修复盘中止盈止损行情缓存

crates/fidc-core/src/platform_expr_strategy.rs

@@ -1263,8 +1263,9 @@ pub struct PlatformExprStrategy {
     stock_text_factors_required: bool,
     stock_state_cache_date: RefCell<Option<NaiveDate>>,
     stock_state_cache_calendar_index: RefCell<Option<usize>>,
-    stock_state_cache:
+    stock_state_cache: RefCell<
-        RefCell<AHashMap<(NaiveDate, u32, Option<NaiveTime>, bool), Arc<StockExpressionState>>>,
+        AHashMap<(NaiveDate, u32, Option<NaiveTime>, bool, bool), Arc<StockExpressionState>>,
+    >,
 }
 
 #[derive(Debug, Clone, PartialEq)]
@@ -4329,7 +4330,17 @@ impl PlatformExprStrategy {
         S: StockStateSnapshotSource<'a>,
     {
         let calendar_index = self.prepare_stock_state_cache_date(ctx, date);
-        let cache_key = (factor_date, symbol_id, execution_time, use_intraday_quote);
+        let has_intraday_quote = use_intraday_quote
+            && self
+                .scheduled_quote_at_time(ctx, date, symbol, execution_time)
+                .is_some();
+        let cache_key = (
+            factor_date,
+            symbol_id,
+            execution_time,
+            use_intraday_quote,
+            has_intraday_quote,
+        );
         if let Some(state) = self.stock_state_cache.borrow().get(&cache_key) {
             return Ok(Arc::clone(state));
         }
@@ -11573,14 +11584,6 @@ impl PlatformExprStrategy {
         }
         let scheduled_time = self.intraday_execution_start_time();
         if self.uses_intraday_execution_quotes()
-            && matches!(
-                self.config.matching_type,
-                MatchingType::MinuteLast
-                    | MatchingType::MinuteBestOwn
-                    | MatchingType::MinuteBestCounterparty
-                    | MatchingType::Vwap
-                    | MatchingType::Twap
-            )
             && self
                 .scheduled_quote_at_time(ctx, signal_date, symbol, Some(scheduled_time))
                 .is_none()
@@ -18685,6 +18688,152 @@ mod tests {
         );
     }
 
+    #[test]
+    fn timed_current_close_stop_loss_reloads_state_after_quote_arrives() {
+        let prev_date = d(2025, 10, 10);
+        let date = d(2025, 10, 13);
+        let symbol = "603726.SH";
+        let instrument = Instrument {
+            symbol: symbol.to_string(),
+            name: symbol.to_string(),
+            board: "SH".to_string(),
+            round_lot: 100,
+            listed_at: Some(d(2020, 1, 1)),
+            delisted_at: None,
+            status: "active".to_string(),
+        };
+        let market = DailyMarketSnapshot {
+            date,
+            symbol: symbol.to_string(),
+            timestamp: Some("2025-10-13 15:00:00".to_string()),
+            day_open: 23.46,
+            open: 23.46,
+            high: 26.20,
+            low: 23.20,
+            close: 25.90,
+            last_price: 25.90,
+            bid1: 25.89,
+            ask1: 25.90,
+            prev_close: 26.07,
+            volume: 1_000_000,
+            minute_volume: 10_000,
+            bid1_volume: 10_000,
+            ask1_volume: 10_000,
+            trading_phase: Some("continuous".to_string()),
+            paused: false,
+            upper_limit: 28.68,
+            lower_limit: 23.46,
+            price_tick: 0.01,
+        };
+        let factor = DailyFactorSnapshot {
+            date,
+            symbol: symbol.to_string(),
+            market_cap_bn: 10.0,
+            free_float_cap_bn: 8.0,
+            pe_ttm: 8.0,
+            turnover_ratio: Some(1.0),
+            effective_turnover_ratio: Some(1.0),
+            extra_factors: BTreeMap::new(),
+        };
+        let candidate = 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: true,
+            is_kcb: false,
+            is_one_yuan: false,
+            risk_level_code: None,
+        };
+        let benchmark = BenchmarkSnapshot {
+            date,
+            benchmark: "000300.SH".to_string(),
+            open: 4000.0,
+            close: 4010.0,
+            prev_close: 3990.0,
+            volume: 1_000_000,
+        };
+        let without_quote = DataSet::from_components(
+            vec![instrument.clone()],
+            vec![market.clone()],
+            vec![factor.clone()],
+            vec![candidate.clone()],
+            vec![benchmark.clone()],
+        )
+        .expect("dataset without quote");
+        let with_quote = DataSet::from_components_with_actions_and_quotes(
+            vec![instrument],
+            vec![market],
+            vec![factor],
+            vec![candidate],
+            vec![benchmark],
+            Vec::new(),
+            vec![IntradayExecutionQuote {
+                date,
+                symbol: symbol.to_string(),
+                timestamp: date.and_hms_opt(9, 30, 0).expect("timestamp"),
+                last_price: 23.46,
+                bid1: 23.45,
+                ask1: 23.46,
+                bid1_volume: 10_000,
+                ask1_volume: 10_000,
+                volume_delta: 10_000,
+                amount_delta: 234_600.0,
+                trading_phase: Some("continuous".to_string()),
+            }],
+        )
+        .expect("dataset with quote");
+        let mut portfolio = PortfolioState::new(1_000_000.0);
+        portfolio
+            .position_mut(symbol)
+            .buy(prev_date, 16_400, 26.700856097560973);
+        let subscriptions = BTreeSet::new();
+        let context = |data| StrategyContext {
+            execution_date: date,
+            decision_date: date,
+            decision_index: 40,
+            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.rotation_enabled = false;
+        cfg.matching_type = MatchingType::CurrentBarClose;
+        cfg.intraday_execution_time = Some(NaiveTime::from_hms_opt(9, 30, 0).expect("time"));
+        cfg.signal_symbol = symbol.to_string();
+        cfg.stop_loss_expr = "holding_return <= -0.08".to_string();
+        cfg.take_profit_expr.clear();
+        let strategy = PlatformExprStrategy::new(cfg);
+        let no_quote_ctx = context(&without_quote);
+        let no_quote_day = strategy.day_state(&no_quote_ctx, date).expect("day state");
+        assert_eq!(
+            strategy
+                .stop_take_action(&no_quote_ctx, date, date, &no_quote_day, symbol)
+                .expect("no quote stop check"),
+            (false, false),
+        );
+
+        let quote_ctx = context(&with_quote);
+        let quote_day = strategy.day_state(&quote_ctx, date).expect("day state");
+        assert_eq!(
+            strategy
+                .stop_take_action(&quote_ctx, date, date, &quote_day, symbol)
+                .expect("quoted stop check"),
+            (true, false),
+        );
+    }
+
     #[test]
     fn platform_stop_loss_residual_pending_rechecks_signal_next_day() {
         let prev_date = d(2025, 1, 6);