修复平台策略每日调仓和止损下单

crates/fidc-core/src/platform_expr_strategy.rs

@@ -7766,9 +7766,6 @@ impl Strategy for PlatformExprStrategy {
         } else {
             0.0
         };
-        let previous_trading_ratio = self.last_trading_ratio.unwrap_or(1.0);
-        let weak_market_shrink_due =
-            trading_ratio.is_finite() && trading_ratio < previous_trading_ratio - 1e-9;
         let marked_total_value = self.marked_total_value(ctx, projection_date);
         let mut aiquant_total_value = if marked_total_value.is_finite() && marked_total_value > 0.0
         {
@@ -7850,6 +7847,7 @@ impl Strategy for PlatformExprStrategy {
         let mut intraday_attempted_buys = BTreeSet::<String>::new();
         let mut delayed_sold_symbols = BTreeSet::<String>::new();
         let mut unresolved_stop_loss_symbols = BTreeSet::<String>::new();
+        let mut pre_detected_stop_take_exit_symbols = BTreeSet::<String>::new();
         let mut pending_risk_level_forced_exit_symbols = BTreeSet::<String>::new();
         let delayed_limit_exit_time = self
             .config
@@ -8101,11 +8099,11 @@ impl Strategy for PlatformExprStrategy {
                 let (stop_hit, profit_hit) =
                     self.stop_take_action_for_position(ctx, signal_date, &day, position)?;
                 if stop_hit {
-                    pending_full_close_symbols.insert(position.symbol.clone());
+                    pre_detected_stop_take_exit_symbols.insert(position.symbol.clone());
                     continue;
                 }
                 if profit_hit {
-                    pending_full_close_symbols.insert(position.symbol.clone());
+                    pre_detected_stop_take_exit_symbols.insert(position.symbol.clone());
                     continue;
                 }
                 let can_sell = defer_execution_risk
@@ -8168,7 +8166,6 @@ impl Strategy for PlatformExprStrategy {
             && self.config.rotation_enabled
             && trading_ratio > 0.0
             && trading_ratio < 1.0
-            && weak_market_shrink_due
             && selection_limit > 0
             && !ctx.portfolio.positions().is_empty()
         {
@@ -8189,6 +8186,9 @@ impl Strategy for PlatformExprStrategy {
                     if pending_full_close_symbols.contains(&position.symbol) {
                         continue;
                     }
+                    if pre_detected_stop_take_exit_symbols.contains(&position.symbol) {
+                        continue;
+                    }
                     let current_value = self.projected_position_value_at_execution_price(
                         ctx,
                         &projected,
@@ -15122,7 +15122,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_aiquant_weak_market_does_not_retarget_same_ratio_every_day() {
+    fn platform_aiquant_weak_market_retargets_same_ratio_every_day() {
         let first_date = d(2023, 5, 4);
         let second_date = d(2023, 5, 5);
         let symbol = "300621.SZ";
@@ -15225,7 +15225,7 @@ mod tests {
         let mut held_portfolio = PortfolioState::new(1_000_000.0);
         held_portfolio
             .position_mut(symbol)
-            .buy(first_date, 4_000, 10.52);
+            .buy(first_date, 400, 10.52);
         let second_ctx = StrategyContext {
             execution_date: second_date,
             decision_date: second_date,
@@ -15269,9 +15269,13 @@ mod tests {
             .expect("second platform decision");
 
         assert!(
-            !second_decision.order_intents.iter().any(|intent| matches!(
+            second_decision.order_intents.iter().any(|intent| matches!(
                 intent,
-                OrderIntent::Shares { reason, .. } if reason == "daily_position_target_adjust"
+                OrderIntent::Shares {
+                    reason,
+                    quantity,
+                    ..
+                } if reason == "daily_position_target_adjust" && *quantity > 0
             )),
             "{:?}",
             second_decision.order_intents