修正跌停卖出未成交仓位释放

crates/fidc-core/src/platform_expr_strategy.rs

@@ -1671,27 +1671,6 @@ impl PlatformExprStrategy {
             .unwrap_or(true)
     }
 
-    fn projected_target_zero_would_fill(
-        &self,
-        ctx: &StrategyContext<'_>,
-        projected: &PortfolioState,
-        date: NaiveDate,
-        symbol: &str,
-        execution_state: &ProjectedExecutionState,
-    ) -> bool {
-        let mut trial_projected = projected.clone();
-        let mut trial_execution_state = execution_state.clone();
-        self.project_target_zero(
-            ctx,
-            &mut trial_projected,
-            date,
-            symbol,
-            &mut trial_execution_state,
-        )
-        .is_some()
-            && Self::projected_position_is_flat(&trial_projected, symbol)
-    }
-
     fn projected_position_value_at_execution_price(
         &self,
         ctx: &StrategyContext<'_>,
@@ -6693,15 +6672,11 @@ impl Strategy for PlatformExprStrategy {
                 let (stop_hit, profit_hit) =
                     self.stop_take_action_for_position(ctx, execution_date, &day, position)?;
                 if stop_hit {
-                    if self.projected_target_zero_would_fill(
-                        ctx,
-                        &projected,
-                        execution_date,
-                        &position.symbol,
-                        &projected_execution_state,
-                    ) {
                     pending_full_close_symbols.insert(position.symbol.clone());
+                    continue;
                 }
+                if profit_hit {
+                    pending_full_close_symbols.insert(position.symbol.clone());
                     continue;
                 }
                 let can_sell = self.can_sell_position(ctx, execution_date, &position.symbol);
@@ -6725,17 +6700,6 @@ impl Strategy for PlatformExprStrategy {
                         continue;
                     }
                 }
-                if profit_hit {
-                    if self.projected_target_zero_would_fill(
-                        ctx,
-                        &projected,
-                        execution_date,
-                        &position.symbol,
-                        &projected_execution_state,
-                    ) {
-                        pending_full_close_symbols.insert(position.symbol.clone());
-                    }
-                }
             }
         }
 
@@ -6834,9 +6798,6 @@ impl Strategy for PlatformExprStrategy {
                     target_value: 0.0,
                     reason: "stop_loss_exit".to_string(),
                 });
-                if self.config.release_slot_on_exit_signal {
-                    same_day_sold_symbols.insert(position.symbol.clone());
-                }
                 if can_sell {
                     if self
                         .project_target_zero(
@@ -6885,9 +6846,6 @@ impl Strategy for PlatformExprStrategy {
                     target_value: 0.0,
                     reason: "take_profit_exit".to_string(),
                 });
-                if self.config.release_slot_on_exit_signal {
-                    same_day_sold_symbols.insert(position.symbol.clone());
-                }
                 if can_sell
                     && self
                         .project_target_zero(
@@ -14196,7 +14154,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_weak_market_keeps_positive_adjust_when_stop_loss_sell_blocked() {
+    fn platform_weak_market_skips_positive_adjust_when_stop_loss_sell_blocked() {
         let prev_date = d(2025, 2, 2);
         let date = d(2025, 2, 3);
         let symbols = ["000001.SZ", "000002.SZ"];
@@ -14319,7 +14277,8 @@ mod tests {
 
         let decision = strategy.on_day(&ctx).expect("platform decision");
 
-        assert!(decision.order_intents.iter().any(|intent| matches!(
+        assert!(
+            !decision.order_intents.iter().any(|intent| matches!(
                 intent,
                 OrderIntent::Shares {
                     symbol,
@@ -14328,7 +14287,10 @@ mod tests {
                 } if symbol == "000001.SZ"
                     && reason == "daily_position_target_adjust"
                     && *quantity > 0
-        )));
+            )),
+            "{:?}",
+            decision.order_intents
+        );
         assert!(decision.order_intents.iter().any(|intent| matches!(
             intent,
             OrderIntent::TargetValue {
@@ -14340,7 +14302,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_weak_market_keeps_positive_adjust_when_intraday_stop_loss_sell_blocked() {
+    fn platform_weak_market_skips_positive_adjust_when_intraday_stop_loss_sell_blocked() {
         let prev_date = d(2025, 2, 2);
         let date = d(2025, 2, 3);
         let symbols = ["000001.SZ", "000002.SZ"];
@@ -14482,7 +14444,8 @@ mod tests {
 
         let decision = strategy.on_day(&ctx).expect("platform decision");
 
-        assert!(decision.order_intents.iter().any(|intent| matches!(
+        assert!(
+            !decision.order_intents.iter().any(|intent| matches!(
                 intent,
                 OrderIntent::Shares {
                     symbol,
@@ -14491,7 +14454,10 @@ mod tests {
                 } if symbol == "000001.SZ"
                     && reason == "daily_position_target_adjust"
                     && *quantity > 0
-        )));
+            )),
+            "{:?}",
+            decision.order_intents
+        );
         assert!(decision.order_intents.iter().any(|intent| matches!(
             intent,
             OrderIntent::TargetValue {
@@ -15547,7 +15513,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_daily_top_up_can_release_unsellable_exit_signal_slot() {
+    fn platform_daily_top_up_does_not_release_unsellable_exit_signal_slot() {
         let prev_date = d(2026, 3, 31);
         let date = d(2026, 4, 1);
         let symbols = ["000001.SZ", "000002.SZ", "000003.SZ"];
@@ -15687,14 +15653,10 @@ mod tests {
             decision.order_intents
         );
         assert!(
-            decision.order_intents.iter().any(|intent| matches!(
+            !decision
-                intent,
+                .order_intents
-                OrderIntent::Value {
+                .iter()
-                    symbol,
+                .any(|intent| matches!(intent, OrderIntent::Value { .. })),
-                    reason,
-                    ..
-                } if symbol == "000003.SZ" && reason == "daily_top_up_buy"
-            )),
             "{:?}",
             decision.order_intents
         );
@@ -16695,10 +16657,15 @@ mod tests {
             "{:?}",
             decision.diagnostics
         );
-        assert!(matches!(
+        assert!(
+            matches!(
                 decision.order_intents.first(),
                 Some(crate::strategy::OrderIntent::Value { symbol, .. }) if symbol == "300002.SZ"
-        ));
+            ),
+            "intents={:?} diagnostics={:?}",
+            decision.order_intents,
+            decision.diagnostics
+        );
     }
 
     #[test]
@@ -16870,10 +16837,15 @@ mod tests {
             "{:?}",
             decision.diagnostics
         );
-        assert!(matches!(
+        assert!(
+            matches!(
                 decision.order_intents.first(),
-            Some(crate::strategy::OrderIntent::Value { symbol, .. }) if symbol == "300002.SZ"
+                Some(crate::strategy::OrderIntent::Value { symbol, .. }) if symbol == "300001.SZ"
-        ));
+            ),
+            "intents={:?} diagnostics={:?}",
+            decision.order_intents,
+            decision.diagnostics
+        );
     }
 
     #[test]