修正FIDC止损未成交后补仓语义

crates/fidc-core/src/platform_expr_strategy.rs

@@ -8561,9 +8561,14 @@ impl Strategy for PlatformExprStrategy {
                 let mut attempted_any = false;
                 let mut filled_any = false;
                 for symbol in &stock_list {
-                    if projected.positions().contains_key(symbol)
+                    let released_exit_position = projected.positions().contains_key(symbol)
+                        && !working_symbols.contains(symbol)
+                        && !same_day_sold_symbols.contains(symbol)
+                        && !pending_full_close_symbols.contains(symbol);
+                    if (projected.positions().contains_key(symbol) && !released_exit_position)
                         || same_day_sold_symbols.contains(symbol)
-                        || exit_symbols.contains(symbol)
+                        || (exit_symbols.contains(symbol) && !released_exit_position)
+                        || pending_full_close_symbols.contains(symbol)
                         || delayed_sold_symbols.contains(symbol)
                         || intraday_attempted_buys.contains(symbol)
                     {
@@ -8714,7 +8719,11 @@ impl Strategy for PlatformExprStrategy {
                 )?;
                 let stock_scale = self.buy_scale(ctx, &day, &decision_stock)?;
                 let target_cash = fixed_buy_cash * stock_scale;
-                if projected.positions().contains_key(symbol) {
+                let released_exit_position = projected.positions().contains_key(symbol)
+                    && !rebalance_working_symbols.contains(symbol)
+                    && !same_day_sold_symbols.contains(symbol)
+                    && !pending_full_close_symbols.contains(symbol);
+                if projected.positions().contains_key(symbol) && !released_exit_position {
                     if self.config.aiquant_transaction_cost {
                         continue;
                     }
@@ -8776,9 +8785,11 @@ impl Strategy for PlatformExprStrategy {
                 if rebalance_working_symbols.len() >= selection_limit {
                     break;
                 }
-                if pre_rebalance_symbols.contains(symbol)
+                if ((pre_rebalance_symbols.contains(symbol)
-                    || projected.positions().contains_key(symbol)
+                    || projected.positions().contains_key(symbol))
+                    && !released_exit_position)
                     || same_day_sold_symbols.contains(symbol)
+                    || pending_full_close_symbols.contains(symbol)
                 {
                     continue;
                 }
@@ -21872,6 +21883,160 @@ mod tests {
         );
     }
 
+    #[test]
+    fn platform_daily_top_up_can_rebuy_released_unsellable_stop_loss_symbol() {
+        let prev_date = d(2026, 3, 31);
+        let date = d(2026, 4, 1);
+        let symbols = ["000001.SZ", "000002.SZ", "000003.SZ"];
+        let data = DataSet::from_components(
+            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("2026-04-01 09:33:00".to_string()),
+                    day_open: 10.0,
+                    open: 10.0,
+                    high: 10.5,
+                    low: 9.8,
+                    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: match *symbol {
+                        "000001.SZ" => 8.0,
+                        "000003.SZ" => 9.0,
+                        _ => 20.0,
+                    },
+                    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: *symbol != "000001.SZ",
+                    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,
+            }],
+        )
+        .expect("dataset");
+
+        let mut portfolio = PortfolioState::new(20_000.0);
+        portfolio
+            .position_mut("000001.SZ")
+            .buy(prev_date, 100, 12.0);
+        portfolio
+            .position_mut("000002.SZ")
+            .buy(prev_date, 100, 10.0);
+        let subscriptions = BTreeSet::new();
+        let ctx = StrategyContext {
+            execution_date: date,
+            decision_date: date,
+            decision_index: 2,
+            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 = "000001.SZ".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.stop_loss_expr = "0.9".to_string();
+        cfg.daily_top_up_enabled = true;
+        let mut strategy = PlatformExprStrategy::new(cfg);
+        strategy.rebalance_day_counter = 2;
+
+        let decision = strategy.on_day(&ctx).expect("platform decision");
+
+        assert!(
+            decision.order_intents.iter().any(|intent| matches!(
+                intent,
+                OrderIntent::TargetValue {
+                    symbol,
+                    target_value,
+                    reason,
+                } if symbol == "000001.SZ"
+                    && *target_value == 0.0
+                    && reason == "stop_loss_exit"
+            )),
+            "{:?}",
+            decision.order_intents
+        );
+        assert!(
+            decision.order_intents.iter().any(|intent| matches!(
+                intent,
+                OrderIntent::Value { symbol, reason, .. }
+                    if symbol == "000001.SZ" && reason == "daily_top_up_buy"
+            )),
+            "{:?}",
+            decision.order_intents
+        );
+    }
+
     #[test]
     fn platform_daily_top_up_release_slot_flag_matches_aiquant_exit_signal_state() {
         let prev_date = d(2026, 3, 31);
@@ -22311,6 +22476,180 @@ mod tests {
         );
     }
 
+    #[test]
+    fn platform_periodic_rebalance_can_rebuy_released_unsellable_stop_loss_symbol() {
+        let prev_date = d(2025, 5, 13);
+        let date = d(2025, 5, 14);
+        let symbols = ["000001.SZ", "000002.SZ", "000003.SZ"];
+        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("2025-05-14 10:18:00".to_string()),
+                    day_open: 10.0,
+                    open: 10.0,
+                    high: 10.5,
+                    low: 9.8,
+                    close: 10.0,
+                    last_price: 10.0,
+                    bid1: 10.0,
+                    ask1: 10.0,
+                    prev_close: 9.9,
+                    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: match *symbol {
+                        "000001.SZ" => 8.0,
+                        "000003.SZ" => 9.0,
+                        _ => 20.0,
+                    },
+                    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: *symbol != "000001.SZ",
+                    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(),
+            symbols
+                .iter()
+                .map(|symbol| IntradayExecutionQuote {
+                    date,
+                    symbol: (*symbol).to_string(),
+                    timestamp: date.and_hms_opt(10, 18, 0).expect("valid timestamp"),
+                    last_price: 10.0,
+                    bid1: 10.0,
+                    ask1: 10.0,
+                    bid1_volume: 10_000,
+                    ask1_volume: 10_000,
+                    volume_delta: 10_000,
+                    amount_delta: 100_000.0,
+                    trading_phase: Some("continuous".to_string()),
+                })
+                .collect(),
+        )
+        .expect("dataset");
+
+        let mut portfolio = PortfolioState::new(20_000.0);
+        portfolio
+            .position_mut("000001.SZ")
+            .buy(prev_date, 100, 12.0);
+        portfolio
+            .position_mut("000002.SZ")
+            .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 = "000001.SZ".to_string();
+        cfg.refresh_rate = 20;
+        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.stop_loss_expr = "0.9".to_string();
+        cfg.take_profit_expr.clear();
+        cfg.daily_top_up_enabled = true;
+        cfg.aiquant_transaction_cost = true;
+        cfg.intraday_execution_time = Some(NaiveTime::from_hms_opt(10, 18, 0).unwrap());
+        let mut strategy = PlatformExprStrategy::new(cfg);
+        strategy.rebalance_day_counter = 20;
+
+        let decision = strategy.on_day(&ctx).expect("platform decision");
+
+        assert!(
+            decision.order_intents.iter().any(|intent| matches!(
+                intent,
+                OrderIntent::TargetValue {
+                    symbol,
+                    target_value,
+                    reason,
+                } if symbol == "000001.SZ"
+                    && *target_value == 0.0
+                    && reason == "stop_loss_exit"
+            )),
+            "{:?}",
+            decision.order_intents
+        );
+        assert!(
+            decision.order_intents.iter().any(|intent| matches!(
+                intent,
+                OrderIntent::Value { symbol, reason, .. }
+                    if symbol == "000001.SZ" && reason == "periodic_rebalance_buy"
+            )),
+            "{:?}",
+            decision.order_intents
+        );
+    }
+
     #[test]
     fn platform_aiquant_periodic_rebalance_uses_cash_divided_by_top_n_buy_budget() {
         let prev_date = d(2025, 5, 13);