修复涨停持仓普通调仓提前卖出

crates/fidc-core/src/platform_expr_strategy.rs

@@ -2319,27 +2319,6 @@ impl PlatformExprStrategy {
         }
     }
 
-    fn mark_highlimit_for_delayed_exit_at_time(
-        &mut self,
-        ctx: &StrategyContext<'_>,
-        date: NaiveDate,
-        symbol: &str,
-        execution_time: NaiveTime,
-    ) -> Result<(), BacktestError> {
-        if !self.config.delayed_limit_open_exit_enabled
-            || self.pending_highlimit_holdings.contains(symbol)
-        {
-            return Ok(());
-        }
-        if matches!(
-            self.stock_is_at_upper_limit_at_time(ctx, date, symbol, execution_time)?,
-            Some(true)
-        ) {
-            self.pending_highlimit_holdings.insert(symbol.to_string());
-        }
-        Ok(())
-    }
-
     fn stock_state_with_factor_date_and_time(
         &self,
         ctx: &StrategyContext<'_>,
@@ -7484,12 +7463,14 @@ impl Strategy for PlatformExprStrategy {
                     if position.quantity == 0 || delayed_sold_symbols.contains(&position.symbol) {
                         continue;
                     }
-                    self.mark_highlimit_for_delayed_exit_at_time(
+                    if self.regular_sell_should_wait_due_to_highlimit(
                         ctx,
                         execution_date,
                         &position.symbol,
                         self.intraday_execution_start_time(),
-                    )?;
+                    )? {
+                        continue;
+                    }
                     if pending_full_close_symbols.contains(&position.symbol) {
                         continue;
                     }
@@ -7768,6 +7749,14 @@ impl Strategy for PlatformExprStrategy {
                 if stock_list.iter().any(|candidate| candidate == symbol) {
                     continue;
                 }
+                if self.regular_sell_should_wait_due_to_highlimit(
+                    ctx,
+                    execution_date,
+                    symbol,
+                    self.intraday_execution_start_time(),
+                )? {
+                    continue;
+                }
                 if !self.can_sell_position(ctx, execution_date, symbol) {
                     continue;
                 }
@@ -11725,7 +11714,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_aiquant_weak_market_allows_pending_highlimit_partial_target_adjust() {
+    fn platform_aiquant_weak_market_waits_pending_highlimit_target_adjust() {
         let prev_date = d(2023, 5, 4);
         let date = d(2023, 5, 5);
         let symbol = "600148.SH";
@@ -11864,7 +11853,7 @@ mod tests {
         let decision = strategy.on_day(&ctx).expect("platform decision");
 
         assert!(
-            decision.order_intents.iter().any(|intent| matches!(
+            !decision.order_intents.iter().any(|intent| matches!(
                 intent,
                 OrderIntent::Shares {
                     symbol: intent_symbol,
@@ -11881,7 +11870,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_aiquant_weak_market_marks_intraday_highlimit_before_target_adjust() {
+    fn platform_aiquant_weak_market_waits_when_intraday_highlimit_reached() {
         let prev_date = d(2023, 5, 4);
         let date = d(2023, 5, 5);
         let symbol = "600148.SH";
@@ -12020,7 +12009,7 @@ mod tests {
         let decision = strategy.on_day(&ctx).expect("platform decision");
 
         assert!(
-            decision.order_intents.iter().any(|intent| matches!(
+            !decision.order_intents.iter().any(|intent| matches!(
                 intent,
                 OrderIntent::Shares {
                     symbol: intent_symbol,