隔离次日执行价与信号日资金预算

crates/fidc-core/src/platform_expr_strategy.rs

@@ -1329,6 +1329,19 @@ impl PlatformExprStrategy {
         self.marked_total_value_for_portfolio(ctx, ctx.portfolio, date)
     }
 
+    fn signal_visible_total_value(
+        &self,
+        ctx: &StrategyContext<'_>,
+        date: NaiveDate,
+        defer_execution: bool,
+    ) -> f64 {
+        if defer_execution {
+            ctx.portfolio.total_value()
+        } else {
+            self.marked_total_value(ctx, date)
+        }
+    }
+
     fn round_lot_quantity(
         &self,
         quantity: u32,
@@ -8494,7 +8507,8 @@ impl Strategy for PlatformExprStrategy {
         } else {
             0.0
         };
-        let marked_total_value = self.marked_total_value(ctx, projection_date);
+        let marked_total_value =
+            self.signal_visible_total_value(ctx, projection_date, defer_execution_risk);
         let mut aiquant_total_value = if marked_total_value.is_finite() && marked_total_value > 0.0
         {
             marked_total_value
@@ -12131,6 +12145,8 @@ mod tests {
         let marked = strategy.marked_total_value(&ctx, date);
 
         assert!((marked - 1_250.0).abs() < 1e-6, "{marked}");
+        let deferred_total = strategy.signal_visible_total_value(&ctx, date, true);
+        assert!((deferred_total - 1_100.0).abs() < 1e-6, "{deferred_total}");
     }
 
     #[test]