Emit rebalance clipping diagnostics

This commit is contained in:
boris
2026-04-23 00:10:49 -07:00
parent df1054ab8a
commit ec7085d10a
3 changed files with 55 additions and 7 deletions

View File

@@ -754,6 +754,15 @@ fn rebalance_optimizer_prioritizes_higher_target_weight_when_cash_is_tight() {
.iter()
.any(|event| event.symbol == "000002.SZ" && event.side == fidc_core::OrderSide::Buy)
);
assert!(
report
.diagnostics
.iter()
.any(|line| line.contains("rebalance_safety_scaled")
|| line.contains("rebalance_buy_reduced")),
"expected rebalance diagnostics when cash is tight, got {:?}",
report.diagnostics
);
}
#[test]