feat: daily position mark-to-market - #18
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🟡 Changes recommended
run_daily_position_mark() 目前存在输入校验与返回结构一致性问题（无数据/日期区间边界与 margin_rate 判定），需要先修正以避免调用方在边界条件下出现不一致或隐式错误。
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Pull request overview
新增 run_daily_position_mark()，用于基于真实主力合约链输出单笔持仓的逐日盯市 P&L 与保证金占用估算，并补充相应单元测试与文档记录，完善保证金/换月研究工具链。
Changes:
- 在
margin.py新增run_daily_position_mark()，逐日输出 realized/unrealized/cumulative P&L 与保证金估算，并在换月时按旧合约结算、按新合约重开仓。 - 新增单测覆盖换月场景下的 P&L 计算与保证金字段输出。
- 更新
CHANGELOG与ROADMAP记录新增能力与测试数量。
File summaries
| File | Description |
|---|---|
| tests/test_margin.py | 增加逐日盯市换月场景的单元测试用例 |
| src/goratio/margin.py | 新增 run_daily_position_mark() 逐日盯市与保证金估算逻辑 |
| CHANGELOG.md | 记录新增 run_daily_position_mark() 能力 |
| .planning/ROADMAP.md | 更新路线图条目与当前测试数量 |
Review details
- Files reviewed: 4/4 changed files
- Comments generated: 2
- Review effort level: Lite
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| calendar = report["series"][instrument]["calendar"] | ||
| daily = [ | ||
| point | ||
| for point in calendar | ||
| if entry_date <= date.fromisoformat(point["date"]) <= exit_date | ||
| ] | ||
| if not daily: | ||
| return {"rows": [], "final_pnl": None} |
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| multiplier = 100 if instrument == "gold" else 1000 | ||
| rate = margin_rate or DEFAULT_MARGIN_RATES.get( | ||
| "GC" if instrument == "gold" else "CL", 0.1 | ||
| ) |
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新增 run_daily_position_mark，输出逐日盯市 P&L 与保证金占用。