修正指数择时使用信号指数

crates/fidc-core/src/platform_expr_strategy.rs

@@ -400,6 +400,8 @@ struct DayExpressionState {
     benchmark_ma10: f64,
     benchmark_ma20: f64,
     benchmark_ma30: f64,
+    signal_ma_short: f64,
+    signal_ma_long: f64,
     signal_ma5: f64,
     signal_ma10: f64,
     signal_ma20: f64,
@@ -890,6 +892,8 @@ impl PlatformExprStrategy {
                 | "signal_ma10"
                 | "signal_ma20"
                 | "signal_ma30"
+                | "signal_ma_short"
+                | "signal_ma_long"
                 | "benchmark_ma5"
                 | "benchmark_ma10"
                 | "benchmark_ma20"
@@ -2672,6 +2676,14 @@ impl PlatformExprStrategy {
             .data
             .market_decision_close_moving_average(date, &self.config.signal_symbol, 5)
             .unwrap_or(benchmark_ma5);
+        let signal_ma_short = ctx
+            .data
+            .market_decision_close_moving_average(
+                date,
+                &self.config.signal_symbol,
+                self.config.benchmark_short_ma_days,
+            )
+            .unwrap_or(signal_ma5);
         let signal_ma10 = ctx
             .data
             .market_decision_close_moving_average(date, &self.config.signal_symbol, 10)
@@ -2684,6 +2696,14 @@ impl PlatformExprStrategy {
             .data
             .market_decision_close_moving_average(date, &self.config.signal_symbol, 30)
             .unwrap_or(benchmark_ma30);
+        let signal_ma_long = ctx
+            .data
+            .market_decision_close_moving_average(
+                date,
+                &self.config.signal_symbol,
+                self.config.benchmark_long_ma_days,
+            )
+            .unwrap_or(signal_ma30);
         let account = ctx.account();
         let cash = account.cash;
         let market_value = account.market_value;
@@ -2708,6 +2728,8 @@ impl PlatformExprStrategy {
             benchmark_ma10,
             benchmark_ma20,
             benchmark_ma30,
+            signal_ma_short,
+            signal_ma_long,
             signal_ma5,
             signal_ma10,
             signal_ma20,
@@ -3129,6 +3151,8 @@ impl PlatformExprStrategy {
         scope.push("signal_ma5", day.signal_ma5);
         scope.push("signal_ma10", day.signal_ma10);
         scope.push("signal_ma20", day.signal_ma20);
+        scope.push("signal_ma_short", day.signal_ma_short);
+        scope.push("signal_ma_long", day.signal_ma_long);
         scope.push("benchmark_ma5", day.benchmark_ma5);
         scope.push("benchmark_ma10", day.benchmark_ma10);
         scope.push("benchmark_ma20", day.benchmark_ma20);
@@ -3256,6 +3280,8 @@ impl PlatformExprStrategy {
             day_factors.insert("signal_ma10".into(), Dynamic::from(day.signal_ma10));
             day_factors.insert("signal_ma20".into(), Dynamic::from(day.signal_ma20));
             day_factors.insert("signal_ma30".into(), Dynamic::from(day.signal_ma30));
+            day_factors.insert("signal_ma_short".into(), Dynamic::from(day.signal_ma_short));
+            day_factors.insert("signal_ma_long".into(), Dynamic::from(day.signal_ma_long));
             day_factors.insert("benchmark_ma5".into(), Dynamic::from(day.benchmark_ma5));
             day_factors.insert("benchmark_ma10".into(), Dynamic::from(day.benchmark_ma10));
             day_factors.insert("benchmark_ma20".into(), Dynamic::from(day.benchmark_ma20));
@@ -9272,8 +9298,8 @@ impl Strategy for PlatformExprStrategy {
                     "platform_expr signal={} last={:.2} ma_short={:.2} ma_long={:.2} band={:.2}-{:.2} tr={:.2}",
                     self.config.signal_symbol,
                     day.signal_close,
-                    day.benchmark_ma_short,
+                    day.signal_ma_short,
-                    day.benchmark_ma_long,
+                    day.signal_ma_long,
                     band_low,
                     band_high,
                     trading_ratio

crates/fidc-core/src/platform_strategy_spec.rs

@@ -1219,6 +1219,17 @@ fn stock_volume_ma_expr(days: usize) -> String {
     }
 }
 
+fn normalize_index_throttle_exposure_expr(expr: &str) -> String {
+    let mut normalized = expr.to_string();
+    for suffix in ["short", "long", "5", "10", "20", "30"] {
+        normalized = normalized.replace(
+            &format!("benchmark_ma{suffix}"),
+            &format!("signal_ma{suffix}"),
+        );
+    }
+    normalized
+}
+
 fn infer_expression_windows(
     cfg: &mut PlatformExprStrategyConfig,
     benchmark_short_explicit: bool,
@@ -1230,6 +1241,7 @@ fn infer_expression_windows(
     let mut benchmark_days = Vec::new();
     for expr in [&cfg.exposure_expr, &cfg.buy_scale_expr] {
         benchmark_days.extend(prefixed_ma_lookbacks(expr, "benchmark_ma"));
+        benchmark_days.extend(prefixed_ma_lookbacks(expr, "signal_ma"));
         benchmark_days.extend(rolling_mean_lookbacks(expr, "benchmark_close"));
     }
     let benchmark_days = sorted_unique_positive(benchmark_days);
@@ -1539,7 +1551,16 @@ pub fn platform_expr_config_from_spec(
                 .as_ref()
                 .filter(|value| !value.trim().is_empty())
             {
-                cfg.exposure_expr = expr.clone();
+                cfg.exposure_expr = if spec
+                    .engine_config
+                    .as_ref()
+                    .and_then(|engine| engine.index_throttle.as_ref())
+                    .is_some()
+                {
+                    normalize_index_throttle_exposure_expr(expr)
+                } else {
+                    expr.clone()
+                };
             }
             if let Some(expr) = risk
                 .stop_loss_expr
@@ -1715,7 +1736,7 @@ pub fn platform_expr_config_from_spec(
             let defensive = index_throttle.defensive_exposure.unwrap_or(0.5);
             let full = index_throttle.full_exposure.unwrap_or(1.0);
             cfg.exposure_expr = format!(
-                "benchmark_ma_short < benchmark_ma_long * {} ? {} : {}",
+                "signal_ma_short < signal_ma_long * {} ? {} : {}",
                 ratio, defensive, full
             );
         }
@@ -2963,6 +2984,40 @@ mod tests {
         assert_eq!(cfg.stock_long_ma_days, 21);
     }
 
+    #[test]
+    fn index_throttle_uses_signal_ma_not_performance_benchmark_ma() {
+        let spec = serde_json::json!({
+            "signalSymbol": "000852.SH",
+            "benchmark": {
+                "instrumentId": "932000.CSI"
+            },
+            "engineConfig": {
+                "profileName": "aiquant",
+                "indexThrottle": {
+                    "shortDays": 10,
+                    "longDays": 30,
+                    "defensiveExposure": 0.5,
+                    "fullExposure": 1.0
+                }
+            },
+            "runtimeExpressions": {
+                "risk": {
+                    "exposureExpr": "if benchmark_ma10 > benchmark_ma30 { 1.0 } else { 0.5 }"
+                }
+            }
+        });
+
+        let cfg = platform_expr_config_from_value("strategy88", "", &spec).expect("config");
+
+        assert_eq!(cfg.signal_symbol, "000852.SH");
+        assert_eq!(
+            cfg.exposure_expr,
+            "if signal_ma10 > signal_ma30 { 1.0 } else { 0.5 }"
+        );
+        assert_eq!(cfg.benchmark_short_ma_days, 10);
+        assert_eq!(cfg.benchmark_long_ma_days, 30);
+    }
+
     #[test]
     fn parses_daily_schedule_time_for_aiquant_execution_quotes() {
         let spec = serde_json::json!({