按持仓顺序处理未完成清仓补仓

crates/fidc-core/src/platform_expr_strategy.rs

@@ -8323,7 +8323,15 @@ impl Strategy for PlatformExprStrategy {
             .filter(|symbol| !delayed_sold_symbols.contains(*symbol))
             .cloned()
             .collect::<BTreeSet<_>>();
+        let daily_top_up_active = self.config.daily_top_up_enabled
+            && self.config.rotation_enabled
+            && !periodic_rebalance
+            && trading_ratio > 0.0
+            && selection_limit > 0;
+        let daily_top_up_target_budget = aiquant_total_value * trading_ratio;
+        let mut daily_top_up_pending_buy_value = 0.0_f64;
         let mut pending_full_close_symbols = BTreeSet::<String>::new();
+        let mut interleaved_pending_full_close_symbols = BTreeSet::<String>::new();
         let risk_level_forced_exit_time = self.risk_level_forced_exit_time();
         self.pending_full_close_symbols.retain(|symbol| {
             ctx.portfolio
@@ -8350,6 +8358,10 @@ impl Strategy for PlatformExprStrategy {
                 continue;
             }
             pending_full_close_symbols.insert(symbol.clone());
+            if daily_top_up_active {
+                interleaved_pending_full_close_symbols.insert(symbol);
+                continue;
+            }
             exit_symbols.insert(symbol.clone());
             order_intents.push(OrderIntent::TargetValue {
                 symbol: symbol.clone(),
@@ -8640,18 +8652,76 @@ impl Strategy for PlatformExprStrategy {
             }
         }
 
-        let daily_top_up_active = self.config.daily_top_up_enabled
-            && self.config.rotation_enabled
-            && !periodic_rebalance
-            && trading_ratio > 0.0
-            && selection_limit > 0;
-        let daily_top_up_target_budget = aiquant_total_value * trading_ratio;
-        let mut daily_top_up_pending_buy_value = 0.0_f64;
-
         for position in ctx.portfolio.positions().values() {
-            if delayed_sold_symbols.contains(&position.symbol)
+            if delayed_sold_symbols.contains(&position.symbol) {
-                || pending_full_close_symbols.contains(&position.symbol)
+                continue;
-            {
+            }
+            if interleaved_pending_full_close_symbols.contains(&position.symbol) {
+                exit_symbols.insert(position.symbol.clone());
+                order_intents.push(OrderIntent::TargetValue {
+                    symbol: position.symbol.clone(),
+                    target_value: 0.0,
+                    reason: "pending_full_close_exit".to_string(),
+                });
+                self.forget_position_entry_date(&position.symbol);
+                slot_working_symbols.remove(&position.symbol);
+                let can_sell = defer_execution_risk
+                    || self.can_sell_position(ctx, execution_date, &position.symbol);
+                if can_sell {
+                    let close_submitted = self
+                        .project_target_zero(
+                            ctx,
+                            &mut projected,
+                            projection_date,
+                            &position.symbol,
+                            &mut projected_execution_state,
+                        )
+                        .is_some();
+                    if close_submitted {
+                        if Self::projected_position_is_flat(&projected, &position.symbol) {
+                            same_day_sold_symbols.insert(position.symbol.clone());
+                            pending_full_close_symbols.remove(&position.symbol);
+                            self.pending_full_close_symbols.remove(&position.symbol);
+                        } else {
+                            pending_full_close_symbols.insert(position.symbol.clone());
+                            self.pending_full_close_symbols
+                                .insert(position.symbol.clone());
+                        }
+                    }
+                }
+                if daily_top_up_active {
+                    self.try_daily_top_up_at_position(
+                        ctx,
+                        &day,
+                        &stock_list,
+                        decision_date,
+                        execution_date,
+                        projection_date,
+                        selection_factor_date,
+                        signal_date,
+                        daily_top_up_target_budget,
+                        selection_limit,
+                        defer_execution_risk,
+                        Some(position.symbol.as_str()),
+                        &mut projected,
+                        &mut projected_execution_state,
+                        &mut order_intents,
+                        &mut aiquant_available_cash,
+                        &mut slot_working_symbols,
+                        &mut same_bar_buy_symbols,
+                        &pending_full_close_symbols,
+                        &same_day_sold_symbols,
+                        &exit_symbols,
+                        &delayed_sold_symbols,
+                        &mut intraday_attempted_buys,
+                        &mut daily_top_up_pending_buy_value,
+                        debug_daily_top_up,
+                        &mut daily_top_up_debug_notes,
+                    )?;
+                }
+                continue;
+            }
+            if pending_full_close_symbols.contains(&position.symbol) {
                 continue;
             }
             let projected_position = projected.position(&position.symbol).unwrap_or(position);