独立保留市场统计并标明行业缺失日期

crates/fidc-core/src/market_event_context.rs

@@ -67,6 +67,7 @@ pub struct OutputDay {
     pub no_limit: usize,
     pub profit_effect_members: Vec<String>,
     pub profit_effect_missing: Vec<String>,
+    pub industry_missing: Vec<String>,
 }
 
 #[derive(Serialize)]
@@ -193,8 +194,14 @@ pub fn aggregate(request: Request) -> Result<Output, String> {
             fields.insert("industry_rank".into(), ranks.get(name).copied());
             fields.insert("industry_size".into(), Some(universe.len() as f64));
         }
+        let industry_missing=members.iter().filter(|(_,group)|group.is_none()).map(|(s,_)|s.clone()).collect::<Vec<_>>();
+        if !industry_missing.is_empty() {
+            // An unclassified member may belong to any group; never silently shrink a group.
+            state.industry_history.clear();
+            for fields in industries.values_mut() { for value in fields.values_mut() { *value=None; } }
+        }
         output.push(OutputDay { date:day.date, common, industries, members, securities:day.rows.len(), active, paused,
-            no_limit:unlimited, profit_effect_members:previous_ups, profit_effect_missing:profit_missing });
+            no_limit:unlimited, profit_effect_members:previous_ups, profit_effect_missing:profit_missing, industry_missing });
         state.last_date = Some(day.date); state.streaks = streaks; state.limit_ups = ups;
     }
     Ok(Output {contract:CONTRACT, days:output, state})
@@ -236,4 +243,13 @@ mod tests {
         let unknown=aggregate(Request{days:vec![day(1,true)],previous:State::default()}).unwrap();
         assert_eq!(unknown.days[0].common["market_high_board"],None);
     }
+    #[test]
+    fn missing_industry_does_not_invent_groups_or_disable_independent_market_facts() {
+        let mut missing=day(2,true);missing.rows[0].industry=None;
+        let r=aggregate(Request{days:vec![day(1,false),missing,day(3,true)],previous:State::default()}).unwrap();
+        assert_eq!(r.days[1].common["market_breadth"],Some(0.5));
+        assert_eq!(r.days[1].industry_missing,vec!["A"]);
+        assert!(r.days[1].industries.values().flat_map(|g|g.values()).all(Option::is_none));
+        assert_eq!(r.days[2].industries["I"]["industry_return_20"],None);
+    }
 }