Add open auction matching mode

2026-04-23 00:00:26 -07:00
parent 1b4ce9826a
commit fa4126a662
5 changed files with 111 additions and 2 deletions
--- a/crates/fidc-core/src/portfolio.rs
+++ b/crates/fidc-core/src/portfolio.rs
@@ -264,6 +264,7 @@ impl PortfolioState {
            let price = data.price(date, &position.symbol, field).ok_or_else(|| {
                DataSetError::MissingSnapshot {
                    kind: match field {
+                        PriceField::DayOpen => "day open price",
                        PriceField::Open => "open price",
                        PriceField::Close => "close price",
                        PriceField::Last => "last price",