futures_account.open("IF2501", FuturesDirection::Long, spec, 2, 4000.0, 12.0);
+    futures_account.mark_price("IF2501", FuturesDirection::Long, 4010.0);
+    let future_ctx = StrategyContext {
+        execution_date: date,
+        decision_date: date,
+        decision_index: 0,
+        data: &data,
+        portfolio: &portfolio,
+        futures_account: Some(&futures_account),
+        open_orders: &open_orders,
+        dynamic_universe: None,
+        subscriptions: &subscriptions,
+        process_events: &[],
+        active_process_event: None,
+        active_datetime: None,
+        order_events: &[],
+        fills: &[],
+    };
+
+    let future_account = future_ctx.future_account().expect("future account");
+    assert_eq!(future_account.account_type, "FUTURE");
+    assert!((future_account.starting_cash - 500_000.0).abs() < 1e-6);
+    assert!((future_account.cash - 211_268.0).abs() < 1e-6);
+    assert!((future_account.market_value - 2_406_000.0).abs() < 1e-6);
+    assert!((future_account.total_value - 505_988.0).abs() < 1e-6);
+    assert!((future_ctx.account_by_type("future").unwrap().cash - 211_268.0).abs() < 1e-6);
+    assert_eq!(
+        future_ctx.accounts().keys().cloned().collect::<Vec<_>>(),
+        vec!["FUTURE".to_string(), "STOCK".to_string()]
+    );
 }
 
 #[test]

crates/fidc-core/tests/strategy_selection.rs

@@ -27,6 +27,7 @@ fn strategy_emits_target_weights_and_diagnostics() {
             decision_index: 0,
             data: &data,
             portfolio: &portfolio,
+            futures_account: None,
             open_orders: &[],
             dynamic_universe: None,
             subscriptions: &subscriptions,
@@ -73,6 +74,7 @@ fn jq_strategy_emits_same_day_decision() {
             decision_index: 0,
             data: &data,
             portfolio: &portfolio,
+            futures_account: None,
             open_orders: &[],
             dynamic_universe: None,
             subscriptions: &subscriptions,