支持策略决策前批量加载执行价

crates/fidc-core/src/engine.rs

@@ -622,6 +622,35 @@ where
         Ok(())
     }
 
+    fn ensure_execution_quotes_for_symbols_at_times(
+        &mut self,
+        execution_date: NaiveDate,
+        symbols: &BTreeSet<String>,
+        quote_times: &[NaiveTime],
+    ) -> Result<(), BacktestError> {
+        if self.execution_quote_loader.is_none() || quote_times.is_empty() || symbols.is_empty() {
+            return Ok(());
+        }
+        let base_symbols = symbols
+            .iter()
+            .filter(|symbol| !symbol.trim().is_empty())
+            .cloned()
+            .collect::<BTreeSet<_>>();
+        if base_symbols.is_empty() {
+            return Ok(());
+        }
+        for quote_time in quote_times {
+            let mut symbols = base_symbols.clone();
+            self.load_missing_execution_quotes(
+                execution_date,
+                Some(*quote_time),
+                None,
+                &mut symbols,
+            )?;
+        }
+        Ok(())
+    }
+
     fn apply_strategy_directives(
         &mut self,
         execution_date: NaiveDate,
@@ -1951,6 +1980,33 @@ where
             )?;
             let on_day_open_orders = self.open_order_views();
             let decision_quote_times = self.strategy.decision_quote_times();
+            if !decision_quote_times.is_empty() {
+                let decision_quote_symbols =
+                    self.strategy.decision_quote_symbols(&StrategyContext {
+                        execution_date,
+                        decision_date,
+                        decision_index,
+                        data: &self.data,
+                        portfolio: &portfolio,
+                        futures_account: self.futures_account.as_ref(),
+                        open_orders: &on_day_open_orders,
+                        dynamic_universe: self.dynamic_universe.as_ref(),
+                        subscriptions: &self.subscriptions,
+                        process_events: &process_events,
+                        active_process_event: None,
+                        active_datetime: stage_datetime(
+                            execution_date,
+                            default_stage_time(ScheduleStage::OnDay),
+                        ),
+                        order_events: result.order_events.as_slice(),
+                        fills: result.fills.as_slice(),
+                    })?;
+                self.ensure_execution_quotes_for_symbols_at_times(
+                    execution_date,
+                    &decision_quote_symbols,
+                    &decision_quote_times,
+                )?;
+            }
             self.ensure_execution_quotes_for_portfolio_times(
                 execution_date,
                 &portfolio,

crates/fidc-core/src/platform_expr_strategy.rs

@@ -6362,6 +6362,27 @@ impl Strategy for PlatformExprStrategy {
         times.into_iter().collect()
     }
 
+    fn decision_quote_symbols(
+        &mut self,
+        ctx: &StrategyContext<'_>,
+    ) -> Result<BTreeSet<String>, BacktestError> {
+        let mut symbols = ctx
+            .portfolio
+            .positions()
+            .keys()
+            .filter(|symbol| !symbol.trim().is_empty())
+            .cloned()
+            .collect::<BTreeSet<_>>();
+        if self.config.rotation_enabled && !self.config.in_skip_window(ctx.execution_date) {
+            let plan = self.selection_quote_plan(ctx, 0)?;
+            symbols.extend(plan.order_symbols);
+            if plan.requires_intraday_selection_quotes {
+                symbols.extend(plan.candidate_symbols);
+            }
+        }
+        Ok(symbols)
+    }
+
     fn open_auction(
         &mut self,
         ctx: &StrategyContext<'_>,

crates/fidc-core/src/strategy.rs

@@ -43,6 +43,12 @@ pub trait Strategy {
     fn decision_quote_times(&self) -> Vec<NaiveTime> {
         Vec::new()
     }
+    fn decision_quote_symbols(
+        &mut self,
+        _ctx: &StrategyContext<'_>,
+    ) -> Result<BTreeSet<String>, BacktestError> {
+        Ok(BTreeSet::new())
+    }
     fn on_scheduled(
         &mut self,
         _ctx: &StrategyContext<'_>,