修复定时轮动提前在日线阶段执行

crates/fidc-core/src/platform_expr_strategy.rs

@@ -1117,6 +1117,7 @@ pub struct PlatformExprStrategy {
     position_entry_dates: BTreeMap<String, NaiveDate>,
     position_holding_days: BTreeMap<String, i64>,
     position_holding_days_last_counted: BTreeMap<String, NaiveDate>,
+    executing_scheduled_rotation: bool,
     /// 已编译表达式 AST 缓存。
     /// Key 是经过 normalize/helper template 展开之后的完整 script 文本，
     /// Value 是 Rhai 编译产物。命中后 eval 走 eval_ast_with_scope，避免重复
@@ -1450,6 +1451,7 @@ impl PlatformExprStrategy {
             position_entry_dates: BTreeMap::new(),
             position_holding_days: BTreeMap::new(),
             position_holding_days_last_counted: BTreeMap::new(),
+            executing_scheduled_rotation: false,
             compiled_cache: RefCell::new(AHashMap::new()),
             cache_hits: RefCell::new(0),
             cache_misses: RefCell::new(0),
@@ -11613,8 +11615,25 @@ impl Strategy for PlatformExprStrategy {
     }
 
     fn schedule_rules(&self) -> Vec<ScheduleRule> {
+        let mut rules = Vec::new();
+        if self
+            .config
+            .rebalance_schedule
+            .as_ref()
+            .and_then(|schedule| schedule.time_rule.as_ref())
+            .is_some()
+            && self.config.rotation_enabled
+        {
+            rules.push(
+                self.config
+                    .rebalance_schedule
+                    .as_ref()
+                    .expect("checked timed rebalance schedule")
+                    .as_schedule_rule(ScheduleStage::OnDay),
+            );
+        }
         if self.config.explicit_actions.is_empty() {
-            return Vec::new();
+            return rules;
         }
         let stage = match self.config.explicit_action_stage {
             PlatformExplicitActionStage::OpenAuction => ScheduleStage::OpenAuction,
@@ -11622,32 +11641,52 @@ impl Strategy for PlatformExprStrategy {
             PlatformExplicitActionStage::Minute => ScheduleStage::Minute,
         };
         let Some(schedule) = self.config.explicit_action_schedule.as_ref() else {
-            return Vec::new();
+            return rules;
         };
         if self.config.explicit_action_times.is_empty() {
-            return vec![schedule.as_schedule_rule(stage)];
+            let rule = schedule.as_schedule_rule(stage);
+            if !rules.contains(&rule) {
+                rules.push(rule);
             }
-        self.config
+            return rules;
-            .explicit_action_times
+        }
-            .iter()
+        for time in &self.config.explicit_action_times {
-            .map(|time| {
             let mut timed_schedule = schedule.clone();
             timed_schedule.time_rule =
                 Some(ScheduleTimeRule::physical_time(time.hour(), time.minute()));
-                timed_schedule.as_schedule_rule(stage)
+            let rule = timed_schedule.as_schedule_rule(stage);
-            })
+            if !rules.contains(&rule) {
-            .collect()
+                rules.push(rule);
+            }
+        }
+        rules
     }
 
     fn on_scheduled(
         &mut self,
         ctx: &StrategyContext<'_>,
-        _rule: &ScheduleRule,
+        rule: &ScheduleRule,
     ) -> Result<StrategyDecision, BacktestError> {
-        if !self.config.explicit_actions.is_empty() {
+        let mut decision = if self.config.explicit_actions.is_empty() {
-            return self.explicit_action_decision(ctx);
+            StrategyDecision::default()
+        } else {
+            self.explicit_action_decision(ctx)?
+        };
+        let scheduled_rotation = self.config.rotation_enabled
+            && rule.name == "platform_periodic_rebalance"
+            && self
+                .config
+                .rebalance_schedule
+                .as_ref()
+                .and_then(|schedule| schedule.time_rule.as_ref())
+                .is_some();
+        if scheduled_rotation {
+            self.executing_scheduled_rotation = true;
+            let rotation = self.on_day(ctx);
+            self.executing_scheduled_rotation = false;
+            decision.merge_from(rotation?);
         }
-        Ok(StrategyDecision::default())
+        Ok(decision)
     }
 
     fn decision_quote_times(&self) -> Vec<NaiveTime> {
@@ -11701,6 +11740,17 @@ impl Strategy for PlatformExprStrategy {
     }
 
     fn on_day(&mut self, ctx: &StrategyContext<'_>) -> Result<StrategyDecision, BacktestError> {
+        if self.config.rotation_enabled
+            && self
+                .config
+                .rebalance_schedule
+                .as_ref()
+                .and_then(|schedule| schedule.time_rule.as_ref())
+                .is_some()
+            && !self.executing_scheduled_rotation
+        {
+            return Ok(StrategyDecision::default());
+        }
         let execution_date = ctx.execution_date;
         let decision_date = ctx.decision_date;
         let defer_execution_risk = ctx.is_lagged_execution();
@@ -13678,6 +13728,58 @@ mod tests {
         assert!((scale - 1.2).abs() < 1e-12, "scale={scale}");
     }
 
+    #[test]
+    fn timed_rotation_runs_on_its_schedule_instead_of_the_untimed_day_hook() {
+        let date = d(2025, 1, 2);
+        let symbol = "000001.SZ";
+        let data = single_symbol_platform_data(&[date], symbol);
+        let portfolio = PortfolioState::new(1_000_000.0);
+        let subscriptions = BTreeSet::new();
+        let ctx = StrategyContext {
+            execution_date: date,
+            decision_date: date,
+            decision_index: 0,
+            data: &data,
+            portfolio: &portfolio,
+            futures_account: None,
+            open_orders: &[],
+            dynamic_universe: None,
+            subscriptions: &subscriptions,
+            process_events: &[],
+            active_process_event: None,
+            active_datetime: None,
+            order_events: &[],
+            fills: &[],
+        };
+        let mut config = PlatformExprStrategyConfig::microcap_rotation();
+        config.signal_symbol = symbol.to_string();
+        config.refresh_rate = 1;
+        config.max_positions = 1;
+        config.selection_limit_expr = "1".to_string();
+        config.market_cap_lower_expr = "0".to_string();
+        config.market_cap_upper_expr = "100".to_string();
+        config.stock_filter_expr = "close > 0".to_string();
+        config.benchmark_short_ma_days = 1;
+        config.benchmark_long_ma_days = 1;
+        config.current_day_precomputed_factors = true;
+        config.rebalance_schedule = Some(PlatformRebalanceSchedule {
+            frequency: PlatformScheduleFrequency::Daily,
+            time_rule: Some(ScheduleTimeRule::physical_time(9, 30)),
+        });
+        let mut strategy = PlatformExprStrategy::new(config);
+        let rules = strategy.schedule_rules();
+
+        assert_eq!(rules.len(), 1);
+        assert!(strategy.on_day(&ctx).expect("day decision").is_empty());
+
+        let decision = strategy
+            .on_scheduled(&ctx, &rules[0])
+            .expect("scheduled rotation decision");
+
+        assert!(!decision.is_empty(), "{decision:?}");
+        assert!(!decision.order_intents.is_empty(), "{decision:?}");
+    }
+
     #[test]
     fn universe_exclude_matches_explicit_symbols_and_bjse_alias() {
         let excludes = vec![