拆分调仓日期与执行时钟

crates/fidc-core/src/platform_expr_strategy.rs

@@ -24,9 +24,7 @@ use crate::numeric_expr_vm::{
 };
 use crate::portfolio::PortfolioState;
 use crate::risk_control::{ChinaAShareRiskControl, FidcRiskControlConfig, FidcRiskDecisionAudit};
-use crate::scheduler::{
+use crate::scheduler::{ScheduleRule, ScheduleStage, ScheduleTimeRule, Scheduler};
-    ScheduleRule, ScheduleStage, ScheduleTimeRule, Scheduler, default_stage_time,
-};
 use crate::strategy::{
     AlgoOrderStyle, OrderIntent, OrderTimeInForce, Strategy, StrategyContext, StrategyDecision,
     TargetPortfolioOrderPricing,
@@ -231,7 +229,8 @@ impl PlatformRebalanceSchedule {
         }
     }
 
-    fn matches(
+    #[cfg(test)]
+    fn matches_at(
         &self,
         calendar: &crate::calendar::TradingCalendar,
         date: NaiveDate,
@@ -246,6 +245,11 @@ impl PlatformRebalanceSchedule {
             .next()
             .is_some()
     }
+
+    fn is_due_on(&self, calendar: &crate::calendar::TradingCalendar, date: NaiveDate) -> bool {
+        let scheduler = Scheduler::new(calendar);
+        scheduler.is_due_on(date, &self.as_schedule_rule(ScheduleStage::OnDay))
+    }
 }
 
 #[derive(Debug, Clone, PartialEq, Eq)]
@@ -10640,12 +10644,7 @@ impl Strategy for PlatformExprStrategy {
             } else if !self.config.signal_rebalance_dates.is_empty() {
                 self.config.signal_rebalance_dates.contains(&decision_date) || empty_rebalance_retry
             } else if let Some(schedule) = &self.config.rebalance_schedule {
-                schedule.matches(
+                schedule.is_due_on(ctx.data.calendar(), signal_date) || empty_rebalance_retry
-                    ctx.data.calendar(),
-                    signal_date,
-                    ScheduleStage::OnDay,
-                    default_stage_time(ScheduleStage::OnDay),
-                ) || empty_rebalance_retry
             } else if self.config.calendar_rebalance_interval {
                 self.last_rebalance_date
                     .map(|last| {
@@ -21872,13 +21871,13 @@ mod tests {
             },
             time_rule: None,
         };
-        assert!(schedule.matches(
+        assert!(schedule.matches_at(
             &calendar,
             d(2025, 1, 31),
             ScheduleStage::OnDay,
             default_stage_time(ScheduleStage::OnDay),
         ));
-        assert!(!schedule.matches(
+        assert!(!schedule.matches_at(
             &calendar,
             d(2025, 2, 3),
             ScheduleStage::OnDay,
@@ -21893,13 +21892,13 @@ mod tests {
             frequency: PlatformScheduleFrequency::Monthly { tradingday: 1 },
             time_rule: None,
         };
-        assert!(schedule.matches(
+        assert!(schedule.matches_at(
             &calendar,
             d(2025, 2, 3),
             ScheduleStage::OnDay,
             default_stage_time(ScheduleStage::OnDay),
         ));
-        assert!(!schedule.matches(
+        assert!(!schedule.matches_at(
             &calendar,
             d(2025, 2, 4),
             ScheduleStage::OnDay,
@@ -21917,13 +21916,13 @@ mod tests {
             },
             time_rule: Some(ScheduleTimeRule::physical_time(10, 18)),
         };
-        assert!(schedule.matches(
+        assert!(schedule.matches_at(
             &calendar,
             d(2025, 1, 31),
             ScheduleStage::OnDay,
             Some(NaiveTime::from_hms_opt(10, 18, 0).unwrap()),
         ));
-        assert!(!schedule.matches(
+        assert!(!schedule.matches_at(
             &calendar,
             d(2025, 1, 31),
             ScheduleStage::OnDay,
@@ -21931,6 +21930,23 @@ mod tests {
         ));
     }
 
+    #[test]
+    fn platform_rebalance_date_due_does_not_use_the_on_day_default_clock() {
+        let calendar = sample_calendar();
+        let schedule = PlatformRebalanceSchedule {
+            frequency: PlatformScheduleFrequency::Daily,
+            time_rule: Some(ScheduleTimeRule::physical_time(15, 0)),
+        };
+
+        assert!(schedule.is_due_on(&calendar, d(2025, 1, 30)));
+        assert!(!schedule.matches_at(
+            &calendar,
+            d(2025, 1, 30),
+            ScheduleStage::OnDay,
+            default_stage_time(ScheduleStage::OnDay),
+        ));
+    }
+
     #[test]
     fn platform_strategy_emits_explicit_actions_when_rotation_is_disabled() {
         let date = d(2025, 2, 3);

crates/fidc-core/src/scheduler.rs

@@ -164,6 +164,16 @@ impl<'a> Scheduler<'a> {
             .collect()
     }
 
+    /// Evaluate only the trading-calendar frequency of a rule.
+    ///
+    /// Strategy callbacks and order execution clocks are separate contracts:
+    /// a 15:00 schedule is still due on the same daily/weekly/monthly trading
+    /// date even when the engine's coarse `on_day` callback runs at another
+    /// default time. Exact clock matching remains in `triggered_rules_at`.
+    pub fn is_due_on(&self, date: NaiveDate, rule: &ScheduleRule) -> bool {
+        self.matches(date, rule)
+    }
+
     fn matches(&self, date: NaiveDate, rule: &ScheduleRule) -> bool {
         match &rule.frequency {
             ScheduleFrequency::Daily => true,
@@ -265,6 +275,29 @@ mod tests {
         ])
     }
 
+    #[test]
+    fn date_due_is_independent_from_the_order_execution_clock() {
+        let calendar = sample_calendar();
+        let scheduler = Scheduler::new(&calendar);
+        let daily = ScheduleRule::daily("close_signal", ScheduleStage::OnDay)
+            .with_time_rule(ScheduleTimeRule::physical_time(15, 0));
+
+        assert!(scheduler.is_due_on(d(2025, 1, 30), &daily));
+        assert!(scheduler.is_due_on(d(2025, 1, 31), &daily));
+        assert!(scheduler.triggered_rules_at(
+            d(2025, 1, 30),
+            ScheduleStage::OnDay,
+            Some(NaiveTime::from_hms_opt(15, 0, 0).unwrap()),
+            std::slice::from_ref(&daily),
+        ).len() == 1);
+        assert!(scheduler.triggered_rules_at(
+            d(2025, 1, 30),
+            ScheduleStage::OnDay,
+            Some(NaiveTime::from_hms_opt(10, 18, 0).unwrap()),
+            std::slice::from_ref(&daily),
+        ).is_empty());
+    }
+
     #[test]
     fn scheduler_matches_daily_weekly_and_monthly_rules() {
         let calendar = sample_calendar();