统一次日开盘新仓目标市值指令

crates/fidc-core/src/platform_expr_strategy.rs

@@ -2287,8 +2287,14 @@ impl PlatformExprStrategy {
         };
         if self.config.matching_type == MatchingType::NextBarOpen {
             if let Some(market) = ctx.data.market(date, symbol) {
-                if market.prev_close.is_finite() && market.prev_close > 0.0 {
+                let signal_visible_price = if ctx.is_lagged_execution() && date == ctx.decision_date
-                    return position.quantity as f64 * market.prev_close;
+                {
+                    market.close
+                } else {
+                    market.prev_close
+                };
+                if signal_visible_price.is_finite() && signal_visible_price > 0.0 {
+                    return position.quantity as f64 * signal_visible_price;
                 }
             }
         }
@@ -9579,22 +9585,57 @@ impl Strategy for PlatformExprStrategy {
                 {
                     continue;
                 }
-                let target_cash = if self.config.aiquant_transaction_cost {
+                if self.config.aiquant_transaction_cost {
-                    fixed_buy_cash * stock_scale
+                    let target_value = fixed_buy_cash * stock_scale;
-                } else {
+                    if target_value <= 0.0 {
-                    let slot_buy_cash = self.remaining_buy_cash_per_slot(
+                        continue;
+                    }
+                    if !defer_execution_risk
+                        && self
+                            .buy_rejection_reason(
+                                ctx,
+                                execution_date,
+                                symbol,
+                                &self.stock_state(ctx, execution_date, symbol)?,
+                            )?
+                            .is_some()
+                    {
+                        continue;
+                    }
+                    if !self.stock_passes_expr(ctx, &day, &decision_stock)? {
+                        continue;
+                    }
+                    self.project_order_value(
                         ctx,
-                        &projected,
+                        &mut projected,
                         projection_date,
-                        target_budget,
+                        symbol,
-                        selection_limit,
+                        target_value,
-                        &rebalance_working_symbols,
+                        &mut projected_execution_state,
-                        &rebalance_value_symbols,
-                        rebalance_pending_buy_value,
-                        &pending_full_close_symbols,
                     );
-                    slot_buy_cash * stock_scale
+                    order_intents.push(OrderIntent::TargetValue {
-                };
+                        symbol: symbol.clone(),
+                        target_value,
+                        reason: "periodic_rebalance_buy".to_string(),
+                    });
+                    self.remember_position_entry_date(symbol, signal_date);
+                    aiquant_available_cash = projected.cash().max(0.0);
+                    rebalance_working_symbols.insert(symbol.clone());
+                    slot_working_symbols.insert(symbol.clone());
+                    continue;
+                }
+                let slot_buy_cash = self.remaining_buy_cash_per_slot(
+                    ctx,
+                    &projected,
+                    projection_date,
+                    target_budget,
+                    selection_limit,
+                    &rebalance_working_symbols,
+                    &rebalance_value_symbols,
+                    rebalance_pending_buy_value,
+                    &pending_full_close_symbols,
+                );
+                let target_cash = slot_buy_cash * stock_scale;
                 let buy_cash = target_cash.min(aiquant_available_cash);
                 if buy_cash <= 0.0 {
                     if debug_projection {
@@ -18579,6 +18620,11 @@ mod tests {
                 OrderIntent::Value { symbol, value, .. } => {
                     symbol == limit_symbol && *value > 0.0
                 }
+                OrderIntent::TargetValue {
+                    symbol,
+                    target_value,
+                    ..
+                } => symbol == limit_symbol && *target_value > 0.0,
                 _ => false,
             }),
             "{:?}",
@@ -18779,6 +18825,13 @@ mod tests {
                 intent,
                 OrderIntent::Value { symbol, value, .. }
                     if symbol == candidate_symbol && *value > 0.0
+            ) || matches!(
+                intent,
+                OrderIntent::TargetValue {
+                    symbol,
+                    target_value,
+                    ..
+                } if symbol == candidate_symbol && *target_value > 0.0
             )),
             "{:?}",
             decision.order_intents
@@ -25251,7 +25304,11 @@ mod tests {
             .filter(|intent| {
                 matches!(
                     intent,
-                    OrderIntent::Value { reason, .. } if reason == "periodic_rebalance_buy"
+                    OrderIntent::TargetValue {
+                        target_value,
+                        reason,
+                        ..
+                    } if *target_value > 0.0 && reason == "periodic_rebalance_buy"
                 )
             })
             .count();
@@ -25429,8 +25486,13 @@ mod tests {
         assert!(
             !decision.order_intents.iter().any(|intent| matches!(
                 intent,
-                OrderIntent::Value { symbol, reason, .. }
+                OrderIntent::TargetValue {
-                    if symbol == "000001.SZ" && reason == "periodic_rebalance_buy"
+                    symbol,
+                    target_value,
+                    reason,
+                } if symbol == "000001.SZ"
+                    && *target_value > 0.0
+                    && reason == "periodic_rebalance_buy"
             )),
             "{:?}",
             decision.order_intents
@@ -25438,8 +25500,13 @@ mod tests {
         assert!(
             decision.order_intents.iter().any(|intent| matches!(
                 intent,
-                OrderIntent::Value { symbol, reason, .. }
+                OrderIntent::TargetValue {
-                    if symbol == "000003.SZ" && reason == "periodic_rebalance_buy"
+                    symbol,
+                    target_value,
+                    reason,
+                } if symbol == "000003.SZ"
+                    && *target_value > 0.0
+                    && reason == "periodic_rebalance_buy"
             )),
             "{:?}",
             decision.order_intents
@@ -25629,7 +25696,11 @@ mod tests {
             .filter(|intent| {
                 matches!(
                     intent,
-                    OrderIntent::Value { reason, .. } if reason == "periodic_rebalance_buy"
+                    OrderIntent::TargetValue {
+                        target_value,
+                        reason,
+                        ..
+                    } if *target_value > 0.0 && reason == "periodic_rebalance_buy"
                 )
             })
             .count();
@@ -25650,8 +25721,12 @@ mod tests {
             .order_intents
             .iter()
             .filter_map(|intent| match intent {
-                OrderIntent::Value { value, reason, .. } if reason == "periodic_rebalance_buy" => {
+                OrderIntent::TargetValue {
-                    Some(*value)
+                    target_value,
+                    reason,
+                    ..
+                } if *target_value > 0.0 && reason == "periodic_rebalance_buy" => {
+                    Some(*target_value)
                 }
                 _ => None,
             })
@@ -25660,18 +25735,10 @@ mod tests {
         assert!(
             periodic_buy_values
                 .iter()
-                .take(periodic_buy_values.len().saturating_sub(1))
                 .all(|value| (*value - equal_weight_target).abs() < 1e-6),
             "{:?}",
             decision.order_intents
         );
-        assert!(
-            periodic_buy_values
-                .last()
-                .is_some_and(|value| *value > 0.0 && *value <= equal_weight_target),
-            "{:?}",
-            decision.order_intents
-        );
     }
 
     #[test]
@@ -25819,13 +25886,13 @@ mod tests {
         assert!(
             decision.order_intents.iter().any(|intent| matches!(
                 intent,
-                OrderIntent::Value {
+                OrderIntent::TargetValue {
                     symbol,
-                    value,
+                    target_value,
                     reason,
                 } if symbol == "000002.SZ"
                     && reason == "periodic_rebalance_buy"
-                    && (*value - 10_000.0).abs() < 1e-6
+                    && (*target_value - 10_000.0).abs() < 1e-6
             )),
             "{:?}",
             decision.order_intents