修复回测撮合与AiQuant兼容语义

crates/fidc-core/src/data.rs

@@ -452,11 +452,11 @@ struct SymbolPriceSeries {
     closes: Vec<f64>,
     prev_closes: Vec<f64>,
     last_prices: Vec<f64>,
+    paused: Vec<bool>,
     open_prefix: Vec<f64>,
     close_prefix: Vec<f64>,
     prev_close_prefix: Vec<f64>,
     last_prefix: Vec<f64>,
-    volume_prefix: Vec<f64>,
 }
 
 impl SymbolPriceSeries {
@@ -469,15 +469,11 @@ impl SymbolPriceSeries {
         let closes = sorted.iter().map(|row| row.close).collect::<Vec<_>>();
         let prev_closes = sorted.iter().map(|row| row.prev_close).collect::<Vec<_>>();
         let last_prices = sorted.iter().map(|row| row.last_price).collect::<Vec<_>>();
-        let volumes = sorted
-            .iter()
-            .map(|row| row.volume as f64)
-            .collect::<Vec<_>>();
+        let paused = sorted.iter().map(|row| row.paused).collect::<Vec<_>>();
         let open_prefix = prefix_sums(&opens);
         let close_prefix = prefix_sums(&closes);
         let prev_close_prefix = prefix_sums(&prev_closes);
         let last_prefix = prefix_sums(&last_prices);
-        let volume_prefix = prefix_sums(&volumes);
 
         Self {
             snapshots: sorted,
@@ -486,11 +482,11 @@ impl SymbolPriceSeries {
             closes,
             prev_closes,
             last_prices,
+            paused,
             open_prefix,
             close_prefix,
             prev_close_prefix,
             last_prefix,
-            volume_prefix,
         }
     }
 
@@ -587,15 +583,11 @@ impl SymbolPriceSeries {
     }
 
     fn decision_volume_moving_average(&self, date: NaiveDate, lookback: usize) -> Option<f64> {
-        if lookback == 0 {
+        let values = self.decision_volume_values(date, lookback)?;
+        if values.len() < lookback {
             return None;
         }
-        let end = self.previous_completed_end_index(date)?;
-        if end < lookback {
-            return None;
-        }
-        let start = end - lookback;
-        let sum = self.volume_prefix[end] - self.volume_prefix[start];
+        let sum = values.iter().sum::<f64>();
         Some(sum / lookback as f64)
     }
 
@@ -604,11 +596,11 @@ impl SymbolPriceSeries {
             return None;
         }
         let end = self.end_index(date)?;
-        if end < lookback {
+        let values = self.trailing_unpaused_volumes(end, lookback)?;
+        if values.len() < lookback {
             return None;
         }
-        let start = end - lookback;
-        let sum = self.volume_prefix[end] - self.volume_prefix[start];
+        let sum = values.iter().sum::<f64>();
         Some(sum / lookback as f64)
     }
 
@@ -617,16 +609,33 @@ impl SymbolPriceSeries {
             return None;
         }
         let end = self.previous_completed_end_index(date)?;
-        if end < lookback {
+        let values = self.trailing_unpaused_volumes(end, lookback)?;
+        if values.len() < lookback {
             return None;
         }
-        let start = end - lookback;
-        Some(
-            self.snapshots[start..end]
-                .iter()
-                .map(|snapshot| snapshot.volume as f64)
-                .collect(),
-        )
+        Some(values)
+    }
+
+    fn trailing_unpaused_volumes(&self, end: usize, lookback: usize) -> Option<Vec<f64>> {
+        if lookback == 0 || end == 0 {
+            return None;
+        }
+        let mut values = Vec::with_capacity(lookback);
+        for idx in (0..end).rev() {
+            if self.paused.get(idx).copied().unwrap_or(false) {
+                continue;
+            }
+            values.push(self.snapshots[idx].volume as f64);
+            if values.len() == lookback {
+                break;
+            }
+        }
+        if values.len() < lookback {
+            None
+        } else {
+            values.reverse();
+            Some(values)
+        }
     }
 
     fn end_index(&self, date: NaiveDate) -> Option<usize> {
@@ -3385,6 +3394,33 @@ mod tests {
         );
     }
 
+    #[test]
+    fn decision_volume_average_skips_paused_days_before_counting_window() {
+        let mut paused = market_row("2025-01-03", 11.0, 0);
+        paused.paused = true;
+        let series = SymbolPriceSeries::new(&[
+            market_row("2025-01-02", 10.0, 100),
+            paused,
+            market_row("2025-01-06", 12.0, 300),
+            market_row("2025-01-07", 13.0, 10_000),
+        ]);
+
+        assert_eq!(
+            series.decision_volume_moving_average(
+                NaiveDate::parse_from_str("2025-01-07", "%Y-%m-%d").unwrap(),
+                2
+            ),
+            Some(200.0)
+        );
+        assert_eq!(
+            series.decision_volume_moving_average(
+                NaiveDate::parse_from_str("2025-01-07", "%Y-%m-%d").unwrap(),
+                3
+            ),
+            None
+        );
+    }
+
     #[test]
     fn reads_mixed_numeric_and_text_extra_factors_from_quoted_csv_json() {
         let path = temp_csv_path("mixed_factor_maps");