修正调仓后剩余买入预算

crates/fidc-core/src/platform_expr_strategy.rs

@@ -2540,28 +2540,31 @@ impl PlatformExprStrategy {
         self.projected_position_value_at_execution_price(ctx, projected, date, symbol)
     }
 
-    fn context_position_value_for_remaining_buy_cash(
+    fn projected_strategy_visible_position_value_for_remaining_buy_cash(
         &self,
         ctx: &StrategyContext<'_>,
+        projected: &PortfolioState,
         date: NaiveDate,
         symbol: &str,
     ) -> f64 {
-        let Some(position) = ctx.portfolio.position(symbol) else {
+        let Some(projected_position) = projected.position(symbol) else {
             return 0.0;
         };
-        if position.quantity == 0 {
+        if projected_position.quantity == 0 {
             return 0.0;
         }
+        let context_position = ctx.portfolio.position(symbol);
         let mark_price = self
             .aiquant_scheduled_last_price(ctx, date, symbol)
             .or_else(|| ctx.data.price(date, symbol, PriceField::Last))
             .or_else(|| ctx.data.price_on_or_before(date, symbol, PriceField::Last))
+            .or_else(|| context_position.map(|position| position.last_price))
             .filter(|price| price.is_finite() && *price > 0.0)
-            .unwrap_or(position.last_price);
+            .unwrap_or(projected_position.last_price);
         if mark_price.is_finite() && mark_price > 0.0 {
-            mark_price * position.quantity as f64
+            mark_price * projected_position.quantity as f64
         } else {
-            position.market_value()
+            projected_position.market_value()
         }
     }
 
@@ -2775,7 +2778,9 @@ impl PlatformExprStrategy {
                     *aiquant_available_cash = (*aiquant_available_cash - spent).max(0.0);
                     slot_working_symbols.insert(symbol.clone());
                     same_bar_buy_symbols.insert(symbol.clone());
-                    *pending_buy_value += available_buy_cash;
+                    if order_result.filled_quantity == 0 {
+                        *pending_buy_value += available_buy_cash;
+                    }
                     if debug_daily_top_up {
                         daily_top_up_debug_notes.push(format!(
                             "daily_top_up_fill date={} symbol={} requested_cash={:.4} filled_qty={} spent={:.4} remaining_cash={:.4}",
@@ -2833,7 +2838,9 @@ impl PlatformExprStrategy {
             .filter(|symbol| value_symbols.contains(*symbol))
             .map(|symbol| {
                 if self.config.aiquant_transaction_cost {
-                    self.context_position_value_for_remaining_buy_cash(ctx, date, symbol)
+                    self.projected_strategy_visible_position_value_for_remaining_buy_cash(
+                        ctx, projected, date, symbol,
+                    )
                 } else {
                     self.projected_position_value_at_execution_price(ctx, projected, date, symbol)
                 }
@@ -17610,7 +17617,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_aiquant_weak_market_threshold_top_up_uses_remaining_budget() {
+    fn platform_aiquant_weak_market_threshold_top_up_uses_projected_remaining_budget() {
         let prev_date = d(2023, 5, 4);
         let date = d(2023, 5, 5);
         let symbols = ["000001.SZ", "000002.SZ", "000003.SZ"];
@@ -17766,10 +17773,15 @@ mod tests {
             "{:?}",
             decision.order_intents
         );
-        assert!(!decision.order_intents.iter().any(|intent| matches!(
-            intent,
-            OrderIntent::Value { reason, .. } if reason == "daily_top_up_buy"
-        )));
+        assert!(
+            decision.order_intents.iter().any(|intent| matches!(
+                intent,
+                OrderIntent::Value { value, reason, .. }
+                    if reason == "daily_top_up_buy" && (*value - 13_000.0).abs() < 1e-6
+            )),
+            "{:?}",
+            decision.order_intents
+        );
     }
 
     #[test]
@@ -21713,7 +21725,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_aiquant_remaining_buy_cash_uses_strategy_visible_positions() {
+    fn platform_aiquant_remaining_buy_cash_uses_strategy_visible_price_and_projected_quantity() {
         let prev_date = d(2025, 2, 2);
         let date = d(2025, 2, 3);
         let symbols = ["000001.SZ", "000002.SZ"];
@@ -21842,8 +21854,8 @@ mod tests {
         );
 
         assert!(
-            (cash - 1_000.0).abs() < 1e-6,
-            "remaining cash should use strategy-visible 900-share position, got {cash}"
+            (cash - 5_000.0).abs() < 1e-6,
+            "remaining cash should use strategy-visible price and projected 500-share quantity, got {cash}"
         );
     }
 
@@ -22000,7 +22012,7 @@ mod tests {
                     reason,
                 } if symbol == "000002.SZ"
                     && reason == "daily_top_up_buy"
-                    && (*value - 1_500.0).abs() < 1e-6
+                    && (*value - 4_500.0).abs() < 1e-6
             )),
             "{:?}",
             decision.order_intents