隔离退市持仓与模型目标状态

crates/fidc-core/src/platform_expr_strategy.rs

@@ -986,25 +986,6 @@ impl PlatformExprStrategy {
             .collect()
     }
 
-    fn reserve_unresolved_delisted_slots(
-        ranked_selection: Vec<String>,
-        unresolved_symbols: &BTreeSet<String>,
-        selection_limit: usize,
-    ) -> Vec<String> {
-        if selection_limit == 0 || unresolved_symbols.is_empty() {
-            return ranked_selection;
-        }
-        let reserved_count = unresolved_symbols.len().min(selection_limit);
-        let active_limit = selection_limit.saturating_sub(reserved_count);
-        let mut selected = ranked_selection
-            .into_iter()
-            .filter(|symbol| !unresolved_symbols.contains(symbol))
-            .take(active_limit)
-            .collect::<Vec<_>>();
-        selected.extend(unresolved_symbols.iter().take(reserved_count).cloned());
-        selected
-    }
-
     fn effective_rebalance_cash_mode(&self) -> RebalanceCashMode {
         if self.config.matching_type == MatchingType::MinuteLast {
             RebalanceCashMode::SellThenBuy
@@ -9262,7 +9243,7 @@ impl Strategy for PlatformExprStrategy {
         let mut risk_decisions = Vec::new();
         let mut replacement_reference_source = "disabled";
         let mut replacement_reference_count = 0usize;
-        let mut stock_list = if self.config.rotation_enabled && !in_skip_window {
+        let stock_list = if self.config.rotation_enabled && !in_skip_window {
             let selection_buffer_rank =
                 self.selection_candidate_limit(ctx, &day, selection_limit)?;
             let ranked_selection_limit = if self.config.daily_replacement_limit > 0 {
@@ -9319,14 +9300,9 @@ impl Strategy for PlatformExprStrategy {
         };
         let unresolved_delisted_symbols = Self::unresolved_delisted_position_symbols(ctx);
         if !unresolved_delisted_symbols.is_empty() {
-            stock_list = Self::reserve_unresolved_delisted_slots(
-                stock_list,
-                &unresolved_delisted_symbols,
-                selection_limit,
-            );
             selection_notes.push(format!(
-                "unresolved_delisted_slots reserved={} symbols={} settlement_action=missing valuation_policy=zero no_order=true",
+                "unresolved_delisted_actual_slots reserved={} symbols={} settlement_action=missing valuation_policy=zero no_order=true model_targets_unchanged=true",
-                unresolved_delisted_symbols.len().min(selection_limit),
+                unresolved_delisted_symbols.len(),
                 unresolved_delisted_symbols
                     .iter()
                     .cloned()
@@ -11091,40 +11067,6 @@ mod tests {
         );
     }
 
-    #[test]
-    fn unresolved_delisted_position_reserves_target_slot_without_replacement() {
-        let ranked = vec![
-            "000001.SZ".to_string(),
-            "000002.SZ".to_string(),
-            "000003.SZ".to_string(),
-            "000004.SZ".to_string(),
-        ];
-        let unresolved = BTreeSet::from(["000999.SZ".to_string()]);
-
-        let selected =
-            PlatformExprStrategy::reserve_unresolved_delisted_slots(ranked, &unresolved, 3);
-
-        assert_eq!(
-            selected,
-            vec![
-                "000001.SZ".to_string(),
-                "000002.SZ".to_string(),
-                "000999.SZ".to_string(),
-            ]
-        );
-    }
-
-    #[test]
-    fn unresolved_delisted_positions_exhaust_target_slots_before_new_candidates() {
-        let ranked = vec!["000001.SZ".to_string(), "000002.SZ".to_string()];
-        let unresolved = BTreeSet::from(["000998.SZ".to_string(), "000999.SZ".to_string()]);
-
-        let selected =
-            PlatformExprStrategy::reserve_unresolved_delisted_slots(ranked, &unresolved, 1);
-
-        assert_eq!(selected, vec!["000998.SZ".to_string()]);
-    }
-
     #[test]
     fn platform_rebalance_keeps_unresolved_delisted_position_without_orders_or_replacement() {
         let previous_date = d(2025, 1, 2);
@@ -11282,10 +11224,17 @@ mod tests {
         let decision = strategy.on_day(&ctx).expect("platform decision");
 
         assert!(decision.diagnostics.iter().any(|note| {
-            note.contains("unresolved_delisted_slots reserved=1")
+            note.contains("unresolved_delisted_actual_slots reserved=1")
                 && note.contains(unresolved_symbol)
                 && note.contains("no_order=true")
+                && note.contains("model_targets_unchanged=true")
         }));
+        assert!(
+            decision
+                .diagnostics
+                .iter()
+                .any(|note| note == "selected_symbols=000001.SZ,000002.SZ")
+        );
         assert!(!decision.order_intents.iter().any(|intent| {
             matches!(
                 intent,