支持日期化仓位调整回放

README.md

@@ -2,6 +2,16 @@
 
 面向中国 A 股和期货策略的 Rust 回测核心。仓库目标是提供平台自有的策略 DSL、执行模型、撮合模型和结果分析能力，最终由 `fidc-backtest-service` 对外提供策略运行服务。
 
+## Runtime position exposure schedule
+
+`strategy_spec.runtimeExpressions.risk.positionExposureSchedule` accepts dated
+`effectiveDate` plus `targetExposureBps` points. The platform expression strategy
+uses the latest point whose date is not later than the current execution date and
+otherwise keeps the strategy's normal `exposureExpr`. This contract is intended for
+audited runtime controls replayed by paper/live shadow reconciliation; it is not a
+market-data signal and does not change selection, pricing, fees, or execution-day
+risk checks.
+
 ## 当前能力
 
 - 日频和分钟执行价策略生命周期与确定性回放。

crates/fidc-core/src/platform_expr_strategy.rs

@@ -388,6 +388,7 @@ pub struct PlatformExprStrategyConfig {
     pub stock_filter_expr: String,
     pub buy_scale_expr: String,
     pub exposure_expr: String,
+    pub position_exposure_schedule: BTreeMap<NaiveDate, f64>,
     pub portfolio_drawdown_control: Option<PlatformPortfolioDrawdownControlConfig>,
     pub stop_loss_expr: String,
     pub take_profit_expr: String,
@@ -460,6 +461,7 @@ impl PlatformExprStrategyConfig {
             stock_filter_expr: String::new(),
             buy_scale_expr: "1.0".to_string(),
             exposure_expr: "1.0".to_string(),
+            position_exposure_schedule: BTreeMap::new(),
             portfolio_drawdown_control: None,
             stop_loss_expr: String::new(),
             take_profit_expr: String::new(),
@@ -555,6 +557,16 @@ fn band_low(index_close) {
     }
 }
 
+fn scheduled_position_exposure(
+    schedule: &BTreeMap<NaiveDate, f64>,
+    decision_date: NaiveDate,
+) -> Option<f64> {
+    schedule
+        .range(..=decision_date)
+        .next_back()
+        .map(|(_, exposure)| exposure.clamp(0.0, 1.0))
+}
+
 #[derive(Default, Clone)]
 struct ProjectedExecutionState {
     execution_cursors: BTreeMap<String, NaiveDateTime>,
@@ -7588,9 +7600,15 @@ impl PlatformExprStrategy {
         ctx: &StrategyContext<'_>,
         day: &DayExpressionState,
     ) -> Result<f64, BacktestError> {
-        let risk_on_exposure = self
+        let strategy_exposure = self
             .eval_float(ctx, &self.config.exposure_expr, day, None, None)?
             .clamp(0.0, 1.0);
+        let risk_on_exposure = scheduled_position_exposure(
+            &self.config.position_exposure_schedule,
+            ctx.execution_date,
+        )
+            .unwrap_or(strategy_exposure)
+            .clamp(0.0, 1.0);
         let Some(controller) = self.portfolio_drawdown_controller.as_mut() else {
             return Ok(risk_on_exposure);
         };
@@ -12488,6 +12506,7 @@ mod tests {
         PlatformRebalanceSchedule, PlatformScheduleFrequency, PlatformStopTakeReferencePriceMode,
         PlatformTradeAction, PlatformUniverseActionKind, RuntimeHelperResolution,
         SelectionRiskDeferral, StockFilterQuoteUsage, framework_stock_rolling_factor_requirement,
+        scheduled_position_exposure,
     };
     use crate::{
         AlgoOrderStyle, BenchmarkSnapshot, CandidateEligibility, CorporateAction,
@@ -12503,6 +12522,23 @@ mod tests {
         NaiveDate::from_ymd_opt(year, month, day).expect("valid date")
     }
 
+    #[test]
+    fn dated_position_exposure_uses_the_latest_effective_point() {
+        let schedule = BTreeMap::from([
+            (d(2026, 8, 14), 0.6451),
+            (d(2026, 8, 20), 0.3225),
+        ]);
+        assert_eq!(scheduled_position_exposure(&schedule, d(2026, 8, 13)), None);
+        assert_eq!(
+            scheduled_position_exposure(&schedule, d(2026, 8, 14)),
+            Some(0.6451),
+        );
+        assert_eq!(
+            scheduled_position_exposure(&schedule, d(2026, 8, 31)),
+            Some(0.3225),
+        );
+    }
+
     #[test]
     fn universe_exclude_matches_explicit_symbols_and_bjse_alias() {
         let excludes = vec![

crates/fidc-core/src/platform_strategy_spec.rs

@@ -902,6 +902,8 @@ pub struct StrategyExpressionAllocationConfig {
 pub struct StrategyExpressionRiskConfig {
     #[serde(default)]
     pub exposure_expr: Option<String>,
+    #[serde(default, alias = "position_exposure_schedule")]
+    pub position_exposure_schedule: Vec<StrategyPositionExposureSchedulePoint>,
     #[serde(default)]
     pub portfolio_drawdown_control: Option<StrategyPortfolioDrawdownControlConfig>,
     #[serde(default)]
@@ -916,6 +918,15 @@ pub struct StrategyExpressionRiskConfig {
     pub stop_take_reference_price_mode: Option<String>,
 }
 
+#[derive(Debug, Clone, Deserialize, Serialize)]
+#[serde(rename_all = "camelCase")]
+pub struct StrategyPositionExposureSchedulePoint {
+    #[serde(alias = "effective_date")]
+    pub effective_date: String,
+    #[serde(alias = "target_exposure_bps", alias = "effective_bps")]
+    pub target_exposure_bps: i32,
+}
+
 #[derive(Debug, Clone, Default, Deserialize, Serialize)]
 #[serde(rename_all = "camelCase")]
 pub struct StrategyPortfolioDrawdownControlConfig {
@@ -2035,6 +2046,34 @@ pub fn platform_expr_config_from_spec(
                     expr.clone()
                 };
             }
+            for point in &risk.position_exposure_schedule {
+                let effective_date = NaiveDate::parse_from_str(
+                    point.effective_date.trim(),
+                    "%Y-%m-%d",
+                )
+                .map_err(|_| {
+                    "runtimeExpressions.risk.positionExposureSchedule effectiveDate must use YYYY-MM-DD"
+                        .to_string()
+                })?;
+                if !(0..=10_000).contains(&point.target_exposure_bps) {
+                    return Err(
+                        "runtimeExpressions.risk.positionExposureSchedule targetExposureBps must be between 0 and 10000"
+                            .to_string(),
+                    );
+                }
+                if cfg
+                    .position_exposure_schedule
+                    .insert(
+                        effective_date,
+                        f64::from(point.target_exposure_bps) / 10_000.0,
+                    )
+                    .is_some()
+                {
+                    return Err(format!(
+                        "runtimeExpressions.risk.positionExposureSchedule contains duplicate date {effective_date}"
+                    ));
+                }
+            }
             if let Some(control) = risk.portfolio_drawdown_control.as_ref()
                 && control.enabled.unwrap_or(true)
             {
@@ -4003,6 +4042,35 @@ mod tests {
         assert_eq!(cfg.stock_long_ma_days, 21);
     }
 
+    #[test]
+    fn runtime_expression_parses_dated_position_exposure_schedule() {
+        let spec = serde_json::json!({
+            "runtimeExpressions": {
+                "risk": {
+                    "exposureExpr": "1.0",
+                    "positionExposureSchedule": [
+                        {"effectiveDate": "2026-08-14", "targetExposureBps": 6451},
+                        {"effective_date": "2026-08-20", "effective_bps": 3225}
+                    ]
+                }
+            }
+        });
+        let cfg = platform_expr_config_from_value("", "", &spec).expect("config");
+        assert_eq!(
+            cfg.position_exposure_schedule
+                [&NaiveDate::from_ymd_opt(2026, 8, 14).unwrap()],
+            0.6451,
+        );
+        assert_eq!(cfg.position_exposure_schedule.len(), 2);
+
+        let invalid = serde_json::json!({
+            "runtimeExpressions": {"risk": {"positionExposureSchedule": [
+                {"effectiveDate": "2026-08-14", "targetExposureBps": 10001}
+            ]}}
+        });
+        assert!(platform_expr_config_from_value("", "", &invalid).is_err());
+    }
+
     #[test]
     fn index_throttle_uses_signal_ma_not_performance_benchmark_ma() {
         let spec = serde_json::json!({