修正调仓持仓报价预加载语义

crates/fidc-core/src/engine.rs

@@ -596,7 +596,7 @@ where
             self.load_missing_execution_quotes(
                 execution_date,
                 Some(*quote_time),
-                Some(*quote_time),
+                None,
                 &mut symbols,
             )?;
         }

crates/fidc-core/src/platform_expr_strategy.rs

@@ -9061,6 +9061,135 @@ mod tests {
         assert_eq!(strategy.marked_total_value(&ctx, date), 2_000.0);
     }
 
+    #[test]
+    fn platform_aiquant_target_adjust_uses_scheduled_quote_for_position_value() {
+        let date = d(2023, 5, 8);
+        let symbol = "603101.SH";
+        let data = DataSet::from_components_with_actions_and_quotes(
+            vec![Instrument {
+                symbol: symbol.to_string(),
+                name: symbol.to_string(),
+                board: "SH".to_string(),
+                round_lot: 100,
+                listed_at: Some(d(2020, 1, 1)),
+                delisted_at: None,
+                status: "active".to_string(),
+            }],
+            vec![DailyMarketSnapshot {
+                date,
+                symbol: symbol.to_string(),
+                timestamp: Some("2023-05-08 10:40:00".to_string()),
+                day_open: 5.86,
+                open: 5.86,
+                high: 5.90,
+                low: 5.76,
+                close: 5.81,
+                last_price: 5.81,
+                bid1: 5.82,
+                ask1: 5.83,
+                prev_close: 5.85,
+                volume: 1_000_000,
+                tick_volume: 262,
+                bid1_volume: 54,
+                ask1_volume: 143,
+                trading_phase: Some("continuous".to_string()),
+                paused: false,
+                upper_limit: 6.44,
+                lower_limit: 5.27,
+                price_tick: 0.01,
+            }],
+            vec![DailyFactorSnapshot {
+                date,
+                symbol: symbol.to_string(),
+                market_cap_bn: 20.0,
+                free_float_cap_bn: 20.0,
+                pe_ttm: 8.0,
+                turnover_ratio: Some(1.0),
+                effective_turnover_ratio: Some(1.0),
+                extra_factors: BTreeMap::new(),
+            }],
+            vec![CandidateEligibility {
+                date,
+                symbol: symbol.to_string(),
+                is_st: false,
+                is_new_listing: false,
+                is_paused: false,
+                allow_buy: true,
+                allow_sell: true,
+                is_kcb: false,
+                is_one_yuan: false,
+            }],
+            vec![BenchmarkSnapshot {
+                date,
+                benchmark: "000852.SH".to_string(),
+                open: 1000.0,
+                close: 1002.0,
+                prev_close: 998.0,
+                volume: 1_000_000,
+            }],
+            Vec::new(),
+            vec![IntradayExecutionQuote {
+                date,
+                symbol: symbol.to_string(),
+                timestamp: date.and_hms_opt(10, 39, 59).unwrap(),
+                last_price: 5.83,
+                bid1: 5.82,
+                ask1: 5.83,
+                bid1_volume: 54,
+                ask1_volume: 143,
+                volume_delta: 262,
+                amount_delta: 152_501.0,
+                trading_phase: Some("continuous".to_string()),
+            }],
+        )
+        .expect("dataset");
+        let subscriptions = BTreeSet::new();
+        let mut portfolio = PortfolioState::new(8_261_416.62);
+        portfolio.position_mut(symbol).buy(date, 21_200, 5.8817);
+        let ctx = StrategyContext {
+            execution_date: date,
+            decision_date: date,
+            decision_index: 1,
+            data: &data,
+            portfolio: &portfolio,
+            futures_account: None,
+            open_orders: &[],
+            dynamic_universe: None,
+            subscriptions: &subscriptions,
+            process_events: &[],
+            active_process_event: None,
+            active_datetime: Some(date.and_hms_opt(10, 40, 0).unwrap()),
+            order_events: &[],
+            fills: &[],
+        };
+        let mut cfg = PlatformExprStrategyConfig::microcap_rotation();
+        cfg.aiquant_transaction_cost = true;
+        cfg.intraday_execution_time = Some(NaiveTime::from_hms_opt(10, 40, 0).unwrap());
+        cfg.commission_rate = Some(0.0003);
+        cfg.minimum_commission = Some(5.0);
+        let strategy = PlatformExprStrategy::new(cfg);
+        let mut projected = portfolio.clone();
+        let mut execution_state = super::ProjectedExecutionState::default();
+        let target_value = 9_996_284.62 * 0.5 / 40.0;
+
+        let filled = strategy
+            .project_target_value(
+                &ctx,
+                &mut projected,
+                date,
+                symbol,
+                target_value,
+                &mut execution_state,
+            )
+            .expect("target adjustment should buy");
+
+        assert_eq!(filled, 200);
+        assert_eq!(
+            projected.position(symbol).map(|position| position.quantity),
+            Some(21_400)
+        );
+    }
+
     #[test]
     fn platform_aiquant_intraday_selection_filters_limits_on_execution_date() {
         let factor_date = d(2023, 11, 10);

crates/fidc-core/tests/decision_quote_preload.rs

@@ -52,7 +52,7 @@ impl Strategy for DecisionQuoteReader {
             .data
             .execution_quotes_on(ctx.execution_date, "000001.SZ")
             .iter()
-            .any(|quote| quote.timestamp.time() == t(10, 40, 0) && quote.last_price == 11.0);
+            .any(|quote| quote.timestamp.time() == t(10, 39, 59) && quote.last_price == 11.0);
         assert!(
             quote_loaded_before_decision,
             "engine must load declared decision quote before strategy.on_day"
@@ -199,6 +199,10 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
     };
     let mut engine = BacktestEngine::new(data, DecisionQuoteReader::default(), broker, config)
         .with_execution_quote_loader(move |request| {
+            assert_eq!(
+                request.end_time, None,
+                "decision quote preload must request latest quote at or before start_time"
+            );
             Ok(request
                 .symbols
                 .into_iter()
@@ -207,7 +211,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
                     symbol,
                     timestamp: request
                         .date
-                        .and_time(request.start_time.unwrap_or(t(10, 40, 0))),
+                        .and_time(t(10, 39, 59)),
                     last_price: if request.date == second { 11.0 } else { 10.0 },
                     bid1: if request.date == second { 11.0 } else { 10.0 },
                     ask1: if request.date == second { 11.0 } else { 10.0 },