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Revert "修正部分延迟卖出槽位计数"

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This reverts commit c64bf16c8b.
This commit is contained in:
boris
2026-07-08 04:09:16 +08:00
parent c64bf16c8b
commit 344e7e90c2
1 changed files with 10 additions and 35 deletions
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crates/fidc-core/src/platform_expr_strategy.rs
+10 -35
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@@ -8349,7 +8349,7 @@ impl Strategy for PlatformExprStrategy {
.portfolio
.positions()
.keys()
.filter(|symbol| !same_day_sold_symbols.contains(*symbol))
.filter(|symbol| !delayed_sold_symbols.contains(*symbol))
.cloned()
.collect::<BTreeSet<_>>();
let daily_top_up_active = self.config.daily_top_up_enabled
@@ -8739,6 +8739,7 @@ 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());
order_intents.push(OrderIntent::TargetValue {
symbol: position.symbol.clone(),
target_value: 0.0,
@@ -8773,37 +8774,6 @@ impl Strategy for PlatformExprStrategy {
} else if stop_hit {
unresolved_stop_loss_symbols.insert(position.symbol.clone());
}
if daily_top_up_active {
self.try_daily_top_up_at_position(
ctx,
&day,
&stock_list,
decision_date,
execution_date,
projection_date,
selection_factor_date,
signal_date,
daily_top_up_target_budget,
selection_limit,
defer_execution_risk,
Some(position.symbol.as_str()),
&mut projected,
&mut projected_execution_state,
&mut order_intents,
&mut aiquant_available_cash,
&mut slot_working_symbols,
&mut same_bar_buy_symbols,
&pending_full_close_symbols,
&slot_blocking_symbols,
&same_day_sold_symbols,
&exit_symbols,
&delayed_sold_symbols,
&mut intraday_attempted_buys,
&mut daily_top_up_pending_buy_value,
debug_daily_top_up,
&mut daily_top_up_debug_notes,
)?;
}
continue;
}
}
@@ -21832,7 +21802,7 @@ mod tests {
}
#[test]
fn platform_aiquant_carried_full_close_releases_slot_when_flat() {
fn platform_aiquant_carried_full_close_does_not_release_new_top_up_slot() {
let prev_date = d(2025, 4, 29);
let date = d(2025, 4, 30);
let buy_first = "000001.SZ";
@@ -22016,7 +21986,12 @@ mod tests {
);
assert_eq!(
top_up_symbols,
vec![buy_first, buy_second],
vec![buy_first],
"{:?}",
decision.order_intents
);
assert!(
!top_up_symbols.contains(&buy_second),
"{:?}",
decision.order_intents
);
@@ -22619,7 +22594,7 @@ mod tests {
decision.order_intents
);
assert!(
!decision.order_intents.iter().any(|intent| matches!(
decision.order_intents.iter().any(|intent| matches!(
intent,
OrderIntent::Value {
symbol,