修正next-open信号日选股风控语义

crates/fidc-core/src/engine.rs

@@ -4150,6 +4150,46 @@ mod tests {
         }
     }
 
+    #[derive(Debug)]
+    struct ScheduledEligibleUniverseBuyStrategy {
+        rule: ScheduleRule,
+        expected_decision_date: NaiveDate,
+    }
+
+    impl Strategy for ScheduledEligibleUniverseBuyStrategy {
+        fn name(&self) -> &str {
+            "scheduled_eligible_universe_buy"
+        }
+
+        fn schedule_rules(&self) -> Vec<ScheduleRule> {
+            vec![self.rule.clone()]
+        }
+
+        fn on_scheduled(
+            &mut self,
+            ctx: &StrategyContext<'_>,
+            rule: &ScheduleRule,
+        ) -> Result<StrategyDecision, super::BacktestError> {
+            assert_eq!(rule.name, self.rule.name);
+            assert_eq!(ctx.decision_date, self.expected_decision_date);
+            let Some(symbol) = ctx
+                .eligible_universe_on(ctx.decision_date)
+                .first()
+                .map(|row| row.symbol.clone())
+            else {
+                return Ok(StrategyDecision::default());
+            };
+            Ok(StrategyDecision {
+                order_intents: vec![OrderIntent::Shares {
+                    symbol,
+                    quantity: 100,
+                    reason: "eligible_universe_next_open_buy".to_string(),
+                }],
+                ..StrategyDecision::default()
+            })
+        }
+    }
+
     #[derive(Debug)]
     struct ScheduledDataDateProbeStrategy {
         rule: ScheduleRule,
@@ -4777,6 +4817,28 @@ mod tests {
                 .map(|snapshot| snapshot.close),
             Some(11.5)
         );
+        assert!(
+            dataset.eligible_universe_on(first).is_empty(),
+            "raw DataSet helper remains a risk-filtered universe"
+        );
+        assert_eq!(
+            manual_ctx
+                .eligible_universe_on(first)
+                .into_iter()
+                .map(|row| row.symbol)
+                .collect::<Vec<_>>(),
+            vec![SYMBOL.to_string()],
+            "lagged StrategyContext should not apply signal-day execution risk to universe helpers"
+        );
+        assert_eq!(
+            manual_ctx
+                .eligible_universe_on_with_risk_config(first, &FidcRiskControlConfig::default())
+                .into_iter()
+                .map(|row| row.symbol)
+                .collect::<Vec<_>>(),
+            vec![SYMBOL.to_string()],
+            "lagged StrategyContext should defer configured selection risk on the signal day"
+        );
         assert_eq!(
             manual_ctx.history_bars(SYMBOL, 2, "1d", "close", true),
             vec![11.5]
@@ -4816,6 +4878,42 @@ mod tests {
         assert_eq!(result.fills[0].price, 12.0);
     }
 
+    #[test]
+    fn next_bar_open_eligible_universe_helper_does_not_block_on_decision_day_risk() {
+        let first = d(2025, 1, 2);
+        let second = d(2025, 1, 3);
+        let dataset = dataset_with(
+            market_with_state(first, 10.0, 11.5, true, 11.5, 9.0),
+            market_with_state(second, 12.0, 99.0, false, 200.0, 1.0),
+            candidate_with_state(first, true, false),
+            candidate(second),
+        );
+        let config = BacktestConfig {
+            initial_cash: 100_000.0,
+            benchmark_code: "000852.SH".to_string(),
+            start_date: Some(first),
+            end_date: Some(second),
+            decision_lag_trading_days: 1,
+            execution_price_field: PriceField::Open,
+        };
+
+        let result = BacktestEngine::new(
+            dataset,
+            ScheduledEligibleUniverseBuyStrategy {
+                rule: ScheduleRule::daily("daily_eligible_universe_buy", ScheduleStage::OnDay),
+                expected_decision_date: first,
+            },
+            scheduled_next_open_broker(FidcRiskControlConfig::default()),
+            config,
+        )
+        .run()
+        .expect("backtest run");
+
+        assert_eq!(result.fills.len(), 1);
+        assert_eq!(result.fills[0].date, second);
+        assert_eq!(result.fills[0].price, 12.0);
+    }
+
     #[test]
     fn next_bar_open_execution_risk_ignores_decision_day_paused_state() {
         let first = d(2025, 1, 2);

crates/fidc-core/src/strategy.rs

@@ -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()