fix(stock-pool): separate exit ownership and ordinary quote dependencies

This commit is contained in:
boris
2026-09-12 12:18:26 +08:00
parent 099759ae67
commit 848c1a514a
3 changed files with 166 additions and 11 deletions
+22 -10
View File
@@ -866,10 +866,17 @@ pub fn build_stock_pool_target_plan_with_fee_model(
let mut quote_sell_exits = BTreeSet::new();
let mut sell_condition_denials = BTreeSet::new();
if rule.sell_trigger_mode == POOL_SELL_CONDITION {
// Ordinary sell predicates only depend on positions participating in
// that stage. Independent stops/expiry and protected holdings were
// already decided above; unrelated quote fields must not block them.
let held = current
.iter()
.filter(|(symbol, row)| {
row.0 > Decimal::ZERO && !constraints.frozen_positions.contains_key(*symbol)
row.0 > Decimal::ZERO
&& !protected_positions.contains(*symbol)
&& !global_stop_hits.contains(*symbol)
&& !constraints.automatic_permissions.get(*symbol)
.is_some_and(|permission| permission.max_holding_exit)
})
.map(|(symbol, _)| symbol.clone())
.collect::<Vec<_>>();
@@ -880,14 +887,6 @@ pub fn build_stock_pool_target_plan_with_fee_model(
&quote_map,
)?;
for symbol in held {
if global_stop_hits.contains(&symbol)
|| constraints
.automatic_permissions
.get(&symbol)
.is_some_and(|permission| permission.max_holding_exit)
{
continue;
}
let permitted = qualified.get(&symbol) == Some(&true)
&& (!rule.secondary_sell_condition
|| constraints.position_target_bps.contains_key(&symbol));
@@ -1031,7 +1030,12 @@ pub fn build_stock_pool_target_plan_with_fee_model(
}
let mut planning_symbols = active_symbols;
for symbol in &original_final_symbols {
if rebuy_exclusions.contains(symbol) && !planning_symbols.contains(symbol) {
// An explicit quote/expiry position action owns its single target row.
// Keep it excluded from entry sizing without adding a second stop row.
if rebuy_exclusions.contains(symbol)
&& !factor_position_target_bps.contains_key(symbol)
&& !planning_symbols.contains(symbol)
{
planning_symbols.push(symbol.clone());
}
}
@@ -1688,6 +1692,14 @@ pub fn build_stock_pool_target_plan_with_fee_model(
}
}
}
// Verify disjoint planning ownership before an index cap can address rows
// by symbol. Never deduplicate emitted intentions or count proceeds twice.
let mut owners = BTreeSet::new();
for row in &rows {
if !owners.insert(row.symbol.as_str()) {
return Err(format!("stock_pool_target_owner_conflict:{}", row.symbol));
}
}
if market_timing.is_some() {
let caps = index_cap::remaining_index_targets(
&current,