用实际执行日历确定全现金账户起点

2026-10-03 21:11:57 +08:00
parent b3491da6ef
commit 591a71bf43
1 changed files with 3 additions and 1 deletions
@@ -3129,7 +3129,6 @@ where
    {
        self.validate_decision_projection_calendar()?;
        let mut portfolio = PortfolioState::new(self.config.initial_cash);
-        portfolio.record_empty_simulation_origin(self.config.start_date).map_err(BacktestError::Execution)?;
        let mut manual_cursor = self.manual_execution_source.as_ref().map(|source|
            crate::manual_execution::ManualReplayCursor::from_shared(source.clone())).transpose().map_err(BacktestError::Execution)?;
        let manual_has_fills = manual_cursor.as_ref().is_some_and(|cursor| cursor.next_observation_at().is_some());
@@ -3149,6 +3148,9 @@ where
            .iter()
            .map(|(execution_date, _)| *execution_date)
            .collect::<Vec<_>>();
+        if let Some(first) = execution_dates.first() {
+            portfolio.record_empty_simulation_origin(*first).map_err(BacktestError::Execution)?;
+        }
        self.manual_corporate_replay = if manual_has_fills
            && execution_dates
                .iter()