Automate local JoinQuant smoke prep

tests/test_joinquant_plugin.py

@@ -25,6 +25,7 @@ from plugins.joinquant.schema import (
     JOINQUANT_TARGET_COLUMNS,
     RECONCILE_COLUMNS,
 )
+from plugins.joinquant.smoke import build_fixed_share_positions
 from plugins.joinquant.symbols import from_joinquant_symbol, to_joinquant_symbol
 from plugins.joinquant.wrapper_strategy import write_wrapper_strategy
 
@@ -505,3 +506,27 @@ def test_wrapper_strategy_generation_smoke(tmp_path):
     assert 'PORTFOLIO_NAME = "run2"' in text
     assert 'TARGET_MODE = "target_value"' in text
     assert "order_target_value" in text
+
+
+def test_build_fixed_share_positions_excludes_final_executionless_date():
+    data = pd.DataFrame({
+        "symbol_id": ["sh600000", "sh600000", "sh600000"],
+        "date": pd.to_datetime(["2024-01-09", "2024-01-10", "2024-01-11"]),
+        "close": [10.0, 10.5, 11.0],
+    })
+
+    positions = build_fixed_share_positions(
+        data,
+        trade_symbol="sh600000",
+        portfolio_name="run1",
+        shares=1000,
+        booksize=1_000_000.0,
+    )
+
+    assert list(positions.columns) == POSITION_COLUMNS
+    assert positions["date"].dt.strftime("%Y-%m-%d").tolist() == [
+        "2024-01-09",
+        "2024-01-10",
+    ]
+    assert positions["position_shares"].tolist() == [1000, 1000]
+    assert positions["target_value"].tolist() == [10_000.0, 10_500.0]