修正延迟涨停卖出补仓槽位

crates/fidc-core/src/platform_expr_strategy.rs

@@ -8125,7 +8125,6 @@ impl Strategy for PlatformExprStrategy {
         let mut intraday_attempted_buys = BTreeSet::<String>::new();
         let mut same_bar_buy_symbols = BTreeSet::<String>::new();
         let mut delayed_sold_symbols = BTreeSet::<String>::new();
-        let mut delayed_exit_slot_blocking_symbols = BTreeSet::<String>::new();
         let mut unresolved_stop_loss_symbols = BTreeSet::<String>::new();
         let mut pending_risk_level_forced_exit_symbols = BTreeSet::<String>::new();
         let delayed_limit_exit_time = self
@@ -8229,7 +8228,7 @@ impl Strategy for PlatformExprStrategy {
                 end_time: Some(delayed_limit_exit_time),
                 reason: "delayed_limit_open_sell".to_string(),
             });
-            delayed_exit_slot_blocking_symbols.insert(symbol.clone());
+            delayed_sold_symbols.insert(symbol.clone());
             self.forget_position_entry_date(&symbol);
             let projected_sold = if ctx
                 .data
@@ -8251,7 +8250,6 @@ impl Strategy for PlatformExprStrategy {
             };
             if projected_sold {
                 same_day_sold_symbols.insert(symbol.clone());
-                delayed_sold_symbols.insert(symbol.clone());
                 self.pending_highlimit_holdings.remove(&symbol);
             }
         }
@@ -8334,9 +8332,8 @@ impl Strategy for PlatformExprStrategy {
         let daily_top_up_target_budget = aiquant_total_value * trading_ratio;
         let mut daily_top_up_pending_buy_value = 0.0_f64;
         let mut pending_full_close_symbols = BTreeSet::<String>::new();
-        let mut slot_blocking_symbols = delayed_exit_slot_blocking_symbols.clone();
+        let mut slot_blocking_symbols = BTreeSet::<String>::new();
-        let should_block_released_slots_after_top_up =
+        let should_block_released_slots_after_top_up = false;
-            !delayed_exit_slot_blocking_symbols.is_empty();
         let interleaved_pending_full_close_symbols = BTreeSet::<String>::new();
         let risk_level_forced_exit_time = self.risk_level_forced_exit_time();
         self.pending_full_close_symbols.retain(|symbol| {
@@ -22368,6 +22365,228 @@ mod tests {
         );
     }
 
+    #[test]
+    fn platform_delayed_open_partial_exit_releases_top_up_slot() {
+        let prev_date = d(2025, 5, 5);
+        let date = d(2025, 5, 6);
+        let delayed_symbol = "000001.SZ";
+        let held_symbol = "000002.SZ";
+        let buy_symbol = "000003.SZ";
+        let symbols = [delayed_symbol, held_symbol, buy_symbol];
+        let data = DataSet::from_components_with_actions_and_quotes(
+            symbols
+                .iter()
+                .map(|symbol| Instrument {
+                    symbol: (*symbol).to_string(),
+                    name: (*symbol).to_string(),
+                    board: "SZ".to_string(),
+                    round_lot: 100,
+                    listed_at: Some(d(2020, 1, 1)),
+                    delisted_at: None,
+                    status: "active".to_string(),
+                })
+                .collect(),
+            symbols
+                .iter()
+                .map(|symbol| DailyMarketSnapshot {
+                    date,
+                    symbol: (*symbol).to_string(),
+                    timestamp: Some("2025-05-06 10:18:00".to_string()),
+                    day_open: 10.0,
+                    open: 10.0,
+                    high: 11.0,
+                    low: 9.0,
+                    close: 10.0,
+                    last_price: 10.0,
+                    bid1: 10.0,
+                    ask1: 10.0,
+                    prev_close: 10.0,
+                    volume: 1_000_000,
+                    minute_volume: 10_000,
+                    bid1_volume: 2_000,
+                    ask1_volume: 2_000,
+                    trading_phase: Some("continuous".to_string()),
+                    paused: false,
+                    upper_limit: 11.0,
+                    lower_limit: 9.0,
+                    price_tick: 0.01,
+                })
+                .collect(),
+            symbols
+                .iter()
+                .map(|symbol| DailyFactorSnapshot {
+                    date,
+                    symbol: (*symbol).to_string(),
+                    market_cap_bn: if *symbol == buy_symbol {
+                        7.0
+                    } else if *symbol == delayed_symbol {
+                        8.0
+                    } else {
+                        9.0
+                    },
+                    free_float_cap_bn: 10.0,
+                    pe_ttm: 8.0,
+                    turnover_ratio: Some(1.0),
+                    effective_turnover_ratio: Some(1.0),
+                    extra_factors: BTreeMap::new(),
+                })
+                .collect(),
+            symbols
+                .iter()
+                .map(|symbol| CandidateEligibility {
+                    date,
+                    symbol: (*symbol).to_string(),
+                    is_st: false,
+                    is_star_st: false,
+                    is_new_listing: false,
+                    is_paused: false,
+                    allow_buy: true,
+                    allow_sell: true,
+                    is_kcb: false,
+                    is_one_yuan: false,
+                    risk_level_code: None,
+                })
+                .collect(),
+            vec![BenchmarkSnapshot {
+                date,
+                benchmark: "000852.SH".to_string(),
+                open: 1000.0,
+                close: 1002.0,
+                prev_close: 998.0,
+                volume: 1_000_000,
+            }],
+            Vec::new(),
+            vec![
+                IntradayExecutionQuote {
+                    date,
+                    symbol: delayed_symbol.to_string(),
+                    timestamp: date.and_hms_opt(9, 31, 0).expect("valid timestamp"),
+                    last_price: 10.5,
+                    bid1: 10.5,
+                    ask1: 10.51,
+                    bid1_volume: 10_000,
+                    ask1_volume: 10_000,
+                    volume_delta: 400,
+                    amount_delta: 4_200.0,
+                    trading_phase: Some("continuous".to_string()),
+                },
+                IntradayExecutionQuote {
+                    date,
+                    symbol: held_symbol.to_string(),
+                    timestamp: date.and_hms_opt(10, 18, 0).expect("valid timestamp"),
+                    last_price: 10.0,
+                    bid1: 10.0,
+                    ask1: 10.01,
+                    bid1_volume: 10_000,
+                    ask1_volume: 10_000,
+                    volume_delta: 10_000,
+                    amount_delta: 100_000.0,
+                    trading_phase: Some("continuous".to_string()),
+                },
+                IntradayExecutionQuote {
+                    date,
+                    symbol: buy_symbol.to_string(),
+                    timestamp: date.and_hms_opt(10, 18, 0).expect("valid timestamp"),
+                    last_price: 10.0,
+                    bid1: 10.0,
+                    ask1: 10.01,
+                    bid1_volume: 10_000,
+                    ask1_volume: 10_000,
+                    volume_delta: 10_000,
+                    amount_delta: 100_000.0,
+                    trading_phase: Some("continuous".to_string()),
+                },
+            ],
+        )
+        .expect("dataset");
+
+        let mut portfolio = PortfolioState::new(20_000.0);
+        portfolio
+            .position_mut(delayed_symbol)
+            .buy(prev_date, 1_000, 10.0);
+        portfolio
+            .position_mut(held_symbol)
+            .buy(prev_date, 100, 10.0);
+        let subscriptions = BTreeSet::new();
+        let ctx = StrategyContext {
+            execution_date: date,
+            decision_date: date,
+            decision_index: 20,
+            data: &data,
+            portfolio: &portfolio,
+            futures_account: None,
+            open_orders: &[],
+            dynamic_universe: None,
+            subscriptions: &subscriptions,
+            process_events: &[],
+            active_process_event: None,
+            active_datetime: None,
+            order_events: &[],
+            fills: &[],
+        };
+        let mut cfg = PlatformExprStrategyConfig::microcap_rotation();
+        cfg.signal_symbol = delayed_symbol.to_string();
+        cfg.refresh_rate = 99;
+        cfg.max_positions = 2;
+        cfg.benchmark_short_ma_days = 1;
+        cfg.benchmark_long_ma_days = 1;
+        cfg.market_cap_lower_expr = "0".to_string();
+        cfg.market_cap_upper_expr = "100".to_string();
+        cfg.selection_limit_expr = "2".to_string();
+        cfg.stock_filter_expr = "close > 0".to_string();
+        cfg.exposure_expr = "1.0".to_string();
+        cfg.stop_loss_expr = "false".to_string();
+        cfg.take_profit_expr = "false".to_string();
+        cfg.daily_top_up_enabled = true;
+        cfg.release_slot_on_exit_signal = true;
+        cfg.aiquant_transaction_cost = true;
+        cfg.risk_config.trading_constraints.volume_limit_enabled = true;
+        cfg.risk_config.trading_constraints.volume_percent = 0.25;
+        cfg.risk_config.trading_constraints.liquidity_limit_enabled = false;
+        cfg.intraday_execution_time = Some(NaiveTime::from_hms_opt(10, 18, 0).unwrap());
+        cfg.delayed_limit_open_exit_enabled = true;
+        cfg.delayed_limit_open_exit_time = Some(NaiveTime::from_hms_opt(9, 31, 0).unwrap());
+        let mut strategy = PlatformExprStrategy::new(cfg);
+        strategy.rebalance_day_counter = 2;
+        strategy
+            .pending_highlimit_holdings
+            .insert(delayed_symbol.to_string());
+
+        let decision = strategy.on_day(&ctx).expect("platform decision");
+
+        assert!(
+            decision.order_intents.iter().any(|intent| matches!(
+                intent,
+                OrderIntent::AlgoValue {
+                    symbol,
+                    reason,
+                    start_time,
+                    ..
+                } if symbol == delayed_symbol
+                    && reason == "delayed_limit_open_sell"
+                    && *start_time == Some(NaiveTime::from_hms_opt(9, 31, 0).unwrap())
+            )),
+            "{:?}",
+            decision.order_intents
+        );
+        assert!(
+            decision.order_intents.iter().any(|intent| matches!(
+                intent,
+                OrderIntent::Value {
+                    symbol,
+                    reason,
+                    ..
+                } if symbol == buy_symbol && reason == "daily_top_up_buy"
+            )),
+            "{:?}",
+            decision.order_intents
+        );
+        assert!(
+            strategy.pending_highlimit_holdings.contains(delayed_symbol),
+            "partial delayed exit must keep residual pending"
+        );
+    }
+
     #[test]
     fn platform_daily_top_up_releases_unsellable_stop_loss_slot() {
         let prev_date = d(2026, 3, 31);