研究计算隔离证券数据异常并保持交易严格校验

2026-09-10 09:04:08 +08:00
parent b281045df5
commit 999bf5bd01
1 changed files with 48 additions and 5 deletions
@@ -233,7 +233,7 @@ pub(crate) fn evaluate_with_context(
        .iter()
        .map(|b| (b.date, b))
        .collect::<BTreeMap<_, _>>();
-    if by_day.len() != series.bars.len() || series.bars.iter().any(|b| !days.contains(&b.date)) {
+    if by_day.len() != series.bars.len() || series.bars.iter().any(|b| days.binary_search(&b.date).is_err()) {
        return Err(format!(
            "pattern_input_invalid: symbol={}, reason=duplicate_or_out_of_scope",
            series.symbol
@@ -393,7 +393,7 @@ pub(crate) fn evaluate_with_context(
                        )?;
                        if value < 0.0 || (name == "prev_close" && value == 0.0) {
                            return Err(format!(
-                                "pattern_input_invalid: {} {d} {name}",
+                                "pattern_input_invalid: symbol={}, date={d}, field={name}, reason=invalid_value",
                                series.symbol
                            ));
                        }
@@ -674,6 +674,13 @@ pub fn evaluate_batch(
    spec: PatternSpec,
    days: &[NaiveDate],
    series: &[PatternSeries],
+) -> Result<Value, String> {
+    evaluate_batch_with_policy(spec, days, series, false)
+}
+
+/// Partial results are research diagnostics, never strategy execution inputs.
+pub fn evaluate_batch_with_policy(
+    spec: PatternSpec, days: &[NaiveDate], series: &[PatternSeries], isolate_data_errors: bool,
 ) -> Result<Value, String> {
    let spec = spec.validate()?;
    if series.is_empty()
@@ -689,13 +696,26 @@ pub fn evaluate_batch(
    }
    let rows = series
        .iter()
-        .map(|s| evaluate(&spec, days, s))
+        .map(|s| research_row(evaluate(&spec, days, s), s, isolate_data_errors))
        .collect::<Result<Vec<_>, _>>()?;
    Ok(
        json!({"contract":CONTRACT,"spec":spec,"required_history":spec.history_len(),"rows":rows,"read_only":true}),
    )
 }

+fn research_row(result: Result<PatternResult, String>, series: &PatternSeries, isolate: bool) -> Result<Value, String> {
+    match result {
+        Ok(row) => Ok(json!(row)),
+        Err(detail) if isolate && detail.starts_with(&format!("pattern_input_invalid: symbol={},", series.symbol)) => {
+            let fields = detail.split(", ").filter_map(|p| p.split_once('=')).collect::<BTreeMap<_,_>>();
+            Ok(json!({"symbol":series.symbol,"name":series.name,"matched":null,"score":null,
+                "checks":[],"values":{},"anchor":null,"exclusion":null,
+                "data_issue":{"reason":fields.get("reason"),"date":fields.get("date"),"field":fields.get("field"),"detail":detail}}))
+        },
+        Err(error) => Err(error),
+    }
+}
+
 /// Values are supplied only by the verified research transport or dataset context builder.
 #[derive(Debug, Clone, Default, Deserialize)]
 #[serde(deny_unknown_fields)]
@@ -709,6 +729,13 @@ pub struct ResearchContext {
 pub fn evaluate_research_batch(
    spec: PatternSpec, days: &[NaiveDate], series: &[PatternSeries],
    context: &ResearchContext, numeric_output: bool,
+) -> Result<Value, String> {
+    evaluate_research_batch_with_policy(spec, days, series, context, numeric_output, false)
+}
+
+pub fn evaluate_research_batch_with_policy(
+    spec: PatternSpec, days: &[NaiveDate], series: &[PatternSeries],
+    context: &ResearchContext, numeric_output: bool, isolate_data_errors: bool,
 ) -> Result<Value, String> {
    let common_fields = ["index_open", "index_high", "index_low", "index_close"];
    let symbol_fields = ["scope_rank", "scope_percentile", "scope_size"];
@@ -741,8 +768,8 @@ pub fn evaluate_research_batch(
                return Err(format!("research_context_invalid: {} {name}", item.symbol));
            }
        }
-        let mut result = evaluate_with_context(&spec, days, item, &fields, numeric_output)?;
-        result.values["research_context_latest"] = json!(fields.iter().map(|(k,v)|(k,v.last().copied().flatten())).collect::<BTreeMap<_,_>>());
+        let mut result = research_row(evaluate_with_context(&spec, days, item, &fields, numeric_output), item, isolate_data_errors)?;
+        result["values"]["research_context_latest"] = json!(fields.iter().map(|(k,v)|(k,v.last().copied().flatten())).collect::<BTreeMap<_,_>>());
        rows.push(result);
    }
    Ok(json!({"contract":CONTRACT,"context_contract":"fidc_research_event_context_v1","spec":spec,
@@ -786,6 +813,22 @@ pub fn expression_specs(expression: &str) -> Result<Vec<PatternSpec>, String> {
 mod tests {
    use super::*;
    #[test]
+    fn research_isolates_missing_listing_day_without_weakening_execution() {
+        let days = ["2026-06-11", "2026-06-12"].map(|d|d.parse::<NaiveDate>().unwrap());
+        let spec: PatternSpec = serde_json::from_value(json!({"template":"ma_below","parameters":{"ma_window":2}})).unwrap();
+        let make = |symbol: &str| -> PatternSeries { serde_json::from_value(json!({"symbol":symbol,"listed_at":"2026-06-11","bars":days.map(|d|json!({"date":d,"open":10.,"high":11.,"low":9.,"close":10.,"volume":100.,"adjustment_factor_backward1":1.,"paused":false,"source_path":"/controlled/source.parquet"}))})).unwrap() };
+        let complete=make("300395.SZ");let mut missing=make("920083.BJ");missing.bars.remove(0);
+        let members=[complete.clone(),missing];
+        assert!(evaluate_batch(spec.clone(),&days,&members).unwrap_err().contains("missing_market_row"));
+        let partial=evaluate_batch_with_policy(spec.clone(),&days,&members,true).unwrap();
+        assert_eq!(partial["rows"][0],json!(evaluate(&spec.validate().unwrap(),&days,&complete).unwrap()));
+        assert!(partial["rows"][1]["matched"].is_null());
+        assert_eq!(partial["rows"][1]["data_issue"]["date"],"2026-06-11");
+        assert_eq!(partial["rows"][1]["data_issue"]["reason"],"missing_market_row");
+        let invalid:PatternSpec=serde_json::from_value(json!({"template":"not-a-template"})).unwrap();
+        assert!(evaluate_batch_with_policy(invalid,&days,&members,true).is_err());
+    }
+    #[test]
    fn research_index_and_ranking_context_never_unlock_strategy_mapping() {
        let days=["2026-09-04","2026-09-07","2026-09-08"].map(|s|s.parse::<NaiveDate>().unwrap());
        let spec:PatternSpec=serde_json::from_value(json!({"template":"expression","parameters":{"history_window":3},