修复平台策略执行行情投影判断

crates/fidc-core/src/platform_expr_strategy.rs

@@ -1531,7 +1531,7 @@ impl PlatformExprStrategy {
                     symbol,
                     execution_state,
                     execution_time,
-                ) && !ctx.data.has_execution_quotes_on_date(date)
+                ) && ctx.data.execution_quotes_on(date, symbol).is_empty()
                 {
                     Some(ProjectedExecutionFill {
                         price: self.projected_execution_price(market, OrderSide::Sell),
@@ -1887,7 +1887,7 @@ impl PlatformExprStrategy {
             )
             .or_else(|| {
                 if !self.has_execution_quote_at_or_before(ctx, date, symbol, execution_state)
-                    && !ctx.data.has_execution_quotes_on_date(date)
+                    && ctx.data.execution_quotes_on(date, symbol).is_empty()
                 {
                     Some(ProjectedExecutionFill {
                         price: sizing_price,
@@ -15146,19 +15146,25 @@ mod tests {
     fn platform_aiquant_projection_uses_snapshot_before_execution_quotes_are_loaded() {
         let date = d(2025, 5, 14);
         let symbol = "000003.SZ";
-        let data = DataSet::from_components(
+        let other_symbol = "000004.SZ";
-            vec![Instrument {
+        let data = DataSet::from_components_with_actions_and_quotes(
-                symbol: symbol.to_string(),
+            [symbol, other_symbol]
-                name: symbol.to_string(),
+                .into_iter()
+                .map(|item| Instrument {
+                    symbol: item.to_string(),
+                    name: item.to_string(),
                     board: "SZ".to_string(),
                     round_lot: 100,
                     listed_at: Some(d(2020, 1, 1)),
                     delisted_at: None,
                     status: "active".to_string(),
-            }],
+                })
-            vec![DailyMarketSnapshot {
+                .collect(),
+            [symbol, other_symbol]
+                .into_iter()
+                .map(|item| DailyMarketSnapshot {
                     date,
-                symbol: symbol.to_string(),
+                    symbol: item.to_string(),
                     timestamp: Some("2025-05-14 14:59:00".to_string()),
                     day_open: 10.0,
                     open: 10.0,
@@ -15178,20 +15184,26 @@ mod tests {
                     upper_limit: 11.0,
                     lower_limit: 9.0,
                     price_tick: 0.01,
-            }],
+                })
-            vec![DailyFactorSnapshot {
+                .collect(),
+            [symbol, other_symbol]
+                .into_iter()
+                .map(|item| DailyFactorSnapshot {
                     date,
-                symbol: symbol.to_string(),
+                    symbol: item.to_string(),
                     market_cap_bn: 10.0,
                     free_float_cap_bn: 10.0,
                     pe_ttm: 8.0,
                     turnover_ratio: Some(1.0),
                     effective_turnover_ratio: Some(1.0),
                     extra_factors: BTreeMap::new(),
-            }],
+                })
-            vec![CandidateEligibility {
+                .collect(),
+            [symbol, other_symbol]
+                .into_iter()
+                .map(|item| CandidateEligibility {
                     date,
-                symbol: symbol.to_string(),
+                    symbol: item.to_string(),
                     is_st: false,
                     is_new_listing: false,
                     is_paused: false,
@@ -15199,7 +15211,8 @@ mod tests {
                     allow_sell: true,
                     is_kcb: false,
                     is_one_yuan: false,
-            }],
+                })
+                .collect(),
             vec![BenchmarkSnapshot {
                 date,
                 benchmark: "000852.SH".to_string(),
@@ -15208,6 +15221,20 @@ mod tests {
                 prev_close: 998.0,
                 volume: 1_000_000,
             }],
+            Vec::new(),
+            vec![IntradayExecutionQuote {
+                date,
+                symbol: other_symbol.to_string(),
+                timestamp: date.and_hms_opt(10, 18, 0).unwrap(),
+                last_price: 10.0,
+                bid1: 10.0,
+                ask1: 10.0,
+                bid1_volume: 1_000,
+                ask1_volume: 1_000,
+                volume_delta: 100,
+                amount_delta: 1_000.0,
+                trading_phase: Some("continuous".to_string()),
+            }],
         )
         .expect("dataset");
 
@@ -15236,6 +15263,7 @@ mod tests {
         let mut execution_state = super::ProjectedExecutionState::default();
 
         assert!(ctx.data.execution_quotes_on(date, symbol).is_empty());
+        assert!(!ctx.data.execution_quotes_on(date, other_symbol).is_empty());
         let filled = strategy.project_order_value(
             &ctx,
             &mut projected,