排除仅作参考的基准并记录周期买入风控拒绝

crates/fidc-core/src/engine.rs

@@ -474,7 +474,9 @@ pub struct BacktestEngine<S, C, R> {
 }
 
 fn all_instruments_have_dated_absence(data: &DataSet, date: NaiveDate) -> bool {
-    !data.instruments().is_empty() && data.instruments().values().all(|instrument| instrument.dated_market_absence_reason(date).is_some())
+    let mut instruments = data.instruments().values()
+        .filter(|instrument| !data.is_reference_only_benchmark(&instrument.symbol)).peekable();
+    instruments.peek().is_some() && instruments.all(|instrument| instrument.dated_market_absence_reason(date).is_some())
 }
 
 fn backtest_execution_schedule(
@@ -5580,9 +5582,11 @@ mod tests {
         let dates = [d(2025, 1, 2), d(2025, 1, 3), d(2025, 1, 6)];
         let mut engine = engine_with_matching(MatchingType::CurrentBarClose, PriceField::Close, 0);
         engine.config.end_date = Some(dates[2]);
+        let mut markets = vec![market(dates[2], 10.0, 10.0)];
+        markets.extend(dates.iter().map(|date| DailyMarketSnapshot { symbol: "000852.SH".into(), ..market(*date, 1000.0, 1000.0) }));
         engine.data = DataSet::from_components(
-            vec![Instrument { listed_at: Some(dates[2]), ..default_instrument() }],
-            vec![market(dates[2], 10.0, 10.0)], vec![factor(dates[2])], vec![candidate(dates[2])],
+            vec![Instrument { listed_at: Some(dates[2]), ..default_instrument() }, Instrument { symbol: "000852.SH".into(), listed_at: None, ..default_instrument() }],
+            markets, vec![factor(dates[2])], vec![candidate(dates[2])],
             dates.iter().map(|date| benchmark(*date)).collect(),
         ).unwrap();
         assert_eq!(super::backtest_execution_dates(&engine.data, Some(dates[0]), Some(dates[2]), 0), dates);