流式构建总市值行情计划

crates/fidc-core/src/platform_expr_strategy.rs

@@ -11509,6 +11509,88 @@ impl PlatformExprStrategy {
         let universe_factor_day = ctx.data.daily_snapshot_view(universe_factor_date);
         let factor_day = ctx.data.daily_snapshot_view(stock_factor_date);
         let quote_candidate_limit = self.quote_plan_candidate_limit(selection_limit);
+        if self.rank_reuses_market_cap_order() {
+            let candidate_range = self.market_cap_ordered_selection_range(
+                &universe_factor_day,
+                &universe_symbol_ids,
+                band_low,
+                band_high,
+            );
+            let mut quote_candidate_symbols = Vec::new();
+            let mut selected_symbols = Vec::new();
+            let mut processed_scope = 0usize;
+            for &symbol_id in &universe_symbol_ids[candidate_range] {
+                let factor = universe_factor_day
+                    .factor(symbol_id)
+                    .expect("market-cap order references missing factor row");
+                let symbol = factor.symbol.as_str();
+                let market_cap_bn = decision_market_cap_bn(factor);
+                let free_float_cap_bn = decision_free_float_cap_bn(factor);
+                let stock = self.uncached_selection_stock_state_from_views_by_symbol_id(
+                    ctx,
+                    date,
+                    stock_factor_date,
+                    symbol_id,
+                    symbol,
+                    &execution_day,
+                    &factor_day,
+                )?;
+                let field_value = self.selection_field_value_from_caps(
+                    market_cap_bn,
+                    free_float_cap_bn,
+                    &stock,
+                );
+                if !field_value.is_finite() {
+                    if diagnostics.len() < 12 {
+                        diagnostics.push(format!(
+                            "{symbol} quote_plan rejected by missing selection field"
+                        ));
+                    }
+                    continue;
+                }
+                if field_value < band_low || field_value > band_high {
+                    continue;
+                }
+                processed_scope += 1;
+                if !self.stock_passes_quote_plan_filter(ctx, day, &stock, quote_usage)? {
+                    if diagnostics.len() < 12 {
+                        diagnostics.push(format!("{symbol} quote_plan rejected by stock_expr"));
+                    }
+                    continue;
+                }
+                if quote_candidate_symbols.len() < quote_candidate_limit {
+                    quote_candidate_symbols.push(factor.symbol.clone());
+                }
+                if !ctx.is_lagged_execution()
+                    && let Some(reason) = self.stock_selection_limit_rejection_reason(&stock)
+                {
+                    if diagnostics.len() < 12 {
+                        diagnostics.push(format!("{symbol} quote_plan rejected by {reason}"));
+                    }
+                    continue;
+                }
+                if quote_usage == StockFilterQuoteUsage::IntradayQuote
+                    && !self.stock_passes_expr(ctx, day, &stock)?
+                {
+                    if diagnostics.len() < 12 {
+                        diagnostics.push(format!("{symbol} quote_plan rejected by stock_expr"));
+                    }
+                    continue;
+                }
+                selected_symbols.push(factor.symbol.clone());
+                if selected_symbols.len() >= selection_limit
+                    && quote_candidate_symbols.len() >= quote_candidate_limit
+                {
+                    break;
+                }
+            }
+            return Ok((
+                quote_candidate_symbols,
+                selected_symbols,
+                processed_scope,
+                diagnostics,
+            ));
+        }
         for symbol_id in universe_symbol_ids {
             let factor = universe_factor_day
                 .factor(symbol_id)
@@ -36132,7 +36214,7 @@ let target_exposure = csi_ready ? dynamic_exposure : 0.0;
         cfg.stock_filter_expr = "last_price > 0".to_string();
         cfg.rank_by = "market_cap".to_string();
         cfg.risk_config.static_rules.reject_paused_selection = true;
-        let strategy = PlatformExprStrategy::new(cfg);
+        let strategy = PlatformExprStrategy::new(cfg.clone());
 
         let plan = strategy.selection_quote_plan(&ctx, 0).expect("quote plan");
 
@@ -36143,6 +36225,15 @@ let target_exposure = csi_ready ? dynamic_exposure : 0.0;
             plan.order_symbols,
             vec!["000001.SZ".to_string(), "000003.SZ".to_string()]
         );
+
+        cfg.rank_expr = "market_cap".to_string();
+        let generic_plan = PlatformExprStrategy::new(cfg)
+            .selection_quote_plan(&ctx, 0)
+            .expect("generic quote plan");
+        assert_eq!(plan.candidate_symbols, generic_plan.candidate_symbols);
+        assert_eq!(plan.order_symbols, generic_plan.order_symbols);
+        assert_eq!(plan.processed_scope, generic_plan.processed_scope);
+        assert_eq!(plan.diagnostics, generic_plan.diagnostics);
     }
 
     #[test]