From 81f6b7d1a5977698deb5b7ff219feef411abcffa Mon Sep 17 00:00:00 2001
From: boris <boris@boriss-MacBook-Pro.local>
Date: Sun, 6 Sep 2026 22:38:48 +0800
Subject: [PATCH] =?UTF-8?q?=E4=BF=AE=E5=A4=8D=E6=98=BE=E5=BC=8F=E8=82=A1?=
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---
 README.md                                     |  2 +-
 .../fidc-core/src/platform_expr_strategy.rs   | 50 ++++++++++++++++++-
 2 files changed, 50 insertions(+), 2 deletions(-)

diff --git a/README.md b/README.md
index d72ff47..b4d1972 100644
--- a/README.md
+++ b/README.md
@@ -85,7 +85,7 @@ risk checks.
 - `selection.market_cap_band(...)` 动态市值带。
 - `filter.stock_expr(...)` 任意指标、因子和组合选股。
 - `ordering.rank_by(...)` 与 `ordering.rank_expr(...)` 排序。
-- `allocation.buy_scale(...)` 动态买入资金比例。
+- `allocation.buy_scale(...)` 相对等权槽位的个股资金倍率；显式权重可以大于 `1.0`，组合总仓位仍由 `risk.index_exposure(...)` 和严格资金预算控制。
 - `risk.stop_loss(...)`、`risk.take_profit(...)` 多条件止盈止损。
 - `order.*`、`cancel.*`、`update_universe(...)`、`subscribe(...)` 显式交易动作。
 
diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index a46cc1c..b95542b 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -8187,7 +8187,16 @@ impl PlatformExprStrategy {
             return Ok(1.0);
         }
         match self.eval_float(ctx, &self.config.buy_scale_expr, day, Some(stock), None) {
-            Ok(value) => Ok(value.clamp(0.0, 1.0)),
+            // `buy_scale` is a relative per-slot allocation multiplier, not the
+            // portfolio exposure ceiling. Explicit weights can legitimately
+            // exceed the equal-weight slot (for example 60/40 across two
+            // symbols uses scales 1.2/0.8) while `risk.index_exposure` still
+            // caps aggregate exposure. Clamping here silently changed saved
+            // stock-pool weights and caused cross-framework order drift.
+            Ok(value) if value.is_finite() => Ok(value.max(0.0)),
+            Ok(value) => Err(BacktestError::Execution(format!(
+                "allocation.buy_scale produced a non-finite value: {value}"
+            ))),
             Err(error) if Self::is_missing_rolling_mean_error(&error) => Ok(0.0),
             Err(error) => Err(error),
         }
@@ -13630,6 +13639,45 @@ mod tests {
         );
     }
 
+    #[test]
+    fn allocation_buy_scale_preserves_explicit_overweight_multiplier() {
+        let date = d(2025, 1, 2);
+        let symbol = "000001.SZ";
+        let data = single_symbol_platform_data(&[date], symbol);
+        let portfolio = PortfolioState::new(1_000_000.0);
+        let subscriptions = BTreeSet::new();
+        let ctx = StrategyContext {
+            execution_date: date,
+            decision_date: date,
+            decision_index: 0,
+            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 config = PlatformExprStrategyConfig::microcap_rotation();
+        config.signal_symbol = symbol.to_string();
+        config.buy_scale_expr = "1.2".to_string();
+        let strategy = PlatformExprStrategy::new(config);
+        let day = strategy.day_state(&ctx, date).expect("day state");
+        let stock = strategy
+            .stock_state(&ctx, date, symbol)
+            .expect("stock state");
+
+        let scale = strategy
+            .buy_scale(&ctx, &day, stock.as_ref())
+            .expect("buy scale");
+
+        assert!((scale - 1.2).abs() < 1e-12, "scale={scale}");
+    }
+
     #[test]
     fn universe_exclude_matches_explicit_symbols_and_bjse_alias() {
         let excludes = vec![