diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs index 4f049b1..441b6f7 100644 --- a/crates/fidc-core/src/platform_expr_strategy.rs +++ b/crates/fidc-core/src/platform_expr_strategy.rs @@ -8362,7 +8362,7 @@ impl Strategy for PlatformExprStrategy { let mut pending_full_close_symbols = BTreeSet::::new(); let mut slot_blocking_symbols = BTreeSet::::new(); let should_block_released_slots_after_top_up = delayed_open_exit_submitted; - let should_block_partial_stop_residual_slot = + let should_block_partial_exit_residual_slot = should_block_released_slots_after_top_up || trading_ratio < 1.0; let interleaved_pending_full_close_symbols = BTreeSet::::new(); let risk_level_forced_exit_time = self.risk_level_forced_exit_time(); @@ -8741,7 +8741,9 @@ impl Strategy for PlatformExprStrategy { self.pending_full_close_symbols.remove(&position.symbol); } else { exit_symbols.insert(position.symbol.clone()); - slot_blocking_symbols.insert(position.symbol.clone()); + if should_block_partial_exit_residual_slot { + slot_blocking_symbols.insert(position.symbol.clone()); + } order_intents.push(OrderIntent::TargetValue { symbol: position.symbol.clone(), target_value: 0.0, @@ -8768,7 +8770,9 @@ impl Strategy for PlatformExprStrategy { self.pending_full_close_symbols.remove(&position.symbol); } else { pending_full_close_symbols.insert(position.symbol.clone()); - slot_blocking_symbols.insert(position.symbol.clone()); + if should_block_partial_exit_residual_slot { + slot_blocking_symbols.insert(position.symbol.clone()); + } self.pending_full_close_symbols .insert(position.symbol.clone()); } @@ -8811,7 +8815,7 @@ impl Strategy for PlatformExprStrategy { self.pending_full_close_symbols.remove(&position.symbol); } else { pending_full_close_symbols.insert(position.symbol.clone()); - if should_block_partial_stop_residual_slot { + if should_block_partial_exit_residual_slot { slot_blocking_symbols.insert(position.symbol.clone()); } self.pending_full_close_symbols @@ -8881,7 +8885,9 @@ impl Strategy for PlatformExprStrategy { self.pending_full_close_symbols.remove(&position.symbol); } else { pending_full_close_symbols.insert(position.symbol.clone()); - slot_blocking_symbols.insert(position.symbol.clone()); + if should_block_partial_exit_residual_slot { + slot_blocking_symbols.insert(position.symbol.clone()); + } self.pending_full_close_symbols .insert(position.symbol.clone()); } @@ -22021,8 +22027,7 @@ mod tests { assert_eq!(top_up_symbols, vec!["000001.SZ"]); } - #[test] - fn platform_aiquant_carried_full_close_does_not_release_new_top_up_slot() { + fn carried_full_close_top_up_symbols_for_exposure(exposure_expr: &str) -> Vec { let prev_date = d(2025, 4, 29); let date = d(2025, 4, 30); let buy_first = "000001.SZ"; @@ -22166,7 +22171,7 @@ mod tests { cfg.market_cap_upper_expr = "1000".to_string(); cfg.selection_limit_expr = "4".to_string(); cfg.stock_filter_expr = "close > 0".to_string(); - cfg.exposure_expr = "1.0".to_string(); + cfg.exposure_expr = exposure_expr.to_string(); cfg.take_profit_expr = "1.1".to_string(); cfg.daily_top_up_enabled = true; cfg.release_slot_on_exit_signal = true; @@ -22184,7 +22189,7 @@ mod tests { .iter() .filter_map(|intent| match intent { OrderIntent::Value { symbol, reason, .. } if reason == "daily_top_up_buy" => { - Some(symbol.as_str()) + Some(symbol.clone()) } _ => None, }) @@ -22204,19 +22209,24 @@ mod tests { "{:?}", decision.order_intents ); + top_up_symbols + } + + #[test] + fn platform_full_exposure_carried_full_close_releases_second_top_up_slot() { + let top_up_symbols = carried_full_close_top_up_symbols_for_exposure("1.0"); assert_eq!( top_up_symbols, - vec![buy_first], - "{:?}", - decision.order_intents - ); - assert!( - !top_up_symbols.contains(&buy_second), - "{:?}", - decision.order_intents + vec!["000001.SZ".to_string(), "000002.SZ".to_string()] ); } + #[test] + fn platform_weak_exposure_carried_full_close_keeps_residual_slot() { + let top_up_symbols = carried_full_close_top_up_symbols_for_exposure("0.5"); + assert!(top_up_symbols.is_empty(), "{top_up_symbols:?}"); + } + #[test] fn platform_max_holding_days_exit_preempts_take_profit_exit() { let date = d(2025, 2, 26);