增强回测引擎第二版策略与快照层

crates/fidc-core/src/data.rs

@@ -110,14 +110,31 @@ pub struct CandidateEligibility {
     pub is_paused: bool,
     pub allow_buy: bool,
     pub allow_sell: bool,
+    pub is_kcb: bool,
+    pub is_one_yuan: bool,
 }
 
 impl CandidateEligibility {
     pub fn eligible_for_selection(&self) -> bool {
-        !self.is_st && !self.is_new_listing && !self.is_paused && self.allow_buy && self.allow_sell
+        !self.is_st
+            && !self.is_new_listing
+            && !self.is_paused
+            && !self.is_kcb
+            && !self.is_one_yuan
+            && self.allow_buy
+            && self.allow_sell
     }
 }
 
+#[derive(Debug, Clone)]
+pub struct DailySnapshotBundle {
+    pub date: NaiveDate,
+    pub benchmark: BenchmarkSnapshot,
+    pub market: Vec<DailyMarketSnapshot>,
+    pub factors: Vec<DailyFactorSnapshot>,
+    pub candidates: Vec<CandidateEligibility>,
+}
+
 #[derive(Debug, Clone)]
 pub struct DataSet {
     instruments: HashMap<String, Instrument>,
@@ -246,6 +263,20 @@ impl DataSet {
             .unwrap_or_default()
     }
 
+    pub fn bundle_on(&self, date: NaiveDate) -> Result<DailySnapshotBundle, DataSetError> {
+        let benchmark = self
+            .benchmark(date)
+            .cloned()
+            .ok_or(DataSetError::MissingBenchmark { date })?;
+        Ok(DailySnapshotBundle {
+            date,
+            benchmark,
+            market: self.market_by_date.get(&date).cloned().unwrap_or_default(),
+            factors: self.factor_by_date.get(&date).cloned().unwrap_or_default(),
+            candidates: self.candidate_by_date.get(&date).cloned().unwrap_or_default(),
+        })
+    }
+
     pub fn benchmark_closes_up_to(&self, date: NaiveDate, lookback: usize) -> Vec<f64> {
         self.calendar
             .trailing_days(date, lookback)
@@ -342,6 +373,8 @@ fn read_candidates(path: &Path) -> Result<Vec<CandidateEligibility>, DataSetErro
             is_paused: row.parse_bool(4)?,
             allow_buy: row.parse_bool(5)?,
             allow_sell: row.parse_bool(6)?,
+            is_kcb: row.parse_optional_bool(7).unwrap_or(false),
+            is_one_yuan: row.parse_optional_bool(8).unwrap_or(false),
         });
     }
     Ok(snapshots)
@@ -415,6 +448,12 @@ impl CsvRow {
                 message: format!("invalid bool: {err}"),
             })
     }
+
+    fn parse_optional_bool(&self, index: usize) -> Option<bool> {
+        self.fields
+            .get(index)
+            .and_then(|value| value.parse::<bool>().ok())
+    }
 }
 
 fn read_rows(path: &Path) -> Result<Vec<CsvRow>, DataSetError> {