让实际换股持仓继承原策略保护期限

crates/fidc-core/src/portfolio.rs

@@ -709,6 +709,9 @@ pub struct PortfolioState {
     cash_receivables: Vec<CashReceivable>,
     pending_cash_flows: Vec<PendingCashFlow>,
     day_sold_symbols: BTreeSet<String>,
+    // Observed holding conversions, never a catalog alias or a new target.
+    // Kept after a position becomes flat so an active date lock is not lost.
+    corporate_predecessors: BTreeMap<String, BTreeSet<String>>,
     stock_pool_states: std::collections::BTreeMap<String,crate::stock_pool_state::StockPoolExecutionState>,
 }
 
@@ -750,6 +753,7 @@ impl PortfolioState {
             cash_receivables: Vec::new(),
             pending_cash_flows: Vec::new(),
             day_sold_symbols: BTreeSet::new(),
+            corporate_predecessors: BTreeMap::new(),
             stock_pool_states: std::collections::BTreeMap::new(),
         }
     }
@@ -762,6 +766,14 @@ impl PortfolioState {
 
     pub(crate) fn initial_cash_fixed(&self) -> FixedMoney { self.initial_cash }
 
+    pub(crate) fn corporate_predecessors(&self, symbol: &str) -> impl Iterator<Item = &str> {
+        self.corporate_predecessors.get(symbol).into_iter().flatten().map(String::as_str)
+    }
+
+    pub(crate) fn observed_successor_symbols(&self) -> impl Iterator<Item = &str> {
+        self.corporate_predecessors.keys().map(String::as_str)
+    }
+
     pub(crate) fn stock_pool_execution_state(&self,pool_id:&str)->crate::stock_pool_state::StockPoolExecutionState{
         self.stock_pool_states.get(pool_id).cloned().unwrap_or_default()
     }
@@ -807,7 +819,11 @@ impl PortfolioState {
         let mut receivables = self.cash_receivables.iter().map(|row| (row.symbol.clone(), row.ex_date,
             row.payable_date, fixed_money_or_panic(row.amount, "receivable identity").to_decimal_string(), row.reason.clone())).collect::<Vec<_>>();
         receivables.sort();
-        serde_json::json!({"cash":self.cash.to_decimal_string(),"positions":positions,"receivables":receivables})
+        let mut identity = serde_json::json!({"cash":self.cash.to_decimal_string(),"positions":positions,"receivables":receivables});
+        if !self.corporate_predecessors.is_empty() {
+            identity["corporatePredecessors"] = serde_json::json!(self.corporate_predecessors);
+        }
+        identity
     }
 
     pub(crate) fn financial_position_basis(&self, symbol: &str) -> FixedMoney {
@@ -828,6 +844,9 @@ impl PortfolioState {
         self.positions = replayed.positions;
         self.cash_receivables = replayed.cash_receivables;
         self.day_sold_symbols = replayed.day_sold_symbols;
+        // Corrected actual receipts can prove a position was fully sold
+        // before conversion. Do not retain a now-disproved financial link.
+        self.corporate_predecessors = replayed.corporate_predecessors;
         // Existing issued units, explicit cash-flow/financing facts, and task
         // target state are observed controls, not counterfactual new orders.
         Ok(())
@@ -1557,7 +1576,7 @@ impl PortfolioState {
         }
         successor.refresh_day_pnl();
 
-        Some(SuccessorConversionOutcome {
+        let outcome = SuccessorConversionOutcome {
             old_symbol: old_symbol_owned,
             new_symbol: new_symbol.to_string(),
             old_quantity,
@@ -1569,7 +1588,14 @@ impl PortfolioState {
             } else {
                 0.0
             },
-        })
+        };
+        if converted_quantity > 0 {
+            let mut predecessors = self.corporate_predecessors.get(old_symbol).cloned().unwrap_or_default();
+            predecessors.insert(old_symbol.to_owned());
+            predecessors.remove(new_symbol);
+            self.corporate_predecessors.entry(new_symbol.to_owned()).or_default().extend(predecessors);
+        }
+        Some(outcome)
     }
 
     fn sum_fixed_money(