修复 AiQuant 微盘回测撮合语义

crates/fidc-core/src/data.rs

@@ -599,6 +599,19 @@ impl SymbolPriceSeries {
         Some(sum / lookback as f64)
     }
 
+    fn current_volume_moving_average(&self, date: NaiveDate, lookback: usize) -> Option<f64> {
+        if lookback == 0 {
+            return None;
+        }
+        let end = self.end_index(date)?;
+        if end < lookback {
+            return None;
+        }
+        let start = end - lookback;
+        let sum = self.volume_prefix[end] - self.volume_prefix[start];
+        Some(sum / lookback as f64)
+    }
+
     fn decision_volume_values(&self, date: NaiveDate, lookback: usize) -> Option<Vec<f64>> {
         if lookback == 0 {
             return None;
@@ -2065,6 +2078,36 @@ impl DataSet {
         }
     }
 
+    pub fn market_current_numeric_moving_average(
+        &self,
+        date: NaiveDate,
+        symbol: &str,
+        field: &str,
+        lookback: usize,
+    ) -> Option<f64> {
+        let field = normalize_field(field);
+        match field.as_str() {
+            "close" | "prev_close" | "stock_close" | "price" => {
+                self.market_moving_average(date, symbol, lookback, PriceField::Close)
+            }
+            "volume" | "stock_volume" => self
+                .factor_moving_average(date, symbol, "daily_volume", lookback)
+                .or_else(|| {
+                    self.market_series_by_symbol
+                        .get(symbol)
+                        .and_then(|series| series.current_volume_moving_average(date, lookback))
+                }),
+            "day_open" | "dayopen" => {
+                self.market_moving_average(date, symbol, lookback, PriceField::DayOpen)
+            }
+            "open" => self.market_moving_average(date, symbol, lookback, PriceField::Open),
+            "last" | "last_price" => {
+                self.market_moving_average(date, symbol, lookback, PriceField::Last)
+            }
+            other => self.factor_moving_average(date, symbol, other, lookback),
+        }
+    }
+
     pub fn market_decision_numeric_values(
         &self,
         date: NaiveDate,