修正策略止盈止损和补仓投影

crates/fidc-core/src/platform_expr_strategy.rs

@@ -5373,7 +5373,11 @@ impl PlatformExprStrategy {
             if let Some(boolean) = stop_result.clone().try_cast::<bool>() {
                 boolean
             } else if let Some(multiplier) = stop_result.clone().try_cast::<f64>() {
-                current_price <= avg_price * multiplier
+                if multiplier > 0.0 && multiplier < 0.5 {
+                    holding_return <= -multiplier
+                } else {
+                    current_price <= avg_price * multiplier
+                }
             } else if let Some(multiplier) = stop_result.try_cast::<i64>() {
                 current_price <= avg_price * multiplier as f64
             } else {
@@ -5393,7 +5397,11 @@ impl PlatformExprStrategy {
             if let Some(boolean) = take_result.clone().try_cast::<bool>() {
                 boolean
             } else if let Some(multiplier) = take_result.clone().try_cast::<f64>() {
-                current_price / avg_price > multiplier
+                if multiplier <= 1.0 {
+                    holding_return > multiplier
+                } else {
+                    current_price / avg_price > multiplier
+                }
             } else if let Some(multiplier) = take_result.try_cast::<i64>() {
                 current_price / avg_price > multiplier as f64
             } else {
@@ -5625,8 +5633,14 @@ impl Strategy for PlatformExprStrategy {
                 end_time: Some(NaiveTime::from_hms_opt(9, 31, 0).expect("valid time")),
                 reason: "delayed_limit_open_sell".to_string(),
             });
-            if self
+            let projected_sold = if ctx
-                .project_target_zero(
+                .data
+                .execution_quotes_on(execution_date, &symbol)
+                .is_empty()
+            {
+                false
+            } else {
+                self.project_target_zero(
                     ctx,
                     &mut projected,
                     execution_date,
@@ -5634,11 +5648,12 @@ impl Strategy for PlatformExprStrategy {
                     &mut projected_execution_state,
                 )
                 .is_some()
-            {
+            };
+            if projected_sold {
                 same_day_sold_symbols.insert(symbol.clone());
+                delayed_sold_symbols.insert(symbol.clone());
+                self.pending_highlimit_holdings.remove(&symbol);
             }
-            delayed_sold_symbols.insert(symbol.clone());
-            self.pending_highlimit_holdings.remove(&symbol);
         }
 
         let mut aiquant_available_cash = if delayed_sold_symbols.is_empty() {
@@ -6616,6 +6631,113 @@ mod tests {
         );
     }
 
+    #[test]
+    fn platform_stop_take_fraction_values_are_return_thresholds() {
+        let prev_date = d(2025, 3, 13);
+        let date = d(2025, 3, 14);
+        let symbol = "600561.SH";
+        let evaluate = |last_price: f64, stop_loss_expr: &str, take_profit_expr: &str| {
+            let data = DataSet::from_components(
+                vec![Instrument {
+                    symbol: symbol.to_string(),
+                    name: symbol.to_string(),
+                    board: "SH".to_string(),
+                    round_lot: 100,
+                    listed_at: Some(d(2020, 1, 1)),
+                    delisted_at: None,
+                    status: "active".to_string(),
+                }],
+                vec![DailyMarketSnapshot {
+                    date,
+                    symbol: symbol.to_string(),
+                    timestamp: Some("2025-03-14 10:18:00".to_string()),
+                    day_open: last_price,
+                    open: last_price,
+                    high: last_price,
+                    low: last_price,
+                    close: last_price,
+                    last_price,
+                    bid1: last_price,
+                    ask1: last_price,
+                    prev_close: 10.0,
+                    volume: 1_000_000,
+                    tick_volume: 1_000,
+                    bid1_volume: 1_000,
+                    ask1_volume: 1_000,
+                    trading_phase: Some("continuous".to_string()),
+                    paused: false,
+                    upper_limit: 11.0,
+                    lower_limit: 9.0,
+                    price_tick: 0.01,
+                }],
+                vec![DailyFactorSnapshot {
+                    date,
+                    symbol: symbol.to_string(),
+                    market_cap_bn: 3.2,
+                    free_float_cap_bn: 2.1,
+                    pe_ttm: 8.0,
+                    turnover_ratio: Some(3.0),
+                    effective_turnover_ratio: Some(3.0),
+                    extra_factors: BTreeMap::new(),
+                }],
+                vec![CandidateEligibility {
+                    date,
+                    symbol: symbol.to_string(),
+                    is_st: false,
+                    is_new_listing: false,
+                    is_paused: false,
+                    allow_buy: false,
+                    allow_sell: true,
+                    is_kcb: false,
+                    is_one_yuan: false,
+                }],
+                vec![BenchmarkSnapshot {
+                    date,
+                    benchmark: "000852.SH".to_string(),
+                    open: 1000.0,
+                    close: 1002.0,
+                    prev_close: 998.0,
+                    volume: 1_000_000,
+                }],
+            )
+            .expect("dataset");
+            let mut portfolio = PortfolioState::new(1_000_000.0);
+            portfolio.position_mut(symbol).buy(prev_date, 10_000, 10.0);
+            let subscriptions = BTreeSet::new();
+            let ctx = StrategyContext {
+                execution_date: date,
+                decision_date: date,
+                decision_index: 40,
+                data: &data,
+                portfolio: &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 cfg = PlatformExprStrategyConfig::microcap_rotation();
+            cfg.rotation_enabled = false;
+            cfg.signal_symbol = symbol.to_string();
+            cfg.stop_loss_expr = stop_loss_expr.to_string();
+            cfg.take_profit_expr = take_profit_expr.to_string();
+            let strategy = PlatformExprStrategy::new(cfg);
+            let day = strategy.day_state(&ctx, date).expect("day state");
+            strategy
+                .stop_take_action(&ctx, date, date, &day, symbol)
+                .expect("stop take action")
+        };
+
+        assert_eq!(evaluate(10.5, "", "0.16"), (false, false));
+        assert_eq!(evaluate(11.7, "", "0.16"), (false, true));
+        assert_eq!(evaluate(9.3, "0.08", ""), (false, false));
+        assert_eq!(evaluate(9.1, "0.08", ""), (true, false));
+    }
+
     #[test]
     fn platform_stock_state_uses_current_day_limit_status_for_buy_scale() {
         let date = d(2025, 3, 14);