由执行风控处理无行情买单

crates/fidc-core/src/platform_expr_strategy.rs

@@ -13321,18 +13321,6 @@ impl Strategy for PlatformExprStrategy {
                 {
                     continue;
                 }
-                if self.uses_intraday_execution_quotes() {
-                    let execution_time = self.intraday_execution_start_time();
-                    if self
-                        .scheduled_quote_at_time(ctx, projection_date, symbol, Some(execution_time))
-                        .is_none()
-                    {
-                        selection_notes.push(format!(
-                            "daily_target_skipped symbol={symbol} reason=execution_quote_unavailable no_order=true"
-                        ));
-                        continue;
-                    }
-                }
                 let target_value = target_value_for_scale(
                     strategy_visible_total_value,
                     trading_ratio,
@@ -24371,6 +24359,46 @@ mod tests {
         assert_eq!(selected.len(), 1);
         assert_eq!(selected[0].symbol, symbol);
 
+        let mut target_cfg = PlatformExprStrategyConfig::microcap_rotation();
+        target_cfg.universe_exclude.clear();
+        target_cfg.signal_symbol = symbol.to_string();
+        target_cfg.max_positions = 1;
+        target_cfg.selection_limit_expr = "1".to_string();
+        target_cfg.market_cap_lower_expr = "0".to_string();
+        target_cfg.market_cap_upper_expr = "100".to_string();
+        target_cfg.stock_filter_expr = "close > 0".to_string();
+        target_cfg.exposure_expr = "1.0".to_string();
+        target_cfg.stop_loss_expr.clear();
+        target_cfg.take_profit_expr.clear();
+        target_cfg.daily_top_up_enabled = true;
+        target_cfg.daily_position_target_adjust_enabled = true;
+        target_cfg.target_portfolio_daily_enabled = true;
+        target_cfg.hold_until_exit_enabled = true;
+        target_cfg.retry_empty_rebalance = false;
+        target_cfg.matching_type = MatchingType::CurrentBarClose;
+        target_cfg.intraday_execution_time =
+            Some(NaiveTime::from_hms_opt(10, 18, 0).expect("valid execution time"));
+        let mut target_strategy = PlatformExprStrategy::new(target_cfg);
+        target_strategy.last_rebalance_date = Some(date);
+
+        let target_decision = target_strategy.on_day(&ctx).expect("daily target decision");
+        assert!(target_decision.order_intents.iter().any(|intent| matches!(
+            intent,
+            OrderIntent::TargetValue {
+                symbol: intent_symbol,
+                target_value,
+                reason,
+            } if intent_symbol == symbol
+                && *target_value > 0.0
+                && reason == "model_target_portfolio_daily"
+        )));
+        assert!(
+            !target_decision
+                .diagnostics
+                .iter()
+                .any(|note| note.contains("execution_quote_unavailable"))
+        );
+
         let mut restricted_cfg = PlatformExprStrategyConfig::microcap_rotation();
         restricted_cfg.universe_include = Some(BTreeSet::from(["000001.SZ".to_string()]));
         restricted_cfg.universe_exclude.clear();