禁止退出信号股票当日补仓

crates/fidc-core/src/platform_expr_strategy.rs

@@ -8762,21 +8762,7 @@ impl Strategy for PlatformExprStrategy {
                 if !stop_hit && !profit_hit {
                     continue;
                 }
-                let lower_limit_blocked = match self.stock_state_at_time(
+                stop_take_exit_signal_symbols.insert(position.symbol.clone());
-                    ctx,
-                    projection_date,
-                    &position.symbol,
-                    Some(self.intraday_execution_start_time()),
-                ) {
-                    Ok(stock) => stock.lower_limit > 0.0 && stock.last <= stock.lower_limit,
-                    Err(BacktestError::Data(crate::data::DataSetError::MissingSnapshot {
-                        ..
-                    })) => false,
-                    Err(error) => return Err(error),
-                };
-                if !lower_limit_blocked {
-                    stop_take_exit_signal_symbols.insert(position.symbol.clone());
-                }
             }
         }
 
@@ -9255,6 +9241,9 @@ impl Strategy for PlatformExprStrategy {
             let rebalance_value_symbols = rebalance_working_symbols.clone();
             let mut rebalance_pending_buy_value = 0.0_f64;
             for symbol in stock_list.iter().take(selection_limit) {
+                if exit_symbols.contains(symbol) {
+                    continue;
+                }
                 let decision_stock = self.stock_state_with_factor_date(
                     ctx,
                     decision_date,
@@ -17290,7 +17279,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_aiquant_allows_target_adjust_when_stop_loss_sell_is_lower_limit_blocked() {
+    fn platform_aiquant_blocks_target_increase_when_stop_loss_sell_is_lower_limit_blocked() {
         let prev_date = d(2025, 1, 10);
         let date = d(2025, 1, 13);
         let symbol = "603269.SH";
@@ -17420,7 +17409,7 @@ mod tests {
                 reason,
             } if intent_symbol == symbol && *target_value == 0.0 && reason == "stop_loss_exit"
         )));
-        assert!(decision.order_intents.iter().any(|intent| matches!(
+        assert!(!decision.order_intents.iter().any(|intent| matches!(
             intent,
             OrderIntent::Shares {
                 symbol: intent_symbol,
@@ -21189,7 +21178,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_weak_market_adjusts_before_lower_limit_blocked_stop_loss() {
+    fn platform_weak_market_skips_target_increase_before_lower_limit_blocked_stop_loss() {
         let prev_date = d(2025, 2, 2);
         let date = d(2025, 2, 3);
         let symbols = ["000001.SZ", "000002.SZ"];
@@ -21315,36 +21304,28 @@ mod tests {
 
         let decision = strategy.on_day(&ctx).expect("platform decision");
 
-        let stop_loss_index = decision
-            .order_intents
-            .iter()
-            .position(|intent| {
-                matches!(
-                    intent,
-                    OrderIntent::TargetValue {
-                        symbol,
-                        target_value,
-                        reason,
-                    } if symbol == "000001.SZ" && *target_value == 0.0 && reason == "stop_loss_exit"
-                )
-            })
-            .expect("stop-loss exit");
         assert!(
-            decision.order_intents[..stop_loss_index]
+            !decision.order_intents.iter().any(|intent| matches!(
-                .iter()
+                intent,
-                .any(|intent| matches!(
+                OrderIntent::Shares {
-                    intent,
+                    symbol,
-                    OrderIntent::Shares {
+                    quantity,
-                        symbol,
+                    reason,
-                        quantity,
+                } if symbol == "000001.SZ"
-                        reason,
+                    && reason == "daily_position_target_adjust"
-                    } if symbol == "000001.SZ"
+                    && *quantity > 0
-                        && reason == "daily_position_target_adjust"
+            )),
-                        && *quantity > 0
-                )),
             "{:?}",
             decision.order_intents
         );
+        assert!(decision.order_intents.iter().any(|intent| matches!(
+            intent,
+            OrderIntent::TargetValue {
+                symbol,
+                target_value,
+                reason,
+            } if symbol == "000001.SZ" && *target_value == 0.0 && reason == "stop_loss_exit"
+        )));
         assert!(decision.order_intents.iter().any(|intent| matches!(
             intent,
             OrderIntent::Value { symbol, reason, .. }
@@ -21353,7 +21334,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_weak_market_adjusts_before_intraday_stop_loss_sell_blocked() {
+    fn platform_weak_market_skips_target_increase_before_intraday_stop_loss_sell_blocked() {
         let prev_date = d(2025, 2, 2);
         let date = d(2025, 2, 3);
         let symbols = ["000001.SZ", "000002.SZ"];
@@ -21497,36 +21478,28 @@ mod tests {
 
         let decision = strategy.on_day(&ctx).expect("platform decision");
 
-        let stop_loss_index = decision
-            .order_intents
-            .iter()
-            .position(|intent| {
-                matches!(
-                    intent,
-                    OrderIntent::TargetValue {
-                        symbol,
-                        target_value,
-                        reason,
-                    } if symbol == "000001.SZ" && *target_value == 0.0 && reason == "stop_loss_exit"
-                )
-            })
-            .expect("stop-loss exit");
         assert!(
-            decision.order_intents[..stop_loss_index]
+            !decision.order_intents.iter().any(|intent| matches!(
-                .iter()
+                intent,
-                .any(|intent| matches!(
+                OrderIntent::Shares {
-                    intent,
+                    symbol,
-                    OrderIntent::Shares {
+                    quantity,
-                        symbol,
+                    reason,
-                        quantity,
+                } if symbol == "000001.SZ"
-                        reason,
+                    && reason == "daily_position_target_adjust"
-                    } if symbol == "000001.SZ"
+                    && *quantity > 0
-                        && reason == "daily_position_target_adjust"
+            )),
-                        && *quantity > 0
-                )),
             "{:?}",
             decision.order_intents
         );
+        assert!(decision.order_intents.iter().any(|intent| matches!(
+            intent,
+            OrderIntent::TargetValue {
+                symbol,
+                target_value,
+                reason,
+            } if symbol == "000001.SZ" && *target_value == 0.0 && reason == "stop_loss_exit"
+        )));
         assert!(decision.order_intents.iter().any(|intent| matches!(
             intent,
             OrderIntent::Value { symbol, reason, .. }
@@ -24915,7 +24888,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_periodic_rebalance_can_rebuy_released_unsellable_stop_loss_symbol() {
+    fn platform_periodic_rebalance_skips_unsellable_stop_loss_symbol() {
         let prev_date = d(2025, 5, 13);
         let date = d(2025, 5, 14);
         let symbols = ["000001.SZ", "000002.SZ", "000003.SZ"];
@@ -25078,7 +25051,7 @@ mod tests {
             decision.order_intents
         );
         assert!(
-            decision.order_intents.iter().any(|intent| matches!(
+            !decision.order_intents.iter().any(|intent| matches!(
                 intent,
                 OrderIntent::Value { symbol, reason, .. }
                     if symbol == "000001.SZ" && reason == "periodic_rebalance_buy"
@@ -25086,6 +25059,15 @@ mod tests {
             "{:?}",
             decision.order_intents
         );
+        assert!(
+            decision.order_intents.iter().any(|intent| matches!(
+                intent,
+                OrderIntent::Value { symbol, reason, .. }
+                    if symbol == "000003.SZ" && reason == "periodic_rebalance_buy"
+            )),
+            "{:?}",
+            decision.order_intents
+        );
     }
 
     #[test]