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修正弱市调仓与止盈分拆顺序

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This commit is contained in:
boris
2026-07-08 03:10:34 +08:00
parent 6329a8a0da
commit ad49fc89d3
1 changed files with 0 additions and 44 deletions
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crates/fidc-core/src/platform_expr_strategy.rs
-44
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@@ -8483,47 +8483,6 @@ impl Strategy for PlatformExprStrategy {
}
}
let mut actionable_stop_take_exit_symbols = BTreeSet::<String>::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,