增加日内补仓预算诊断

2026-06-19 06:03:17 +08:00
parent 1db80e1e13
commit 4b6301cb37
1 changed files with 64 additions and 6 deletions
@@ -1767,7 +1767,28 @@ impl PlatformExprStrategy {
            return 0.0;
        }
        let slots_remaining = selection_limit.saturating_sub(working_symbols.len()).max(1);
-        let active_value = working_symbols
+        let active_value = self.remaining_buy_cash_active_value(
+            ctx,
+            projected,
+            date,
+            working_symbols,
+            value_symbols,
+        );
+        let working_value = active_value + pending_buy_value.max(0.0);
+        let per_slot_budget = (target_budget - working_value).max(0.0) / slots_remaining as f64;
+        let single_slot_cap = target_budget / selection_limit as f64;
+        per_slot_budget.min(single_slot_cap)
+    }
+
+    fn remaining_buy_cash_active_value(
+        &self,
+        ctx: &StrategyContext<'_>,
+        projected: &PortfolioState,
+        date: NaiveDate,
+        working_symbols: &BTreeSet<String>,
+        value_symbols: &BTreeSet<String>,
+    ) -> f64 {
+        working_symbols
            .iter()
            .filter(|symbol| value_symbols.contains(*symbol))
            .map(|symbol| {
@@ -1778,11 +1799,7 @@ impl PlatformExprStrategy {
                }
            })
            .filter(|value| value.is_finite() && *value > 0.0)
-            .sum::<f64>();
-        let working_value = active_value + pending_buy_value.max(0.0);
-        let per_slot_budget = (target_budget - working_value).max(0.0) / slots_remaining as f64;
-        let single_slot_cap = target_budget / selection_limit as f64;
-        per_slot_budget.min(single_slot_cap)
+            .sum::<f64>()
    }

    fn project_order_value(
@@ -6493,6 +6510,10 @@ impl Strategy for PlatformExprStrategy {
        let mut projected = ctx.portfolio.clone();
        let mut projected_execution_state = ProjectedExecutionState::default();
        let mut order_intents = Vec::new();
+        let debug_daily_top_up = std::env::var("FIDC_BT_DEBUG_DAILY_TOP_UP")
+            .map(|value| value == "1" || value.eq_ignore_ascii_case("true"))
+            .unwrap_or(false);
+        let mut daily_top_up_debug_notes = Vec::<String>::new();
        let mut exit_symbols = BTreeSet::new();
        let mut same_day_sold_symbols = BTreeSet::<String>::new();
        let mut intraday_attempted_buys = BTreeSet::<String>::new();
@@ -6899,6 +6920,17 @@ impl Strategy for PlatformExprStrategy {
                if working_symbols.len() >= selection_limit {
                    break;
                }
+                let active_value = if debug_daily_top_up {
+                    self.remaining_buy_cash_active_value(
+                        ctx,
+                        &projected,
+                        execution_date,
+                        &working_symbols,
+                        &value_symbols,
+                    )
+                } else {
+                    0.0
+                };
                let slot_buy_cash = self.remaining_buy_cash_per_slot(
                    ctx,
                    &projected,
@@ -6910,6 +6942,20 @@ impl Strategy for PlatformExprStrategy {
                    pending_buy_value,
                );
                let available_buy_cash = slot_buy_cash.min(aiquant_available_cash);
+                if debug_daily_top_up {
+                    daily_top_up_debug_notes.push(format!(
+                        "daily_top_up_budget date={} working={} value_symbols={} active_value={:.4} pending_buy_value={:.4} target_budget={:.4} slot_buy_cash={:.4} available_cash={:.4} portfolio_cash={:.4}",
+                        execution_date,
+                        working_symbols.len(),
+                        value_symbols.len(),
+                        active_value,
+                        pending_buy_value,
+                        target_budget,
+                        slot_buy_cash,
+                        available_buy_cash,
+                        aiquant_available_cash
+                    ));
+                }
                if slot_buy_cash <= 0.0 || available_buy_cash < slot_buy_cash * 0.5 {
                    break;
                }
@@ -6967,6 +7013,17 @@ impl Strategy for PlatformExprStrategy {
                        working_symbols.insert(symbol.clone());
                        slot_working_symbols.insert(symbol.clone());
                        pending_buy_value += available_buy_cash;
+                        if debug_daily_top_up {
+                            daily_top_up_debug_notes.push(format!(
+                                "daily_top_up_fill date={} symbol={} requested_cash={:.4} filled_qty={} spent={:.4} remaining_cash={:.4}",
+                                execution_date,
+                                symbol,
+                                buy_cash,
+                                filled_qty,
+                                spent,
+                                aiquant_available_cash
+                            ));
+                        }
                        filled_any = true;
                        break;
                    }
@@ -7208,6 +7265,7 @@ impl Strategy for PlatformExprStrategy {
        ];
        diagnostics.extend(selection_notes);
        diagnostics.extend(explicit_action_diagnostics);
+        diagnostics.extend(daily_top_up_debug_notes);

        let notes = vec![
            format!("stock_list={}", stock_list.len()),