feat: add dated candidate universe contracts

crates/fidc-core/src/platform_expr_strategy.rs

@@ -439,6 +439,7 @@ pub struct PlatformExprStrategyConfig {
     pub matching_type: MatchingType,
     pub quote_quantity_limit: bool,
     pub current_day_precomputed_factors: bool,
+    pub candidate_symbols_by_date: BTreeMap<NaiveDate, BTreeSet<String>>,
     pub intraday_execution_time: Option<NaiveTime>,
     pub explicit_action_times: Vec<NaiveTime>,
     pub delayed_limit_open_exit_enabled: bool,
@@ -513,6 +514,7 @@ impl PlatformExprStrategyConfig {
             matching_type: MatchingType::CurrentBarClose,
             quote_quantity_limit: true,
             current_day_precomputed_factors: false,
+            candidate_symbols_by_date: BTreeMap::new(),
             intraday_execution_time: None,
             explicit_action_times: Vec::new(),
             delayed_limit_open_exit_enabled: false,
@@ -9590,6 +9592,15 @@ impl PlatformExprStrategy {
         let factor_symbol_ids = factor_day.factor_symbol_ids();
         debug_assert_eq!(factor_rows.len(), factor_symbol_ids.len());
         for (factor, symbol_id) in factor_rows.iter().zip(factor_symbol_ids.iter().copied()) {
+            if !self.config.candidate_symbols_by_date.is_empty()
+                && !self
+                    .config
+                    .candidate_symbols_by_date
+                    .get(&date)
+                    .is_some_and(|symbols| symbols.contains(&factor.symbol))
+            {
+                continue;
+            }
             if ctx.has_dynamic_universe() && !ctx.dynamic_universe_contains(&factor.symbol) {
                 continue;
             }
@@ -31514,6 +31525,33 @@ mod tests {
             decision.order_intents,
             decision.diagnostics
         );
+
+        let mut filtered_cfg = PlatformExprStrategyConfig::microcap_rotation();
+        filtered_cfg.signal_symbol = "000001.SZ".to_string();
+        filtered_cfg.refresh_rate = 99;
+        filtered_cfg.max_positions = 1;
+        filtered_cfg.benchmark_short_ma_days = 1;
+        filtered_cfg.benchmark_long_ma_days = 1;
+        filtered_cfg.market_cap_lower_expr = "0".to_string();
+        filtered_cfg.market_cap_upper_expr = "100".to_string();
+        filtered_cfg.selection_limit_expr = "1".to_string();
+        filtered_cfg.stock_filter_expr = "close > 0".to_string();
+        filtered_cfg.current_day_precomputed_factors = true;
+        filtered_cfg.retry_empty_rebalance = true;
+        filtered_cfg
+            .candidate_symbols_by_date
+            .insert(curr, BTreeSet::from(["300002.SZ".to_string()]));
+        let mut filtered_strategy = PlatformExprStrategy::new(filtered_cfg);
+        let filtered = filtered_strategy.on_day(&ctx).expect("filtered decision");
+        assert!(
+            matches!(
+                filtered.order_intents.first(),
+                Some(crate::strategy::OrderIntent::TargetValue { symbol, .. }) if symbol == "300002.SZ"
+            ),
+            "intents={:?} diagnostics={:?}",
+            filtered.order_intents,
+            filtered.diagnostics
+        );
     }
 
     #[test]

crates/fidc-core/src/platform_strategy_spec.rs

@@ -892,6 +892,8 @@ pub struct StrategyExpressionSelectionConfig {
     pub stock_filter_expr: Option<String>,
     #[serde(default, alias = "current_day_precomputed_factors")]
     pub current_day_precomputed_factors: Option<bool>,
+    #[serde(default, alias = "candidate_symbols_by_date")]
+    pub candidate_symbols_by_date: BTreeMap<String, Vec<String>>,
 }
 
 #[derive(Debug, Clone, Default, Deserialize, Serialize)]
@@ -2040,6 +2042,31 @@ pub fn platform_expr_config_from_spec(
             if let Some(enabled) = selection.current_day_precomputed_factors {
                 cfg.current_day_precomputed_factors = enabled;
             }
+            for (raw_date, raw_symbols) in &selection.candidate_symbols_by_date {
+                let trade_date = NaiveDate::parse_from_str(raw_date, "%Y-%m-%d").map_err(|_| {
+                    format!("candidateSymbolsByDate contains invalid date: {raw_date}")
+                })?;
+                let mut symbols = BTreeSet::new();
+                for raw_symbol in raw_symbols {
+                    let symbol = normalize_symbol(raw_symbol, None);
+                    let valid = symbol.rsplit_once('.').is_some_and(|(code, exchange)| {
+                        code.len() == 6
+                            && code.bytes().all(|byte| byte.is_ascii_digit())
+                            && matches!(exchange, "SH" | "SZ" | "BJ")
+                    });
+                    if !valid {
+                        return Err(format!(
+                            "candidateSymbolsByDate contains invalid stock symbol: {raw_symbol}"
+                        ));
+                    }
+                    if !symbols.insert(symbol.clone()) {
+                        return Err(format!(
+                            "candidateSymbolsByDate contains duplicate date/symbol: {raw_date} {symbol}"
+                        ));
+                    }
+                }
+                cfg.candidate_symbols_by_date.insert(trade_date, symbols);
+            }
         }
         if let Some(allocation) = runtime_expr.allocation.as_ref()
             && let Some(expr) = allocation
@@ -3057,7 +3084,11 @@ mod tests {
                     "marketCapLowerExpr": "3",
                     "marketCapUpperExpr": "28",
                     "stockFilterExpr": "stock_ma5 > stock_ma10",
-                    "currentDayPrecomputedFactors": true
+                    "currentDayPrecomputedFactors": true,
+                    "candidateSymbolsByDate": {
+                        "2025-01-02": ["600000.sh", "000001.SZ"],
+                        "2025-01-03": []
+                    }
                 },
                 "trading": {
                     "refreshRateExpr": "year >= 2024 ? 5 : 20",
@@ -3089,6 +3120,13 @@ mod tests {
         assert!(cfg.daily_top_up_enabled);
         assert!(cfg.retry_empty_rebalance);
         assert!(cfg.current_day_precomputed_factors);
+        assert_eq!(
+            cfg.candidate_symbols_by_date[&NaiveDate::from_ymd_opt(2025, 1, 2).unwrap()],
+            BTreeSet::from(["000001.SZ".to_string(), "600000.SH".to_string()])
+        );
+        assert!(
+            cfg.candidate_symbols_by_date[&NaiveDate::from_ymd_opt(2025, 1, 3).unwrap()].is_empty()
+        );
         assert_eq!(cfg.weak_market_shrink_overweight_threshold, Some(1.1));
         assert!(!cfg.calendar_rebalance_interval);
         assert_eq!(cfg.explicit_actions.len(), 1);