修复ALV日内补仓循环次数

crates/fidc-core/src/platform_expr_strategy.rs

@@ -2241,7 +2241,7 @@ impl PlatformExprStrategy {
     }
 
     #[allow(clippy::too_many_arguments)]
-    fn try_daily_top_up_once(
+    fn try_daily_top_up_at_position(
         &mut self,
         ctx: &StrategyContext<'_>,
         day: &DayExpressionState,
@@ -2274,136 +2274,147 @@ impl PlatformExprStrategy {
             return Ok(false);
         }
 
-        let mut budget_working_symbols = slot_working_symbols.clone();
+        let mut submitted_any = false;
-        budget_working_symbols.extend(same_bar_buy_symbols.iter().cloned());
+        loop {
-        if Self::effective_slot_count(&budget_working_symbols, pending_full_close_symbols)
+            let mut budget_working_symbols = slot_working_symbols.clone();
-            >= selection_limit
+            budget_working_symbols.extend(same_bar_buy_symbols.iter().cloned());
-        {
+            if Self::effective_slot_count(&budget_working_symbols, pending_full_close_symbols)
-            return Ok(false);
+                >= selection_limit
-        }
+            {
-        let value_symbols = budget_working_symbols.clone();
+                break;
-        let active_value = if debug_daily_top_up {
+            }
-            self.remaining_buy_cash_active_value(
+            let value_symbols = budget_working_symbols.clone();
+            let active_value = if debug_daily_top_up {
+                self.remaining_buy_cash_active_value(
+                    ctx,
+                    projected,
+                    projection_date,
+                    &budget_working_symbols,
+                    &value_symbols,
+                )
+            } else {
+                0.0
+            };
+            let slot_buy_cash = self.remaining_buy_cash_per_slot(
                 ctx,
                 projected,
                 projection_date,
+                target_budget,
+                selection_limit,
                 &budget_working_symbols,
                 &value_symbols,
-            )
-        } else {
-            0.0
-        };
-        let slot_buy_cash = self.remaining_buy_cash_per_slot(
-            ctx,
-            projected,
-            projection_date,
-            target_budget,
-            selection_limit,
-            &budget_working_symbols,
-            &value_symbols,
-            *pending_buy_value,
-            pending_full_close_symbols,
-        );
-        let available_buy_cash = slot_buy_cash.min(*aiquant_available_cash);
-        if debug_daily_top_up {
-            daily_top_up_debug_notes.push(format!(
-                "daily_top_up_budget date={} working={} value_symbols={} same_bar_buys={} active_value={:.4} pending_buy_value={:.4} target_budget={:.4} slot_buy_cash={:.4} available_cash={:.4} portfolio_cash={:.4}",
-                execution_date,
-                budget_working_symbols.len(),
-                value_symbols.len(),
-                same_bar_buy_symbols.len(),
-                active_value,
                 *pending_buy_value,
-                target_budget,
+                pending_full_close_symbols,
-                slot_buy_cash,
-                available_buy_cash,
-                *aiquant_available_cash
-            ));
-        }
-        if slot_buy_cash <= 0.0 || available_buy_cash < slot_buy_cash * 0.5 {
-            return Ok(false);
-        }
-
-        for symbol in stock_list {
-            if current_position_symbol
-                .map(|current| current == symbol)
-                .unwrap_or(false)
-            {
-                continue;
-            }
-            let released_exit_position = projected.positions().contains_key(symbol)
-                && !slot_working_symbols.contains(symbol)
-                && !same_day_sold_symbols.contains(symbol)
-                && !pending_full_close_symbols.contains(symbol);
-            if (projected.positions().contains_key(symbol) && !released_exit_position)
-                || same_day_sold_symbols.contains(symbol)
-                || (exit_symbols.contains(symbol) && !released_exit_position)
-                || pending_full_close_symbols.contains(symbol)
-                || delayed_sold_symbols.contains(symbol)
-                || intraday_attempted_buys.contains(symbol)
-            {
-                continue;
-            }
-            if !defer_execution_risk
-                && self
-                    .buy_rejection_reason(
-                        ctx,
-                        execution_date,
-                        symbol,
-                        &self.stock_state(ctx, execution_date, symbol)?,
-                    )?
-                    .is_some()
-            {
-                continue;
-            }
-            let decision_stock = self.stock_state_with_factor_date(
-                ctx,
-                decision_date,
-                selection_factor_date,
-                symbol,
-            )?;
-            let buy_cash = available_buy_cash * self.buy_scale(ctx, day, &decision_stock)?;
-            if buy_cash <= 0.0 {
-                return Ok(false);
-            }
-            intraday_attempted_buys.insert(symbol.clone());
-            let cash_before_buy = projected.cash();
-            let order_result = self.project_order_value(
-                ctx,
-                projected,
-                projection_date,
-                symbol,
-                buy_cash,
-                projected_execution_state,
             );
-            if order_result.was_submitted() {
+            let available_buy_cash = slot_buy_cash.min(*aiquant_available_cash);
-                order_intents.push(OrderIntent::Value {
+            if debug_daily_top_up {
-                    symbol: symbol.clone(),
+                daily_top_up_debug_notes.push(format!(
-                    value: buy_cash,
+                    "daily_top_up_budget date={} working={} value_symbols={} same_bar_buys={} active_value={:.4} pending_buy_value={:.4} target_budget={:.4} slot_buy_cash={:.4} available_cash={:.4} portfolio_cash={:.4}",
-                    reason: "daily_top_up_buy".to_string(),
+                    execution_date,
-                });
+                    budget_working_symbols.len(),
-                self.remember_position_entry_date(symbol, signal_date);
+                    value_symbols.len(),
-                let spent = (cash_before_buy - projected.cash()).max(0.0);
+                    same_bar_buy_symbols.len(),
-                *aiquant_available_cash = (*aiquant_available_cash - spent).max(0.0);
+                    active_value,
-                slot_working_symbols.insert(symbol.clone());
+                    *pending_buy_value,
-                same_bar_buy_symbols.insert(symbol.clone());
+                    target_budget,
-                *pending_buy_value += available_buy_cash;
+                    slot_buy_cash,
-                if debug_daily_top_up {
+                    available_buy_cash,
-                    daily_top_up_debug_notes.push(format!(
+                    *aiquant_available_cash
-                        "daily_top_up_fill date={} symbol={} requested_cash={:.4} filled_qty={} spent={:.4} remaining_cash={:.4}",
+                ));
-                        execution_date,
+            }
-                        symbol,
+            if slot_buy_cash <= 0.0 || available_buy_cash < slot_buy_cash * 0.5 {
-                        buy_cash,
+                break;
-                        order_result.filled_quantity,
+            }
-                        spent,
+
-                        *aiquant_available_cash
+            let mut attempted_any = false;
-                    ));
+            let mut filled_any = false;
+            for symbol in stock_list {
+                if current_position_symbol
+                    .map(|current| current == symbol)
+                    .unwrap_or(false)
+                {
+                    continue;
                 }
-                return Ok(true);
+                let released_exit_position = projected.positions().contains_key(symbol)
+                    && !slot_working_symbols.contains(symbol)
+                    && !same_day_sold_symbols.contains(symbol)
+                    && !pending_full_close_symbols.contains(symbol);
+                if (projected.positions().contains_key(symbol) && !released_exit_position)
+                    || same_day_sold_symbols.contains(symbol)
+                    || (exit_symbols.contains(symbol) && !released_exit_position)
+                    || pending_full_close_symbols.contains(symbol)
+                    || delayed_sold_symbols.contains(symbol)
+                    || intraday_attempted_buys.contains(symbol)
+                {
+                    continue;
+                }
+                if !defer_execution_risk
+                    && self
+                        .buy_rejection_reason(
+                            ctx,
+                            execution_date,
+                            symbol,
+                            &self.stock_state(ctx, execution_date, symbol)?,
+                        )?
+                        .is_some()
+                {
+                    continue;
+                }
+                let decision_stock = self.stock_state_with_factor_date(
+                    ctx,
+                    decision_date,
+                    selection_factor_date,
+                    symbol,
+                )?;
+                let buy_cash = available_buy_cash * self.buy_scale(ctx, day, &decision_stock)?;
+                if buy_cash <= 0.0 {
+                    return Ok(submitted_any);
+                }
+                intraday_attempted_buys.insert(symbol.clone());
+                attempted_any = true;
+                let cash_before_buy = projected.cash();
+                let order_result = self.project_order_value(
+                    ctx,
+                    projected,
+                    projection_date,
+                    symbol,
+                    buy_cash,
+                    projected_execution_state,
+                );
+                if order_result.was_submitted() {
+                    order_intents.push(OrderIntent::Value {
+                        symbol: symbol.clone(),
+                        value: buy_cash,
+                        reason: "daily_top_up_buy".to_string(),
+                    });
+                    self.remember_position_entry_date(symbol, signal_date);
+                    let spent = (cash_before_buy - projected.cash()).max(0.0);
+                    *aiquant_available_cash = (*aiquant_available_cash - spent).max(0.0);
+                    slot_working_symbols.insert(symbol.clone());
+                    same_bar_buy_symbols.insert(symbol.clone());
+                    *pending_buy_value += available_buy_cash;
+                    if debug_daily_top_up {
+                        daily_top_up_debug_notes.push(format!(
+                            "daily_top_up_fill date={} symbol={} requested_cash={:.4} filled_qty={} spent={:.4} remaining_cash={:.4}",
+                            execution_date,
+                            symbol,
+                            buy_cash,
+                            order_result.filled_quantity,
+                            spent,
+                            *aiquant_available_cash
+                        ));
+                    }
+                    submitted_any = true;
+                    filled_any = true;
+                    break;
+                }
+            }
+            if !attempted_any || !filled_any {
+                break;
             }
         }
 
-        Ok(false)
+        Ok(submitted_any)
     }
 
     fn effective_slot_count(
@@ -8697,7 +8708,7 @@ impl Strategy for PlatformExprStrategy {
                     unresolved_stop_loss_symbols.insert(position.symbol.clone());
                 }
                 if daily_top_up_active {
-                    self.try_daily_top_up_once(
+                    self.try_daily_top_up_at_position(
                         ctx,
                         &day,
                         &stock_list,
@@ -8762,7 +8773,7 @@ impl Strategy for PlatformExprStrategy {
                 }
             }
             if daily_top_up_active {
-                self.try_daily_top_up_once(
+                self.try_daily_top_up_at_position(
                     ctx,
                     &day,
                     &stock_list,