From d014bb2fbdebb9d7374af15f3e95cb9bc5673fb0 Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Mon, 31 Aug 2026 14:30:33 +0800
Subject: [PATCH] fix: fail closed on missing factor values

---
 crates/fidc-core/src/data.rs                  | 19 +++++++++
 .../fidc-core/src/platform_expr_strategy.rs   | 42 ++++++++++++++++++-
 2 files changed, 59 insertions(+), 2 deletions(-)

diff --git a/crates/fidc-core/src/data.rs b/crates/fidc-core/src/data.rs
index e6c5768..b4f93f8 100644
--- a/crates/fidc-core/src/data.rs
+++ b/crates/fidc-core/src/data.rs
@@ -4907,6 +4907,25 @@ mod tests {
         assert!(data.factor_by_symbol_id(date, signal_id).is_none());
         assert!(data.candidate_by_symbol_id(date, signal_id).is_none());
         assert!(day.candidate(signal_id).is_none());
+
+        // `get_factor` must use the same symbol-id index as direct snapshot
+        // lookups.  Sparse factor rows must not accidentally select another
+        // symbol's row or disappear when the date group contains gaps.
+        let market_cap = data.get_factor("000001.SZ", date, date, "MARKET_CAP");
+        assert_eq!(
+            market_cap
+                .iter()
+                .map(|row| (row.date, row.symbol.as_str(), row.value))
+                .collect::<Vec<_>>(),
+            vec![(date, "000001.SZ", 100.0)]
+        );
+        assert!(
+            data.get_factor("000300.SH", date, date, "market_cap")
+                .is_empty()
+        );
+        assert!(data
+            .get_factor("999999.SZ", date, date, "market_cap")
+            .is_empty());
     }
 
     #[test]
diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index 4cbb90e..b622eae 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -5077,7 +5077,18 @@ impl PlatformExprStrategy {
                     .get_factor(&stock.symbol, start, day.date, field)
                     .last()
                     .map(|row| row.value)
-                    .unwrap_or(0.0);
+                    .ok_or_else(|| {
+                        BacktestError::Execution(format!(
+                            "missing factor value: field={field}, symbol={}, date={}",
+                            stock.symbol, day.date
+                        ))
+                    })?;
+                if !value.is_finite() {
+                    return Err(BacktestError::Execution(format!(
+                        "invalid factor value: field={field}, symbol={}, date={}, value={value:?}",
+                        stock.symbol, day.date
+                    )));
+                }
                 Ok(Self::normalized_runtime_number(value))
             }
         }
@@ -6455,7 +6466,18 @@ impl PlatformExprStrategy {
                     .get_factor(&stock.symbol, start, day.date, &field)
                     .last()
                     .map(|row| row.value)
-                    .unwrap_or(0.0);
+                    .ok_or_else(|| {
+                        BacktestError::Execution(format!(
+                            "missing factor value: field={field}, symbol={}, date={}",
+                            stock.symbol, day.date
+                        ))
+                    })?;
+                if !value.is_finite() {
+                    return Err(BacktestError::Execution(format!(
+                        "invalid factor value: field={field}, symbol={}, date={}, value={value:?}",
+                        stock.symbol, day.date
+                    )));
+                }
                 Ok(Self::normalized_runtime_number(value))
             }
             "factor_text" | "get_factor_text" => {
@@ -14311,6 +14333,22 @@ mod tests {
                 .stock_passes_expr(&ctx, &map_day, &map_stock)
                 .expect("factor map filter")
         );
+
+        let missing_factor_error = map_strategy
+            .resolve_runtime_helper(
+                &ctx,
+                &map_day,
+                Some(&missing_stock),
+                "factor_value",
+                &["\"missing_factor\"".to_string()],
+            )
+            .expect_err("missing factor_value must fail closed");
+        assert!(
+            missing_factor_error
+                .to_string()
+                .contains("missing factor value"),
+            "unexpected error: {missing_factor_error}"
+        );
     }
 
     #[test]