Rename engine strategy surfaces

crates/fidc-core/src/broker.rs

@@ -4319,7 +4319,7 @@ where
         let saw_quote_after_cursor = !eligible_quotes.is_empty();
 
         for (quote_index, quote) in eligible_quotes.iter().enumerate() {
-            // Approximate JoinQuant market-order fills with the evolving L1 book after
+            // Approximate platform-native market-order fills with the evolving L1 book after
             // the decision time instead of trade VWAP. This keeps quantities/prices
             // closer to the observed 10:18 execution logs.
             let Some(quote_price) =

crates/fidc-core/src/lib.rs

@@ -54,8 +54,8 @@ pub use scheduler::{
     ScheduleFrequency, ScheduleRule, ScheduleStage, ScheduleTimeRule, Scheduler, default_stage_time,
 };
 pub use strategy::{
-    AlgoOrderStyle, CnSmallCapRotationConfig, CnSmallCapRotationStrategy, JqMicroCapConfig,
-    JqMicroCapStrategy, OpenOrderView, OrderIntent, OrderRuntimeView, PortfolioRuntimeView,
+    AlgoOrderStyle, CnSmallCapRotationConfig, CnSmallCapRotationStrategy, OmniMicroCapConfig,
+    OmniMicroCapStrategy, OpenOrderView, OrderIntent, OrderRuntimeView, PortfolioRuntimeView,
     Strategy, StrategyContext, StrategyDecision, TargetPortfolioOrderPricing,
 };
 pub use strategy_ai::{

crates/fidc-core/src/portfolio.rs

@@ -1039,7 +1039,7 @@ mod tests {
     }
 
     #[test]
-    fn portfolio_exposes_rqalpha_style_account_metrics() {
+    fn portfolio_exposes_engine_native_account_metrics() {
         let prev_date = NaiveDate::from_ymd_opt(2025, 1, 2).unwrap();
         let date = NaiveDate::from_ymd_opt(2025, 1, 3).unwrap();
         let mut portfolio = PortfolioState::new(10_000.0);

crates/fidc-core/src/strategy.rs

@@ -1479,7 +1479,7 @@ impl Strategy for CnSmallCapRotationStrategy {
 }
 
 #[derive(Debug, Clone)]
-pub struct JqMicroCapConfig {
+pub struct OmniMicroCapConfig {
     pub strategy_name: String,
     pub refresh_rate: usize,
     pub stocknum: usize,
@@ -1500,10 +1500,10 @@ pub struct JqMicroCapConfig {
     pub skip_month_day_ranges: Vec<(u32, u32, u32)>,
 }
 
-impl JqMicroCapConfig {
-    pub fn jq_microcap() -> Self {
+impl OmniMicroCapConfig {
+    pub fn omni_microcap() -> Self {
         Self {
-            strategy_name: "jq-microcap".to_string(),
+            strategy_name: "omni-microcap".to_string(),
             refresh_rate: 15,
             stocknum: 40,
             xs: 4.0 / 500.0,
@@ -1520,9 +1520,8 @@ impl JqMicroCapConfig {
             trade_rate: 0.5,
             stop_loss_ratio: 0.93,
             take_profit_ratio: 1.07,
-            // The source JQ script calls validate_date() but then immediately forces
-            // g.OpenYN = 1 inside check_stocks(), so the seasonal stop windows are
-            // effectively disabled in real execution logs.
+            // The migrated reference logic disables seasonal stop windows in
+            // production-style execution, so the default keeps that behavior.
             skip_month_day_ranges: Vec::new(),
         }
     }
@@ -1536,12 +1535,12 @@ impl JqMicroCapConfig {
     }
 }
 
-pub struct JqMicroCapStrategy {
-    config: JqMicroCapConfig,
+pub struct OmniMicroCapStrategy {
+    config: OmniMicroCapConfig,
 }
 
 #[derive(Debug, Clone)]
-struct JqTruthStockLists {
+struct OmniTruthStockLists {
     source_path: String,
     symbols_by_date: BTreeMap<NaiveDate, Vec<String>>,
 }
@@ -1560,19 +1559,19 @@ struct ProjectedExecutionFill {
     next_cursor: NaiveDateTime,
 }
 
-impl JqMicroCapStrategy {
-    pub fn new(config: JqMicroCapConfig) -> Self {
+impl OmniMicroCapStrategy {
+    pub fn new(config: OmniMicroCapConfig) -> Self {
         Self { config }
     }
 
     fn truth_stock_list_for_date(&self, date: NaiveDate) -> Option<&Vec<String>> {
-        jq_truth_stock_lists()
+        omni_truth_stock_lists()
             .as_ref()
             .and_then(|lists| lists.symbols_by_date.get(&date))
     }
 
     fn truth_stock_list_source_path(&self) -> Option<&str> {
-        jq_truth_stock_lists()
+        omni_truth_stock_lists()
             .as_ref()
             .map(|lists| lists.source_path.as_str())
     }
@@ -2334,29 +2333,29 @@ impl JqMicroCapStrategy {
     }
 }
 
-fn jq_truth_stock_lists() -> &'static Option<JqTruthStockLists> {
-    static LISTS: OnceLock<Option<JqTruthStockLists>> = OnceLock::new();
-    LISTS.get_or_init(load_jq_truth_stock_lists)
+fn omni_truth_stock_lists() -> &'static Option<OmniTruthStockLists> {
+    static LISTS: OnceLock<Option<OmniTruthStockLists>> = OnceLock::new();
+    LISTS.get_or_init(load_omni_truth_stock_lists)
 }
 
-fn load_jq_truth_stock_lists() -> Option<JqTruthStockLists> {
-    for path in jq_truth_stock_list_candidates() {
+fn load_omni_truth_stock_lists() -> Option<OmniTruthStockLists> {
+    for path in omni_truth_stock_list_candidates() {
         if !path.is_file() {
             continue;
         }
-        if let Ok(Some(lists)) = load_jq_truth_stock_lists_from_path(&path) {
+        if let Ok(Some(lists)) = load_omni_truth_stock_lists_from_path(&path) {
             return Some(lists);
         }
     }
     None
 }
 
-fn jq_truth_stock_list_candidates() -> Vec<PathBuf> {
+fn omni_truth_stock_list_candidates() -> Vec<PathBuf> {
     let mut candidates = Vec::new();
     for key in [
-        "FIDC_BT_JQ_TRUTH_STOCK_LIST_CSV",
-        "JQ_V104_STOCK_LIST_TRUTH_CSV",
-        "JQ_V104_TRUTH_CSV",
+        "FIDC_BT_TRUTH_STOCK_LIST_CSV",
+        "OMNI_BT_TRUTH_STOCK_LIST_CSV",
+        "OMNI_BACKTEST_TRUTH_STOCK_LIST_CSV",
     ] {
         if let Ok(value) = env::var(key) {
             let trimmed = value.trim();
@@ -2366,9 +2365,7 @@ fn jq_truth_stock_list_candidates() -> Vec<PathBuf> {
         }
     }
 
-    let suffix = PathBuf::from(
-        "ai-quant-sever/services/backtest/logs/jq_v104_debug_parsed/jq_v104_ths_stock_list.csv",
-    );
+    let suffix = PathBuf::from("data/demo/engine_truth_stock_list.csv");
     let manifest_root = Path::new(env!("CARGO_MANIFEST_DIR"));
     push_unique_truth_path(
         &mut candidates,
@@ -2388,7 +2385,9 @@ fn push_unique_truth_path(paths: &mut Vec<PathBuf>, candidate: PathBuf) {
     }
 }
 
-fn load_jq_truth_stock_lists_from_path(path: &Path) -> Result<Option<JqTruthStockLists>, String> {
+fn load_omni_truth_stock_lists_from_path(
+    path: &Path,
+) -> Result<Option<OmniTruthStockLists>, String> {
     let text = fs::read_to_string(path)
         .map_err(|error| format!("read {} failed: {}", path.display(), error))?;
     let mut lines = text.lines().filter(|line| !line.trim().is_empty());
@@ -2471,7 +2470,7 @@ fn load_jq_truth_stock_lists_from_path(path: &Path) -> Result<Option<JqTruthStoc
         })
         .collect::<BTreeMap<_, _>>();
 
-    Ok(Some(JqTruthStockLists {
+    Ok(Some(OmniTruthStockLists {
         source_path: path.display().to_string(),
         symbols_by_date,
     }))
@@ -2496,7 +2495,7 @@ fn normalize_truth_symbol(raw: &str) -> Option<String> {
     }
 }
 
-impl Strategy for JqMicroCapStrategy {
+impl Strategy for OmniMicroCapStrategy {
     fn name(&self) -> &str {
         self.config.strategy_name.as_str()
     }
@@ -2520,7 +2519,7 @@ impl Strategy for JqMicroCapStrategy {
                     })
                     .collect(),
                 notes: vec![format!("seasonal stop window on {}", date)],
-                diagnostics: vec!["jq-style skip window forced all cash".to_string()],
+                diagnostics: vec!["platform-native skip window forced all cash".to_string()],
             });
         }
 
@@ -2685,7 +2684,7 @@ impl Strategy for JqMicroCapStrategy {
 
         let mut diagnostics = vec![
             format!(
-                "jq_microcap signal={} last={:.2} ma_short={:.2} ma_long={:.2} band={:.0}-{:.0} tr={:.2}",
+                "omni_microcap signal={} last={:.2} ma_short={:.2} ma_long={:.2} band={:.0}-{:.0} tr={:.2}",
                 self.config.benchmark_signal_symbol, index_level, ma_short, ma_long, band_low, band_high, trading_ratio
             ),
             format!(
@@ -2696,7 +2695,7 @@ impl Strategy for JqMicroCapStrategy {
                 projected.positions().len(),
                 order_intents.len()
             ),
-            "run_daily(10:17/10:18) approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution".to_string(),
+            "platform schedule 10:17/10:18 approximated as same-day decision with snapshot last_price signals and bid1/ask1 side-aware execution".to_string(),
         ];
         if std::env::var("FIDC_BT_DEBUG_POSITION_ORDER")
             .map(|value| value == "1")
@@ -2759,14 +2758,16 @@ mod tests {
 
     #[test]
     fn load_truth_stock_lists_preserves_rank_order() {
-        let path = temp_csv_path("jq_truth_list");
+        let path = temp_csv_path("omni_truth_list");
         fs::write(
             &path,
             "trade_date,index,symbol\n2025-01-02,2,300935.SZ\n2025-01-02,1,300321.XSHE\n2025-01-02,1,300321.SZ\n",
         )
         .unwrap();
 
-        let lists = load_jq_truth_stock_lists_from_path(&path).unwrap().unwrap();
+        let lists = load_omni_truth_stock_lists_from_path(&path)
+            .unwrap()
+            .unwrap();
         fs::remove_file(&path).ok();
 
         let symbols = lists
@@ -2780,7 +2781,7 @@ mod tests {
     }
 
     #[test]
-    fn normalize_truth_symbol_maps_joinquant_suffixes() {
+    fn normalize_truth_symbol_maps_external_platform_suffixes() {
         assert_eq!(
             normalize_truth_symbol("300321.XSHE").as_deref(),
             Some("300321.SZ")

crates/fidc-core/src/strategy_ai.rs

@@ -104,7 +104,7 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
             },
             ManualSection {
                 title: "bar / tick 生命周期".to_string(),
-                detail: "回测内核支持 rqalpha 风格的 bar/tick 生命周期：日内会发布 pre_bar/bar/post_bar 过程事件；存在 tick 订阅或 tick 调度规则时，会按 execution_quotes 的时间顺序发布 pre_tick/tick/post_tick，并把 tick 阶段下单限制在当前 tick 时间窗内撮合。平台 DSL 中可通过 subscribe([...])、trading.subscription_guard(true) 和 process_event 字段配合显式订单模拟 tick 订阅策略。".to_string(),
+                detail: "回测内核支持 平台内核 风格的 bar/tick 生命周期：日内会发布 pre_bar/bar/post_bar 过程事件；存在 tick 订阅或 tick 调度规则时，会按 execution_quotes 的时间顺序发布 pre_tick/tick/post_tick，并把 tick 阶段下单限制在当前 tick 时间窗内撮合。平台 DSL 中可通过 subscribe([...])、trading.subscription_guard(true) 和 process_event 字段配合显式订单模拟 tick 订阅策略。".to_string(),
             },
             ManualSection {
                 title: "selection.market_cap_band / selection.limit / ordering.rank_by / ordering.rank_expr".to_string(),
@@ -120,7 +120,7 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
             },
             ManualSection {
                 title: "execution.matching_type / execution.slippage".to_string(),
-                detail: "设置撮合模式和滑点。支持 execution.matching_type(\"next_tick_last\" | \"next_tick_best_own\" | \"next_tick_best_counterparty\" | \"counterparty_offer\" | \"vwap\" | \"current_bar_close\" | \"next_bar_open\" | \"open_auction\")。其中 next_tick_last 使用 tick 的 last_price；next_tick_best_own / next_tick_best_counterparty 会按 L1 买一卖一近似 rqalpha 的 tick 最优价语义；counterparty_offer 在存在 order_book_depth 多档盘口数据时会按真实档位逐档扫单并计算加权成交价，不存在 depth 时回退 L1 对手方报价；vwap 会在盘中执行价链路上聚合多笔成交为单条 VWAP 成交；open_auction 使用当日集合竞价开盘价 day_open 进行撮合，且不额外施加滑点，并按竞价成交量而不是盘口一档流动性限制成交；滑点支持 execution.slippage(\"none\") / execution.slippage(\"price_ratio\", 0.001) / execution.slippage(\"tick_size\", 1) / execution.slippage(\"limit_price\")，其中 limit_price 会在限价单成交时按挂单价模拟 rqalpha 的最坏成交价。".to_string(),
+                detail: "设置撮合模式和滑点。支持 execution.matching_type(\"next_tick_last\" | \"next_tick_best_own\" | \"next_tick_best_counterparty\" | \"counterparty_offer\" | \"vwap\" | \"current_bar_close\" | \"next_bar_open\" | \"open_auction\")。其中 next_tick_last 使用 tick 的 last_price；next_tick_best_own / next_tick_best_counterparty 会按 L1 买一卖一近似 平台内核 的 tick 最优价语义；counterparty_offer 在存在 order_book_depth 多档盘口数据时会按真实档位逐档扫单并计算加权成交价，不存在 depth 时回退 L1 对手方报价；vwap 会在盘中执行价链路上聚合多笔成交为单条 VWAP 成交；open_auction 使用当日集合竞价开盘价 day_open 进行撮合，且不额外施加滑点，并按竞价成交量而不是盘口一档流动性限制成交；滑点支持 execution.slippage(\"none\") / execution.slippage(\"price_ratio\", 0.001) / execution.slippage(\"tick_size\", 1) / execution.slippage(\"limit_price\")，其中 limit_price 会在限价单成交时按挂单价模拟 平台内核 的最坏成交价。".to_string(),
             },
             ManualSection {
                 title: "期货提交校验".to_string(),
@@ -128,7 +128,7 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
             },
             ManualSection {
                 title: "trading.rotation / order.* / cancel.* / update_universe / subscribe".to_string(),
-                detail: "支持显式下单、撤单、AlgoOrder、动态 universe 和账户资金动作。可以用 trading.rotation(false) 关闭默认轮动链路，再用 trading.stage(\"open_auction\" | \"on_day\") 指定执行阶段；需要模拟 rqalpha 的 tick 订阅保护时，可写 trading.subscription_guard(true)，未订阅 symbol 的显式订单会被拦截，TargetPortfolioSmart + AlgoOrder 会过滤未订阅标的。用 trading.schedule.daily().at([\"10:18\"]) / trading.schedule.weekly(weekday=5).at([\"10:18\"]) / trading.schedule.weekly(tradingday=-1).at([\"10:18\"]) / trading.schedule.monthly(tradingday=1).at([\"10:18\"]) 指定触发频率和分钟级 time_rule，然后写 order.shares(\"600000.SH\", 1000)、order.target_shares(\"600000.SH\", 2000)、order.value(\"600000.SH\", cash * 0.25)、order.target_percent(\"600000.SH\", 0.05)、order.limit_value(\"600000.SH\", cash * 0.25, open * 0.99)、order.vwap_value(\"600000.SH\", cash * 0.25, \"09:31\", \"09:40\")、order.twap_percent(\"600000.SH\", 0.05, \"10:00\", \"10:30\")、order.target_portfolio_smart(weights={\"600000.SH\": 0.3, \"000001.SZ\": 0.2}, order_prices=VWAPOrder(930, 940), valuation_prices={\"600000.SH\": prev_close})、order.target_portfolio_smart(weights={\"600000.SH\": 0.3, \"000001.SZ\": 0.2}, order_prices={\"600000.SH\": open * 0.99}, valuation_prices={\"600000.SH\": prev_close})、cancel.order(12345)、cancel.symbol(\"600000.SH\")、cancel.all()、update_universe([\"600000.SH\", \"000001.SZ\"])、subscribe([\"000001.SZ\"])、unsubscribe([\"000001.SZ\"])、account.deposit_withdraw(100000, receiving_days=0)、account.finance_repay(50000)、account.set_management_fee_rate(0.001)。其中 order.target_shares(...) 对应 rqalpha 的 order_to，order.target_portfolio_smart(...) 对应 rqalpha 的 order_target_portfolio_smart 批量目标权重语义；account.deposit_withdraw(...) 和 account.finance_repay(...) 对应 RQAlpha 账户出入金与融资/还款语义；order_prices 既可以是逐标的限价映射，也可以是 VWAPOrder/TWAPOrder 这类全局 AlgoOrder；order.vwap_* / order.twap_* 对应 rqalpha 的 AlgoOrder 时间窗订单风格，而 update_universe/subscribe/unsubscribe 对应 rqalpha 的动态 universe 与订阅接口。symbol 使用标准证券代码；数量、金额、仓位、时间窗、限价、order_id 和 symbol 列表都支持表达式；这些语句也支持放进 when/unless 条件块。".to_string(),
+                detail: "支持显式下单、撤单、AlgoOrder、动态 universe 和账户资金动作。可以用 trading.rotation(false) 关闭默认轮动链路，再用 trading.stage(\"open_auction\" | \"on_day\") 指定执行阶段；需要模拟 平台内核 的 tick 订阅保护时，可写 trading.subscription_guard(true)，未订阅 symbol 的显式订单会被拦截，TargetPortfolioSmart + AlgoOrder 会过滤未订阅标的。用 trading.schedule.daily().at([\"10:18\"]) / trading.schedule.weekly(weekday=5).at([\"10:18\"]) / trading.schedule.weekly(tradingday=-1).at([\"10:18\"]) / trading.schedule.monthly(tradingday=1).at([\"10:18\"]) 指定触发频率和分钟级 time_rule，然后写 order.shares(\"600000.SH\", 1000)、order.target_shares(\"600000.SH\", 2000)、order.value(\"600000.SH\", cash * 0.25)、order.target_percent(\"600000.SH\", 0.05)、order.limit_value(\"600000.SH\", cash * 0.25, open * 0.99)、order.vwap_value(\"600000.SH\", cash * 0.25, \"09:31\", \"09:40\")、order.twap_percent(\"600000.SH\", 0.05, \"10:00\", \"10:30\")、order.target_portfolio_smart(weights={\"600000.SH\": 0.3, \"000001.SZ\": 0.2}, order_prices=VWAPOrder(930, 940), valuation_prices={\"600000.SH\": prev_close})、order.target_portfolio_smart(weights={\"600000.SH\": 0.3, \"000001.SZ\": 0.2}, order_prices={\"600000.SH\": open * 0.99}, valuation_prices={\"600000.SH\": prev_close})、cancel.order(12345)、cancel.symbol(\"600000.SH\")、cancel.all()、update_universe([\"600000.SH\", \"000001.SZ\"])、subscribe([\"000001.SZ\"])、unsubscribe([\"000001.SZ\"])、account.deposit_withdraw(100000, receiving_days=0)、account.finance_repay(50000)、account.set_management_fee_rate(0.001)。其中 order.target_shares(...) 对应 平台内核 的 order_to，order.target_portfolio_smart(...) 对应 平台内核 的 order_target_portfolio_smart 批量目标权重语义；account.deposit_withdraw(...) 和 account.finance_repay(...) 对应 平台内核 账户出入金与融资/还款语义；order_prices 既可以是逐标的限价映射，也可以是 VWAPOrder/TWAPOrder 这类全局 AlgoOrder；order.vwap_* / order.twap_* 对应 平台内核 的 AlgoOrder 时间窗订单风格，而 update_universe/subscribe/unsubscribe 对应 平台内核 的动态 universe 与订阅接口。symbol 使用标准证券代码；数量、金额、仓位、时间窗、限价、order_id 和 symbol 列表都支持表达式；这些语句也支持放进 when/unless 条件块。".to_string(),
             },
             ManualSection {
                 title: "when / unless / else".to_string(),
@@ -145,12 +145,12 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
                     ManualField { name: "signal_ma5/signal_ma10/signal_ma20/signal_ma30".to_string(), field_type: "float".to_string(), detail: "信号指数滚动均线。".to_string() },
                     ManualField { name: "benchmark_ma5/benchmark_ma10/benchmark_ma20/benchmark_ma30".to_string(), field_type: "float".to_string(), detail: "基准指数滚动均线。".to_string() },
                     ManualField { name: "cash/available_cash/frozen_cash/market_value/total_equity".to_string(), field_type: "float".to_string(), detail: "账户可用资金、挂单冻结资金、市值与总权益；available_cash 会扣减当前买入挂单冻结估算。".to_string() },
-                    ManualField { name: "total_value/portfolio_value/starting_cash/unit_net_value/static_unit_net_value".to_string(), field_type: "float".to_string(), detail: "组合总权益别名、初始资金、实时净值和昨日静态净值，对齐 RQAlpha Portfolio 常用字段。".to_string() },
+                    ManualField { name: "total_value/portfolio_value/starting_cash/unit_net_value/static_unit_net_value".to_string(), field_type: "float".to_string(), detail: "组合总权益别名、初始资金、实时净值和昨日静态净值，对齐 平台内核 Portfolio 常用字段。".to_string() },
                     ManualField { name: "daily_pnl/daily_returns/total_returns/transaction_cost/trading_pnl/position_pnl/cash_liabilities/management_fee_rate/management_fees".to_string(), field_type: "float".to_string(), detail: "账户当日盈亏、日收益率、累计收益率、当日交易成本、交易盈亏、持仓盈亏、现金负债、管理费率和累计管理费。".to_string() },
                     ManualField { name: "position_count/max_positions/refresh_rate".to_string(), field_type: "int".to_string(), detail: "仓位计数与调仓周期。".to_string() },
                     ManualField { name: "has_open_orders/open_order_count/open_buy_order_count/open_sell_order_count".to_string(), field_type: "bool/int".to_string(), detail: "当前阶段挂单簿摘要。".to_string() },
                     ManualField { name: "open_buy_qty/open_sell_qty/latest_open_order_id".to_string(), field_type: "int".to_string(), detail: "当前阶段未成交买卖挂单的剩余数量汇总，以及最近一笔挂单 id。".to_string() },
-                    ManualField { name: "latest_open_order_status/latest_open_order_unfilled_qty".to_string(), field_type: "string/int".to_string(), detail: "最近一笔挂单的状态和未成交数量；当前挂单状态为 pending，字段命名对齐 RQAlpha Order 的 status/unfilled_quantity 语义。".to_string() },
+                    ManualField { name: "latest_open_order_status/latest_open_order_unfilled_qty".to_string(), field_type: "string/int".to_string(), detail: "最近一笔挂单的状态和未成交数量；当前挂单状态为 pending，字段命名对齐 平台内核 Order 的 status/unfilled_quantity 语义。".to_string() },
                     ManualField { name: "has_dynamic_universe/dynamic_universe_count".to_string(), field_type: "bool/int".to_string(), detail: "当前策略上下文是否存在动态 universe，以及动态 universe 内证券数量。".to_string() },
                     ManualField { name: "has_subscriptions/subscription_count".to_string(), field_type: "bool/int".to_string(), detail: "当前订阅集合是否为空，以及订阅证券数量。".to_string() },
                     ManualField { name: "subscription_guard_required".to_string(), field_type: "bool".to_string(), detail: "当前显式交易是否启用订阅保护；启用后未订阅标的的显式订单会被拒绝生成。".to_string() },
@@ -189,12 +189,12 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
                     ManualField { name: "current_price".to_string(), field_type: "float".to_string(), detail: "当前盘中价格。".to_string() },
                     ManualField { name: "holding_return".to_string(), field_type: "float".to_string(), detail: "持仓收益率，小数。".to_string() },
                     ManualField { name: "profit_pct".to_string(), field_type: "float".to_string(), detail: "持仓收益率，百分比。".to_string() },
-                    ManualField { name: "order_book_id/quantity/sellable_qty/sellable/closable".to_string(), field_type: "string/int".to_string(), detail: "持仓代码、持仓数量与可卖数量；sellable/closable 是 RQAlpha StockPosition 常用别名。".to_string() },
+                    ManualField { name: "order_book_id/quantity/sellable_qty/sellable/closable".to_string(), field_type: "string/int".to_string(), detail: "持仓代码、持仓数量与可卖数量；sellable/closable 是 平台内核 StockPosition 常用别名。".to_string() },
                     ManualField { name: "old_quantity/buy_quantity/sell_quantity".to_string(), field_type: "int".to_string(), detail: "交易日开始时老仓数量、当日买入数量、当日卖出数量。buy_quantity/sell_quantity 也可写成 bought_quantity/sold_quantity。".to_string() },
                     ManualField { name: "buy_avg_price/sell_avg_price/bought_value/sold_value".to_string(), field_type: "float".to_string(), detail: "当日买入均价、卖出均价、买入成交额、卖出成交额。".to_string() },
-                    ManualField { name: "avg_price/position_prev_close/position_market_value/equity/value_percent".to_string(), field_type: "float".to_string(), detail: "平均开仓价、持仓昨收、市值/权益，以及该持仓市值占账户总权益比例；avg_price/equity 对齐 RQAlpha 持仓对象别名。".to_string() },
+                    ManualField { name: "avg_price/position_prev_close/position_market_value/equity/value_percent".to_string(), field_type: "float".to_string(), detail: "平均开仓价、持仓昨收、市值/权益，以及该持仓市值占账户总权益比例；avg_price/equity 对齐 平台内核 持仓对象别名。".to_string() },
                     ManualField { name: "unrealized_pnl/realized_pnl/pnl/transaction_cost".to_string(), field_type: "float".to_string(), detail: "未实现盈亏、累计已实现盈亏、总持仓盈亏和当日交易成本。".to_string() },
-                    ManualField { name: "trading_pnl/position_pnl".to_string(), field_type: "float".to_string(), detail: "当日交易收益和昨仓持有收益，口径更接近 rqalpha StockPosition。".to_string() },
+                    ManualField { name: "trading_pnl/position_pnl".to_string(), field_type: "float".to_string(), detail: "当日交易收益和昨仓持有收益，口径更接近 平台内核 StockPosition。".to_string() },
                     ManualField { name: "dividend_receivable".to_string(), field_type: "float".to_string(), detail: "当前 symbol 尚未到账的应收分红。".to_string() },
                     ManualField { name: "available_sellable_qty/reserved_open_sell_qty".to_string(), field_type: "int".to_string(), detail: "扣掉未成交卖单占用后的可卖数量，以及当前 symbol 已占用的卖出挂单数量。".to_string() },
                 ],
@@ -206,12 +206,12 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
             ManualFunction { name: "history_bars".to_string(), signature: "ctx.history_bars(symbol, count, \"1d\" | \"1m\" | \"tick\", \"close\", include_now)".to_string(), detail: "回测内核策略上下文数据 API，返回指定证券最近 N 条数值序列。日线字段支持 open/high/low/close/last/prev_close/volume/upper_limit/lower_limit；分钟或 tick 字段支持 last/bid1/ask1/volume_delta/amount_delta。日线 include_now=false 排除当前交易日；分钟/tick 会按当前 on_bar、on_tick 或调度时刻截断，include_now=false 排除当前 bar/tick，避免未来函数。".to_string() },
             ManualFunction { name: "current_snapshot".to_string(), signature: "ctx.current_snapshot(symbol)".to_string(), detail: "读取当前交易日指定证券的日级快照，可用于获得当日 open/close/last/upper_limit/lower_limit 等字段。".to_string() },
             ManualFunction { name: "instrument/instruments/all_instruments".to_string(), signature: "ctx.instrument(symbol)".to_string(), detail: "读取证券元数据，包括名称、板块、上市日期、退市日期、最小下单量、整手、最小价位等；all_instruments 按证券代码稳定排序返回全量证券。".to_string() },
-            ManualFunction { name: "active_instruments/instruments_history".to_string(), signature: "ctx.active_instruments(&[symbol])".to_string(), detail: "active_instruments 返回当前交易日已上市且未退市的证券；instruments_history 返回给定代码的历史证券记录，包含当前已退市标的，对齐 RQAlpha 的 active_instruments/instruments_history 能力。".to_string() },
+            ManualFunction { name: "active_instruments/instruments_history".to_string(), signature: "ctx.active_instruments(&[symbol])".to_string(), detail: "active_instruments 返回当前交易日已上市且未退市的证券；instruments_history 返回给定代码的历史证券记录，包含当前已退市标的，对齐 平台内核 的 active_instruments/instruments_history 能力。".to_string() },
             ManualFunction { name: "get_trading_dates/get_previous_trading_date/get_next_trading_date".to_string(), signature: "ctx.get_previous_trading_date(date, n)".to_string(), detail: "交易日历 API。get_trading_dates 返回闭区间交易日；previous/next 返回相对某日向前或向后的第 n 个交易日，当前日自身不计入。".to_string() },
-            ManualFunction { name: "is_suspended/is_st_stock".to_string(), signature: "ctx.is_suspended(symbol, count)".to_string(), detail: "读取指定证券截至当前交易日最近 count 个交易日的停牌或 ST 标记，返回 bool 序列，顺序从旧到新；对应 RQAlpha 的 is_suspended/is_st_stock 数据源能力。".to_string() },
+            ManualFunction { name: "is_suspended/is_st_stock".to_string(), signature: "ctx.is_suspended(symbol, count)".to_string(), detail: "读取指定证券截至当前交易日最近 count 个交易日的停牌或 ST 标记，返回 bool 序列，顺序从旧到新；对应 平台内核 的 is_suspended/is_st_stock 数据源能力。".to_string() },
             ManualFunction { name: "get_price".to_string(), signature: "ctx.get_price(symbol, start_date, end_date, \"1d\" | \"1m\" | \"tick\")".to_string(), detail: "按日期区间读取统一 PriceBar 序列。日线返回 open/high/low/close/last/volume/盘口字段；分钟或 tick 返回按 timestamp 排序的 last/bid1/ask1/volume_delta/amount_delta 映射，便于服务层转成表格或前端明细。".to_string() },
-            ManualFunction { name: "get_dividend / dividend_cash / has_dividend".to_string(), signature: "dividend_cash(lookback) / has_dividend(lookback)".to_string(), detail: "RQData 风格分红 API。Rust Context 可用 ctx.get_dividend(symbol, start_date) 读取明细；平台表达式可用 dividend_cash(lookback) 汇总当前股票最近 N 个交易日现金分红，用 has_dividend(lookback) 判断是否发生分红，也支持 dividend_cash(\"600000.SH\", lookback)。".to_string() },
-            ManualFunction { name: "get_split / split_ratio / has_split".to_string(), signature: "split_ratio(lookback) / has_split(lookback)".to_string(), detail: "RQData 风格拆分/送转 API。Rust Context 可用 ctx.get_split(symbol, start_date) 读取明细；平台表达式可用 split_ratio(lookback) 计算当前股票最近 N 个交易日累计拆分比例，has_split(lookback) 判断是否发生送转。".to_string() },
+            ManualFunction { name: "get_dividend / dividend_cash / has_dividend".to_string(), signature: "dividend_cash(lookback) / has_dividend(lookback)".to_string(), detail: "高级数据 风格分红 API。Rust Context 可用 ctx.get_dividend(symbol, start_date) 读取明细；平台表达式可用 dividend_cash(lookback) 汇总当前股票最近 N 个交易日现金分红，用 has_dividend(lookback) 判断是否发生分红，也支持 dividend_cash(\"600000.SH\", lookback)。".to_string() },
+            ManualFunction { name: "get_split / split_ratio / has_split".to_string(), signature: "split_ratio(lookback) / has_split(lookback)".to_string(), detail: "高级数据 风格拆分/送转 API。Rust Context 可用 ctx.get_split(symbol, start_date) 读取明细；平台表达式可用 split_ratio(lookback) 计算当前股票最近 N 个交易日累计拆分比例，has_split(lookback) 判断是否发生送转。".to_string() },
             ManualFunction { name: "get_factor / factor_value".to_string(), signature: "factor_value(\"field\", lookback=1)".to_string(), detail: "因子 API。factor(\"field\") 读取当前股票当日因子；factor_value(\"field\", lookback) 会在最近 N 个交易日内取该字段最新值，适合读取任意数据库指标或自定义因子。Rust Context 可用 ctx.get_factor(symbol, start, end, field) 读取完整序列。".to_string() },
             ManualFunction { name: "get_yield_curve / yield_curve".to_string(), signature: "yield_curve(\"1y\", lookback=1)".to_string(), detail: "收益率曲线 API。平台表达式从 factors 中的 yield_curve_1y / yc_1y 等字段读取最近值；Rust Context 可用 ctx.get_yield_curve(start, end, Some(\"1y\")) 读取序列。".to_string() },
             ManualFunction { name: "get_margin_stocks / is_margin_stock".to_string(), signature: "is_margin_stock(\"all\" | \"stock\" | \"cash\")".to_string(), detail: "融资融券标的 API。平台表达式用 is_margin_stock(...) 判断当前股票是否在 margin_all/margin_stock/margin_cash 标记中；Rust Context 可用 ctx.get_margin_stocks(type) 返回标的列表。".to_string() },
@@ -223,9 +223,9 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
             ManualFunction { name: "current_performance / fundamental / financial / pit_financial".to_string(), signature: "fundamental(\"net_profit\", lookback=1)".to_string(), detail: "财务与基本面 API。它们都是对 factors 的通用映射：fundamental(field) 会依次读取 fundamental_field / fundamentals_field / field，financial(field) 读取 financial_field / financials_field / field，pit_financial(field) 读取 pit_financial_field / pit_financials_field / field，current_performance(field) 读取 current_performance_field / current_performances_field / field。".to_string() },
             ManualFunction { name: "get_industry / industry_code".to_string(), signature: "industry_code(\"citics\", 1)".to_string(), detail: "行业 API。当前 core 的 factors 仅承载数值字段，因此行业先支持数值 code：按 industry_citics_l1、industry_citics_1、citics_industry_l1、industry_code 等字段读取最近可用值；字符串行业名称需要数据链路扩展字符串型因子后再暴露。".to_string() },
             ManualFunction { name: "get_dominant_future / dominant_future / dominant_future_price".to_string(), signature: "dominant_future(\"IF\") / dominant_future_price(\"IF\", \"close\", lookback=1)".to_string(), detail: "主力合约 API。dominant_future 返回当前日期匹配前缀的主力期货合约代码；dominant_future_price 读取该主力合约最近 N 个交易日指定字段的最新价格。Rust Context 可用 ctx.get_dominant_future(...) 和 ctx.get_dominant_future_price(...)。".to_string() },
-            ManualFunction { name: "order/order_status/order_avg_price/order_transaction_cost".to_string(), signature: "ctx.order(order_id)".to_string(), detail: "按订单 id 查询运行时订单对象，支持已结束订单和当前挂单。返回字段包括 status、filled_quantity、unfilled_quantity、avg_price、transaction_cost、symbol、side、reason；可用便捷函数读取状态、成交均价和费用，对齐 RQAlpha Order 的核心属性。".to_string() },
+            ManualFunction { name: "order/order_status/order_avg_price/order_transaction_cost".to_string(), signature: "ctx.order(order_id)".to_string(), detail: "按订单 id 查询运行时订单对象，支持已结束订单和当前挂单。返回字段包括 status、filled_quantity、unfilled_quantity、avg_price、transaction_cost、symbol、side、reason；可用便捷函数读取状态、成交均价和费用，对齐 平台内核 Order 的核心属性。".to_string() },
             ManualFunction { name: "account/portfolio_view/accounts".to_string(), signature: "ctx.account()".to_string(), detail: "返回当前股票账户/组合运行时视图，字段包括 account_type、cash、available_cash、frozen_cash、market_value、total_value、unit_net_value、daily_pnl、daily_returns、total_returns、transaction_cost、trading_pnl、position_pnl 等；DSL 中同名字段可直接使用。也可用 ctx.stock_account()、ctx.account_by_type(\"STOCK\")、ctx.accounts() 按账户类型读取；当前股票回测路径不会把 FUTURE 虚假映射成 STOCK。".to_string() },
-            ManualFunction { name: "deposit_withdraw/finance_repay/management_fee".to_string(), signature: "account.deposit_withdraw(amount, receiving_days=0)".to_string(), detail: "策略账户资金动作。deposit_withdraw 正数入金、负数出金；receiving_days 大于 0 时按交易日延迟到账，并保持净值口径不把外部资金流当成收益。finance_repay 正数融资、负数还款，会同步维护 cash_liabilities。set_management_fee_rate 设置结算管理费率；普通策略可覆盖 management_fee(ctx, rate) 自定义计算器，对齐 RQAlpha 管理费回调能力。".to_string() },
+            ManualFunction { name: "deposit_withdraw/finance_repay/management_fee".to_string(), signature: "account.deposit_withdraw(amount, receiving_days=0)".to_string(), detail: "策略账户资金动作。deposit_withdraw 正数入金、负数出金；receiving_days 大于 0 时按交易日延迟到账，并保持净值口径不把外部资金流当成收益。finance_repay 正数融资、负数还款，会同步维护 cash_liabilities。set_management_fee_rate 设置结算管理费率；普通策略可覆盖 management_fee(ctx, rate) 自定义计算器，对齐 平台内核 管理费回调能力。".to_string() },
             ManualFunction { name: "rolling_mean".to_string(), signature: "rolling_mean(\"field\", lookback)".to_string(), detail: "任意字段滚动均值，支持 volume/amount/turnover_ratio、signal_open/signal_close、benchmark_open/benchmark_close 等。任意成交量窗口推荐用它，比如 rolling_mean(\"volume\", 15)。".to_string() },
             ManualFunction { name: "sma".to_string(), signature: "sma(\"field\", lookback)".to_string(), detail: "rolling_mean 的别名。任意价格均线窗口推荐用它，比如 sma(\"close\", 15)。".to_string() },
             ManualFunction { name: "round/floor/ceil/abs/min/max/clamp".to_string(), signature: "round(x)".to_string(), detail: "常用数值函数。".to_string() },
@@ -245,7 +245,7 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
             },
             ManualFactorSource {
                 table: "fi_data_center.stock_indicator_factors_v1".to_string(),
-                detail: "股票指标因子原表，可映射进 factors[...]。股本、换手率、财务、陆股通、行业 code 等 RQData 风格 API 均优先从这里或 bt_daily_features_v1 的 extra_factors 中读取。".to_string(),
+                detail: "股票指标因子原表，可映射进 factors[...]。股本、换手率、财务、陆股通、行业 code 等 高级数据 风格 API 均优先从这里或 bt_daily_features_v1 的 extra_factors 中读取。".to_string(),
                 fields: vec![],
             },
             ManualFactorSource {
@@ -362,7 +362,7 @@ pub fn build_generation_prompt(
     request: &StrategyAiGenerateRequest,
 ) -> String {
     let mut prompt = String::new();
-    prompt.push_str("你是 OmniQuant 平台策略脚本生成器。必须输出可运行的平台策略脚本，不要输出 Python 或聚宽语法。\n");
+    prompt.push_str("你是 OmniQuant 平台策略脚本生成器。必须输出可运行的平台策略脚本，不要输出 Python 或非平台语法。\n");
     prompt.push_str("必须遵守以下约束：\n");
     prompt.push_str("- 只输出平台策略代码。\n");
     prompt.push_str("- 不要输出解释文本。\n");

crates/fidc-core/tests/engine_hooks.rs

@@ -1869,7 +1869,7 @@ fn engine_sweeps_futures_order_book_depth_when_available() {
 }
 
 #[test]
-fn strategy_context_exposes_advanced_rqdata_helpers() {
+fn strategy_context_exposes_advanced_data_helpers() {
     let observed = Rc::new(RefCell::new(Vec::new()));
     let broker = BrokerSimulator::new_with_execution_price(
         ChinaAShareCostModel::default(),
@@ -2057,7 +2057,7 @@ fn engine_runs_subscribed_tick_hooks_and_executes_tick_orders() {
 }
 
 #[test]
-fn strategy_context_exposes_rqalpha_style_data_helpers() {
+fn strategy_context_exposes_engine_native_data_helpers() {
     let date1 = d(2025, 1, 2);
     let date2 = d(2025, 1, 3);
     let date3 = d(2025, 1, 6);
@@ -2345,7 +2345,7 @@ fn strategy_context_exposes_final_order_runtime_view() {
 }
 
 #[test]
-fn strategy_context_exposes_rqalpha_style_account_runtime_view() {
+fn strategy_context_exposes_engine_native_account_runtime_view() {
     let prev_date = d(2025, 1, 2);
     let date = d(2025, 1, 3);
     let data = DataSet::from_components(

crates/fidc-core/tests/strategy_selection.rs

@@ -1,7 +1,7 @@
 use chrono::NaiveDate;
 use fidc_core::{
-    CnSmallCapRotationConfig, CnSmallCapRotationStrategy, DataSet, JqMicroCapConfig,
-    JqMicroCapStrategy, PortfolioState, Strategy, StrategyContext,
+    CnSmallCapRotationConfig, CnSmallCapRotationStrategy, DataSet, OmniMicroCapConfig,
+    OmniMicroCapStrategy, PortfolioState, Strategy, StrategyContext,
 };
 use std::collections::BTreeSet;
 use std::path::PathBuf;
@@ -52,19 +52,19 @@ fn strategy_emits_target_weights_and_diagnostics() {
 }
 
 #[test]
-fn jq_strategy_emits_same_day_decision() {
+fn omni_strategy_emits_same_day_decision() {
     let data_dir = PathBuf::from(env!("CARGO_MANIFEST_DIR")).join("../../data/demo");
     let data = DataSet::from_csv_dir(&data_dir).expect("demo data");
     let execution_date = NaiveDate::from_ymd_opt(2024, 1, 10).unwrap();
     let portfolio = PortfolioState::new(1_000_000.0);
-    let mut cfg = JqMicroCapConfig::jq_microcap();
+    let mut cfg = OmniMicroCapConfig::omni_microcap();
     cfg.benchmark_signal_symbol = "000001.SZ".to_string();
     cfg.benchmark_short_ma_days = 3;
     cfg.benchmark_long_ma_days = 5;
     cfg.stock_short_ma_days = 3;
     cfg.stock_mid_ma_days = 4;
     cfg.stock_long_ma_days = 5;
-    let mut strategy = JqMicroCapStrategy::new(cfg);
+    let mut strategy = OmniMicroCapStrategy::new(cfg);
     let subscriptions = BTreeSet::new();
 
     let decision = strategy
@@ -84,14 +84,14 @@ fn jq_strategy_emits_same_day_decision() {
             order_events: &[],
             fills: &[],
         })
-        .expect("jq decision");
+        .expect("omni decision");
 
     assert!(!decision.rebalance);
     assert!(
         decision
             .diagnostics
             .iter()
-            .any(|line| line.contains("jq_microcap signal="))
+            .any(|line| line.contains("omni_microcap signal="))
     );
     assert!(
         decision