支持按持仓成交均价止盈止损

crates/fidc-core/src/platform_expr_strategy.rs

@@ -575,6 +575,7 @@ pub enum PlatformExplicitActionStage {
 #[derive(Debug, Clone, Copy, PartialEq, Eq)]
 pub enum PlatformStopTakeReferencePriceMode {
     PositionCostBasis,
+    PositionAverageEntryPrice,
     SignalDayPostAdjustedClose,
 }
 
@@ -11674,6 +11675,7 @@ impl PlatformExprStrategy {
                     entry_avg_price
                 }
             }
+            PlatformStopTakeReferencePriceMode::PositionAverageEntryPrice => entry_avg_price,
             PlatformStopTakeReferencePriceMode::SignalDayPostAdjustedClose => {
                 let entry_date = self.position_entry_dates.get(symbol).copied().ok_or_else(|| {
                     BacktestError::Execution(format!(
@@ -19112,6 +19114,60 @@ mod tests {
                 .expect("quoted stop check"),
             (true, false),
         );
+
+        let mut borderline_portfolio = PortfolioState::new(1_000_000.0);
+        let borderline_position = borderline_portfolio.position_mut(symbol);
+        borderline_position.buy(prev_date, 9_300, 25.495);
+        borderline_position.average_cost = 25.51;
+        let borderline_context = StrategyContext {
+            execution_date: date,
+            decision_date: date,
+            decision_index: 40,
+            data: &with_quote,
+            portfolio: &borderline_portfolio,
+            futures_account: None,
+            open_orders: &[],
+            dynamic_universe: None,
+            subscriptions: &subscriptions,
+            process_events: &[],
+            active_process_event: None,
+            active_datetime: None,
+            order_events: &[],
+            fills: &[],
+        };
+        let mut average_price_cfg = PlatformExprStrategyConfig::microcap_rotation();
+        average_price_cfg.rotation_enabled = false;
+        average_price_cfg.matching_type = MatchingType::CurrentBarClose;
+        average_price_cfg.intraday_execution_time =
+            Some(NaiveTime::from_hms_opt(9, 30, 0).expect("time"));
+        average_price_cfg.signal_symbol = symbol.to_string();
+        average_price_cfg.stop_loss_expr = "holding_return <= -0.08".to_string();
+        average_price_cfg.take_profit_expr.clear();
+        average_price_cfg.stop_take_reference_price_mode =
+            PlatformStopTakeReferencePriceMode::PositionAverageEntryPrice;
+        let average_price_strategy = PlatformExprStrategy::new(average_price_cfg.clone());
+        let borderline_day = average_price_strategy
+            .day_state(&borderline_context, date)
+            .expect("borderline day state");
+        assert_eq!(
+            average_price_strategy
+                .stop_take_action(&borderline_context, date, date, &borderline_day, symbol,)
+                .expect("average entry price stop check"),
+            (false, false),
+        );
+
+        average_price_cfg.stop_take_reference_price_mode =
+            PlatformStopTakeReferencePriceMode::PositionCostBasis;
+        let cost_basis_strategy = PlatformExprStrategy::new(average_price_cfg);
+        let borderline_day = cost_basis_strategy
+            .day_state(&borderline_context, date)
+            .expect("cost basis day state");
+        assert_eq!(
+            cost_basis_strategy
+                .stop_take_action(&borderline_context, date, date, &borderline_day, symbol,)
+                .expect("cost basis stop check"),
+            (true, false),
+        );
     }
 
     #[test]

crates/fidc-core/src/platform_strategy_spec.rs

@@ -1259,6 +1259,9 @@ fn parse_stop_take_reference_price_mode(
         "position_cost_basis" | "position_cost" | "execution_cost_basis" => {
             Ok(PlatformStopTakeReferencePriceMode::PositionCostBasis)
         }
+        "position_average_entry_price" | "position_avg_price" | "average_entry_price" => {
+            Ok(PlatformStopTakeReferencePriceMode::PositionAverageEntryPrice)
+        }
         "signal_day_post_adjusted_close"
         | "signal_post_adjusted_close"
         | "model_signal_post_adjusted_close" => {
@@ -4497,6 +4500,24 @@ mod tests {
         );
     }
 
+    #[test]
+    fn parses_position_average_entry_stop_take_reference_price_mode() {
+        let spec = serde_json::json!({
+            "runtimeExpressions": {
+                "risk": {
+                    "stopTakeReferencePriceMode": "position_average_entry_price"
+                }
+            }
+        });
+
+        let cfg = platform_expr_config_from_value("", "", &spec).expect("config");
+
+        assert_eq!(
+            cfg.stop_take_reference_price_mode,
+            PlatformStopTakeReferencePriceMode::PositionAverageEntryPrice
+        );
+    }
+
     #[test]
     fn rejects_unknown_stop_take_reference_price_mode() {
         let spec = serde_json::json!({