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修正完成日触板候选判定

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boris
2026-07-18 09:04:59 +08:00
parent 0dca331950
commit 518aadb9fd
1 changed files with 49 additions and 14 deletions
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crates/fidc-core/src/platform_expr_strategy.rs
+49 -14
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@@ -3543,14 +3543,44 @@ impl PlatformExprStrategy {
let stock_volume_ma20 = rolling("volume", 20);
let stock_volume_ma60 = rolling("volume", 60);
let stock_volume_ma100 = rolling("volume", 100);
let touched_upper_limit = !market.paused
&& (market.is_at_upper_limit_price(market.close)
|| market.is_at_upper_limit_price(market.open)
|| market.is_at_upper_limit_price(market.day_open));
let touched_lower_limit = !market.paused
&& (market.is_at_lower_limit_price(market.close)
|| market.is_at_lower_limit_price(market.open)
|| market.is_at_lower_limit_price(market.day_open));
let touched_upper_limit = if intraday_same_day_factor {
!market.paused
&& (market.is_at_upper_limit_price(market.close)
|| market.is_at_upper_limit_price(market.open)
|| market.is_at_upper_limit_price(market.day_open))
} else if let Some(value) = factor
.extra_factors
.get("touched_upper_limit")
.copied()
.filter(|value| value.is_finite())
{
value != 0.0
} else {
!feature_market.paused
&& (feature_market.is_at_upper_limit_price(feature_market.high)
|| feature_market.is_at_upper_limit_price(feature_market.close)
|| feature_market.is_at_upper_limit_price(feature_market.open)
|| feature_market.is_at_upper_limit_price(feature_market.day_open))
};
let touched_lower_limit = if intraday_same_day_factor {
!market.paused
&& (market.is_at_lower_limit_price(market.close)
|| market.is_at_lower_limit_price(market.open)
|| market.is_at_lower_limit_price(market.day_open))
} else if let Some(value) = factor
.extra_factors
.get("touched_lower_limit")
.copied()
.filter(|value| value.is_finite())
{
value != 0.0
} else {
!feature_market.paused
&& (feature_market.is_at_lower_limit_price(feature_market.low)
|| feature_market.is_at_lower_limit_price(feature_market.close)
|| feature_market.is_at_lower_limit_price(feature_market.open)
|| feature_market.is_at_lower_limit_price(feature_market.day_open))
};
let amount = if intraday_same_day_factor {
f64::NAN
} else {
@@ -15626,7 +15656,7 @@ mod tests {
}
#[test]
fn platform_stock_state_uses_current_day_limit_status_for_buy_scale() {
fn platform_stock_state_uses_completed_day_high_and_low_for_limit_touch() {
let date = d(2025, 3, 14);
let symbol = "603813.SH";
let data = DataSet::from_components(
@@ -15646,8 +15676,8 @@ mod tests {
day_open: 14.82,
open: 14.82,
high: 15.98,
low: 14.80,
close: 15.98,
low: 13.08,
close: 15.00,
last_price: 15.05,
bid1: 15.04,
ask1: 15.05,
@@ -15720,6 +15750,7 @@ mod tests {
.expect("stock state");
assert!(stock.touched_upper_limit);
assert!(stock.touched_lower_limit);
}
#[test]
@@ -15860,7 +15891,7 @@ mod tests {
assert_eq!(stock.last, 19.06);
assert_eq!(stock.market_cap, 8.0);
assert_eq!(stock.market_cap_bn, 8.0);
assert!(!stock.touched_upper_limit);
assert!(stock.touched_upper_limit);
}
#[test]
@@ -15883,7 +15914,7 @@ mod tests {
timestamp: Some("2025-04-08 10:18:00".to_string()),
day_open: 10.0,
open: 10.0,
high: 20.0,
high: 22.0,
low: 10.0,
close: 20.0,
last_price: 12.0,
@@ -15908,7 +15939,10 @@ mod tests {
pe_ttm: 8.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
extra_factors: BTreeMap::from([("listed_days".to_string(), 263.0)]),
extra_factors: BTreeMap::from([
("listed_days".to_string(), 263.0),
("touched_upper_limit".to_string(), 1.0),
]),
}],
vec![CandidateEligibility {
date,
@@ -15976,6 +16010,7 @@ mod tests {
assert!(stock.high.is_nan());
assert!(stock.low.is_nan());
assert!(stock.volume.is_nan());
assert!(!stock.touched_upper_limit);
let day = strategy.day_state(&ctx, date).expect("day state");
let (selected, _, _) = strategy