From 1d33b29c27f10b96c6454e496c5bc4d4d730c55c Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Mon, 6 Jul 2026 09:40:07 +0800
Subject: [PATCH] =?UTF-8?q?=E4=BF=AE=E5=A4=8D=E5=AD=A3=E8=8A=82=E6=80=A7?=
 =?UTF-8?q?=E6=B8=85=E4=BB=93=E6=89=A7=E8=A1=8C=E6=97=B6=E9=97=B4?=
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---
 .../fidc-core/src/platform_expr_strategy.rs   | 23 +++++++++++++++----
 crates/fidc-core/src/strategy.rs              |  5 +++-
 2 files changed, 22 insertions(+), 6 deletions(-)

diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index 8bfbd59..1c7076f 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -7978,9 +7978,12 @@ impl Strategy for PlatformExprStrategy {
                     continue;
                 }
                 exit_symbols.insert(symbol.clone());
-                order_intents.push(OrderIntent::TargetValue {
+                order_intents.push(OrderIntent::TimedTargetValue {
                     symbol: symbol.clone(),
                     target_value: 0.0,
+                    style: AlgoOrderStyle::Twap,
+                    start_time: Some(delayed_limit_exit_time),
+                    end_time: Some(delayed_limit_exit_time),
                     reason: "seasonal_stop_window".to_string(),
                 });
                 self.forget_position_entry_date(symbol);
@@ -11950,12 +11953,17 @@ mod tests {
         assert!(
             decision.order_intents.iter().any(|intent| matches!(
                 intent,
-                OrderIntent::TargetValue {
+                OrderIntent::TimedTargetValue {
                     symbol,
                     target_value,
+                    start_time,
+                    end_time,
                     reason,
+                    ..
                 } if symbol == other_symbol
                     && *target_value == 0.0
+                    && *start_time == Some(NaiveTime::from_hms_opt(9, 31, 0).unwrap())
+                    && *end_time == Some(NaiveTime::from_hms_opt(9, 31, 0).unwrap())
                     && reason == "seasonal_stop_window"
             )),
             "{:?}",
@@ -11964,7 +11972,7 @@ mod tests {
         assert!(
             !decision.order_intents.iter().any(|intent| matches!(
                 intent,
-                OrderIntent::TargetValue {
+                OrderIntent::TimedTargetValue {
                     symbol,
                     reason,
                     ..
@@ -12227,7 +12235,7 @@ mod tests {
         assert!(
             !decision.order_intents.iter().any(|intent| matches!(
                 intent,
-                OrderIntent::TargetValue {
+                OrderIntent::TimedTargetValue {
                     symbol,
                     reason,
                     ..
@@ -12239,12 +12247,17 @@ mod tests {
         assert!(
             decision.order_intents.iter().any(|intent| matches!(
                 intent,
-                OrderIntent::TargetValue {
+                OrderIntent::TimedTargetValue {
                     symbol,
                     target_value,
+                    start_time,
+                    end_time,
                     reason,
+                    ..
                 } if symbol == other_symbol
                     && *target_value == 0.0
+                    && *start_time == Some(NaiveTime::from_hms_opt(9, 31, 0).unwrap())
+                    && *end_time == Some(NaiveTime::from_hms_opt(9, 31, 0).unwrap())
                     && reason == "seasonal_stop_window"
             )),
             "{:?}",
diff --git a/crates/fidc-core/src/strategy.rs b/crates/fidc-core/src/strategy.rs
index 7c97e51..361c2c4 100644
--- a/crates/fidc-core/src/strategy.rs
+++ b/crates/fidc-core/src/strategy.rs
@@ -2622,9 +2622,12 @@ impl Strategy for OmniMicroCapStrategy {
                     .positions()
                     .keys()
                     .cloned()
-                    .map(|symbol| OrderIntent::TargetValue {
+                    .map(|symbol| OrderIntent::TimedTargetValue {
                         symbol,
                         target_value: 0.0,
+                        style: AlgoOrderStyle::Twap,
+                        start_time: Some(self.intraday_execution_start_time()),
+                        end_time: Some(self.intraday_execution_start_time()),
                         reason: "seasonal_stop_window".to_string(),
                     })
                     .collect(),