修正持仓盈亏展示口径

crates/fidc-core/src/platform_expr_strategy.rs

@@ -6190,17 +6190,10 @@ impl PlatformExprStrategy {
         {
             return Ok((false, false));
         }
-        let avg_price = if self.config.aiquant_transaction_cost
+        let avg_price = position
-            && position.average_cost.is_finite()
-            && position.average_cost > 0.0
-        {
-            position.average_cost
-        } else {
-            position
             .average_entry_price()
             .filter(|value| value.is_finite() && *value > 0.0)
-                .unwrap_or(position.average_cost)
+            .unwrap_or(position.average_cost);
-        };
         if position.quantity == 0 || avg_price <= 0.0 {
             return Ok((false, false));
         }
@@ -6696,17 +6689,10 @@ impl Strategy for PlatformExprStrategy {
                 continue;
             }
             let projected_position = projected.position(&position.symbol).unwrap_or(position);
-            let avg_price = if self.config.aiquant_transaction_cost
+            let avg_price = projected_position
-                && projected_position.average_cost.is_finite()
-                && projected_position.average_cost > 0.0
-            {
-                projected_position.average_cost
-            } else {
-                projected_position
                 .average_entry_price()
                 .filter(|value| value.is_finite() && *value > 0.0)
-                    .unwrap_or(projected_position.average_cost)
+                .unwrap_or(projected_position.average_cost);
-            };
             if projected_position.quantity == 0 || avg_price <= 0.0 {
                 continue;
             }

crates/fidc-core/src/portfolio.rs

@@ -20,6 +20,7 @@ pub struct Position {
     pub average_cost: f64,
     pub last_price: f64,
     pub realized_pnl: f64,
+    realized_entry_pnl: f64,
     pub trading_pnl: f64,
     pub position_pnl: f64,
     pub dividend_receivable: f64,
@@ -44,6 +45,7 @@ impl Position {
             average_cost: 0.0,
             last_price: 0.0,
             realized_pnl: 0.0,
+            realized_entry_pnl: 0.0,
             trading_pnl: 0.0,
             position_pnl: 0.0,
             dividend_receivable: 0.0,
@@ -114,6 +116,7 @@ impl Position {
 
         let mut remaining = quantity;
         let mut realized = 0.0;
+        let mut realized_entry = 0.0;
 
         while remaining > 0 {
             let Some(first_lot) = self.lots.first_mut() else {
@@ -122,6 +125,7 @@ impl Position {
 
             let lot_sell = remaining.min(first_lot.quantity);
             realized += (execution_price - first_lot.price) * lot_sell as f64;
+            realized_entry += (execution_price - first_lot.entry_price) * lot_sell as f64;
             first_lot.quantity -= lot_sell;
             remaining -= lot_sell;
 
@@ -133,6 +137,7 @@ impl Position {
         self.quantity -= quantity;
         self.last_price = normalized_mark_price(mark_price, execution_price);
         self.realized_pnl += realized;
+        self.realized_entry_pnl += realized_entry;
         self.day_trade_quantity_delta -= quantity as i32;
         self.day_sell_quantity += quantity;
         self.day_sell_value += execution_price * quantity as f64;
@@ -157,10 +162,21 @@ impl Position {
         (self.last_price - self.average_cost) * self.quantity as f64
     }
 
+    pub fn unrealized_entry_pnl(&self) -> f64 {
+        let Some(avg_price) = self.average_entry_price() else {
+            return 0.0;
+        };
+        (self.last_price - avg_price) * self.quantity as f64
+    }
+
     pub fn pnl(&self) -> f64 {
         self.realized_pnl + self.unrealized_pnl()
     }
 
+    pub fn entry_pnl(&self) -> f64 {
+        self.realized_entry_pnl + self.unrealized_entry_pnl()
+    }
+
     pub fn day_start_quantity(&self) -> u32 {
         self.day_start_quantity
     }
@@ -765,21 +781,27 @@ impl PortfolioState {
         self.positions
             .values()
             .filter(|position| position.quantity > 0)
-            .map(|position| HoldingSummary {
+            .map(|position| {
+                let market_value = position.market_value();
+                let entry_average_cost = position
+                    .average_entry_price()
+                    .filter(|value| value.is_finite() && *value > 0.0)
+                    .unwrap_or(position.average_cost);
+                HoldingSummary {
                     date,
                     symbol: position.symbol.clone(),
                     quantity: position.quantity,
-                average_cost: position.average_cost,
+                    average_cost: entry_average_cost,
                     last_price: position.last_price,
-                market_value: position.market_value(),
+                    market_value,
                     value_percent: if total_equity > 0.0 {
-                    position.market_value() / total_equity
+                        market_value / total_equity
                     } else {
                         0.0
                     },
-                unrealized_pnl: position.unrealized_pnl(),
+                    unrealized_pnl: position.unrealized_entry_pnl(),
-                realized_pnl: position.realized_pnl,
+                    realized_pnl: position.realized_entry_pnl,
-                pnl: position.pnl(),
+                    pnl: position.entry_pnl(),
                     trading_pnl: position.trading_pnl,
                     position_pnl: position.position_pnl,
                     dividend_receivable: position.dividend_receivable,
@@ -792,6 +814,7 @@ impl PortfolioState {
                     sold_value: position.sold_value(),
                     transaction_cost: position.transaction_cost(),
                     day_trade_quantity_delta: position.day_trade_quantity_delta(),
+                }
             })
             .collect()
     }
@@ -815,6 +838,7 @@ impl PortfolioState {
         let old_quantity = old_position.quantity;
         let last_price = old_position.last_price;
         let realized_pnl = old_position.realized_pnl;
+        let realized_entry_pnl = old_position.realized_entry_pnl;
         let mut converted_lots = old_position
             .lots
             .into_iter()
@@ -851,6 +875,7 @@ impl PortfolioState {
         successor.lots.extend(converted_lots);
         successor.quantity = successor.lots.iter().map(|lot| lot.quantity).sum();
         successor.realized_pnl += realized_pnl;
+        successor.realized_entry_pnl += realized_entry_pnl;
         if converted_last_price > 0.0 {
             successor.last_price = converted_last_price;
         }
@@ -930,6 +955,31 @@ mod tests {
         assert!((position.holding_return(6.06).unwrap() - (6.06 / 5.66 - 1.0)).abs() < 1e-12);
     }
 
+    #[test]
+    fn holdings_summary_reports_entry_price_pnl_excluding_buy_commission() {
+        let date = NaiveDate::from_ymd_opt(2025, 1, 2).unwrap();
+        let mut portfolio = PortfolioState::new(10_000.0);
+        {
+            let position = portfolio.position_mut("600561.SH");
+            position.buy(date, 100, 10.0);
+            position.record_buy_trade_cost(100, 5.0);
+            position.last_price = 10.5;
+        }
+
+        let summary = portfolio.holdings_summary(date);
+        assert_eq!(summary.len(), 1);
+        assert!((summary[0].average_cost - 10.0).abs() < 1e-12);
+        assert!((summary[0].unrealized_pnl - 50.0).abs() < 1e-12);
+        assert!((summary[0].realized_pnl - 0.0).abs() < 1e-12);
+        assert!(
+            portfolio
+                .position("600561.SH")
+                .expect("position")
+                .average_cost
+                > summary[0].average_cost
+        );
+    }
+
     #[test]
     fn cash_dividend_can_preserve_avg_cost_for_aiquant_compatibility() {
         let date = NaiveDate::from_ymd_opt(2025, 1, 2).unwrap();