修复AiQuant止损调仓顺序语义

crates/fidc-core/src/platform_expr_strategy.rs

@@ -7899,8 +7899,6 @@ impl Strategy for PlatformExprStrategy {
         let mut intraday_attempted_buys = BTreeSet::<String>::new();
         let mut delayed_sold_symbols = BTreeSet::<String>::new();
         let mut unresolved_stop_loss_symbols = BTreeSet::<String>::new();
-        let mut unsellable_stop_take_attempted_symbols = BTreeSet::<String>::new();
-        let mut pre_detected_stop_take_exit_symbols = BTreeSet::<String>::new();
         let mut pending_risk_level_forced_exit_symbols = BTreeSet::<String>::new();
         let delayed_limit_exit_time = self
             .config
@@ -8229,31 +8227,8 @@ impl Strategy for PlatformExprStrategy {
                     pending_risk_level_forced_exit_symbols.insert(position.symbol.clone());
                     continue;
                 }
-                let (stop_hit, profit_hit) =
-                    self.stop_take_action_for_position(ctx, signal_date, &day, position)?;
                 let can_sell = defer_execution_risk
                     || self.can_sell_position(ctx, execution_date, &position.symbol);
-                if stop_hit || profit_hit {
-                    if can_sell {
-                        pre_detected_stop_take_exit_symbols.insert(position.symbol.clone());
-                    } else {
-                        let reason = if stop_hit {
-                            "stop_loss_exit"
-                        } else {
-                            "take_profit_exit"
-                        };
-                        order_intents.push(OrderIntent::TargetValue {
-                            symbol: position.symbol.clone(),
-                            target_value: 0.0,
-                            reason: reason.to_string(),
-                        });
-                        unsellable_stop_take_attempted_symbols.insert(position.symbol.clone());
-                        if stop_hit {
-                            unresolved_stop_loss_symbols.insert(position.symbol.clone());
-                        }
-                    }
-                    continue;
-                }
                 if !can_sell {
                     continue;
                 }
@@ -8336,9 +8311,6 @@ impl Strategy for PlatformExprStrategy {
                     if pending_full_close_symbols.contains(&position.symbol) {
                         continue;
                     }
-                    if pre_detected_stop_take_exit_symbols.contains(&position.symbol) {
-                        continue;
-                    }
                     let current_value = self.projected_position_value_at_execution_price(
                         ctx,
                         &projected,
@@ -8373,13 +8345,6 @@ impl Strategy for PlatformExprStrategy {
                         .map(|projected_position| projected_position.quantity)
                         .unwrap_or(0);
                     let quantity_delta = after_qty as i32 - before_qty as i32;
-                    if quantity_delta > 0
-                        && self.config.daily_top_up_enabled
-                        && (unsellable_stop_take_attempted_symbols.contains(&position.symbol)
-                            || unresolved_stop_loss_symbols.contains(&position.symbol))
-                    {
-                        continue;
-                    }
                     if self
                         .config
                         .weak_market_shrink_overweight_threshold
@@ -8429,11 +8394,6 @@ impl Strategy for PlatformExprStrategy {
             let can_sell = defer_execution_risk
                 || self.can_sell_position(ctx, execution_date, &position.symbol);
             if stop_hit {
-                if unsellable_stop_take_attempted_symbols.contains(&position.symbol) {
-                    continue;
-                }
-                self.pending_full_close_symbols
-                    .insert(position.symbol.clone());
                 exit_symbols.insert(position.symbol.clone());
                 order_intents.push(OrderIntent::TargetValue {
                     symbol: position.symbol.clone(),
@@ -8441,6 +8401,7 @@ impl Strategy for PlatformExprStrategy {
                     reason: "stop_loss_exit".to_string(),
                 });
                 self.forget_position_entry_date(&position.symbol);
+                slot_working_symbols.remove(&position.symbol);
                 if can_sell {
                     if self
                         .project_target_zero(
@@ -8454,7 +8415,6 @@ impl Strategy for PlatformExprStrategy {
                         && Self::projected_position_is_flat(&projected, &position.symbol)
                     {
                         same_day_sold_symbols.insert(position.symbol.clone());
-                        slot_working_symbols.remove(&position.symbol);
                         self.pending_full_close_symbols.remove(&position.symbol);
                     }
                 } else {
@@ -8464,11 +8424,6 @@ impl Strategy for PlatformExprStrategy {
             }
 
             if profit_hit {
-                if unsellable_stop_take_attempted_symbols.contains(&position.symbol) {
-                    continue;
-                }
-                self.pending_full_close_symbols
-                    .insert(position.symbol.clone());
                 exit_symbols.insert(position.symbol.clone());
                 order_intents.push(OrderIntent::TargetValue {
                     symbol: position.symbol.clone(),
@@ -8476,6 +8431,7 @@ impl Strategy for PlatformExprStrategy {
                     reason: "take_profit_exit".to_string(),
                 });
                 self.forget_position_entry_date(&position.symbol);
+                slot_working_symbols.remove(&position.symbol);
                 if can_sell
                     && self
                         .project_target_zero(
@@ -8489,7 +8445,6 @@ impl Strategy for PlatformExprStrategy {
                     && Self::projected_position_is_flat(&projected, &position.symbol)
                 {
                     same_day_sold_symbols.insert(position.symbol.clone());
-                    slot_working_symbols.remove(&position.symbol);
                     self.pending_full_close_symbols.remove(&position.symbol);
                 }
             }
@@ -12933,7 +12888,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_pending_full_close_carries_after_partial_stop_loss() {
+    fn platform_stop_loss_does_not_carry_synthetic_pending_full_close() {
         let prev_date = d(2025, 1, 6);
         let first_date = d(2025, 1, 7);
         let second_date = d(2025, 1, 8);
@@ -13067,7 +13022,7 @@ mod tests {
             OrderIntent::TargetValue { symbol: intent_symbol, target_value, reason }
                 if intent_symbol == symbol && *target_value == 0.0 && reason == "stop_loss_exit"
         )));
-        assert!(strategy.pending_full_close_symbols.contains(symbol));
+        assert!(!strategy.pending_full_close_symbols.contains(symbol));
 
         let mut second_portfolio = PortfolioState::new(1_000_000.0);
         second_portfolio
@@ -13090,16 +13045,11 @@ mod tests {
             fills: &[],
         };
         let second_decision = strategy.on_day(&second_ctx).expect("second decision");
-        assert!(second_decision.order_intents.iter().any(|intent| matches!(
+        assert!(!second_decision.order_intents.iter().any(|intent| matches!(
             intent,
             OrderIntent::TargetValue { symbol: intent_symbol, target_value, reason }
                 if intent_symbol == symbol && *target_value == 0.0 && reason == "pending_full_close_exit"
         )));
-        assert!(!second_decision.order_intents.iter().any(|intent| matches!(
-            intent,
-            OrderIntent::Shares { symbol: intent_symbol, quantity, reason }
-                if intent_symbol == symbol && *quantity > 0 && reason == "daily_position_target_adjust"
-        )));
         assert!(!strategy.pending_full_close_symbols.contains(symbol));
     }
 
@@ -19890,7 +19840,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_weak_market_skips_positive_adjust_for_stop_loss_position() {
+    fn platform_weak_market_adjusts_before_stop_loss_position() {
         let prev_date = d(2025, 2, 2);
         let date = d(2025, 2, 3);
         let symbols = ["000001.SZ", "000002.SZ"];
@@ -20030,7 +19980,7 @@ mod tests {
             })
             .expect("stop-loss exit");
         assert!(
-            !decision.order_intents[..stop_loss_index]
+            decision.order_intents[..stop_loss_index]
                 .iter()
                 .any(|intent| matches!(
                     intent,
@@ -20041,17 +19991,19 @@ mod tests {
                     } if symbol == "000001.SZ"
                         && reason == "daily_position_target_adjust"
                         && *quantity > 0
-                ))
+                )),
+            "{:?}",
+            decision.order_intents
         );
-        assert!(!decision.order_intents.iter().any(|intent| matches!(
+        assert!(decision.order_intents.iter().any(|intent| matches!(
             intent,
-            OrderIntent::Value { symbol, reason, .. } | OrderIntent::Shares { symbol, reason, .. }
+            OrderIntent::Value { symbol, reason, .. }
-                if symbol == "000001.SZ" && reason == "daily_top_up_buy"
+                if symbol == "000002.SZ" && reason == "daily_top_up_buy"
         )));
     }
 
     #[test]
-    fn platform_weak_market_skips_positive_adjust_when_stop_loss_sell_blocked() {
+    fn platform_weak_market_adjusts_before_lower_limit_blocked_stop_loss() {
         let prev_date = d(2025, 2, 2);
         let date = d(2025, 2, 3);
         let symbols = ["000001.SZ", "000002.SZ"];
@@ -20176,32 +20128,45 @@ mod tests {
 
         let decision = strategy.on_day(&ctx).expect("platform decision");
 
+        let stop_loss_index = decision
+            .order_intents
+            .iter()
+            .position(|intent| {
+                matches!(
+                    intent,
+                    OrderIntent::TargetValue {
+                        symbol,
+                        target_value,
+                        reason,
+                    } if symbol == "000001.SZ" && *target_value == 0.0 && reason == "stop_loss_exit"
+                )
+            })
+            .expect("stop-loss exit");
         assert!(
-            !decision.order_intents.iter().any(|intent| matches!(
+            decision.order_intents[..stop_loss_index]
-                intent,
+                .iter()
-                OrderIntent::Shares {
+                .any(|intent| matches!(
-                    symbol,
+                    intent,
-                    quantity,
+                    OrderIntent::Shares {
-                    reason,
+                        symbol,
-                } if symbol == "000001.SZ"
+                        quantity,
-                    && reason == "daily_position_target_adjust"
+                        reason,
-                    && *quantity > 0
+                    } if symbol == "000001.SZ"
-            )),
+                        && reason == "daily_position_target_adjust"
+                        && *quantity > 0
+                )),
             "{:?}",
             decision.order_intents
         );
         assert!(decision.order_intents.iter().any(|intent| matches!(
             intent,
-            OrderIntent::TargetValue {
+            OrderIntent::Value { symbol, reason, .. }
-                symbol,
+                if symbol == "000002.SZ" && reason == "daily_top_up_buy"
-                target_value,
-                reason,
-            } if symbol == "000001.SZ" && *target_value == 0.0 && reason == "stop_loss_exit"
         )));
     }
 
     #[test]
-    fn platform_weak_market_skips_positive_adjust_when_intraday_stop_loss_sell_blocked() {
+    fn platform_weak_market_adjusts_before_intraday_stop_loss_sell_blocked() {
         let prev_date = d(2025, 2, 2);
         let date = d(2025, 2, 3);
         let symbols = ["000001.SZ", "000002.SZ"];
@@ -20345,27 +20310,40 @@ mod tests {
 
         let decision = strategy.on_day(&ctx).expect("platform decision");
 
+        let stop_loss_index = decision
+            .order_intents
+            .iter()
+            .position(|intent| {
+                matches!(
+                    intent,
+                    OrderIntent::TargetValue {
+                        symbol,
+                        target_value,
+                        reason,
+                    } if symbol == "000001.SZ" && *target_value == 0.0 && reason == "stop_loss_exit"
+                )
+            })
+            .expect("stop-loss exit");
         assert!(
-            !decision.order_intents.iter().any(|intent| matches!(
+            decision.order_intents[..stop_loss_index]
-                intent,
+                .iter()
-                OrderIntent::Shares {
+                .any(|intent| matches!(
-                    symbol,
+                    intent,
-                    quantity,
+                    OrderIntent::Shares {
-                    reason,
+                        symbol,
-                } if symbol == "000001.SZ"
+                        quantity,
-                    && reason == "daily_position_target_adjust"
+                        reason,
-                    && *quantity > 0
+                    } if symbol == "000001.SZ"
-            )),
+                        && reason == "daily_position_target_adjust"
+                        && *quantity > 0
+                )),
             "{:?}",
             decision.order_intents
         );
         assert!(decision.order_intents.iter().any(|intent| matches!(
             intent,
-            OrderIntent::TargetValue {
+            OrderIntent::Value { symbol, reason, .. }
-                symbol,
+                if symbol == "000002.SZ" && reason == "daily_top_up_buy"
-                target_value,
-                reason,
-            } if symbol == "000001.SZ" && *target_value == 0.0 && reason == "stop_loss_exit"
         )));
     }
 
@@ -21702,7 +21680,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_daily_top_up_keeps_unsellable_stop_loss_in_target_count() {
+    fn platform_daily_top_up_releases_unsellable_stop_loss_slot() {
         let prev_date = d(2026, 3, 31);
         let date = d(2026, 4, 1);
         let symbols = ["000001.SZ", "000002.SZ", "000003.SZ"];
@@ -21843,17 +21821,18 @@ mod tests {
             decision.order_intents
         );
         assert!(
-            !decision
+            decision.order_intents.iter().any(|intent| matches!(
-                .order_intents
+                intent,
-                .iter()
+                OrderIntent::Value { symbol, reason, .. }
-                .any(|intent| matches!(intent, OrderIntent::Value { .. })),
+                    if symbol == "000003.SZ" && reason == "daily_top_up_buy"
+            )),
             "{:?}",
             decision.order_intents
         );
     }
 
     #[test]
-    fn platform_daily_top_up_does_not_release_unsellable_exit_signal_slot() {
+    fn platform_daily_top_up_release_slot_flag_matches_aiquant_exit_signal_state() {
         let prev_date = d(2026, 3, 31);
         let date = d(2026, 4, 1);
         let symbols = ["000001.SZ", "000002.SZ", "000003.SZ"];
@@ -21995,10 +21974,11 @@ mod tests {
             decision.order_intents
         );
         assert!(
-            !decision
+            decision.order_intents.iter().any(|intent| matches!(
-                .order_intents
+                intent,
-                .iter()
+                OrderIntent::Value { symbol, reason, .. }
-                .any(|intent| matches!(intent, OrderIntent::Value { .. })),
+                    if symbol == "000003.SZ" && reason == "daily_top_up_buy"
+            )),
             "{:?}",
             decision.order_intents
         );