补充可配置过户费并纳入成交成本

crates/fidc-core/src/broker.rs

@@ -3749,6 +3749,7 @@ where
                 gross_amount,
                 commission: cost.commission,
                 stamp_tax: cost.stamp_tax,
+                transfer_fee: cost.transfer_fee,
                 net_cash_flow: net_cash,
                 reason: reason.to_string(),
             });
@@ -5400,6 +5401,7 @@ where
                 gross_amount,
                 commission: cost.commission,
                 stamp_tax: cost.stamp_tax,
+                transfer_fee: cost.transfer_fee,
                 net_cash_flow: -cash_out,
                 reason: reason.to_string(),
             });

crates/fidc-core/src/cost.rs

@@ -9,11 +9,12 @@ use crate::risk_control::TradingConstraintConfig;
 pub struct TradingCost {
     pub commission: f64,
     pub stamp_tax: f64,
+    pub transfer_fee: f64,
 }
 
 impl TradingCost {
     pub fn total(self) -> f64 {
-        self.commission + self.stamp_tax
+        self.commission + self.stamp_tax + self.transfer_fee
     }
 }
 
@@ -39,6 +40,7 @@ pub struct ChinaAShareCostModel {
     pub stamp_tax_rate_after_change: f64,
     pub stamp_tax_change_date: NaiveDate,
     pub minimum_commission: f64,
+    pub transfer_fee_rate: f64,
 }
 
 impl Default for ChinaAShareCostModel {
@@ -55,6 +57,7 @@ impl ChinaAShareCostModel {
             stamp_tax_rate_after_change: config.stamp_tax_rate_after_change,
             stamp_tax_change_date: config.stamp_tax_change_date,
             minimum_commission: config.minimum_commission,
+            transfer_fee_rate: config.transfer_fee_rate,
         }
     }
 
@@ -80,6 +83,13 @@ impl ChinaAShareCostModel {
         gross_amount * self.stamp_tax_rate_for(date)
     }
 
+    pub fn transfer_fee_for(&self, gross_amount: f64) -> f64 {
+        if gross_amount <= 0.0 {
+            return 0.0;
+        }
+        gross_amount * self.transfer_fee_rate
+    }
+
     pub fn commission_for_order_fill(
         &self,
         gross_amount: f64,
@@ -124,15 +134,18 @@ impl CostModel for ChinaAShareCostModel {
             return TradingCost {
                 commission: 0.0,
                 stamp_tax: 0.0,
+                transfer_fee: 0.0,
             };
         }
 
         let commission = self.commission_for(gross_amount);
         let stamp_tax = self.stamp_tax_for(date, side, gross_amount);
+        let transfer_fee = self.transfer_fee_for(gross_amount);
 
         TradingCost {
             commission,
             stamp_tax,
+            transfer_fee,
         }
     }
 
@@ -148,15 +161,18 @@ impl CostModel for ChinaAShareCostModel {
             return TradingCost {
                 commission: 0.0,
                 stamp_tax: 0.0,
+                transfer_fee: 0.0,
             };
         }
 
         let commission = self.commission_for_order_fill(gross_amount, order_id, commission_state);
         let stamp_tax = self.stamp_tax_for(date, side, gross_amount);
+        let transfer_fee = self.transfer_fee_for(gross_amount);
 
         TradingCost {
             commission,
             stamp_tax,
+            transfer_fee,
         }
     }
 }
@@ -181,6 +197,7 @@ mod tests {
         let config = TradingConstraintConfig {
             commission_rate: 0.0003,
             minimum_commission: 5.0,
+            transfer_fee_rate: 0.00001,
             stamp_tax_rate_before_change: 0.002,
             stamp_tax_rate_after_change: 0.001,
             stamp_tax_change_date: NaiveDate::from_ymd_opt(2025, 1, 10).expect("valid date"),
@@ -188,6 +205,8 @@ mod tests {
         };
         let model = ChinaAShareCostModel::from_trading_constraints(config);
 
+        assert!((model.transfer_fee_for(10_000.0) - 0.1).abs() < 1e-12);
+
         assert!(
             (model.stamp_tax_for(
                 NaiveDate::from_ymd_opt(2025, 1, 9).expect("valid date"),

crates/fidc-core/src/engine.rs

@@ -196,7 +196,7 @@ impl BacktestResult {
                     quantity: fill.quantity,
                     price: fill.price,
                     gross_amount: fill.gross_amount,
-                    transaction_cost: fill.commission + fill.stamp_tax,
+                    transaction_cost: fill.commission + fill.stamp_tax + fill.transfer_fee,
                     net_cash_flow: fill.net_cash_flow,
                     reason: fill.reason.clone(),
                 })
@@ -3157,6 +3157,7 @@ where
                             gross_amount: reinvest_cash,
                             commission: 0.0,
                             stamp_tax: 0.0,
+                            transfer_fee: 0.0,
                             net_cash_flow: -reinvest_cash,
                             reason: "dividend_reinvestment".to_string(),
                         });

crates/fidc-core/src/events.rs

@@ -125,6 +125,7 @@ pub struct FillEvent {
     pub gross_amount: f64,
     pub commission: f64,
     pub stamp_tax: f64,
+    pub transfer_fee: f64,
     pub net_cash_flow: f64,
     pub reason: String,
 }

crates/fidc-core/src/futures.rs

@@ -837,6 +837,7 @@ impl FuturesAccountState {
                     gross_amount: notional,
                     commission: intent.transaction_cost.max(0.0),
                     stamp_tax: 0.0,
+                    transfer_fee: 0.0,
                     net_cash_flow: cash_delta,
                     reason: format!(
                         "{} direction={} effect={}",

crates/fidc-core/src/platform_strategy_spec.rs

@@ -90,6 +90,8 @@ pub struct StrategyExecutionSpec {
         alias = "minCommission"
     )]
     pub minimum_commission: Option<f64>,
+    #[serde(default, alias = "transfer_fee_rate", alias = "transferFeeRate")]
+    pub transfer_fee_rate: Option<f64>,
     #[serde(default, alias = "stamp_tax_rate")]
     pub stamp_tax_rate: Option<f64>,
     #[serde(default, alias = "stamp_tax_rate_before_change")]
@@ -162,6 +164,8 @@ pub struct StrategyEngineConfig {
         alias = "minCommission"
     )]
     pub minimum_commission: Option<f64>,
+    #[serde(default, alias = "transfer_fee_rate", alias = "transferFeeRate")]
+    pub transfer_fee_rate: Option<f64>,
     #[serde(default, alias = "stamp_tax_rate")]
     pub stamp_tax_rate: Option<f64>,
     #[serde(default, alias = "stamp_tax_rate_before_change")]
@@ -282,6 +286,8 @@ pub struct StrategyRiskPolicySpec {
         alias = "minCommission"
     )]
     pub minimum_commission: Option<f64>,
+    #[serde(default, alias = "transfer_fee_rate", alias = "transferFeeRate")]
+    pub transfer_fee_rate: Option<f64>,
     #[serde(default, alias = "stamp_tax_rate")]
     pub stamp_tax_rate: Option<f64>,
     #[serde(default, alias = "stamp_tax_rate_before_change")]
@@ -343,6 +349,7 @@ const RISK_POLICY_VALUE_ALIAS_GROUPS: &[(&str, &[&str])] = &[
         "minimumCommission",
         &["minimum_commission", "min_commission", "minCommission"],
     ),
+    ("transferFeeRate", &["transfer_fee_rate"]),
     ("stampTaxRate", &["stamp_tax_rate"]),
     (
         "stampTaxRateBeforeChange",
@@ -906,6 +913,7 @@ fn apply_cost_overrides(
     cfg: &mut PlatformExprStrategyConfig,
     commission_rate: Option<f64>,
     minimum_commission: Option<f64>,
+    transfer_fee_rate: Option<f64>,
     stamp_tax_rate: Option<f64>,
     stamp_tax_rate_before_change: Option<f64>,
     stamp_tax_rate_after_change: Option<f64>,
@@ -919,6 +927,9 @@ fn apply_cost_overrides(
         cfg.minimum_commission = Some(value);
         cfg.risk_config.trading_constraints.minimum_commission = value;
     }
+    if let Some(value) = valid_non_negative(transfer_fee_rate) {
+        cfg.risk_config.trading_constraints.transfer_fee_rate = value;
+    }
     if let Some(value) = valid_non_negative(stamp_tax_rate) {
         cfg.stamp_tax_rate_before_change = Some(value);
         cfg.stamp_tax_rate_after_change = Some(value);
@@ -1074,6 +1085,7 @@ fn apply_risk_policy_overrides(
         cfg,
         policy.commission_rate,
         policy.minimum_commission,
+        policy.transfer_fee_rate,
         policy.stamp_tax_rate,
         policy.stamp_tax_rate_before_change,
         policy.stamp_tax_rate_after_change,
@@ -1495,6 +1507,7 @@ pub fn platform_expr_config_from_spec(
             &mut cfg,
             engine.commission_rate,
             engine.minimum_commission,
+            engine.transfer_fee_rate,
             engine.stamp_tax_rate,
             engine.stamp_tax_rate_before_change,
             engine.stamp_tax_rate_after_change,
@@ -1955,6 +1968,7 @@ pub fn platform_expr_config_from_spec(
             &mut cfg,
             execution.commission_rate,
             execution.minimum_commission,
+            execution.transfer_fee_rate,
             execution.stamp_tax_rate,
             execution.stamp_tax_rate_before_change,
             execution.stamp_tax_rate_after_change,

crates/fidc-core/src/risk_control.rs

@@ -82,6 +82,7 @@ pub struct TradingConstraintConfig {
     pub liquidity_limit_enabled: bool,
     pub commission_rate: f64,
     pub minimum_commission: f64,
+    pub transfer_fee_rate: f64,
     pub stamp_tax_rate_before_change: f64,
     pub stamp_tax_rate_after_change: f64,
     pub stamp_tax_change_date: NaiveDate,
@@ -95,6 +96,7 @@ impl Default for TradingConstraintConfig {
             liquidity_limit_enabled: true,
             commission_rate: 0.0003,
             minimum_commission: 5.0,
+            transfer_fee_rate: 0.0,
             stamp_tax_rate_before_change: 0.001,
             stamp_tax_rate_after_change: 0.0005,
             stamp_tax_change_date: NaiveDate::from_ymd_opt(2023, 8, 28)

crates/fidc-core/src/strategy.rs

@@ -315,7 +315,7 @@ impl StrategyContext<'_> {
         let gross_amount = fills.iter().map(|fill| fill.gross_amount).sum::<f64>();
         let transaction_cost = fills
             .iter()
-            .map(|fill| fill.commission + fill.stamp_tax)
+            .map(|fill| fill.commission + fill.stamp_tax + fill.transfer_fee)
             .sum::<f64>();
         let avg_price = if filled_quantity == 0 {
             0.0