排除仅作参考的基准并记录周期买入风控拒绝

crates/fidc-core/src/data.rs

@@ -3375,6 +3375,12 @@ impl DataSet {
             .unwrap_or(&[])
     }
 
+    pub fn is_reference_only_benchmark(&self, symbol: &str) -> bool {
+        if symbol != self.benchmark_code() { return false; }
+        let Some(symbol_id) = self.symbol_id(symbol) else { return true; };
+        !self.candidate_symbol_ids_by_date.values().any(|ids| ids.contains(&symbol_id))
+    }
+
     pub fn bundle_on(&self, date: NaiveDate) -> Result<DailySnapshotBundle, DataSetError> {
         let benchmark = self
             .benchmark(date)

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![Instrument { listed_at: Some(dates[2]), ..default_instrument() }, Instrument { symbol: "000852.SH".into(), listed_at: None, ..default_instrument() }],
-            vec![market(dates[2], 10.0, 10.0)], vec![factor(dates[2])], vec![candidate(dates[2])],
+            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);

crates/fidc-core/src/platform_expr_strategy.rs

@@ -3853,16 +3853,9 @@ impl PlatformExprStrategy {
                 {
                     continue;
                 }
-                if !defer_execution_risk
+                if !defer_execution_risk && self.buy_rejection_reason(
-                    && self
+                    ctx, execution_date, symbol, self.stock_state(ctx, execution_date, symbol)?.as_ref(),
-                        .buy_rejection_reason(
+                )?.is_some() {
-                            ctx,
-                            execution_date,
-                            symbol,
-                            self.stock_state(ctx, execution_date, symbol)?.as_ref(),
-                        )?
-                        .is_some()
-                {
                     continue;
                 }
                 let decision_stock = self.stock_state_with_factor_date(
@@ -14013,16 +14006,10 @@ impl PlatformExprStrategy {
                 if target_value <= 0.0 {
                     continue;
                 }
-                if !defer_execution_risk
+                if !defer_execution_risk && let Some(reason) = self.buy_rejection_reason(
-                    && self
+                    ctx, execution_date, symbol, self.stock_state(ctx, execution_date, symbol)?.as_ref(),
-                        .buy_rejection_reason(
+                )? {
-                            ctx,
+                    risk_decisions.push(FidcRiskDecisionAudit::rejected_buy_plan(execution_date, symbol, &reason));
-                            execution_date,
-                            symbol,
-                            self.stock_state(ctx, execution_date, symbol)?.as_ref(),
-                        )?
-                        .is_some()
-                {
                     continue;
                 }
                 if !self.stock_passes_expr(ctx, &day, &decision_stock)? {
@@ -14299,6 +14286,37 @@ mod tests {
         assert_eq!(strategy.selection_quote_usage, StockFilterQuoteUsage::DailyOnly);
     }
 
+    #[test]
+    fn periodic_selected_bjse_buy_rejection_is_audited_without_creating_an_order() {
+        let dates = [d(2026, 8, 5), d(2026, 8, 6)];
+        let symbol = "920038.BJ";
+        let data = single_symbol_platform_data(&dates, symbol);
+        let portfolio = PortfolioState::new(100_000.0);
+        let subscriptions = BTreeSet::new();
+        let ctx = StrategyContext {
+            execution_date: dates[1], decision_date: dates[1], decision_index: 1, data: &data,
+            portfolio: &portfolio, futures_account: None, open_orders: &[], dynamic_universe: None,
+            subscriptions: &subscriptions, process_events: &[], active_process_event: None,
+            active_datetime: None, order_events: &[], fills: &[],
+        };
+        let mut cfg = PlatformExprStrategyConfig::generic();
+        cfg.signal_symbol = symbol.into();
+        cfg.stock_filter_expr = "close > 0".into();
+        cfg.hold_until_exit_enabled = true;
+        cfg.target_portfolio_daily_enabled = true;
+        cfg.daily_top_up_enabled = true;
+        cfg.daily_position_target_adjust_enabled = true;
+        cfg.rebalance_existing_positions = true;
+        cfg.risk_config.static_rules.reject_bjse_selection = false;
+        cfg.risk_config.static_rules.reject_bjse_buy = true;
+        let decision = PlatformExprStrategy::new(cfg.clone()).on_day(&ctx).unwrap();
+        assert!(decision.order_intents.is_empty());
+        assert!(decision.risk_decisions.iter().any(|audit| audit.symbol == symbol && audit.stage == "buy_planning" && audit.rule_code == "bjse" && !audit.accepted));
+        cfg.risk_config.static_rules.reject_bjse_buy = false;
+        let allowed = PlatformExprStrategy::new(cfg).on_day(&ctx).unwrap();
+        assert!(!allowed.order_intents.is_empty());
+    }
+
     #[test]
     fn daily_pattern_runtime_uses_the_shared_kernel_and_rejects_early_visibility() {
         let dates=(0..21).map(|n|d(2025,1,1)+chrono::Duration::days(n)).collect::<Vec<_>>();

crates/fidc-core/src/risk_control.rs

@@ -138,6 +138,16 @@ pub struct FidcRiskDecisionAudit {
 }
 
 impl FidcRiskDecisionAudit {
+    pub fn rejected_buy_plan(date: NaiveDate, symbol: &str, reason: &str) -> Self {
+        Self {
+            date, symbol: symbol.into(), scope: RiskCheckScope::Buy,
+            stage: "buy_planning".into(), accepted: false,
+            rule_code: reason.into(), reason: reason.into(),
+            config_version: Some("inline_risk_policy".into()), data_epoch: date.to_string(),
+            selection_batch_id: None, order_id: None,
+        }
+    }
+
     pub fn rejected_selection(
         date: NaiveDate,
         symbol: impl Into<String>,

docs/lifecycle-price-evidence-20260910.md

@@ -7,3 +7,9 @@
 整个明确证券范围尚未上市时保留官方日历内现金净值点，不缩短回测范围，不伪造成交或 OHLCV。基准只在首个基线点归一，后续无交易日不反复重置。
 
 513 项核心测试通过，6 项原有测试忽略。新增验证包含沪深北股票和 ETF 上市前、实际摘牌日、未知证券身份、候选缺失、正式停牌和普通价格缺口、全池上市前现金期间。对单个正式分区的数据缺口仍需数据源修复，不从这些测试外推全市场完整性。
+
+## 真实边界回放补充
+
+177 回测 `btr_1789041425783_797911_1`：920038.BJ，2026-08-04 至 08-07。真实上市日08-05，原结果只保留08-05至08-07三个净值点。原因是准备面同时加载基准000300.SH，基准不是交易候选但参与了“全部证券生命周期外”的判定。现在只排除已声明且没有交易候选记录的基准，不按代码或名称猜测指数，也不把真实候选排除；补充真实准备结构的回归后，4日现金区间完整保留。
+
+该草稿沿用源池 `rejectBjseSelection=false`、`rejectBjseBuy=true`，所以选中北交所但不下单符合其买入政策；原规划阶段没有记录拒绝原因则是审计缺项。新增 `scope=buy, stage=buy_planning` 审计，不伪造订单ID，不把买入否决改写成选股排除。测试验证禁止时无订单且有bjse原因，放开买入政策时正常生成意图。最新核心514项通过、6项原有忽略。