修复AiQuant同批目标调仓净额语义

crates/fidc-core/src/platform_expr_strategy.rs

@@ -8285,6 +8285,47 @@ impl Strategy for PlatformExprStrategy {
             }
         }
 
+        let mut actionable_stop_take_exit_symbols = BTreeSet::<String>::new();
+        if self.config.aiquant_transaction_cost
+            && self.config.rotation_enabled
+            && trading_ratio > 0.0
+            && trading_ratio < 1.0
+            && selection_limit > 0
+        {
+            for position in ctx.portfolio.positions().values() {
+                if position.quantity == 0
+                    || delayed_sold_symbols.contains(&position.symbol)
+                    || pending_full_close_symbols.contains(&position.symbol)
+                    || self.pending_highlimit_holdings.contains(&position.symbol)
+                {
+                    continue;
+                }
+                if self.regular_sell_should_wait_due_to_highlimit(
+                    ctx,
+                    projection_date,
+                    &position.symbol,
+                    self.intraday_execution_start_time(),
+                )? {
+                    continue;
+                }
+                let (stop_hit, profit_hit) =
+                    self.stop_take_action_for_position(ctx, signal_date, &day, position)?;
+                if !stop_hit && !profit_hit {
+                    continue;
+                }
+                if defer_execution_risk
+                    || self.can_sell_position_at_time(
+                        ctx,
+                        execution_date,
+                        &position.symbol,
+                        Some(self.intraday_execution_start_time()),
+                    )
+                {
+                    actionable_stop_take_exit_symbols.insert(position.symbol.clone());
+                }
+            }
+        }
+
         if self.config.aiquant_transaction_cost
             && self.config.rotation_enabled
             && trading_ratio > 0.0
@@ -8311,6 +8352,9 @@ impl Strategy for PlatformExprStrategy {
                     if pending_full_close_symbols.contains(&position.symbol) {
                         continue;
                     }
+                    if actionable_stop_take_exit_symbols.contains(&position.symbol) {
+                        continue;
+                    }
                     let current_value = self.projected_position_value_at_execution_price(
                         ctx,
                         &projected,
@@ -19840,7 +19884,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_weak_market_adjusts_before_stop_loss_position() {
+    fn platform_weak_market_skips_target_adjust_before_actionable_stop_loss() {
         let prev_date = d(2025, 2, 2);
         let date = d(2025, 2, 3);
         let symbols = ["000001.SZ", "000002.SZ"];
@@ -19965,36 +20009,28 @@ mod tests {
 
         let decision = strategy.on_day(&ctx).expect("platform decision");
 
-        let stop_loss_index = decision
-            .order_intents
-            .iter()
-            .position(|intent| {
-                matches!(
-                    intent,
-                    OrderIntent::TargetValue {
-                        symbol,
-                        target_value,
-                        reason,
-                    } if symbol == "000001.SZ" && *target_value == 0.0 && reason == "stop_loss_exit"
-                )
-            })
-            .expect("stop-loss exit");
         assert!(
-            decision.order_intents[..stop_loss_index]
+            !decision.order_intents.iter().any(|intent| matches!(
-                .iter()
+                intent,
-                .any(|intent| matches!(
+                OrderIntent::Shares {
-                    intent,
+                    symbol,
-                    OrderIntent::Shares {
+                    quantity,
-                        symbol,
+                    reason,
-                        quantity,
+                } if symbol == "000001.SZ"
-                        reason,
+                    && reason == "daily_position_target_adjust"
-                    } if symbol == "000001.SZ"
+                    && *quantity > 0
-                        && reason == "daily_position_target_adjust"
+            )),
-                        && *quantity > 0
-                )),
             "{:?}",
             decision.order_intents
         );
+        assert!(decision.order_intents.iter().any(|intent| matches!(
+            intent,
+            OrderIntent::TargetValue {
+                symbol,
+                target_value,
+                reason,
+            } if symbol == "000001.SZ" && *target_value == 0.0 && reason == "stop_loss_exit"
+        )));
         assert!(decision.order_intents.iter().any(|intent| matches!(
             intent,
             OrderIntent::Value { symbol, reason, .. }