修正模型排名缺失诊断

crates/fidc-core/src/platform_expr_strategy.rs

@@ -8040,6 +8040,38 @@ impl PlatformExprStrategy {
             }
             let rank_value = self.rank_value(ctx, day, &candidate, &stock)?;
             if !rank_value.is_finite() {
+                // Model-score artifacts intentionally contain only the PIT-eligible
+                // ranked universe. Do not report a missing score for a symbol that
+                // the same signal-day business filter would reject before ranking.
+                if !ctx.is_lagged_execution()
+                    && let Some(reason) = self.stock_selection_limit_rejection_reason(&stock)
+                {
+                    if diagnostics.len() < 12 {
+                        diagnostics.push(format!("{} rejected by {}", candidate.symbol, reason));
+                    }
+                    continue;
+                }
+                if !self.stock_passes_expr(ctx, day, &stock)? {
+                    if diagnostics.len() < 12 {
+                        diagnostics.push(format!("{} rejected by stock_expr", candidate.symbol));
+                    }
+                    continue;
+                }
+                if self.config.stop_take_reference_price_mode
+                    == PlatformStopTakeReferencePriceMode::SignalDayPostAdjustedClose
+                    && ctx
+                        .data
+                        .market_latest_back_adjusted_close(date, &candidate.symbol)
+                        .is_none()
+                {
+                    if diagnostics.len() < 12 {
+                        diagnostics.push(format!(
+                            "{} rejected by missing signal-day post-adjusted close",
+                            candidate.symbol
+                        ));
+                    }
+                    continue;
+                }
                 missing_rank_count += 1;
                 if missing_rank_examples.len() < 5 {
                     missing_rank_examples.push(candidate.symbol.clone());
@@ -8754,6 +8786,18 @@ impl PlatformExprStrategy {
             }
             let rank_value = self.rank_value(ctx, day, &candidate, &stock)?;
             if !rank_value.is_finite() {
+                // The score universe is already filtered by the signal-day
+                // candidate contract. Missing rank is actionable only when the
+                // daily portion of that same contract still admits the symbol.
+                if !self.stock_passes_quote_plan_filter(ctx, day, &stock, quote_usage)? {
+                    if diagnostics.len() < 12 {
+                        diagnostics.push(format!(
+                            "{} quote_plan rejected by stock_expr",
+                            candidate.symbol
+                        ));
+                    }
+                    continue;
+                }
                 missing_rank_count += 1;
                 if missing_rank_examples.len() < 5 {
                     missing_rank_examples.push(candidate.symbol.clone());
@@ -31687,7 +31731,11 @@ mod tests {
                     pe_ttm: 8.0,
                     turnover_ratio: Some(1.0),
                     effective_turnover_ratio: Some(1.0),
-                    extra_factors: BTreeMap::new(),
+                    extra_factors: if *symbol == "000002.SZ" {
+                        BTreeMap::new()
+                    } else {
+                        BTreeMap::from([("model_score".to_string(), 4.0 - index as f64)])
+                    },
                 })
                 .collect(),
             symbols
@@ -31736,14 +31784,16 @@ mod tests {
         };
         let mut cfg = PlatformExprStrategyConfig::microcap_rotation();
         cfg.signal_symbol = "000001.SZ".to_string();
-        cfg.max_positions = 2;
+        cfg.max_positions = 3;
         cfg.benchmark_short_ma_days = 1;
         cfg.benchmark_long_ma_days = 1;
         cfg.market_cap_lower_expr = "0".to_string();
         cfg.market_cap_upper_expr = "100".to_string();
-        cfg.selection_limit_expr = "2".to_string();
+        cfg.selection_limit_expr = "3".to_string();
         cfg.stock_filter_expr =
             "prev_close > 5.0 && !at_upper_limit && !at_lower_limit".to_string();
+        cfg.rank_by = "model_score".to_string();
+        cfg.rank_desc = true;
         cfg.aiquant_transaction_cost = true;
         cfg.intraday_execution_time = Some(NaiveTime::from_hms_opt(10, 18, 0).unwrap());
         let strategy = PlatformExprStrategy::new(cfg);
@@ -31770,6 +31820,27 @@ mod tests {
             ],
             "quote plan may prefetch a superset; final selection/order risk is checked in the decision path"
         );
+        assert!(
+            plan.diagnostics
+                .iter()
+                .all(|item| !item.contains("rank_field_unavailable")),
+            "a symbol rejected by the daily candidate filter must not be reported as missing model score"
+        );
+
+        let day = strategy.day_state(&ctx, date).expect("day state");
+        let (selected, diagnostics, _) = strategy
+            .select_symbols(&ctx, date, date, date, &day, 0.0, 100.0, 3)
+            .expect("selection");
+        assert_eq!(
+            selected,
+            vec!["000003.SZ".to_string(), "000004.SZ".to_string()]
+        );
+        assert!(
+            diagnostics
+                .iter()
+                .all(|item| !item.contains("rank_field_unavailable")),
+            "the final selector must apply the same missing-score classification"
+        );
     }
 
     #[test]