拒绝非法回测成交量比例配置

crates/fidc-core/src/platform_strategy_spec.rs

@@ -668,18 +668,17 @@ fn valid_non_negative(value: Option<f64>) -> Option<f64> {
     value.filter(|item| item.is_finite() && *item >= 0.0)
 }
 
-fn normalize_percent_ratio(value: Option<f64>) -> Option<f64> {
+fn normalize_percent_ratio(value: f64, field_name: &str) -> Result<f64, String> {
-    value
+    if !value.is_finite() || value <= 0.0 {
-        .filter(|item| item.is_finite() && *item > 0.0)
+        return Err(format!("{field_name} must be a positive finite number"));
-        .and_then(|item| {
+    }
-            if item <= 1.0 {
+    if value <= 1.0 {
-                Some(item)
+        Ok(value)
-            } else if item <= 100.0 {
+    } else if value <= 100.0 {
-                Some(item / 100.0)
+        Ok(value / 100.0)
-            } else {
+    } else {
-                None
+        Err(format!("{field_name} must be <= 100"))
-            }
+    }
-        })
 }
 
 fn parse_policy_date(value: Option<&str>) -> Option<NaiveDate> {
@@ -734,27 +733,29 @@ fn apply_flat_risk_overrides(
     volume_limit: Option<bool>,
     liquidity_limit: Option<bool>,
     volume_percent: Option<f64>,
-) {
+) -> Result<(), String> {
     if let Some(enabled) = volume_limit {
         cfg.risk_config.trading_constraints.volume_limit_enabled = enabled;
     }
     if let Some(enabled) = liquidity_limit {
         cfg.risk_config.trading_constraints.liquidity_limit_enabled = enabled;
     }
-    if let Some(value) = normalize_percent_ratio(volume_percent) {
+    if let Some(raw_value) = volume_percent {
+        let value = normalize_percent_ratio(raw_value, "volume_percent")?;
         cfg.risk_config.trading_constraints.volume_percent = value;
     }
     cfg.quote_quantity_limit = cfg.risk_config.trading_constraints.volume_limit_enabled
         || cfg.risk_config.trading_constraints.liquidity_limit_enabled
         || cfg.matching_type != MatchingType::MinuteLast;
+    Ok(())
 }
 
 fn apply_risk_policy_overrides(
     cfg: &mut PlatformExprStrategyConfig,
     policy: Option<&StrategyRiskPolicySpec>,
-) {
+) -> Result<(), String> {
     let Some(policy) = policy else {
-        return;
+        return Ok(());
     };
     let static_rules = &mut cfg.risk_config.static_rules;
     if let Some(value) = policy.reject_st_selection {
@@ -834,7 +835,7 @@ fn apply_risk_policy_overrides(
         policy.volume_limit_enabled,
         policy.liquidity_limit_enabled,
         policy.volume_percent,
-    );
+    )?;
     apply_cost_overrides(
         cfg,
         policy.commission_rate,
@@ -843,6 +844,7 @@ fn apply_risk_policy_overrides(
         policy.stamp_tax_rate_after_change,
         policy.stamp_tax_change_date.as_deref(),
     );
+    Ok(())
 }
 
 fn normalize_model_name(value: &str) -> String {
@@ -1026,7 +1028,7 @@ fn infer_expression_windows(
     stock_short_explicit: bool,
     stock_mid_explicit: bool,
     stock_long_explicit: bool,
-) {
+) -> Result<(), String> {
     let mut benchmark_days = Vec::new();
     for expr in [&cfg.exposure_expr, &cfg.buy_scale_expr] {
         benchmark_days.extend(prefixed_ma_lookbacks(expr, "benchmark_ma"));
@@ -1057,6 +1059,7 @@ fn infer_expression_windows(
     if !stock_long_explicit && let Some(long) = stock_days.last().copied() {
         cfg.stock_long_ma_days = long;
     }
+    Ok(())
 }
 
 pub fn platform_expr_config_from_spec(
@@ -1188,8 +1191,8 @@ pub fn platform_expr_config_from_spec(
             engine.volume_limit,
             engine.liquidity_limit,
             engine.volume_percent,
-        );
+        )?;
-        apply_risk_policy_overrides(&mut cfg, engine.risk_policy.as_ref());
+        apply_risk_policy_overrides(&mut cfg, engine.risk_policy.as_ref())?;
         apply_execution_behavior_overrides(
             &mut cfg,
             engine.matching_type.as_deref(),
@@ -1531,7 +1534,7 @@ pub fn platform_expr_config_from_spec(
         stock_short_explicit,
         stock_mid_explicit,
         stock_long_explicit,
-    );
+    )?;
 
     if !cfg.signal_symbol.trim().is_empty() {
         cfg.signal_symbol = normalize_symbol(&cfg.signal_symbol, None);
@@ -1597,8 +1600,8 @@ pub fn platform_expr_config_from_spec(
             execution.volume_limit,
             execution.liquidity_limit,
             execution.volume_percent,
-        );
+        )?;
-        apply_risk_policy_overrides(&mut cfg, execution.risk_policy.as_ref());
+        apply_risk_policy_overrides(&mut cfg, execution.risk_policy.as_ref())?;
         apply_execution_behavior_overrides(
             &mut cfg,
             execution.matching_type.as_deref(),
@@ -2258,6 +2261,37 @@ mod tests {
         assert_eq!(cfg.matching_type, MatchingType::MinuteLast);
     }
 
+    #[test]
+    fn rejects_invalid_explicit_volume_percent_in_platform_config() {
+        let engine_value = serde_json::json!({
+            "engine_config": {
+                "volume_percent": 101
+            }
+        });
+        let engine_error = platform_expr_config_from_value("", "", &engine_value)
+            .expect_err("volume_percent above 100 must fail");
+        assert!(
+            engine_error
+                .to_string()
+                .contains("volume_percent must be <= 100")
+        );
+
+        let policy_value = serde_json::json!({
+            "execution": {
+                "riskPolicy": {
+                    "volumePercent": 0
+                }
+            }
+        });
+        let policy_error = platform_expr_config_from_value("", "", &policy_value)
+            .expect_err("zero riskPolicy volumePercent must fail");
+        assert!(
+            policy_error
+                .to_string()
+                .contains("volume_percent must be a positive finite number")
+        );
+    }
+
     #[test]
     fn parses_execution_slippage_overrides_into_platform_config() {
         let spec = serde_json::json!({