修正完成日触板候选判定

crates/fidc-core/src/platform_expr_strategy.rs

@@ -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
+        let touched_upper_limit = if intraday_same_day_factor {
-            && (market.is_at_upper_limit_price(market.close)
+            !market.paused
-                || market.is_at_upper_limit_price(market.open)
+                && (market.is_at_upper_limit_price(market.close)
-                || market.is_at_upper_limit_price(market.day_open));
+                    || market.is_at_upper_limit_price(market.open)
-        let touched_lower_limit = !market.paused
+                    || market.is_at_upper_limit_price(market.day_open))
-            && (market.is_at_lower_limit_price(market.close)
+        } else if let Some(value) = factor
-                || market.is_at_lower_limit_price(market.open)
+            .extra_factors
-                || market.is_at_lower_limit_price(market.day_open));
+            .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,
+                low: 13.08,
-                close: 15.98,
+                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