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修复策略前置表达式滚动函数执行

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boris
2026-08-01 17:14:37 +08:00
parent 2c93f4a1ed
commit 2749983267
1 changed files with 17 additions and 6 deletions
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crates/fidc-core/src/platform_expr_strategy.rs
+17 -6
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@@ -4415,8 +4415,10 @@ impl PlatformExprStrategy {
let include_day_factors = normalized_identifiers.contains("day_factors") let include_day_factors = normalized_identifiers.contains("day_factors")
|| normalized_identifiers.contains("day_factor") || normalized_identifiers.contains("day_factor")
|| prelude_identifiers.contains("day_factors"); || prelude_identifiers.contains("day_factors");
let include_factors_map = let include_factors_map = normalized_identifiers.contains("factors")
normalized_identifiers.contains("factors") || normalized_identifiers.contains("factor"); || normalized_identifiers.contains("factor")
|| prelude_identifiers.contains("factors")
|| prelude_identifiers.contains("factor");
let include_process_event_counts = include_day_factors let include_process_event_counts = include_day_factors
|| normalized_identifiers.contains("process_event_counts") || normalized_identifiers.contains("process_event_counts")
|| prelude_identifiers.contains("process_event_counts"); || prelude_identifiers.contains("process_event_counts");
@@ -4430,10 +4432,14 @@ impl PlatformExprStrategy {
include_factors_map, include_factors_map,
include_process_event_counts, include_process_event_counts,
); );
let expanded_prelude =
self.expand_runtime_helpers(ctx, day, stock, &self.normalized_prelude, &mut scope)?;
let expanded_expr = let expanded_expr =
self.expand_runtime_helpers(ctx, day, stock, &normalized_expr, &mut scope)?; self.expand_runtime_helpers(ctx, day, stock, &normalized_expr, &mut scope)?;
if let Some(item) = stock { if let Some(item) = stock {
for identifier in Self::extract_identifier_candidates(&expanded_expr) { let mut expanded_identifiers = Self::extract_identifier_candidates(&expanded_prelude);
expanded_identifiers.extend(Self::extract_identifier_candidates(&expanded_expr));
for identifier in expanded_identifiers {
if Self::is_reserved_scope_name(identifier.as_str()) if Self::is_reserved_scope_name(identifier.as_str())
|| self.prelude_declared_identifiers.contains(&identifier) || self.prelude_declared_identifiers.contains(&identifier)
|| (!self.stock_extra_factor_identifiers.contains(&identifier) || (!self.stock_extra_factor_identifiers.contains(&identifier)
@@ -4456,8 +4462,8 @@ impl PlatformExprStrategy {
} }
} }
let mut script_parts = Vec::with_capacity(2); let mut script_parts = Vec::with_capacity(2);
if !self.normalized_prelude.trim().is_empty() { if !expanded_prelude.trim().is_empty() {
script_parts.push(self.normalized_prelude.as_str()); script_parts.push(expanded_prelude.as_str());
} }
script_parts.push(expanded_expr.as_str()); script_parts.push(expanded_expr.as_str());
let script = script_parts.join("\n"); let script = script_parts.join("\n");
@@ -21639,7 +21645,11 @@ mod tests {
cfg.rotation_enabled = false; cfg.rotation_enabled = false;
cfg.benchmark_short_ma_days = 1; cfg.benchmark_short_ma_days = 1;
cfg.benchmark_long_ma_days = 1; cfg.benchmark_long_ma_days = 1;
cfg.prelude = "let blackout = trade_date >= \"2025-01-06\";".to_string(); cfg.prelude = concat!(
"let signal_current_ma = rolling_mean_current(\"signal_close\", 2);",
" let blackout = trade_date >= \"2025-01-06\";"
)
.to_string();
cfg.explicit_actions = vec![PlatformTradeAction::Order { cfg.explicit_actions = vec![PlatformTradeAction::Order {
kind: PlatformExplicitOrderKind::Value, kind: PlatformExplicitOrderKind::Value,
symbol: "000001.SZ".to_string(), symbol: "000001.SZ".to_string(),
@@ -21663,6 +21673,7 @@ mod tests {
" && rolling_zscore(\"close\", 2) > 0.9", " && rolling_zscore(\"close\", 2) > 0.9",
" && pct_change(\"close\", 1) > 0.09", " && pct_change(\"close\", 1) > 0.09",
" && factor_value(\"mixed_factor\") == 7.0", " && factor_value(\"mixed_factor\") == 7.0",
" && signal_current_ma == 11.7",
" && trade_date == \"2025-01-06\"", " && trade_date == \"2025-01-06\"",
" && blackout" " && blackout"
) )