修正next-open策略上下文日期

crates/fidc-core/src/strategy.rs

@@ -156,6 +156,31 @@ pub struct StrategyContext<'a> {
 }
 
 impl StrategyContext<'_> {
+    pub fn signal_date(&self) -> NaiveDate {
+        self.decision_date
+    }
+
+    pub fn execution_trade_date(&self) -> NaiveDate {
+        self.execution_date
+    }
+
+    fn current_data_date(&self) -> NaiveDate {
+        let active_date = self
+            .active_datetime
+            .map(|datetime| datetime.date())
+            .unwrap_or(self.decision_date);
+        if self.is_lagged_execution() && active_date > self.decision_date {
+            self.decision_date
+        } else {
+            active_date
+        }
+    }
+
+    fn current_data_datetime(&self) -> Option<NaiveDateTime> {
+        self.active_datetime
+            .map(|datetime| self.current_data_date().and_time(datetime.time()))
+    }
+
     pub fn is_lagged_execution(&self) -> bool {
         self.execution_date != self.decision_date
     }
@@ -544,7 +569,7 @@ impl StrategyContext<'_> {
     }
 
     pub fn current_snapshot(&self, symbol: &str) -> Option<&DailyMarketSnapshot> {
-        self.data.market(self.execution_date, symbol)
+        self.data.market(self.current_data_date(), symbol)
     }
 
     pub fn history_bars(
@@ -556,8 +581,8 @@ impl StrategyContext<'_> {
         include_now: bool,
     ) -> Vec<f64> {
         self.data.history_bars_at(
-            self.execution_date,
-            self.active_datetime,
+            self.current_data_date(),
+            self.current_data_datetime(),
             symbol,
             bar_count,
             frequency,
@@ -573,7 +598,7 @@ impl StrategyContext<'_> {
         include_now: bool,
     ) -> Vec<DailyMarketSnapshot> {
         self.data
-            .history_daily_snapshots(self.execution_date, symbol, bar_count, include_now)
+            .history_daily_snapshots(self.current_data_date(), symbol, bar_count, include_now)
     }
 
     pub fn history_intraday_quotes(
@@ -583,8 +608,8 @@ impl StrategyContext<'_> {
         include_now: bool,
     ) -> Vec<IntradayExecutionQuote> {
         self.data.history_intraday_quotes_at(
-            self.execution_date,
-            self.active_datetime,
+            self.current_data_date(),
+            self.current_data_datetime(),
             symbol,
             bar_count,
             include_now,
@@ -607,7 +632,8 @@ impl StrategyContext<'_> {
     }
 
     pub fn active_instruments(&self, symbols: &[&str]) -> Vec<&Instrument> {
-        self.data.active_instruments(self.execution_date, symbols)
+        self.data
+            .active_instruments(self.current_data_date(), symbols)
     }
 
     pub fn all_instruments(&self) -> Vec<&Instrument> {
@@ -628,12 +654,12 @@ impl StrategyContext<'_> {
 
     pub fn is_suspended(&self, symbol: &str, count: usize) -> Vec<bool> {
         self.data
-            .is_suspended_flags(self.execution_date, symbol, count)
+            .is_suspended_flags(self.current_data_date(), symbol, count)
     }
 
     pub fn is_st_stock(&self, symbol: &str, count: usize) -> Vec<bool> {
         self.data
-            .is_st_stock_flags(self.execution_date, symbol, count)
+            .is_st_stock_flags(self.current_data_date(), symbol, count)
     }
 
     pub fn get_price(
@@ -647,18 +673,20 @@ impl StrategyContext<'_> {
     }
 
     pub fn get_dividend(&self, symbol: &str, start: NaiveDate) -> Vec<DividendRecord> {
+        let current_data_date = self.current_data_date();
         let end = self
             .data
-            .previous_trading_date(self.execution_date, 1)
-            .unwrap_or(self.execution_date);
+            .previous_trading_date(current_data_date, 1)
+            .unwrap_or(current_data_date);
         self.data.get_dividend(symbol, start, end)
     }
 
     pub fn get_split(&self, symbol: &str, start: NaiveDate) -> Vec<SplitRecord> {
+        let current_data_date = self.current_data_date();
         let end = self
             .data
-            .previous_trading_date(self.execution_date, 1)
-            .unwrap_or(self.execution_date);
+            .previous_trading_date(current_data_date, 1)
+            .unwrap_or(current_data_date);
         self.data.get_split(symbol, start, end)
     }
 
@@ -693,7 +721,7 @@ impl StrategyContext<'_> {
 
     pub fn get_margin_stocks(&self, margin_type: &str) -> Vec<String> {
         self.data
-            .get_margin_stocks(self.execution_date, margin_type)
+            .get_margin_stocks(self.current_data_date(), margin_type)
     }
 
     pub fn get_securities_margin(
@@ -787,7 +815,7 @@ impl StrategyContext<'_> {
 
     pub fn get_industry(&self, symbol: &str, source: &str, level: usize) -> Option<FactorValue> {
         self.data
-            .get_industry(symbol, self.execution_date, source, level)
+            .get_industry(symbol, self.current_data_date(), source, level)
     }
 
     pub fn get_industry_name(
@@ -797,12 +825,12 @@ impl StrategyContext<'_> {
         level: usize,
     ) -> Option<FactorTextValue> {
         self.data
-            .get_industry_name(symbol, self.execution_date, source, level)
+            .get_industry_name(symbol, self.current_data_date(), source, level)
     }
 
     pub fn get_dominant_future(&self, underlying_symbol: &str) -> Option<String> {
         self.data
-            .get_dominant_future(underlying_symbol, self.execution_date)
+            .get_dominant_future(underlying_symbol, self.current_data_date())
     }
 
     pub fn get_dominant_future_price(