修正next-open信号日选股风控语义

2026-07-04 11:39:59 +08:00
parent bf457d94ce
commit 3e907d8e43
2 changed files with 111 additions and 7 deletions
@@ -526,14 +526,17 @@ impl StrategyContext<'_> {
        &self,
        date: NaiveDate,
    ) -> Vec<crate::data::EligibleUniverseSnapshot> {
-        let eligible = self.data.eligible_universe_on(date);
+        let eligible = if self.is_lagged_execution() && date == self.decision_date {
+            self.data.fundamental_universe_on(date)
+        } else {
+            self.data.eligible_universe_on(date).to_vec()
+        };
        match self.dynamic_universe {
            Some(symbols) if !symbols.is_empty() => eligible
-                .iter()
+                .into_iter()
                .filter(|row| symbols.contains(&row.symbol))
-                .cloned()
                .collect(),
-            _ => eligible.to_vec(),
+            _ => eligible,
        }
    }

@@ -542,9 +545,12 @@ impl StrategyContext<'_> {
        date: NaiveDate,
        risk_config: &crate::risk_control::FidcRiskControlConfig,
    ) -> Vec<crate::data::EligibleUniverseSnapshot> {
-        let eligible = self
-            .data
-            .eligible_universe_on_with_risk_config(date, risk_config);
+        let eligible = if self.is_lagged_execution() && date == self.decision_date {
+            self.data.fundamental_universe_on(date)
+        } else {
+            self.data
+                .eligible_universe_on_with_risk_config(date, risk_config)
+        };
        match self.dynamic_universe {
            Some(symbols) if !symbols.is_empty() => eligible
                .into_iter()