规范化策略规格别名避免运行时重复字段
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boris
@@ -615,6 +615,142 @@ fn normalize_risk_policy_aliases_in_value(value: &mut Value) -> Result<(), Strin
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Ok(())
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}
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/// Serde aliases are intentionally strict: a JSON object containing both a
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/// camelCase field and its snake_case alias is reported as a duplicate field.
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/// Runtime payloads are assembled by several services, so the same strategy
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/// contract can legitimately arrive with both spellings. Canonicalise those
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/// pairs once at the boundary, while rejecting conflicting values instead of
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/// silently choosing one.
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fn normalize_strategy_aliases_in_value(value: &mut Value) -> Result<(), String> {
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normalize_strategy_aliases_in_value_inner(value, false)
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}
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fn normalize_strategy_aliases_in_value_inner(
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value: &mut Value,
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in_risk_policy: bool,
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) -> Result<(), String> {
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match value {
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Value::Object(object) => {
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if !in_risk_policy {
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normalize_strategy_object_aliases(object)?;
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}
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for (key, child) in object.iter_mut() {
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normalize_strategy_aliases_in_value_inner(
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child,
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in_risk_policy || matches!(key.as_str(), "riskPolicy" | "risk_policy"),
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)?;
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}
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}
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Value::Array(items) => {
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for item in items {
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normalize_strategy_aliases_in_value_inner(item, in_risk_policy)?;
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}
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}
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_ => {}
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}
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Ok(())
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}
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const STRATEGY_ALIAS_GROUPS: &[(&str, &[&str])] = &[
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("strategyId", &["strategy_id"]),
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("tradeTimes", &["trade_times"]),
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("signalSymbol", &["signal_symbol"]),
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("engineConfig", &["engine_config"]),
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("runtimeExpressions", &["runtime_expressions"]),
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("rebalanceSchedule", &["rebalance_schedule"]),
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("skipWindows", &["skip_windows"]),
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("dynamicRange", &["dynamic_range"]),
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("stockMaFilter", &["stock_ma_filter"]),
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("indexThrottle", &["index_throttle"]),
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("benchmarkSymbol", &["benchmark_symbol"]),
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("matchingType", &["matching_type"]),
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("slippageModel", &["slippage_model"]),
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("slippageValue", &["slippage_value"]),
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("slippageImpactCoefficient", &["slippage_impact_coefficient"]),
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("slippageVolatilityCoefficient", &["slippage_volatility_coefficient"]),
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(
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"slippageMaxValue",
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&["slippage_max_value", "slippage_max_rate"],
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),
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("commissionRate", &["commission_rate"]),
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(
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"minimumCommission",
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&["minimum_commission", "min_commission", "minCommission"],
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),
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("transferFeeRate", &["transfer_fee_rate", "transferFeeRate"]),
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("stampTaxRate", &["stamp_tax_rate"]),
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("stampTaxRateBeforeChange", &["stamp_tax_rate_before_change"]),
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("stampTaxRateAfterChange", &["stamp_tax_rate_after_change"]),
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("stampTaxChangeDate", &["stamp_tax_change_date"]),
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("volumeLimit", &["volume_limit"]),
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("volumeLimitEnabled", &["volume_limit_enabled"]),
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("liquidityLimit", &["liquidity_limit"]),
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("liquidityLimitEnabled", &["liquidity_limit_enabled"]),
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("volumePercent", &["volume_percent"]),
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("riskPolicy", &["risk_policy"]),
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("strictValueBudget", &["strict_value_budget"]),
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("rebalanceCashMode", &["rebalance_cash_mode"]),
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(
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"sellThenBuyDelaySlippageRate",
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&["sell_then_buy_delay_slippage_rate"],
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),
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(
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"maxHoldingDays",
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&["max_hold_days", "max_holding_days", "maxHoldDays"],
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),
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(
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"referencePriceMode",
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&["reference_price_mode", "stop_take_reference_price_mode"],
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),
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];
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fn strategy_alias_values_semantically_equal(left: &Value, right: &Value) -> bool {
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if left == right {
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return true;
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}
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match (left, right) {
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(Value::String(left), Value::String(right)) => left.trim() == right.trim(),
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(Value::String(left), Value::Number(right))
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| (Value::Number(right), Value::String(left)) => left
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.trim()
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.parse::<f64>()
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.ok()
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.zip(right.as_f64())
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.is_some_and(|(left, right)| (left - right).abs() < 1e-12),
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_ => false,
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}
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}
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fn normalize_strategy_object_aliases(
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object: &mut serde_json::Map<String, Value>,
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) -> Result<(), String> {
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for (canonical, aliases) in STRATEGY_ALIAS_GROUPS {
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let mut values = Vec::new();
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if let Some(value) = object.remove(*canonical).filter(|value| !value.is_null()) {
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values.push(value);
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}
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for alias in *aliases {
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if let Some(value) = object.remove(*alias).filter(|value| !value.is_null()) {
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values.push(value);
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}
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}
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let Some(first) = values.first().cloned() else {
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continue;
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};
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if values
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.iter()
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.skip(1)
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.any(|value| !strategy_alias_values_semantically_equal(&first, value))
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{
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return Err(format!(
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"strategy field {canonical} has conflicting alias values"
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));
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}
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object.insert((*canonical).to_string(), first);
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}
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Ok(())
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}
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#[derive(Debug, Clone, Default, Deserialize, Serialize)]
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#[serde(rename_all = "camelCase")]
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pub struct DynamicRangeConfig {
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@@ -907,6 +1043,7 @@ pub fn platform_expr_config_from_value(
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}
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reject_removed_compatibility_fields(value).map_err(platform_config_error)?;
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let mut value = value.clone();
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normalize_strategy_aliases_in_value(&mut value).map_err(platform_config_error)?;
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normalize_risk_policy_aliases_in_value(&mut value).map_err(platform_config_error)?;
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let spec = serde_json::from_value::<StrategyRuntimeSpec>(value)?;
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platform_expr_config_from_spec(strategy_id, signal_symbol, Some(&spec))
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@@ -3384,6 +3521,44 @@ mod tests {
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);
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}
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#[test]
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fn canonicalizes_duplicate_execution_aliases_without_changing_strategy_intent() {
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let spec = serde_json::json!({
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"execution": {
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"matchingType": "next_bar_open",
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"matching_type": "next_bar_open",
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"slippageModel": "price_ratio",
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"slippage_model": "price_ratio",
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"slippageValue": 0.001,
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"slippage_value": "0.001"
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}
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});
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let cfg = platform_expr_config_from_value("", "", &spec).expect("config");
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assert_eq!(cfg.matching_type, MatchingType::NextBarOpen);
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assert_eq!(cfg.slippage_model, SlippageModel::PriceRatio(0.001));
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}
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#[test]
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fn rejects_conflicting_non_policy_strategy_aliases() {
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let spec = serde_json::json!({
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"execution": {
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"matchingType": "next_bar_open",
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"matching_type": "current_bar_close"
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}
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});
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let error = platform_expr_config_from_value("", "", &spec)
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.expect_err("conflicting execution aliases must fail");
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assert!(
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error
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.to_string()
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.contains("strategy field matchingType has conflicting alias values")
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);
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}
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#[test]
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fn parses_execution_slippage_overrides_into_platform_config() {
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let spec = serde_json::json!({
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