fix(strategy): require exact feature-date market snapshots

crates/fidc-core/src/platform_expr_strategy.rs

@@ -1043,7 +1043,6 @@ impl<'a> StockStateSnapshotSource<'a> for IndexedStockStateSnapshotSource<'a> {
         }
         self.data
             .market_by_symbol_id(self.factor_date, symbol_id)
-            .or_else(|| self.execution_market(symbol_id))
     }
 
     fn factor(&self, symbol_id: u32) -> Option<&'a DailyFactorSnapshot> {
@@ -1072,7 +1071,6 @@ impl<'a> StockStateSnapshotSource<'a> for ViewStockStateSnapshotSource<'a, '_> {
         }
         self.factor
             .market(symbol_id)
-            .or_else(|| self.execution_market(symbol_id))
     }
 
     fn factor(&self, symbol_id: u32) -> Option<&'a DailyFactorSnapshot> {
@@ -4743,7 +4741,6 @@ impl PlatformExprStrategy {
                 symbol: symbol.to_string(),
             })
         })?;
-        let feature_market = source.feature_market(symbol_id).unwrap_or(market);
         let factor = source.factor(symbol_id).ok_or_else(|| {
             BacktestError::Data(crate::data::DataSetError::MissingSnapshot {
                 kind: "factor",
@@ -4751,6 +4748,13 @@ impl PlatformExprStrategy {
                 symbol: symbol.to_string(),
             })
         })?;
+        let feature_market = source.feature_market(symbol_id).ok_or_else(|| {
+            BacktestError::Data(crate::data::DataSetError::MissingSnapshot {
+                kind: "feature_market",
+                date: factor_date,
+                symbol: symbol.to_string(),
+            })
+        })?;
         let intraday_same_day_factor = self.uses_intraday_execution_quotes()
             && factor_date == date
             && !ctx.is_lagged_execution();