fix: honor signal dates for explicit actions

This commit is contained in:
boris
2026-09-06 19:32:57 +08:00
parent 5bc9753766
commit 94a1422a35
@@ -8636,6 +8636,11 @@ impl PlatformExprStrategy {
self.stock_state(ctx, date, symbol).map(Some)
}
fn unscheduled_explicit_actions_are_due(&self, decision_date: NaiveDate) -> bool {
self.config.signal_rebalance_dates.is_empty()
|| self.config.signal_rebalance_dates.contains(&decision_date)
}
fn action_when_matches(
&self,
ctx: &StrategyContext<'_>,
@@ -11679,6 +11684,7 @@ impl Strategy for PlatformExprStrategy {
if self.config.explicit_action_stage == PlatformExplicitActionStage::OpenAuction
&& !self.config.explicit_actions.is_empty()
&& self.config.explicit_action_schedule.is_none()
&& self.unscheduled_explicit_actions_are_due(ctx.decision_date)
{
return self.explicit_action_decision(ctx);
}
@@ -11735,6 +11741,7 @@ impl Strategy for PlatformExprStrategy {
let (explicit_action_intents, mut explicit_action_diagnostics) = if !in_skip_window
&& self.config.explicit_action_stage == PlatformExplicitActionStage::OnDay
&& self.config.explicit_action_schedule.is_none()
&& self.unscheduled_explicit_actions_are_due(decision_date)
{
self.explicit_action_intents(ctx, decision_date, &day)?
} else {
@@ -23516,6 +23523,33 @@ mod tests {
));
}
#[test]
fn signal_date_explicit_actions_are_due_only_on_declared_snapshot_dates() {
let first = d(2025, 2, 3);
let between = d(2025, 2, 4);
let second = d(2025, 2, 5);
let mut config = PlatformExprStrategyConfig::generic();
config.signal_rebalance_dates = BTreeSet::from([first, second]);
config.explicit_actions = vec![PlatformTradeAction::Order {
kind: PlatformExplicitOrderKind::TargetPercent,
symbol: "000001.SZ".to_string(),
amount_expr: format!(
"if decision_date == \"{first}\" {{ 0.5 }} else if decision_date == \"{second}\" {{ 0.0 }} else {{ 0.0 }}"
),
limit_price_expr: None,
time_in_force: None,
start_time_expr: None,
end_time_expr: None,
when_expr: None,
reason: "full_target_snapshot".to_string(),
}];
let strategy = PlatformExprStrategy::new(config);
assert!(strategy.unscheduled_explicit_actions_are_due(first));
assert!(!strategy.unscheduled_explicit_actions_are_due(between));
assert!(strategy.unscheduled_explicit_actions_are_due(second));
}
#[test]
fn platform_explicit_actions_keep_every_declared_trade_time() {
let calendar = sample_calendar();