From ca0471799b20ce4a7a7cefd26110b1ed795480a9 Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Wed, 8 Jul 2026 02:38:19 +0800
Subject: [PATCH] =?UTF-8?q?=E4=BF=AE=E6=AD=A3ALV=E6=AE=8B=E4=BD=99?=
 =?UTF-8?q?=E6=B8=85=E4=BB=93=E9=87=8D=E5=88=A4=E9=80=BB=E8=BE=91?=
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---
 .../fidc-core/src/platform_expr_strategy.rs   | 60 ++++---------------
 1 file changed, 11 insertions(+), 49 deletions(-)

diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index 84964fe..234f692 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -8337,7 +8337,7 @@ impl Strategy for PlatformExprStrategy {
         let mut slot_blocking_symbols = delayed_exit_slot_blocking_symbols.clone();
         let should_block_released_slots_after_top_up =
             !delayed_exit_slot_blocking_symbols.is_empty();
-        let mut interleaved_pending_full_close_symbols = BTreeSet::<String>::new();
+        let interleaved_pending_full_close_symbols = BTreeSet::<String>::new();
         let risk_level_forced_exit_time = self.risk_level_forced_exit_time();
         self.pending_full_close_symbols.retain(|symbol| {
             ctx.portfolio
@@ -8348,52 +8348,7 @@ impl Strategy for PlatformExprStrategy {
             .pending_full_close_symbols
             .iter()
             .cloned()
-            .collect::<Vec<_>>();
-        for symbol in carried_full_close_symbols {
-            if delayed_sold_symbols.contains(&symbol)
-                || self.pending_highlimit_holdings.contains(&symbol)
-            {
-                continue;
-            }
-            if self.regular_sell_should_wait_due_to_highlimit(
-                ctx,
-                projection_date,
-                &symbol,
-                self.intraday_execution_start_time(),
-            )? {
-                continue;
-            }
-            pending_full_close_symbols.insert(symbol.clone());
-            if daily_top_up_active {
-                interleaved_pending_full_close_symbols.insert(symbol);
-                continue;
-            }
-            exit_symbols.insert(symbol.clone());
-            order_intents.push(OrderIntent::TargetValue {
-                symbol: symbol.clone(),
-                target_value: 0.0,
-                reason: "pending_full_close_exit".to_string(),
-            });
-            self.forget_position_entry_date(&symbol);
-            let can_sell =
-                defer_execution_risk || self.can_sell_position(ctx, execution_date, &symbol);
-            if can_sell
-                && self
-                    .project_target_zero(
-                        ctx,
-                        &mut projected,
-                        projection_date,
-                        &symbol,
-                        &mut projected_execution_state,
-                    )
-                    .is_some()
-                && Self::projected_position_is_flat(&projected, &symbol)
-            {
-                same_day_sold_symbols.insert(symbol.clone());
-                slot_working_symbols.remove(&symbol);
-                self.pending_full_close_symbols.remove(&symbol);
-            }
-        }
+            .collect::<BTreeSet<_>>();
         if self.config.rotation_enabled
             && let Some(max_holding_days) = self.config.max_holding_days.filter(|value| *value > 0)
         {
@@ -8753,6 +8708,9 @@ impl Strategy for PlatformExprStrategy {
             }
             let (stop_hit, profit_hit) =
                 self.stop_take_action_for_position(ctx, signal_date, &day, projected_position)?;
+            if carried_full_close_symbols.contains(&position.symbol) && !stop_hit && !profit_hit {
+                self.pending_full_close_symbols.remove(&position.symbol);
+            }
             let can_sell = defer_execution_risk
                 || self.can_sell_position(ctx, execution_date, &position.symbol);
             if stop_hit {
@@ -8786,6 +8744,8 @@ impl Strategy for PlatformExprStrategy {
                         } else {
                             pending_full_close_symbols.insert(position.symbol.clone());
                             slot_blocking_symbols.insert(position.symbol.clone());
+                            self.pending_full_close_symbols
+                                .insert(position.symbol.clone());
                         }
                     }
                 } else {
@@ -8856,6 +8816,8 @@ impl Strategy for PlatformExprStrategy {
                         } else {
                             pending_full_close_symbols.insert(position.symbol.clone());
                             slot_blocking_symbols.insert(position.symbol.clone());
+                            self.pending_full_close_symbols
+                                .insert(position.symbol.clone());
                         }
                     }
                 }
@@ -13199,7 +13161,7 @@ mod tests {
     }
 
     #[test]
-    fn platform_stop_loss_does_not_carry_synthetic_pending_full_close() {
+    fn platform_stop_loss_residual_pending_rechecks_signal_next_day() {
         let prev_date = d(2025, 1, 6);
         let first_date = d(2025, 1, 7);
         let second_date = d(2025, 1, 8);
@@ -13333,7 +13295,7 @@ mod tests {
             OrderIntent::TargetValue { symbol: intent_symbol, target_value, reason }
                 if intent_symbol == symbol && *target_value == 0.0 && reason == "stop_loss_exit"
         )));
-        assert!(!strategy.pending_full_close_symbols.contains(symbol));
+        assert!(strategy.pending_full_close_symbols.contains(symbol));
 
         let mut second_portfolio = PortfolioState::new(1_000_000.0);
         second_portfolio