修正FIDC选股阶段风控语义

crates/fidc-core/src/universe.rs

@@ -50,20 +50,15 @@ pub struct SelectionContext<'a> {
     pub data: &'a DataSet,
     pub dynamic_universe: Option<&'a BTreeSet<String>>,
     pub risk_config: Option<&'a FidcRiskControlConfig>,
-    pub defer_selection_risk: bool,
 }
 
 impl SelectionContext<'_> {
     fn eligible_universe(&self) -> Vec<EligibleUniverseSnapshot> {
-        let eligible = if self.defer_selection_risk {
-            self.data.fundamental_universe_on(self.decision_date)
-        } else {
-            match self.risk_config {
-                Some(risk_config) => self
-                    .data
-                    .eligible_universe_on_with_risk_config(self.decision_date, risk_config),
-                None => self.data.eligible_universe_on(self.decision_date).to_vec(),
-            }
+        let eligible = match self.risk_config {
+            Some(risk_config) => self
+                .data
+                .eligible_universe_on_with_risk_config(self.decision_date, risk_config),
+            None => self.data.eligible_universe_on(self.decision_date).to_vec(),
         };
         match self.dynamic_universe {
             Some(symbols) if !symbols.is_empty() => eligible
@@ -75,9 +70,6 @@ impl SelectionContext<'_> {
     }
 
     fn selection_risk_decisions(&self) -> Vec<FidcRiskDecisionAudit> {
-        if self.defer_selection_risk {
-            return Vec::new();
-        }
         let default_risk_config;
         let risk_config = match self.risk_config {
             Some(value) => value,
@@ -411,7 +403,6 @@ mod tests {
             data: &data,
             dynamic_universe: None,
             risk_config: Some(&FidcRiskControlConfig::default()),
-            defer_selection_risk: false,
         });
 
         let rules = diagnostics
@@ -433,7 +424,7 @@ mod tests {
     }
 
     #[test]
-    fn selector_defers_static_execution_risk_for_lagged_execution() {
+    fn selector_applies_configured_selection_risk_on_decision_date() {
         let data = DataSet::from_components(
             vec![
                 instrument("000001.SZ"),
@@ -466,17 +457,22 @@ mod tests {
             data: &data,
             dynamic_universe: None,
             risk_config: Some(&FidcRiskControlConfig::default()),
-            defer_selection_risk: true,
         });
 
         let selected_symbols = selected
             .iter()
             .map(|candidate| candidate.symbol.as_str())
             .collect::<BTreeSet<_>>();
-        assert!(selected_symbols.contains("000001.SZ"));
-        assert!(selected_symbols.contains("688001.SH"));
+        assert!(!selected_symbols.contains("000001.SZ"));
+        assert!(!selected_symbols.contains("688001.SH"));
         assert!(selected_symbols.contains("000002.SZ"));
-        assert_eq!(diagnostics.not_eligible_count, 0);
-        assert!(diagnostics.risk_decisions.is_empty());
+        assert_eq!(diagnostics.not_eligible_count, 2);
+        let rules = diagnostics
+            .risk_decisions
+            .iter()
+            .map(|decision| decision.rule_code.as_str())
+            .collect::<BTreeSet<_>>();
+        assert!(rules.contains("st"), "{:?}", diagnostics.risk_decisions);
+        assert!(rules.contains("kcb"), "{:?}", diagnostics.risk_decisions);
     }
 }