修复开盘调仓估值价格口径

crates/fidc-core/src/broker.rs

@@ -5245,7 +5245,7 @@ where
 
     fn rebalance_valuation_price_field_name(&self) -> &'static str {
         if self.is_open_auction_matching() {
-            "prev_close"
+            "day_open"
         } else {
             price_field_name(self.execution_price_field)
         }
@@ -5256,7 +5256,7 @@ where
         snapshot: &crate::data::DailyMarketSnapshot,
     ) -> Option<f64> {
         let price = if self.is_open_auction_matching() {
-            snapshot.prev_close
+            snapshot.price(PriceField::DayOpen)
         } else {
             snapshot.price(self.execution_price_field)
         };
@@ -7377,6 +7377,49 @@ mod tests {
         );
     }
 
+    #[test]
+    fn target_portfolio_smart_open_auction_uses_day_open_for_valuation() {
+        let date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date");
+        let mut snapshot = limit_test_snapshot();
+        snapshot.day_open = 12.0;
+        snapshot.open = 12.0;
+        snapshot.last_price = 12.0;
+        snapshot.prev_close = 10.0;
+        snapshot.upper_limit = 20.0;
+        snapshot.lower_limit = 1.0;
+        let data = DataSet::from_components_with_actions_and_quotes(
+            vec![limit_test_instrument()],
+            vec![snapshot],
+            Vec::new(),
+            vec![limit_test_candidate(true, true)],
+            vec![limit_test_benchmark()],
+            Vec::new(),
+            Vec::new(),
+        )
+        .expect("valid dataset");
+        let broker = BrokerSimulator::new_with_execution_price(
+            ChinaAShareCostModel::default(),
+            ChinaEquityRuleHooks,
+            PriceField::DayOpen,
+        )
+        .with_volume_limit(false)
+        .with_liquidity_limit(false)
+        .with_inactive_limit(false);
+        let portfolio = PortfolioState::new(20_000.0);
+        let mut target_weights = BTreeMap::new();
+        target_weights.insert("000001.SZ".to_string(), 1.0);
+
+        let (target_quantities, diagnostics) = broker
+            .target_quantities(date, &portfolio, &data, &target_weights)
+            .expect("target quantities");
+
+        assert_eq!(
+            target_quantities.get("000001.SZ").copied(),
+            Some(1_600),
+            "{diagnostics:?}"
+        );
+    }
+
     #[test]
     fn target_value_zero_rejects_sell_when_market_snapshot_missing() {
         let trade_date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date");