From ce5564408da14b75f28713e107b12c226bf6f25a Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Sat, 29 Aug 2026 08:16:58 +0800
Subject: [PATCH] =?UTF-8?q?=E6=8C=89=E7=AD=96=E7=95=A5=E5=BC=95=E7=94=A8?=
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---
 .../fidc-core/src/platform_expr_strategy.rs   | 55 ++++++++++++++++++-
 1 file changed, 54 insertions(+), 1 deletion(-)

diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index 14be2ce..9ca70f8 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -990,6 +990,7 @@ pub struct PlatformExprStrategy {
     stock_rolling_requirements: StockRollingRequirements,
     stock_extra_factors_required: bool,
     stock_extra_factor_identifiers: BTreeSet<String>,
+    stock_extra_factor_map_required: bool,
     stock_text_factors_required: bool,
     stock_state_cache_date: RefCell<Option<NaiveDate>>,
     stock_state_cache: RefCell<
@@ -1267,6 +1268,7 @@ impl PlatformExprStrategy {
             Self::stock_extra_factors_required_for_config(&config, &prelude_declared_identifiers);
         let stock_extra_factor_identifiers =
             Self::stock_extra_factor_identifiers_for_config(&config, &prelude_declared_identifiers);
+        let stock_extra_factor_map_required = Self::stock_extra_factor_map_required_for_config(&config);
         let stock_text_factors_required = Self::stock_text_factors_required_for_config(
             &config,
             &normalized_stock_filter_expr,
@@ -1304,6 +1306,7 @@ impl PlatformExprStrategy {
             stock_rolling_requirements,
             stock_extra_factors_required,
             stock_extra_factor_identifiers,
+            stock_extra_factor_map_required,
             stock_text_factors_required,
             stock_state_cache_date: RefCell::new(None),
             stock_state_cache: RefCell::new(AHashMap::new()),
@@ -4055,6 +4058,10 @@ impl PlatformExprStrategy {
             factor
                 .extra_factors
                 .iter()
+                .filter(|(field, _)| {
+                    self.stock_extra_factor_map_required
+                        || self.stock_extra_factor_identifiers.contains(field.as_ref())
+                })
                 .map(|(field, value)| (field.to_string(), *value))
                 .collect()
         } else {
@@ -9665,6 +9672,30 @@ impl PlatformExprStrategy {
         .any(|expr| Self::expr_requires_stock_extra_factors(expr, prelude_declared_identifiers))
     }
 
+    fn stock_extra_factor_map_required_for_config(config: &PlatformExprStrategyConfig) -> bool {
+        // A dynamic factors/factor map is part of the expression contract: its
+        // caller may access any published field by key. Keep the full map for
+        // that case and for explicit actions whose predicates are evaluated at
+        // runtime; direct field references use the projected identifier set.
+        if Self::has_stock_explicit_actions(config) {
+            return true;
+        }
+        [
+            config.prelude.as_str(),
+            config.stock_filter_expr.as_str(),
+            config.buy_scale_expr.as_str(),
+            config.stop_loss_expr.as_str(),
+            config.take_profit_expr.as_str(),
+            config.rank_expr.as_str(),
+            config.market_cap_field.as_str(),
+            config.rank_by.as_str(),
+        ]
+        .into_iter()
+        .map(Self::normalize_expr)
+        .map(|expr| Self::extract_identifier_candidates(&expr))
+        .any(|identifiers| identifiers.contains("factors") || identifiers.contains("factor"))
+    }
+
     fn stock_extra_factor_identifiers_for_config(
         config: &PlatformExprStrategyConfig,
         prelude_declared_identifiers: &BTreeSet<String>,
@@ -13921,7 +13952,10 @@ mod tests {
                     pe_ttm: 8.0,
                     turnover_ratio: Some(1.0),
                     effective_turnover_ratio: Some(1.0),
-                    extra_factors: BTreeMap::from([("model_score".into(), 2.0)]),
+                    extra_factors: BTreeMap::from([
+                        ("model_score".into(), 2.0),
+                        ("unused_factor".into(), 9.0),
+                    ]),
                 },
             ],
             symbols
@@ -13991,6 +14025,25 @@ mod tests {
                 .stock_passes_expr(&ctx, &day, &present_stock)
                 .expect("present stock filter")
         );
+        assert!(!strategy.stock_extra_factor_map_required);
+        assert!(present_stock.extra_factors.contains_key("model_score"));
+        assert!(!present_stock.extra_factors.contains_key("unused_factor"));
+
+        let mut map_cfg = PlatformExprStrategyConfig::microcap_rotation();
+        map_cfg.signal_symbol = present_symbol.to_string();
+        map_cfg.stock_filter_expr = "factors[\"unused_factor\"] > 0".to_string();
+        let map_strategy = PlatformExprStrategy::new(map_cfg);
+        assert!(map_strategy.stock_extra_factor_map_required);
+        let map_stock = map_strategy
+            .stock_state_with_factor_date(&ctx, date, date, present_symbol)
+            .expect("factor map stock state");
+        assert!(map_stock.extra_factors.contains_key("unused_factor"));
+        let map_day = map_strategy.day_state(&ctx, date).expect("factor map day state");
+        assert!(
+            map_strategy
+                .stock_passes_expr(&ctx, &map_day, &map_stock)
+                .expect("factor map filter")
+        );
     }
 
     #[test]