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修正满仓待清仓补仓槽位

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This commit is contained in:
boris
2026-07-08 04:28:28 +08:00
parent d30c93989c
commit 215c4046d1
1 changed files with 27 additions and 17 deletions
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crates/fidc-core/src/platform_expr_strategy.rs
+24 -14
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@@ -8362,7 +8362,7 @@ impl Strategy for PlatformExprStrategy {
let mut pending_full_close_symbols = BTreeSet::<String>::new();
let mut slot_blocking_symbols = BTreeSet::<String>::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::<String>::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());
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());
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());
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<String> {
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);