From ad49fc89d3661f998282329dc479e9eb67825bf8 Mon Sep 17 00:00:00 2001 From: boris Date: Wed, 8 Jul 2026 03:10:34 +0800 Subject: [PATCH] =?UTF-8?q?=E4=BF=AE=E6=AD=A3=E5=BC=B1=E5=B8=82=E8=B0=83?= =?UTF-8?q?=E4=BB=93=E4=B8=8E=E6=AD=A2=E7=9B=88=E5=88=86=E6=8B=86=E9=A1=BA?= =?UTF-8?q?=E5=BA=8F?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .../fidc-core/src/platform_expr_strategy.rs | 44 ------------------- 1 file changed, 44 deletions(-) diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs index 8093b61..29a3118 100644 --- a/crates/fidc-core/src/platform_expr_strategy.rs +++ b/crates/fidc-core/src/platform_expr_strategy.rs @@ -8483,47 +8483,6 @@ impl Strategy for PlatformExprStrategy { } } - let mut actionable_stop_take_exit_symbols = BTreeSet::::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 @@ -8550,9 +8509,6 @@ 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,