修正满仓后既有目标调仓中断

crates/fidc-core/src/platform_expr_strategy.rs

@@ -10606,7 +10606,9 @@ impl Strategy for PlatformExprStrategy {
                     continue;
                 }
                 if rebalance_working_symbols.len() >= selection_limit {
-                    break;
+                    // New symbols cannot consume another slot, but later ranked symbols may
+                    // already be held and still require a target-value adjustment.
+                    continue;
                 }
                 if ((pre_rebalance_symbols.contains(symbol)
                     || projected.positions().contains_key(symbol))
@@ -11072,7 +11074,7 @@ mod tests {
         let previous_date = d(2025, 1, 2);
         let execution_date = d(2025, 1, 3);
         let unresolved_symbol = "000999.SZ";
-        let active_symbols = ["000001.SZ", "000002.SZ"];
+        let active_symbols = ["000001.SZ", "000002.SZ", "000003.SZ"];
         let data = DataSet::from_components(
             std::iter::once(Instrument {
                 symbol: unresolved_symbol.to_string(),
@@ -11164,6 +11166,9 @@ mod tests {
         portfolio
             .position_mut(unresolved_symbol)
             .buy(previous_date, 1_000, 10.0);
+        portfolio
+            .position_mut("000003.SZ")
+            .buy(previous_date, 100, 10.0);
         let subscriptions = BTreeSet::new();
         let before_delisting_ctx = StrategyContext {
             execution_date: previous_date,
@@ -11205,21 +11210,28 @@ mod tests {
         let mut cfg = PlatformExprStrategyConfig::microcap_rotation();
         cfg.signal_symbol = "000001.SZ".to_string();
         cfg.refresh_rate = 1;
-        cfg.max_positions = 2;
+        cfg.max_positions = 3;
         cfg.benchmark_short_ma_days = 1;
         cfg.benchmark_long_ma_days = 1;
         cfg.market_cap_lower_expr = "0".to_string();
         cfg.market_cap_upper_expr = "100".to_string();
-        cfg.selection_limit_expr = "2".to_string();
+        cfg.selection_limit_expr = "3".to_string();
         cfg.stock_filter_expr = "close > 0".to_string();
         cfg.stop_loss_expr.clear();
         cfg.take_profit_expr.clear();
         cfg.aiquant_transaction_cost = true;
-        cfg.daily_replacement_limit = 2;
+        cfg.daily_replacement_limit = 3;
         cfg.selection_buffer_multiple = 2.0;
         cfg.rebalance_existing_positions = false;
         let mut strategy = PlatformExprStrategy::new(cfg);
         strategy.rebalance_day_counter = 1;
+        strategy.last_trading_ratio = Some(0.1);
+        strategy.last_target_selection = Some(
+            active_symbols
+                .iter()
+                .map(|symbol| (*symbol).to_string())
+                .collect(),
+        );
 
         let decision = strategy.on_day(&ctx).expect("platform decision");
 
@@ -11233,7 +11245,9 @@ mod tests {
             decision
                 .diagnostics
                 .iter()
-                .any(|note| note == "selected_symbols=000001.SZ,000002.SZ")
+                .any(|note| note == "selected_symbols=000001.SZ,000002.SZ,000003.SZ"),
+            "{:?}",
+            decision.diagnostics
         );
         assert!(!decision.order_intents.iter().any(|intent| {
             matches!(
@@ -11265,6 +11279,18 @@ mod tests {
                     && reason == "periodic_rebalance_buy"
             )
         }));
+        assert!(decision.order_intents.iter().any(|intent| {
+            matches!(
+                intent,
+                OrderIntent::TargetValue {
+                    symbol,
+                    target_value,
+                    reason,
+                } if symbol == "000003.SZ"
+                    && *target_value > 0.0
+                    && reason == "periodic_rebalance_target_adjust"
+            )
+        }));
     }
 
     #[test]