修复回报上下文与盘前意图并在提交前采用最新完整目标

crates/fidc-core/src/broker.rs

@@ -228,6 +228,13 @@ struct RestingOrderOrigin {
     accepted_date: NaiveDate,
 }
 
+#[derive(Clone, Copy, PartialEq, Eq)]
+enum BrokerCallbackPhase {
+    Normal,
+    ControlsOnly,
+    BeforeStrategy,
+}
+
 #[derive(Debug, Default)]
 struct BrokerExecutionSession {
     date: Option<NaiveDate>,
@@ -463,6 +470,7 @@ pub struct BrokerSimulator<C, R> {
     runtime_intraday_start_time: Cell<Option<NaiveTime>>,
     runtime_intraday_end_time: Cell<Option<NaiveTime>>,
     runtime_execution_clock: Cell<Option<NaiveTime>>,
+    runtime_callback_phase: Cell<BrokerCallbackPhase>,
     runtime_algo_schedule: Cell<Option<AlgoExecutionRequest>>,
     runtime_unprocessed_algorithm_cash: Cell<FixedMoney>,
     runtime_decision_date: Cell<Option<NaiveDate>>,
@@ -510,6 +518,7 @@ impl<C, R> BrokerSimulator<C, R> {
             runtime_intraday_start_time: Cell::new(None),
             runtime_intraday_end_time: Cell::new(None),
             runtime_execution_clock: Cell::new(None),
+            runtime_callback_phase: Cell::new(BrokerCallbackPhase::Normal),
             runtime_algo_schedule: Cell::new(None),
             runtime_unprocessed_algorithm_cash: Cell::new(FixedMoney::ZERO),
             runtime_decision_date: Cell::new(None),
@@ -561,6 +570,7 @@ impl<C, R> BrokerSimulator<C, R> {
             runtime_intraday_start_time: Cell::new(None),
             runtime_intraday_end_time: Cell::new(None),
             runtime_execution_clock: Cell::new(None),
+            runtime_callback_phase: Cell::new(BrokerCallbackPhase::Normal),
             runtime_algo_schedule: Cell::new(None),
             runtime_unprocessed_algorithm_cash: Cell::new(FixedMoney::ZERO),
             runtime_decision_date: Cell::new(None),
@@ -1643,17 +1653,21 @@ where
                 self.deferred_stock_pools.borrow_mut().remove(&contract.pool_id);
             }
         }
-        self.process_open_orders(
-            date,
-            portfolio,
-            data,
-            &mut session.intraday_turnover,
-            &mut session.execution_cursors,
-            &mut session.global_execution_cursor,
-            &mut session.commission_state,
-            &mut report,
-        )?;
-        self.resume_stock_pool_executions(date, portfolio, data, session, &mut report)?;
+        if self.runtime_callback_phase.get() != BrokerCallbackPhase::ControlsOnly {
+            self.process_open_orders(
+                date,
+                portfolio,
+                data,
+                &mut session.intraday_turnover,
+                &mut session.execution_cursors,
+                &mut session.global_execution_cursor,
+                &mut session.commission_state,
+                &mut report,
+            )?;
+            if self.runtime_callback_phase.get() == BrokerCallbackPhase::Normal {
+                self.resume_stock_pool_executions(date, portfolio, data, session, &mut report)?;
+            }
+        }
         if !decision.order_intents.is_empty() {
             let mut ordered_intents = decision.order_intents.iter().collect::<Vec<_>>();
             if self.effective_rebalance_cash_mode() != RebalanceCashMode::PreOpenCash
@@ -1830,6 +1844,50 @@ where
         )
     }
 
+    #[allow(clippy::too_many_arguments)]
+    pub(crate) fn execute_controls_without_matching(
+        &self,
+        date: NaiveDate,
+        decision_date: NaiveDate,
+        portfolio: &mut PortfolioState,
+        data: &DataSet,
+        decision: &StrategyDecision,
+        clock: Option<NaiveTime>,
+    ) -> Result<BrokerExecutionReport, BacktestError> {
+        if decision.rebalance
+            || !decision.target_weights.is_empty()
+            || !decision.exit_symbols.is_empty()
+            || decision.order_intents.iter().any(|intent| {
+                !matches!(
+                    intent.unwrapped(),
+                    OrderIntent::CancelOrder { .. }
+                        | OrderIntent::CancelSymbol { .. }
+                        | OrderIntent::CancelAll { .. }
+                        | OrderIntent::ModifyOrder { .. }
+                )
+            })
+        {
+            return Err(BacktestError::Execution(
+                "non-matching control phase only accepts cancel or modify requests".into(),
+            ));
+        }
+        let _guard = RestoreCell(
+            &self.runtime_callback_phase,
+            self.runtime_callback_phase
+                .replace(BrokerCallbackPhase::ControlsOnly),
+        );
+        self.execute_between_with_event_dates(
+            date,
+            decision_date,
+            decision_date,
+            portfolio,
+            data,
+            decision,
+            clock,
+            clock,
+        )
+    }
+
     #[allow(clippy::too_many_arguments)]
     pub(crate) fn execute_coarse_at_clock(
         &self,
@@ -1861,6 +1919,35 @@ where
         )
     }
 
+    #[allow(clippy::too_many_arguments)]
+    pub(crate) fn execute_before_strategy_at_clock(
+        &self,
+        date: NaiveDate,
+        decision_date: NaiveDate,
+        order_created_date: NaiveDate,
+        decision_total_equity: Option<f64>,
+        portfolio: &mut PortfolioState,
+        data: &DataSet,
+        decision: &StrategyDecision,
+        clock: Option<NaiveTime>,
+    ) -> Result<BrokerExecutionReport, BacktestError> {
+        let _guard = RestoreCell(
+            &self.runtime_callback_phase,
+            self.runtime_callback_phase
+                .replace(BrokerCallbackPhase::BeforeStrategy),
+        );
+        self.execute_coarse_at_clock(
+            date,
+            decision_date,
+            order_created_date,
+            decision_total_equity,
+            portfolio,
+            data,
+            decision,
+            clock,
+        )
+    }
+
     pub fn execute_between_with_event_dates(
         &self,
         date: NaiveDate,