修正同批卖出资金复用

crates/fidc-core/src/platform_expr_strategy.rs

@@ -958,6 +958,16 @@ impl PlatformExprStrategy {
         }
     }
 
+    fn refresh_available_cash_after_projected_sell(
+        &self,
+        available_cash: &mut f64,
+        projected: &PortfolioState,
+    ) {
+        if self.effective_rebalance_cash_mode() != RebalanceCashMode::PreOpenCash {
+            *available_cash = projected.cash().max(0.0);
+        }
+    }
+
     pub fn new(config: PlatformExprStrategyConfig) -> Self {
         let mut engine = Engine::new();
         engine.register_fn("round", |value: f64| value.round());
@@ -9515,8 +9525,8 @@ impl Strategy for PlatformExprStrategy {
                 self.forget_position_entry_date(&position.symbol);
                 let can_sell = defer_execution_risk
                     || self.can_sell_position(ctx, execution_date, &position.symbol);
-                if can_sell
+                if can_sell {
-                    && self
+                    let close_submitted = self
                         .project_target_zero(
                             ctx,
                             &mut projected,
@@ -9524,15 +9534,21 @@ impl Strategy for PlatformExprStrategy {
                             &position.symbol,
                             &mut projected_execution_state,
                         )
-                        .is_some()
+                        .is_some();
-                    && Self::projected_position_is_flat(&projected, &position.symbol)
+                    if close_submitted {
-                {
+                        self.refresh_available_cash_after_projected_sell(
+                            &mut aiquant_available_cash,
+                            &projected,
+                        );
+                        if Self::projected_position_is_flat(&projected, &position.symbol) {
                             same_day_sold_symbols.insert(position.symbol.clone());
                             slot_working_symbols.remove(&position.symbol);
                             if !persistent_model_lifecycle {
                                 self.pending_full_close_symbols.remove(&position.symbol);
                             }
                         }
+                    }
+                }
                 if debug_projection {
                     projection_debug_notes.push(format!(
                         "max_holding_days_exit symbol={} holding_days={} max_holding_days={}",
@@ -9610,7 +9626,7 @@ impl Strategy for PlatformExprStrategy {
                 reason: "risk_forced_exit".to_string(),
             });
             self.forget_position_entry_date(&symbol);
-            if self
+            let close_submitted = self
                 .project_target_zero_at_time(
                     ctx,
                     &mut projected,
@@ -9619,9 +9635,13 @@ impl Strategy for PlatformExprStrategy {
                     &mut projected_execution_state,
                     Some(risk_level_forced_exit_time),
                 )
-                .is_some()
+                .is_some();
-                && Self::projected_position_is_flat(&projected, &symbol)
+            if close_submitted {
-            {
+                self.refresh_available_cash_after_projected_sell(
+                    &mut aiquant_available_cash,
+                    &projected,
+                );
+                if Self::projected_position_is_flat(&projected, &symbol) {
                     same_day_sold_symbols.insert(symbol.clone());
                     slot_working_symbols.remove(&symbol);
                     if !persistent_model_lifecycle {
@@ -9629,6 +9649,7 @@ impl Strategy for PlatformExprStrategy {
                     }
                 }
             }
+        }
 
         let stop_take_exit_signal_symbols = current_stop_take_exit_symbols.clone();
 
@@ -9834,6 +9855,10 @@ impl Strategy for PlatformExprStrategy {
                         )
                         .is_some();
                     if close_submitted {
+                        self.refresh_available_cash_after_projected_sell(
+                            &mut aiquant_available_cash,
+                            &projected,
+                        );
                         slot_working_symbols.remove(&position.symbol);
                         if Self::projected_position_is_flat(&projected, &position.symbol) {
                             same_day_sold_symbols.insert(position.symbol.clone());
@@ -9938,6 +9963,10 @@ impl Strategy for PlatformExprStrategy {
                             )
                             .is_some();
                         if close_submitted {
+                            self.refresh_available_cash_after_projected_sell(
+                                &mut aiquant_available_cash,
+                                &projected,
+                            );
                             slot_working_symbols.remove(&position.symbol);
                             if Self::projected_position_is_flat(&projected, &position.symbol) {
                                 same_day_sold_symbols.insert(position.symbol.clone());
@@ -10022,6 +10051,10 @@ impl Strategy for PlatformExprStrategy {
                         )
                         .is_some();
                     if close_submitted {
+                        self.refresh_available_cash_after_projected_sell(
+                            &mut aiquant_available_cash,
+                            &projected,
+                        );
                         if Self::projected_position_is_flat(&projected, &position.symbol) {
                             same_day_sold_symbols.insert(position.symbol.clone());
                             if !persistent_model_lifecycle {
@@ -10100,6 +10133,10 @@ impl Strategy for PlatformExprStrategy {
                         )
                         .is_some();
                     if close_submitted {
+                        self.refresh_available_cash_after_projected_sell(
+                            &mut aiquant_available_cash,
+                            &projected,
+                        );
                         if Self::projected_position_is_flat(&projected, &position.symbol) {
                             same_day_sold_symbols.insert(position.symbol.clone());
                             if !persistent_model_lifecycle {
@@ -23911,12 +23948,16 @@ mod tests {
         )
         .expect("dataset");
 
-        let mut portfolio = PortfolioState::new(5_000.0);
+        let mut portfolio = PortfolioState::new(0.0);
-        portfolio.position_mut(keep_first).buy(prev_date, 100, 10.0);
+        portfolio
-        portfolio.position_mut(take_profit).buy(prev_date, 100, 8.0);
+            .position_mut(keep_first)
+            .buy(prev_date, 1_000, 10.0);
+        portfolio
+            .position_mut(take_profit)
+            .buy(prev_date, 1_000, 8.0);
         portfolio
             .position_mut(keep_second)
-            .buy(prev_date, 100, 10.0);
+            .buy(prev_date, 1_000, 10.0);
         let subscriptions = BTreeSet::new();
         let ctx = StrategyContext {
             execution_date: date,