Add position runtime aliases

crates/fidc-core/src/platform_expr_strategy.rs

@@ -377,11 +377,16 @@ struct StockExpressionState {
 
 #[derive(Debug, Clone)]
 struct PositionExpressionState {
+    order_book_id: String,
     avg_cost: f64,
+    avg_price: f64,
     current_price: f64,
+    prev_close: f64,
     holding_return: f64,
     quantity: i64,
     sellable_qty: i64,
+    sellable: i64,
+    closable: i64,
     old_quantity: i64,
     bought_quantity: i64,
     sold_quantity: i64,
@@ -391,6 +396,7 @@ struct PositionExpressionState {
     sold_value: f64,
     transaction_cost: f64,
     market_value: f64,
+    equity: f64,
     value_percent: f64,
     unrealized_pnl: f64,
     realized_pnl: f64,
@@ -584,11 +590,17 @@ impl PlatformExprStrategy {
             "ma20",
             "ma30",
             "factors",
+            "order_book_id",
             "avg_cost",
+            "avg_price",
             "current_price",
+            "position_prev_close",
+            "prev_position_close",
             "holding_return",
             "quantity",
             "sellable_qty",
+            "sellable",
+            "closable",
             "old_quantity",
             "buy_quantity",
             "sell_quantity",
@@ -600,6 +612,7 @@ impl PlatformExprStrategy {
             "sold_value",
             "transaction_cost",
             "position_market_value",
+            "equity",
             "value_percent",
             "unrealized_pnl",
             "realized_pnl",
@@ -1795,11 +1808,17 @@ impl PlatformExprStrategy {
             }
         }
         if let Some(position) = position {
+            scope.push("order_book_id", position.order_book_id.clone());
             scope.push("avg_cost", position.avg_cost);
+            scope.push("avg_price", position.avg_price);
             scope.push("current_price", position.current_price);
+            scope.push("position_prev_close", position.prev_close);
+            scope.push("prev_position_close", position.prev_close);
             scope.push("holding_return", position.holding_return);
             scope.push("quantity", position.quantity);
             scope.push("sellable_qty", position.sellable_qty);
+            scope.push("sellable", position.sellable);
+            scope.push("closable", position.closable);
             scope.push("old_quantity", position.old_quantity);
             scope.push("buy_quantity", position.bought_quantity);
             scope.push("sell_quantity", position.sold_quantity);
@@ -1811,6 +1830,7 @@ impl PlatformExprStrategy {
             scope.push("sold_value", position.sold_value);
             scope.push("transaction_cost", position.transaction_cost);
             scope.push("position_market_value", position.market_value);
+            scope.push("equity", position.equity);
             scope.push("value_percent", position.value_percent);
             scope.push("unrealized_pnl", position.unrealized_pnl);
             scope.push("realized_pnl", position.realized_pnl);
@@ -3506,11 +3526,16 @@ impl PlatformExprStrategy {
             0.0
         };
         let position_state = PositionExpressionState {
+            order_book_id: position.symbol.clone(),
             avg_cost: position.average_cost,
+            avg_price: position.average_cost,
             current_price,
+            prev_close: stock.prev_close,
             holding_return,
             quantity: position.quantity as i64,
             sellable_qty: position.sellable_qty(date) as i64,
+            sellable: position.sellable_qty(date) as i64,
+            closable: position.sellable_qty(date) as i64,
             old_quantity: position.day_start_quantity() as i64,
             bought_quantity: position.bought_quantity() as i64,
             sold_quantity: position.sold_quantity() as i64,
@@ -3520,6 +3545,7 @@ impl PlatformExprStrategy {
             sold_value: position.sold_value(),
             transaction_cost: position.transaction_cost(),
             market_value,
+            equity: market_value,
             value_percent,
             unrealized_pnl: position.unrealized_pnl(),
             realized_pnl: position.realized_pnl,
@@ -5419,20 +5445,13 @@ mod tests {
         cfg.benchmark_short_ma_days = 1;
         cfg.benchmark_long_ma_days = 1;
         cfg.stop_loss_expr = concat!(
-            "old_quantity == 100 && buy_quantity == 100 && sell_quantity == 50",
-            " && bought_quantity == 100 && sold_quantity == 50",
-            " && buy_avg_price == 9.0 && sell_avg_price == 10.0",
-            " && bought_value == 900.0 && sold_value == 500.0",
-            " && transaction_cost == 2.0 && position_market_value > 0.0",
-            " && value_percent > 0.0 && unrealized_pnl > 0.0",
-            " && realized_pnl > 0.0 && pnl > 0.0",
-            " && day_trade_quantity_delta == 50 && trading_pnl > 90.0",
-            " && available_cash == cash && frozen_cash == 0.0",
-            " && total_value == total_equity && portfolio_value == total_equity",
-            " && starting_cash == 1000000.0 && unit_net_value > 1.0",
-            " && static_unit_net_value > 1.0 && daily_pnl > 290.0",
-            " && daily_returns > 0.0 && total_returns > 0.0",
-            " && cash_liabilities == 0.0"
+            "order_book_id == \"000001.SZ\" && avg_price == avg_cost",
+            " && sellable == sellable_qty && closable == sellable_qty",
+            " && equity == position_market_value",
+            " && position_prev_close == prev_position_close",
+            " && old_quantity == 100 && buy_quantity == 100",
+            " && sell_quantity == 50 && trading_pnl > 90.0",
+            " && daily_pnl > 290.0 && total_returns > 0.0"
         )
         .to_string();
         let mut strategy = PlatformExprStrategy::new(cfg);

crates/fidc-core/src/strategy_ai.rs

@@ -185,10 +185,10 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
                     ManualField { name: "current_price".to_string(), field_type: "float".to_string(), detail: "当前盘中价格。".to_string() },
                     ManualField { name: "holding_return".to_string(), field_type: "float".to_string(), detail: "持仓收益率，小数。".to_string() },
                     ManualField { name: "profit_pct".to_string(), field_type: "float".to_string(), detail: "持仓收益率，百分比。".to_string() },
-                    ManualField { name: "quantity/sellable_qty".to_string(), field_type: "int".to_string(), detail: "持仓数量与可卖数量。".to_string() },
+                    ManualField { name: "order_book_id/quantity/sellable_qty/sellable/closable".to_string(), field_type: "string/int".to_string(), detail: "持仓代码、持仓数量与可卖数量；sellable/closable 是 RQAlpha StockPosition 常用别名。".to_string() },
                     ManualField { name: "old_quantity/buy_quantity/sell_quantity".to_string(), field_type: "int".to_string(), detail: "交易日开始时老仓数量、当日买入数量、当日卖出数量。buy_quantity/sell_quantity 也可写成 bought_quantity/sold_quantity。".to_string() },
                     ManualField { name: "buy_avg_price/sell_avg_price/bought_value/sold_value".to_string(), field_type: "float".to_string(), detail: "当日买入均价、卖出均价、买入成交额、卖出成交额。".to_string() },
-                    ManualField { name: "position_market_value/value_percent".to_string(), field_type: "float".to_string(), detail: "当前持仓市值，以及该持仓市值占账户总权益比例。".to_string() },
+                    ManualField { name: "avg_price/position_prev_close/position_market_value/equity/value_percent".to_string(), field_type: "float".to_string(), detail: "平均开仓价、持仓昨收、市值/权益，以及该持仓市值占账户总权益比例；avg_price/equity 对齐 RQAlpha 持仓对象别名。".to_string() },
                     ManualField { name: "unrealized_pnl/realized_pnl/pnl/transaction_cost".to_string(), field_type: "float".to_string(), detail: "未实现盈亏、累计已实现盈亏、总持仓盈亏和当日交易成本。".to_string() },
                     ManualField { name: "trading_pnl/position_pnl".to_string(), field_type: "float".to_string(), detail: "当日交易收益和昨仓持有收益，口径更接近 rqalpha StockPosition。".to_string() },
                     ManualField { name: "dividend_receivable".to_string(), field_type: "float".to_string(), detail: "当前 symbol 尚未到账的应收分红。".to_string() },