From 185ed49fe2a4747ca7fff9f4cd398f7418a90878 Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Wed, 8 Jul 2026 05:06:55 +0800
Subject: [PATCH] =?UTF-8?q?=E4=BF=AE=E6=AD=A3=E6=95=B0=E5=AD=97=E6=AD=A2?=
 =?UTF-8?q?=E6=8D=9F=E8=BE=B9=E7=95=8C=E5=8F=A3=E5=BE=84?=
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---
 .../fidc-core/src/platform_expr_strategy.rs   | 114 +++++++++++++++++-
 1 file changed, 111 insertions(+), 3 deletions(-)

diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index 15a6dca..f901f4c 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -7964,12 +7964,12 @@ impl PlatformExprStrategy {
                 boolean
             } else if let Some(multiplier) = stop_result.clone().try_cast::<f64>() {
                 if multiplier > 0.0 && multiplier < 0.5 {
-                    holding_return <= -multiplier
+                    holding_return < -multiplier
                 } else {
-                    current_price <= stop_take_base_price * multiplier
+                    current_price < stop_take_base_price * multiplier
                 }
             } else if let Some(multiplier) = stop_result.try_cast::<i64>() {
-                current_price <= stop_take_base_price * multiplier as f64
+                current_price < stop_take_base_price * multiplier as f64
             } else {
                 false
             }
@@ -13667,6 +13667,114 @@ mod tests {
         assert_eq!(evaluate(9.1, "0.08", ""), (true, false));
     }
 
+    #[test]
+    fn platform_numeric_stop_loss_is_strictly_below_multiplier() {
+        let prev_date = d(2025, 3, 13);
+        let date = d(2025, 3, 14);
+        let symbol = "600561.SH";
+        let evaluate = |last_price: f64| {
+            let data = DataSet::from_components(
+                vec![Instrument {
+                    symbol: symbol.to_string(),
+                    name: symbol.to_string(),
+                    board: "SH".to_string(),
+                    round_lot: 100,
+                    listed_at: Some(d(2020, 1, 1)),
+                    delisted_at: None,
+                    status: "active".to_string(),
+                }],
+                vec![DailyMarketSnapshot {
+                    date,
+                    symbol: symbol.to_string(),
+                    timestamp: Some("2025-03-14 10:15:00".to_string()),
+                    day_open: last_price,
+                    open: last_price,
+                    high: last_price,
+                    low: last_price,
+                    close: last_price,
+                    last_price,
+                    bid1: last_price,
+                    ask1: last_price,
+                    prev_close: 100.0,
+                    volume: 1_000_000,
+                    minute_volume: 1_000,
+                    bid1_volume: 1_000,
+                    ask1_volume: 1_000,
+                    trading_phase: Some("continuous".to_string()),
+                    paused: false,
+                    upper_limit: 110.0,
+                    lower_limit: 90.0,
+                    price_tick: 0.01,
+                }],
+                vec![DailyFactorSnapshot {
+                    date,
+                    symbol: symbol.to_string(),
+                    market_cap_bn: 3.2,
+                    free_float_cap_bn: 2.1,
+                    pe_ttm: 8.0,
+                    turnover_ratio: Some(3.0),
+                    effective_turnover_ratio: Some(3.0),
+                    extra_factors: BTreeMap::new(),
+                }],
+                vec![CandidateEligibility {
+                    date,
+                    symbol: symbol.to_string(),
+                    is_st: false,
+                    is_star_st: false,
+                    is_new_listing: false,
+                    is_paused: false,
+                    allow_buy: false,
+                    allow_sell: true,
+                    is_kcb: false,
+                    is_one_yuan: false,
+                    risk_level_code: None,
+                }],
+                vec![BenchmarkSnapshot {
+                    date,
+                    benchmark: "000852.SH".to_string(),
+                    open: 1000.0,
+                    close: 1002.0,
+                    prev_close: 998.0,
+                    volume: 1_000_000,
+                }],
+            )
+            .expect("dataset");
+            let mut portfolio = PortfolioState::new(1_000_000.0);
+            portfolio.position_mut(symbol).buy(prev_date, 10_000, 100.0);
+            let subscriptions = BTreeSet::new();
+            let ctx = StrategyContext {
+                execution_date: date,
+                decision_date: date,
+                decision_index: 40,
+                data: &data,
+                portfolio: &portfolio,
+                futures_account: None,
+                open_orders: &[],
+                dynamic_universe: None,
+                subscriptions: &subscriptions,
+                process_events: &[],
+                active_process_event: None,
+                active_datetime: None,
+                order_events: &[],
+                fills: &[],
+            };
+            let mut cfg = PlatformExprStrategyConfig::microcap_rotation();
+            cfg.rotation_enabled = false;
+            cfg.signal_symbol = symbol.to_string();
+            cfg.stop_loss_expr = "0.92".to_string();
+            cfg.take_profit_expr.clear();
+            let strategy = PlatformExprStrategy::new(cfg);
+            let day = strategy.day_state(&ctx, date).expect("day state");
+            strategy
+                .stop_take_action(&ctx, date, date, &day, symbol)
+                .expect("stop take action")
+                .0
+        };
+
+        assert!(!evaluate(92.0));
+        assert!(evaluate(91.99));
+    }
+
     #[test]
     fn platform_stock_state_uses_current_day_limit_status_for_buy_scale() {
         let date = d(2025, 3, 14);