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,
@@ -15146,60 +15146,73 @@ 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()
-                board: "SZ".to_string(),
+                .map(|item| Instrument {
-                round_lot: 100,
+                    symbol: item.to_string(),
-                listed_at: Some(d(2020, 1, 1)),
+                    name: item.to_string(),
-                delisted_at: None,
+                    board: "SZ".to_string(),
-                status: "active".to_string(),
+                    round_lot: 100,
-            }],
+                    listed_at: Some(d(2020, 1, 1)),
-            vec![DailyMarketSnapshot {
+                    delisted_at: None,
-                date,
+                    status: "active".to_string(),
-                symbol: symbol.to_string(),
+                })
-                timestamp: Some("2025-05-14 14:59:00".to_string()),
+                .collect(),
-                day_open: 10.0,
+            [symbol, other_symbol]
-                open: 10.0,
+                .into_iter()
-                high: 10.5,
+                .map(|item| DailyMarketSnapshot {
-                low: 9.8,
+                    date,
-                close: 10.0,
+                    symbol: item.to_string(),
-                last_price: 10.0,
+                    timestamp: Some("2025-05-14 14:59:00".to_string()),
-                bid1: 10.0,
+                    day_open: 10.0,
-                ask1: 10.0,
+                    open: 10.0,
-                prev_close: 9.9,
+                    high: 10.5,
-                volume: 1_000_000,
+                    low: 9.8,
-                tick_volume: 10_000,
+                    close: 10.0,
-                bid1_volume: 2_000,
+                    last_price: 10.0,
-                ask1_volume: 2_000,
+                    bid1: 10.0,
-                trading_phase: Some("continuous".to_string()),
+                    ask1: 10.0,
-                paused: false,
+                    prev_close: 9.9,
-                upper_limit: 11.0,
+                    volume: 1_000_000,
-                lower_limit: 9.0,
+                    tick_volume: 10_000,
-                price_tick: 0.01,
+                    bid1_volume: 2_000,
-            }],
+                    ask1_volume: 2_000,
-            vec![DailyFactorSnapshot {
+                    trading_phase: Some("continuous".to_string()),
-                date,
+                    paused: false,
-                symbol: symbol.to_string(),
+                    upper_limit: 11.0,
-                market_cap_bn: 10.0,
+                    lower_limit: 9.0,
-                free_float_cap_bn: 10.0,
+                    price_tick: 0.01,
-                pe_ttm: 8.0,
+                })
-                turnover_ratio: Some(1.0),
+                .collect(),
-                effective_turnover_ratio: Some(1.0),
+            [symbol, other_symbol]
-                extra_factors: BTreeMap::new(),
+                .into_iter()
-            }],
+                .map(|item| DailyFactorSnapshot {
-            vec![CandidateEligibility {
+                    date,
-                date,
+                    symbol: item.to_string(),
-                symbol: symbol.to_string(),
+                    market_cap_bn: 10.0,
-                is_st: false,
+                    free_float_cap_bn: 10.0,
-                is_new_listing: false,
+                    pe_ttm: 8.0,
-                is_paused: false,
+                    turnover_ratio: Some(1.0),
-                allow_buy: true,
+                    effective_turnover_ratio: Some(1.0),
-                allow_sell: true,
+                    extra_factors: BTreeMap::new(),
-                is_kcb: false,
+                })
-                is_one_yuan: false,
+                .collect(),
-            }],
+            [symbol, other_symbol]
+                .into_iter()
+                .map(|item| CandidateEligibility {
+                    date,
+                    symbol: item.to_string(),
+                    is_st: false,
+                    is_new_listing: false,
+                    is_paused: false,
+                    allow_buy: true,
+                    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,