Expose account runtime metrics

crates/fidc-core/tests/engine_hooks.rs

@@ -6,8 +6,9 @@ use chrono::{NaiveDate, NaiveDateTime};
 use fidc_core::{
     BacktestConfig, BacktestEngine, BenchmarkSnapshot, BrokerSimulator, CandidateEligibility,
     ChinaAShareCostModel, ChinaEquityRuleHooks, DailyFactorSnapshot, DailyMarketSnapshot, DataSet,
-    Instrument, IntradayExecutionQuote, OrderIntent, PriceField, ProcessEventKind, ScheduleRule,
-    ScheduleStage, ScheduleTimeRule, Strategy, StrategyContext, StrategyDecision,
+    Instrument, IntradayExecutionQuote, OpenOrderView, OrderIntent, OrderSide, OrderStatus,
+    PortfolioState, PriceField, ProcessEventKind, ScheduleRule, ScheduleStage, ScheduleTimeRule,
+    Strategy, StrategyContext, StrategyDecision,
 };
 
 fn d(year: i32, month: u32, day: u32) -> NaiveDate {
@@ -1226,6 +1227,79 @@ fn strategy_context_exposes_final_order_runtime_view() {
     );
 }
 
+#[test]
+fn strategy_context_exposes_rqalpha_style_account_runtime_view() {
+    let prev_date = d(2025, 1, 2);
+    let date = d(2025, 1, 3);
+    let data = DataSet::from_components(
+        Vec::new(),
+        Vec::new(),
+        Vec::new(),
+        Vec::new(),
+        vec![BenchmarkSnapshot {
+            date,
+            benchmark: "000300.SH".to_string(),
+            open: 100.0,
+            close: 100.0,
+            prev_close: 99.0,
+            volume: 1_000_000,
+        }],
+    )
+    .expect("dataset");
+    let mut portfolio = PortfolioState::new(10_000.0);
+    portfolio
+        .position_mut("000001.SZ")
+        .buy(prev_date, 100, 10.0);
+    portfolio.begin_trading_day();
+    portfolio.position_mut("000001.SZ").buy(date, 50, 11.0);
+    portfolio
+        .position_mut("000001.SZ")
+        .sell(40, 12.0)
+        .expect("sell");
+    portfolio.position_mut("000001.SZ").record_trade_cost(3.0);
+    let open_orders = vec![OpenOrderView {
+        order_id: 7,
+        symbol: "000002.SZ".to_string(),
+        side: OrderSide::Buy,
+        requested_quantity: 100,
+        filled_quantity: 0,
+        remaining_quantity: 50,
+        unfilled_quantity: 50,
+        status: OrderStatus::Pending,
+        avg_price: 0.0,
+        transaction_cost: 0.0,
+        limit_price: 12.0,
+        reason: "pending_buy".to_string(),
+    }];
+    let subscriptions = BTreeSet::new();
+    let ctx = StrategyContext {
+        execution_date: date,
+        decision_date: date,
+        decision_index: 0,
+        data: &data,
+        portfolio: &portfolio,
+        open_orders: &open_orders,
+        dynamic_universe: None,
+        subscriptions: &subscriptions,
+        process_events: &[],
+        active_process_event: None,
+        active_datetime: None,
+        order_events: &[],
+        fills: &[],
+    };
+
+    let account = ctx.account();
+
+    assert!((account.starting_cash - 10_000.0).abs() < 1e-6);
+    assert!((account.frozen_cash - 600.0).abs() < 1e-6);
+    assert!((account.available_cash - 9_400.0).abs() < 1e-6);
+    assert!((account.transaction_cost - 3.0).abs() < 1e-6);
+    assert!((account.daily_pnl - 247.0).abs() < 1e-6);
+    assert!((account.daily_returns - portfolio.daily_returns()).abs() < 1e-6);
+    assert!((account.total_returns - portfolio.total_returns()).abs() < 1e-6);
+    assert!((ctx.available_cash() - account.available_cash).abs() < 1e-6);
+}
+
 #[test]
 fn engine_rejects_pending_limit_orders_at_market_close() {
     let date1 = d(2025, 1, 2);