diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs index 7f5c784..310500d 100644 --- a/crates/fidc-core/src/platform_expr_strategy.rs +++ b/crates/fidc-core/src/platform_expr_strategy.rs @@ -8125,6 +8125,7 @@ impl Strategy for PlatformExprStrategy { let mut intraday_attempted_buys = BTreeSet::::new(); let mut same_bar_buy_symbols = BTreeSet::::new(); let mut delayed_sold_symbols = BTreeSet::::new(); + let mut delayed_exit_slot_blocking_symbols = BTreeSet::::new(); let mut unresolved_stop_loss_symbols = BTreeSet::::new(); let mut pending_risk_level_forced_exit_symbols = BTreeSet::::new(); let delayed_limit_exit_time = self @@ -8228,6 +8229,7 @@ impl Strategy for PlatformExprStrategy { end_time: Some(delayed_limit_exit_time), reason: "delayed_limit_open_sell".to_string(), }); + delayed_exit_slot_blocking_symbols.insert(symbol.clone()); self.forget_position_entry_date(&symbol); let projected_sold = if ctx .data @@ -8332,7 +8334,7 @@ impl Strategy for PlatformExprStrategy { let daily_top_up_target_budget = aiquant_total_value * trading_ratio; let mut daily_top_up_pending_buy_value = 0.0_f64; let mut pending_full_close_symbols = BTreeSet::::new(); - let mut slot_blocking_symbols = BTreeSet::::new(); + let mut slot_blocking_symbols = delayed_exit_slot_blocking_symbols.clone(); let mut interleaved_pending_full_close_symbols = BTreeSet::::new(); let risk_level_forced_exit_time = self.risk_level_forced_exit_time(); self.pending_full_close_symbols.retain(|symbol| {