绑定信号簿内容摘要并按决策日校验日线输入

crates/fidc-core/src/signal_contract.rs

@@ -5,6 +5,7 @@ use std::collections::{BTreeMap, BTreeSet};
 
 use chrono::{DateTime, FixedOffset, NaiveDate, NaiveDateTime, NaiveTime, Utc};
 use serde::{Deserialize, Serialize};
+use sha2::{Digest, Sha256};
 
 use crate::strategy::{OrderIntent, StrategyContext};
 use crate::portfolio::PortfolioState;
@@ -86,6 +87,13 @@ fn shanghai(value: DateTime<Utc>) -> NaiveDateTime {
 }
 
 impl SignalBook {
+    pub fn content_sha256(&self) -> Result<String, String> {
+        let mut value=serde_json::to_value(self).map_err(|error|error.to_string())?;
+        value.as_object_mut().ok_or("signal_book_object_required")?.remove("versionSha256");
+        let raw=serde_json::to_vec(&value).map_err(|error|error.to_string())?;
+        Ok(format!("{:x}",Sha256::digest(raw)))
+    }
+
     pub fn validate(self) -> Result<ValidatedSignalBook, String> {
         if self.schema != SIGNAL_BOOK_SCHEMA || !valid_sha(&self.version_sha256)
             || !valid_sha(&self.generator_sha256)
@@ -154,6 +162,9 @@ impl SignalBook {
             }
             index.insert(shanghai(*expected), number);
         }
+        if self.content_sha256()? != self.version_sha256 {
+            return Err("signal_book_content_hash_mismatch".into());
+        }
         Ok(ValidatedSignalBook { book: self, index })
     }
 }
@@ -179,7 +190,7 @@ impl ValidatedSignalBook {
 
     pub fn snapshot_for(&self, ctx: &StrategyContext<'_>) -> Result<&SignalSnapshot, String> {
         let snapshot = self.snapshot_at(ctx.execution_date, ctx.current_time(), ctx.is_lagged_execution())?;
-        if ctx.is_lagged_execution() && shanghai(snapshot.input_as_of) > ctx.decision_date.and_hms_opt(15,0,0).expect("completed decision session") {
+        if ctx.is_lagged_execution() && shanghai(snapshot.input_as_of).date() > ctx.decision_date {
             return Err("next_open_signal_contains_execution_session_inputs".into());
         }
         Ok(snapshot)
@@ -260,7 +271,7 @@ mod tests {
     fn book() -> SignalBook {
         let decision: DateTime<Utc> = "2025-01-07T09:30:00+08:00".parse().unwrap();
         let source: DateTime<Utc> = "2025-01-06T15:00:00+08:00".parse().unwrap();
-        SignalBook {
+        seal(SignalBook {
             schema: SIGNAL_BOOK_SCHEMA.into(), version_sha256: "a".repeat(64), generator_sha256: "b".repeat(64),
             knowledge_cutoff: "2024-12-31T15:00:00+08:00".parse().unwrap(),
             provenance: SignalProvenance::Reconstructed, frequency: SignalFrequency::Daily,
@@ -270,7 +281,12 @@ mod tests {
                 input_sha256: "c".repeat(64), complete_targets: true,
                 actions: vec![SignalAction::TargetWeight { symbol: "000001.SZ".into(), weight: 0.5 }],
             }],
-        }
+        })
+    }
+
+    fn seal(mut book:SignalBook)->SignalBook {
+        book.version_sha256=book.content_sha256().unwrap();
+        book
     }
 
     #[test]
@@ -282,7 +298,7 @@ mod tests {
         assert!(observed.clone().validate().unwrap_err().contains("not_available"));
         observed.snapshots[0].generated_at = observed.snapshots[0].decision_at;
         observed.snapshots[0].published_at = observed.snapshots[0].decision_at;
-        observed.validate().unwrap().require_observed().unwrap();
+        seal(observed).validate().unwrap().require_observed().unwrap();
     }
 
     #[test]
@@ -352,7 +368,7 @@ mod tests {
         let mut raw = book();
         raw.snapshots[0].complete_targets = false;
         raw.snapshots[0].actions = vec![SignalAction::Reduce {symbol:"000001.SZ".into(),remaining_ratio:0.5}];
-        let value = raw.validate().unwrap();
+        let value = seal(raw).validate().unwrap();
         let day = NaiveDate::from_ymd_opt(2025,1,3).unwrap();
         for (held, expected) in [(1000,500),(3000,1500)] {
             let mut portfolio = PortfolioState::new(100_000.0);
@@ -368,7 +384,7 @@ mod tests {
     fn empty_complete_snapshot_clears_only_that_accounts_holdings() {
         let mut raw = book();
         raw.snapshots[0].actions.clear();
-        let value = raw.validate().unwrap();
+        let value = seal(raw).validate().unwrap();
         let day = NaiveDate::from_ymd_opt(2025,1,3).unwrap();
         let mut portfolio = PortfolioState::new(100_000.0);
         portfolio.position_mut("000002.SZ").buy(day,200,10.0);
@@ -383,4 +399,25 @@ mod tests {
         assert!(!config.rotation_enabled && config.signal_book.is_some());
         assert!(matches!(config.explicit_actions.as_slice(),[crate::PlatformTradeAction::ConsumeSignal]));
     }
+
+    #[test]
+    fn changed_valid_contents_must_not_reuse_a_version_hash() {
+        let mut raw=book();
+        raw.snapshots[0].actions=vec![SignalAction::TargetWeight{symbol:"000001.SZ".into(),weight:0.4}];
+        assert_eq!(raw.clone().validate().unwrap_err(),"signal_book_content_hash_mismatch");
+        seal(raw).validate().unwrap();
+    }
+
+    #[test]
+    fn completed_daily_inputs_may_be_published_after_market_close() {
+        let mut raw=book();
+        raw.expected_decisions=vec!["2026-07-07T09:30:00+08:00".parse().unwrap()];
+        raw.snapshots[0].decision_at=raw.expected_decisions[0];
+        raw.snapshots[0].input_as_of="2026-07-06T15:30:00+08:00".parse().unwrap();
+        raw.snapshots[0].input_available_at="2026-07-06T16:00:00+08:00".parse().unwrap();
+        raw.snapshots[0].generated_at=raw.snapshots[0].input_available_at;
+        raw.snapshots[0].published_at=raw.snapshots[0].generated_at;
+        raw.provenance=SignalProvenance::Observed;
+        seal(raw).validate().unwrap().require_observed().unwrap();
+    }
 }