回退弱市调仓执行层分拆

crates/fidc-core/src/platform_expr_strategy.rs

@@ -8483,6 +8483,47 @@ impl Strategy for PlatformExprStrategy {
             }
         }
 
+        let mut actionable_stop_take_exit_symbols = BTreeSet::<String>::new();
+        if self.config.aiquant_transaction_cost
+            && self.config.rotation_enabled
+            && trading_ratio > 0.0
+            && trading_ratio < 1.0
+            && selection_limit > 0
+        {
+            for position in ctx.portfolio.positions().values() {
+                if position.quantity == 0
+                    || delayed_sold_symbols.contains(&position.symbol)
+                    || pending_full_close_symbols.contains(&position.symbol)
+                    || self.pending_highlimit_holdings.contains(&position.symbol)
+                {
+                    continue;
+                }
+                if self.regular_sell_should_wait_due_to_highlimit(
+                    ctx,
+                    projection_date,
+                    &position.symbol,
+                    self.intraday_execution_start_time(),
+                )? {
+                    continue;
+                }
+                let (stop_hit, profit_hit) =
+                    self.stop_take_action_for_position(ctx, signal_date, &day, position)?;
+                if !stop_hit && !profit_hit {
+                    continue;
+                }
+                if defer_execution_risk
+                    || self.can_sell_position_at_time(
+                        ctx,
+                        execution_date,
+                        &position.symbol,
+                        Some(self.intraday_execution_start_time()),
+                    )
+                {
+                    actionable_stop_take_exit_symbols.insert(position.symbol.clone());
+                }
+            }
+        }
+
         if self.config.aiquant_transaction_cost
             && self.config.rotation_enabled
             && trading_ratio > 0.0
@@ -8509,6 +8550,9 @@ impl Strategy for PlatformExprStrategy {
                     if pending_full_close_symbols.contains(&position.symbol) {
                         continue;
                     }
+                    if actionable_stop_take_exit_symbols.contains(&position.symbol) {
+                        continue;
+                    }
                     let current_value = self.projected_position_value_at_execution_price(
                         ctx,
                         &projected,