修正AiQuant目标组合执行风控延后语义

crates/fidc-core/src/broker.rs

@@ -2720,6 +2720,12 @@ where
         let Some(position) = portfolio.position(symbol) else {
             return 0;
         };
+        if self.aiquant_execution_rules {
+            let sellable = position
+                .sellable_qty(date)
+                .saturating_sub(self.reserved_open_sell_quantity(symbol, None));
+            return current_qty.saturating_sub(sellable.min(current_qty));
+        }
         let Ok(snapshot) = data.require_market(date, symbol) else {
             return current_qty;
         };
@@ -2767,6 +2773,9 @@ where
         minimum_order_quantity: u32,
         order_step_size: u32,
     ) -> u32 {
+        if self.aiquant_execution_rules {
+            return u32::MAX;
+        }
         let Ok(snapshot) = data.require_market(date, symbol) else {
             return current_qty;
         };
@@ -7250,6 +7259,105 @@ mod tests {
         );
     }
 
+    #[test]
+    fn aiquant_target_portfolio_smart_defers_buy_risk_during_target_sizing() {
+        let date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date");
+        let data = DataSet::from_components_with_actions_and_quotes(
+            vec![limit_test_instrument()],
+            vec![limit_test_snapshot()],
+            Vec::new(),
+            vec![limit_test_candidate(false, true)],
+            vec![limit_test_benchmark()],
+            Vec::new(),
+            Vec::new(),
+        )
+        .expect("valid dataset");
+        let portfolio = PortfolioState::new(1_000_000.0);
+        let mut target_weights = BTreeMap::new();
+        target_weights.insert("000001.SZ".to_string(), 0.50);
+
+        let default_broker = BrokerSimulator::new_with_execution_price(
+            ChinaAShareCostModel::default(),
+            ChinaEquityRuleHooks,
+            PriceField::Open,
+        )
+        .with_volume_limit(false)
+        .with_liquidity_limit(false);
+        let (default_targets, _) = default_broker
+            .target_quantities(date, &portfolio, &data, &target_weights)
+            .expect("default target quantities");
+        assert_eq!(default_targets.get("000001.SZ").copied().unwrap_or(0), 0);
+
+        let aiquant_broker = BrokerSimulator::new_with_execution_price(
+            ChinaAShareCostModel::default(),
+            ChinaEquityRuleHooks,
+            PriceField::Open,
+        )
+        .with_aiquant_execution_rules(true)
+        .with_volume_limit(false)
+        .with_liquidity_limit(false);
+        let (aiquant_targets, _) = aiquant_broker
+            .target_quantities(date, &portfolio, &data, &target_weights)
+            .expect("aiquant target quantities");
+        assert_eq!(aiquant_targets.get("000001.SZ").copied(), Some(50_000));
+    }
+
+    #[test]
+    fn aiquant_target_portfolio_smart_rejects_deferred_buy_risk_at_order_stage() {
+        let date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date");
+        let data = DataSet::from_components_with_actions_and_quotes(
+            vec![limit_test_instrument()],
+            vec![limit_test_snapshot()],
+            Vec::new(),
+            vec![limit_test_candidate(false, true)],
+            vec![limit_test_benchmark()],
+            Vec::new(),
+            Vec::new(),
+        )
+        .expect("valid dataset");
+        let broker = BrokerSimulator::new_with_execution_price(
+            ChinaAShareCostModel::default(),
+            ChinaEquityRuleHooks,
+            PriceField::Open,
+        )
+        .with_aiquant_execution_rules(true)
+        .with_volume_limit(false)
+        .with_liquidity_limit(false);
+        let mut portfolio = PortfolioState::new(1_000_000.0);
+        let mut target_weights = BTreeMap::new();
+        target_weights.insert("000001.SZ".to_string(), 0.50);
+        let mut report = BrokerExecutionReport::default();
+
+        broker
+            .process_target_portfolio_smart(
+                date,
+                &mut portfolio,
+                &data,
+                &target_weights,
+                None,
+                None,
+                "aiquant_deferred_buy_risk",
+                &mut BTreeMap::new(),
+                &mut BTreeMap::new(),
+                &mut None,
+                &mut BTreeMap::new(),
+                &mut report,
+            )
+            .expect("deferred buy risk is handled at order stage");
+
+        assert!(portfolio.position("000001.SZ").is_none());
+        assert!(report.fill_events.is_empty());
+        let rejected = report
+            .order_events
+            .iter()
+            .find(|event| event.symbol == "000001.SZ")
+            .expect("buy-disabled target should be rejected at order stage");
+        assert_eq!(rejected.side, OrderSide::Buy);
+        assert_ne!(rejected.status, OrderStatus::Filled);
+        assert_eq!(rejected.filled_quantity, 0);
+        assert!(rejected.reason.contains("buy_disabled"), "{rejected:?}");
+    }
+
     #[test]
     fn target_portfolio_smart_scales_buys_when_full_targets_exceed_cash_by_fees() {
         let date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date");
@@ -7312,7 +7420,9 @@ mod tests {
         assert_eq!(target_quantities.get("000001.SZ").copied(), Some(400));
         assert_eq!(target_quantities.get("000002.SZ").copied(), Some(400));
         assert!(
-            diagnostics.iter().any(|line| line.contains("rebalance_safety_scaled")),
+            diagnostics
+                .iter()
+                .any(|line| line.contains("rebalance_safety_scaled")),
             "{diagnostics:?}"
         );
         assert!(