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