允许弱市涨停持仓部分减仓

crates/fidc-core/src/platform_expr_strategy.rs

@@ -2319,6 +2319,27 @@ impl PlatformExprStrategy {
         }
     }
 
+    fn mark_highlimit_for_delayed_exit_at_time(
+        &mut self,
+        ctx: &StrategyContext<'_>,
+        date: NaiveDate,
+        symbol: &str,
+        execution_time: NaiveTime,
+    ) -> Result<(), BacktestError> {
+        if !self.config.delayed_limit_open_exit_enabled
+            || self.pending_highlimit_holdings.contains(symbol)
+        {
+            return Ok(());
+        }
+        if matches!(
+            self.stock_is_at_upper_limit_at_time(ctx, date, symbol, execution_time)?,
+            Some(true)
+        ) {
+            self.pending_highlimit_holdings.insert(symbol.to_string());
+        }
+        Ok(())
+    }
+
     fn stock_state_with_factor_date_and_time(
         &self,
         ctx: &StrategyContext<'_>,
@@ -7463,14 +7484,12 @@ impl Strategy for PlatformExprStrategy {
                     if position.quantity == 0 || delayed_sold_symbols.contains(&position.symbol) {
                         continue;
                     }
-                    if self.regular_sell_should_wait_due_to_highlimit(
+                    self.mark_highlimit_for_delayed_exit_at_time(
                         ctx,
                         execution_date,
                         &position.symbol,
                         self.intraday_execution_start_time(),
-                    )? {
+                    )?;
-                        continue;
-                    }
                     if pending_full_close_symbols.contains(&position.symbol) {
                         continue;
                     }
@@ -11706,7 +11725,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_aiquant_weak_market_skips_pending_highlimit_target_adjust_until_open() {
+    fn platform_aiquant_weak_market_allows_pending_highlimit_partial_target_adjust() {
         let prev_date = d(2023, 5, 4);
         let date = d(2023, 5, 5);
         let symbol = "600148.SH";
@@ -11845,13 +11864,15 @@ mod tests {
         let decision = strategy.on_day(&ctx).expect("platform decision");
 
         assert!(
-            !decision.order_intents.iter().any(|intent| matches!(
+            decision.order_intents.iter().any(|intent| matches!(
                 intent,
                 OrderIntent::Shares {
                     symbol: intent_symbol,
+                    quantity,
                     reason,
-                    ..
+                } if intent_symbol == symbol
-                } if intent_symbol == symbol && reason == "daily_position_target_adjust"
+                    && reason == "daily_position_target_adjust"
+                    && *quantity < 0
             )),
             "{:?}",
             decision.order_intents
@@ -11999,13 +12020,15 @@ mod tests {
         let decision = strategy.on_day(&ctx).expect("platform decision");
 
         assert!(
-            !decision.order_intents.iter().any(|intent| matches!(
+            decision.order_intents.iter().any(|intent| matches!(
                 intent,
                 OrderIntent::Shares {
                     symbol: intent_symbol,
+                    quantity,
                     reason,
-                    ..
+                } if intent_symbol == symbol
-                } if intent_symbol == symbol && reason == "daily_position_target_adjust"
+                    && reason == "daily_position_target_adjust"
+                    && *quantity < 0
             )),
             "{:?}",
             decision.order_intents