修正AiQuant盘中组合估值口径

crates/fidc-core/src/platform_expr_strategy.rs

@@ -939,8 +939,8 @@ impl PlatformExprStrategy {
                 continue;
             }
             let mark_price = if self.config.aiquant_transaction_cost {
-                ctx.data
-                    .price(date, &position.symbol, PriceField::Last)
+                self.aiquant_scheduled_last_price(ctx, date, &position.symbol)
+                    .or_else(|| ctx.data.price(date, &position.symbol, PriceField::Last))
                     .or_else(|| {
                         ctx.data
                             .price_on_or_before(date, &position.symbol, PriceField::Last)
@@ -7332,6 +7332,118 @@ mod tests {
         assert!((marked - 1_293.0).abs() < 1e-6, "{marked}");
     }
 
+    #[test]
+    fn platform_aiquant_marked_total_value_uses_scheduled_quote() {
+        let prev_date = d(2025, 6, 20);
+        let date = d(2025, 6, 23);
+        let symbol = "605303.SH";
+        let data = DataSet::from_components_with_actions_and_quotes(
+            vec![Instrument {
+                symbol: symbol.to_string(),
+                name: symbol.to_string(),
+                board: "SH".to_string(),
+                round_lot: 100,
+                listed_at: Some(d(2020, 1, 1)),
+                delisted_at: None,
+                status: "active".to_string(),
+            }],
+            vec![DailyMarketSnapshot {
+                date,
+                symbol: symbol.to_string(),
+                timestamp: Some("2025-06-23 15:00:00".to_string()),
+                day_open: 11.50,
+                open: 11.50,
+                high: 12.20,
+                low: 11.40,
+                close: 12.00,
+                last_price: 12.00,
+                bid1: 12.00,
+                ask1: 12.00,
+                prev_close: 11.40,
+                volume: 1_000_000,
+                tick_volume: 10_000,
+                bid1_volume: 2_000,
+                ask1_volume: 2_000,
+                trading_phase: Some("continuous".to_string()),
+                paused: false,
+                upper_limit: 12.54,
+                lower_limit: 10.26,
+                price_tick: 0.01,
+            }],
+            vec![DailyFactorSnapshot {
+                date,
+                symbol: symbol.to_string(),
+                market_cap_bn: 10.0,
+                free_float_cap_bn: 10.0,
+                pe_ttm: 8.0,
+                turnover_ratio: Some(1.0),
+                effective_turnover_ratio: Some(1.0),
+                extra_factors: BTreeMap::new(),
+            }],
+            vec![CandidateEligibility {
+                date,
+                symbol: symbol.to_string(),
+                is_st: false,
+                is_new_listing: false,
+                is_paused: false,
+                allow_buy: true,
+                allow_sell: true,
+                is_kcb: false,
+                is_one_yuan: false,
+            }],
+            vec![BenchmarkSnapshot {
+                date,
+                benchmark: "000852.SH".to_string(),
+                open: 1000.0,
+                close: 1002.0,
+                prev_close: 998.0,
+                volume: 1_000_000,
+            }],
+            Vec::new(),
+            vec![IntradayExecutionQuote {
+                date,
+                symbol: symbol.to_string(),
+                timestamp: date.and_hms_opt(10, 39, 59).unwrap(),
+                last_price: 11.50,
+                bid1: 11.49,
+                ask1: 11.50,
+                bid1_volume: 2_000,
+                ask1_volume: 2_000,
+                volume_delta: 10_000,
+                amount_delta: 115_000.0,
+                trading_phase: Some("continuous".to_string()),
+            }],
+        )
+        .expect("dataset");
+        let mut portfolio = PortfolioState::new(100.0);
+        portfolio.position_mut(symbol).buy(prev_date, 100, 10.00);
+        let subscriptions = BTreeSet::new();
+        let ctx = StrategyContext {
+            execution_date: date,
+            decision_date: date,
+            decision_index: 0,
+            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::microcap_rotation();
+        cfg.aiquant_transaction_cost = true;
+        cfg.intraday_execution_time = Some(NaiveTime::from_hms_opt(10, 40, 0).unwrap());
+        let strategy = PlatformExprStrategy::new(cfg);
+
+        let marked = strategy.marked_total_value(&ctx, date);
+
+        assert!((marked - 1_250.0).abs() < 1e-6, "{marked}");
+    }
+
     #[test]
     fn platform_take_profit_false_does_not_track_upper_limit_pending_sell() {
         let prev_date = d(2025, 2, 6);
@@ -9492,7 +9604,7 @@ mod tests {
         );
         assert!(matches!(
             decision.order_intents.first(),
-            Some(OrderIntent::Value { symbol, .. }) if symbol == fallback_symbol
+            Some(OrderIntent::Shares { symbol, quantity, .. }) if symbol == fallback_symbol && *quantity > 0
         ));
     }