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精简平台选股缺排名字段诊断

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This commit is contained in:
boris
2026-07-08 11:14:43 +08:00
parent 7951ba67e3
commit 7397a2d69f
1 changed files with 28 additions and 10 deletions
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crates/fidc-core/src/platform_expr_strategy.rs
+28 -10
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@@ -7042,6 +7042,8 @@ impl PlatformExprStrategy {
5,
);
let mut candidates = Vec::new();
let mut missing_rank_count = 0usize;
let mut missing_rank_examples = Vec::new();
for candidate in universe {
let stock = self.selection_stock_state_with_factor_date(
ctx,
@@ -7064,11 +7066,9 @@ impl PlatformExprStrategy {
}
let rank_value = self.rank_value(ctx, day, &candidate, &stock)?;
if !rank_value.is_finite() {
if diagnostics.len() < 12 {
diagnostics.push(format!(
"{} rejected by missing rank field",
candidate.symbol
));
missing_rank_count += 1;
if missing_rank_examples.len() < 5 {
missing_rank_examples.push(candidate.symbol.clone());
}
continue;
}
@@ -7114,6 +7114,13 @@ impl PlatformExprStrategy {
break;
}
}
if selected.len() < limit && missing_rank_count > 0 && diagnostics.len() < 12 {
diagnostics.push(format!(
"rank_field_unavailable count={} examples={}",
missing_rank_count,
missing_rank_examples.join(",")
));
}
Ok((selected, diagnostics, risk_decisions))
}
@@ -7709,6 +7716,8 @@ impl PlatformExprStrategy {
) -> Result<(Vec<String>, Vec<String>, usize, Vec<String>), BacktestError> {
let mut diagnostics = Vec::new();
let mut candidates = Vec::new();
let mut missing_rank_count = 0usize;
let mut missing_rank_examples = Vec::new();
let quote_usage = self.stock_filter_quote_usage();
let selection_risk_deferral = if ctx.is_lagged_execution() {
SelectionRiskDeferral::All
@@ -7748,11 +7757,9 @@ impl PlatformExprStrategy {
}
let rank_value = self.rank_value(ctx, day, &candidate, &stock)?;
if !rank_value.is_finite() {
if diagnostics.len() < 12 {
diagnostics.push(format!(
"{} quote_plan rejected by missing rank field",
candidate.symbol
));
missing_rank_count += 1;
if missing_rank_examples.len() < 5 {
missing_rank_examples.push(candidate.symbol.clone());
}
continue;
}
@@ -7812,6 +7819,17 @@ impl PlatformExprStrategy {
break;
}
}
if (selected_symbols.len() < selection_limit
|| quote_candidate_symbols.len() < quote_candidate_limit)
&& missing_rank_count > 0
&& diagnostics.len() < 12
{
diagnostics.push(format!(
"quote_plan_rank_field_unavailable count={} examples={}",
missing_rank_count,
missing_rank_examples.join(",")
));
}
Ok((
quote_candidate_symbols,
selected_symbols,