Add platform expression strategy runtime

Cargo.lock

@@ -2,6 +2,20 @@
 # It is not intended for manual editing.
 version = 4
 
+[[package]]
+name = "ahash"
+version = "0.8.12"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "5a15f179cd60c4584b8a8c596927aadc462e27f2ca70c04e0071964a73ba7a75"
+dependencies = [
+ "cfg-if",
+ "const-random",
+ "getrandom 0.3.4",
+ "once_cell",
+ "version_check",
+ "zerocopy",
+]
+
 [[package]]
 name = "android_system_properties"
 version = "0.1.5"
@@ -17,6 +31,12 @@ version = "1.5.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "c08606f8c3cbf4ce6ec8e28fb0014a2c086708fe954eaa885384a6165172e7e8"
 
+[[package]]
+name = "bitflags"
+version = "2.11.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "c4512299f36f043ab09a583e57bceb5a5aab7a73db1805848e8fef3c9e8c78b3"
+
 [[package]]
 name = "bt-demo"
 version = "0.1.0"
@@ -63,12 +83,38 @@ dependencies = [
  "windows-link",
 ]
 
+[[package]]
+name = "const-random"
+version = "0.1.18"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "87e00182fe74b066627d63b85fd550ac2998d4b0bd86bfed477a0ae4c7c71359"
+dependencies = [
+ "const-random-macro",
+]
+
+[[package]]
+name = "const-random-macro"
+version = "0.1.16"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "f9d839f2a20b0aee515dc581a6172f2321f96cab76c1a38a4c584a194955390e"
+dependencies = [
+ "getrandom 0.2.17",
+ "once_cell",
+ "tiny-keccak",
+]
+
 [[package]]
 name = "core-foundation-sys"
 version = "0.8.7"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "773648b94d0e5d620f64f280777445740e61fe701025087ec8b57f45c791888b"
 
+[[package]]
+name = "crunchy"
+version = "0.2.4"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "460fbee9c2c2f33933d720630a6a0bac33ba7053db5344fac858d4b8952d77d5"
+
 [[package]]
 name = "equivalent"
 version = "1.0.2"
@@ -81,6 +127,7 @@ version = "0.1.0"
 dependencies = [
  "chrono",
  "indexmap",
+ "rhai",
  "serde",
  "thiserror",
 ]
@@ -91,6 +138,29 @@ version = "0.1.9"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "5baebc0774151f905a1a2cc41989300b1e6fbb29aff0ceffa1064fdd3088d582"
 
+[[package]]
+name = "getrandom"
+version = "0.2.17"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "ff2abc00be7fca6ebc474524697ae276ad847ad0a6b3faa4bcb027e9a4614ad0"
+dependencies = [
+ "cfg-if",
+ "libc",
+ "wasi",
+]
+
+[[package]]
+name = "getrandom"
+version = "0.3.4"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "899def5c37c4fd7b2664648c28120ecec138e4d395b459e5ca34f9cce2dd77fd"
+dependencies = [
+ "cfg-if",
+ "libc",
+ "r-efi",
+ "wasip2",
+]
+
 [[package]]
 name = "hashbrown"
 version = "0.16.1"
@@ -133,6 +203,15 @@ dependencies = [
  "serde_core",
 ]
 
+[[package]]
+name = "instant"
+version = "0.1.13"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "e0242819d153cba4b4b05a5a8f2a7e9bbf97b6055b2a002b395c96b5ff3c0222"
+dependencies = [
+ "cfg-if",
+]
+
 [[package]]
 name = "itoa"
 version = "1.0.18"
@@ -167,6 +246,15 @@ version = "2.8.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "f8ca58f447f06ed17d5fc4043ce1b10dd205e060fb3ce5b979b8ed8e59ff3f79"
 
+[[package]]
+name = "no-std-compat"
+version = "0.4.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "b93853da6d84c2e3c7d730d6473e8817692dd89be387eb01b94d7f108ecb5b8c"
+dependencies = [
+ "spin",
+]
+
 [[package]]
 name = "num-traits"
 version = "0.2.19"
@@ -181,6 +269,15 @@ name = "once_cell"
 version = "1.21.4"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "9f7c3e4beb33f85d45ae3e3a1792185706c8e16d043238c593331cc7cd313b50"
+dependencies = [
+ "portable-atomic",
+]
+
+[[package]]
+name = "portable-atomic"
+version = "1.13.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "c33a9471896f1c69cecef8d20cbe2f7accd12527ce60845ff44c153bb2a21b49"
 
 [[package]]
 name = "proc-macro2"
@@ -200,6 +297,41 @@ dependencies = [
  "proc-macro2",
 ]
 
+[[package]]
+name = "r-efi"
+version = "5.3.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "69cdb34c158ceb288df11e18b4bd39de994f6657d83847bdffdbd7f346754b0f"
+
+[[package]]
+name = "rhai"
+version = "1.23.6"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "f4e35aaaa439a5bda2f8d15251bc375e4edfac75f9865734644782c9701b5709"
+dependencies = [
+ "ahash",
+ "bitflags",
+ "instant",
+ "no-std-compat",
+ "num-traits",
+ "once_cell",
+ "rhai_codegen",
+ "smallvec",
+ "smartstring",
+ "thin-vec",
+]
+
+[[package]]
+name = "rhai_codegen"
+version = "3.1.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "d4322a2a4e8cf30771dd9f27f7f37ca9ac8fe812dddd811096a98483080dabe6"
+dependencies = [
+ "proc-macro2",
+ "quote",
+ "syn",
+]
+
 [[package]]
 name = "rustversion"
 version = "1.0.22"
@@ -255,6 +387,35 @@ version = "1.3.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "0fda2ff0d084019ba4d7c6f371c95d8fd75ce3524c3cb8fb653a3023f6323e64"
 
+[[package]]
+name = "smallvec"
+version = "1.15.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "67b1b7a3b5fe4f1376887184045fcf45c69e92af734b7aaddc05fb777b6fbd03"
+
+[[package]]
+name = "smartstring"
+version = "1.0.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "3fb72c633efbaa2dd666986505016c32c3044395ceaf881518399d2f4127ee29"
+dependencies = [
+ "autocfg",
+ "static_assertions",
+ "version_check",
+]
+
+[[package]]
+name = "spin"
+version = "0.5.2"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "6e63cff320ae2c57904679ba7cb63280a3dc4613885beafb148ee7bf9aa9042d"
+
+[[package]]
+name = "static_assertions"
+version = "1.1.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "a2eb9349b6444b326872e140eb1cf5e7c522154d69e7a0ffb0fb81c06b37543f"
+
 [[package]]
 name = "syn"
 version = "2.0.117"
@@ -266,6 +427,12 @@ dependencies = [
  "unicode-ident",
 ]
 
+[[package]]
+name = "thin-vec"
+version = "0.2.16"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "259cdf8ed4e4aca6f1e9d011e10bd53f524a2d0637d7b28450f6c64ac298c4c6"
+
 [[package]]
 name = "thiserror"
 version = "2.0.18"
@@ -286,12 +453,42 @@ dependencies = [
  "syn",
 ]
 
+[[package]]
+name = "tiny-keccak"
+version = "2.0.2"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "2c9d3793400a45f954c52e73d068316d76b6f4e36977e3fcebb13a2721e80237"
+dependencies = [
+ "crunchy",
+]
+
 [[package]]
 name = "unicode-ident"
 version = "1.0.24"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "e6e4313cd5fcd3dad5cafa179702e2b244f760991f45397d14d4ebf38247da75"
 
+[[package]]
+name = "version_check"
+version = "0.9.5"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "0b928f33d975fc6ad9f86c8f283853ad26bdd5b10b7f1542aa2fa15e2289105a"
+
+[[package]]
+name = "wasi"
+version = "0.11.1+wasi-snapshot-preview1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "ccf3ec651a847eb01de73ccad15eb7d99f80485de043efb2f370cd654f4ea44b"
+
+[[package]]
+name = "wasip2"
+version = "1.0.3+wasi-0.2.9"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "20064672db26d7cdc89c7798c48a0fdfac8213434a1186e5ef29fd560ae223d6"
+dependencies = [
+ "wit-bindgen",
+]
+
 [[package]]
 name = "wasm-bindgen"
 version = "0.2.117"
@@ -396,6 +593,32 @@ dependencies = [
  "windows-link",
 ]
 
+[[package]]
+name = "wit-bindgen"
+version = "0.57.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "1ebf944e87a7c253233ad6766e082e3cd714b5d03812acc24c318f549614536e"
+
+[[package]]
+name = "zerocopy"
+version = "0.8.48"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "eed437bf9d6692032087e337407a86f04cd8d6a16a37199ed57949d415bd68e9"
+dependencies = [
+ "zerocopy-derive",
+]
+
+[[package]]
+name = "zerocopy-derive"
+version = "0.8.48"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "70e3cd084b1788766f53af483dd21f93881ff30d7320490ec3ef7526d203bad4"
+dependencies = [
+ "proc-macro2",
+ "quote",
+ "syn",
+]
+
 [[package]]
 name = "zmij"
 version = "1.0.21"

Cargo.toml

@@ -14,5 +14,6 @@ authors = ["OpenAI Codex"]
 [workspace.dependencies]
 chrono = { version = "=0.4.44", features = ["serde"] }
 indexmap = { version = "=2.11.4", features = ["serde"] }
+rhai = { version = "=1.23.6", features = ["sync"] }
 serde = { version = "=1.0.228", features = ["derive"] }
 thiserror = "=2.0.18"

crates/fidc-core/Cargo.toml

@@ -8,5 +8,6 @@ authors.workspace = true
 [dependencies]
 chrono.workspace = true
 indexmap.workspace = true
+rhai.workspace = true
 serde.workspace = true
 thiserror.workspace = true

crates/fidc-core/src/data.rs

@@ -843,6 +843,19 @@ impl DataSet {
                 symbol: symbol.to_string(),
             })
     }
+
+    pub fn require_factor(
+        &self,
+        date: NaiveDate,
+        symbol: &str,
+    ) -> Result<&DailyFactorSnapshot, DataSetError> {
+        self.factor(date, symbol)
+            .ok_or_else(|| DataSetError::MissingSnapshot {
+                kind: "factor",
+                date,
+                symbol: symbol.to_string(),
+            })
+    }
 }
 
 fn read_instruments(path: &Path) -> Result<Vec<Instrument>, DataSetError> {

crates/fidc-core/src/lib.rs

@@ -7,6 +7,7 @@ pub mod events;
 pub mod instrument;
 pub mod metrics;
 pub mod portfolio;
+pub mod platform_expr_strategy;
 pub mod rules;
 pub mod strategy;
 pub mod universe;
@@ -27,6 +28,7 @@ pub use events::{AccountEvent, FillEvent, OrderEvent, OrderSide, OrderStatus, Po
 pub use instrument::Instrument;
 pub use metrics::{BacktestMetrics, compute_backtest_metrics};
 pub use portfolio::{CashReceivable, HoldingSummary, PortfolioState, Position};
+pub use platform_expr_strategy::{PlatformExprStrategy, PlatformExprStrategyConfig};
 pub use rules::{ChinaEquityRuleHooks, EquityRuleHooks, RuleCheck};
 pub use strategy::{
     CnSmallCapRotationConfig, CnSmallCapRotationStrategy, JqMicroCapConfig, JqMicroCapStrategy,