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Rename engine strategy surfaces

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This commit is contained in:
boris
2026-04-23 22:13:14 -07:00
parent 882053e12b
commit 0b0b9333fa
35 changed files with 245 additions and 68388 deletions
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73
crates/fidc-core/src/strategy.rs
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@@ -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")