Add remaining RQAlpha extension helpers

crates/fidc-core/tests/engine_hooks.rs

@@ -4,12 +4,13 @@ use std::rc::Rc;
 
 use chrono::{NaiveDate, NaiveDateTime};
 use fidc_core::{
-    BacktestConfig, BacktestEngine, BenchmarkSnapshot, BrokerSimulator, CandidateEligibility,
-    ChinaAShareCostModel, ChinaEquityRuleHooks, DailyFactorSnapshot, DailyMarketSnapshot, DataSet,
-    FuturesAccountState, FuturesCommissionType, FuturesContractSpec, FuturesDirection,
-    FuturesOrderIntent, FuturesTradingParameter, Instrument, IntradayExecutionQuote, OpenOrderView,
-    OrderIntent, OrderSide, OrderStatus, PortfolioState, PriceField, ProcessEventKind,
-    ScheduleRule, ScheduleStage, ScheduleTimeRule, Strategy, StrategyContext, StrategyDecision,
+    BacktestConfig, BacktestEngine, BacktestProcessMod, BenchmarkSnapshot, BrokerSimulator,
+    CandidateEligibility, ChinaAShareCostModel, ChinaEquityRuleHooks, DailyFactorSnapshot,
+    DailyMarketSnapshot, DataSet, FuturesAccountState, FuturesCommissionType, FuturesContractSpec,
+    FuturesDirection, FuturesOrderIntent, FuturesTradingParameter, Instrument,
+    IntradayExecutionQuote, OpenOrderView, OrderIntent, OrderSide, OrderStatus, PortfolioState,
+    PriceField, ProcessEvent, ProcessEventBus, ProcessEventKind, ScheduleRule, ScheduleStage,
+    ScheduleTimeRule, Strategy, StrategyContext, StrategyDecision,
 };
 
 fn d(year: i32, month: u32, day: u32) -> NaiveDate {
@@ -1335,11 +1336,16 @@ fn engine_aggregates_futures_account_into_nav_and_metrics() {
     assert!((result.equity_curve[0].total_equity - 599_988.0).abs() < 1e-6);
     assert!((result.metrics.total_assets - 599_988.0).abs() < 1e-6);
     assert_eq!(result.analyzer_report().trades.len(), result.fills.len());
+    assert_eq!(result.analyzer_report().monthly_returns.len(), 1);
+    assert_eq!(
+        result.analyzer_report().risk_summary.total_return,
+        result.metrics.total_return
+    );
     assert!(
         result
             .analyzer_report_json()
             .expect("report json")
-            .contains("\"trades\"")
+            .contains("\"monthly_returns\"")
     );
 }
 
@@ -2813,6 +2819,61 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
     );
 }
 
+struct AnyEventCountingMod {
+    sink: Rc<RefCell<Vec<String>>>,
+}
+
+impl BacktestProcessMod for AnyEventCountingMod {
+    fn name(&self) -> &str {
+        "any-event-counter"
+    }
+
+    fn install(&mut self, bus: &mut ProcessEventBus) {
+        let sink = self.sink.clone();
+        bus.add_any_listener(move |event: &ProcessEvent| {
+            sink.borrow_mut()
+                .push(format!("{:?}:{}", event.kind, event.detail));
+        });
+    }
+}
+
+#[test]
+fn engine_installs_process_mods_on_event_bus() {
+    let date = d(2025, 1, 2);
+    let data = single_day_anchor_data(date);
+    let broker = BrokerSimulator::new_with_execution_price(
+        ChinaAShareCostModel::default(),
+        ChinaEquityRuleHooks::default(),
+        PriceField::DayOpen,
+    );
+    let mut engine = BacktestEngine::new(
+        data,
+        HookProbeStrategy {
+            log: Rc::new(RefCell::new(Vec::new())),
+        },
+        broker,
+        BacktestConfig {
+            initial_cash: 100_000.0,
+            benchmark_code: "000300.SH".to_string(),
+            start_date: Some(date),
+            end_date: Some(date),
+            decision_lag_trading_days: 0,
+            execution_price_field: PriceField::DayOpen,
+        },
+    );
+    let sink = Rc::new(RefCell::new(Vec::new()));
+    let mut module = AnyEventCountingMod { sink: sink.clone() };
+
+    engine.install_process_mod(&mut module);
+    engine.run().expect("backtest run");
+
+    assert!(
+        sink.borrow()
+            .iter()
+            .any(|item| { item.starts_with("PreBeforeTrading:before_trading:pre") })
+    );
+}
+
 #[test]
 fn engine_applies_dynamic_universe_and_subscription_directives() {
     let dates = [d(2025, 1, 2), d(2025, 1, 3), d(2025, 1, 6)];