From dd6b37be1670f9f10fd13af00e2406167653a1ba Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Wed, 9 Sep 2026 02:51:26 +0800
Subject: [PATCH] fix: preserve missing numeric factors and reject nonfinite
 truthiness

---
 .../fidc-core/src/platform_expr_strategy.rs   | 28 +++++++++++++------
 1 file changed, 19 insertions(+), 9 deletions(-)

diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index 21000e2..754a84e 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -4687,7 +4687,7 @@ impl PlatformExprStrategy {
         } else if intraday_same_day_factor {
             f64::NAN
         } else {
-            factor.extra_factors.get("amount").copied().unwrap_or(0.0)
+            factor.extra_factors.get("amount").copied().unwrap_or(f64::NAN)
         };
         let market_cap_bn = decision_market_cap_bn(factor);
         let free_float_cap_bn = decision_free_float_cap_bn(factor);
@@ -4769,8 +4769,8 @@ impl PlatformExprStrategy {
             minute_volume: market.minute_volume as i64,
             bid1_volume: market.bid1_volume as i64,
             ask1_volume: market.ask1_volume as i64,
-            turnover_ratio: factor.turnover_ratio.unwrap_or(0.0),
-            effective_turnover_ratio: factor.effective_turnover_ratio.unwrap_or(0.0),
+            turnover_ratio: factor.turnover_ratio.unwrap_or(f64::NAN),
+            effective_turnover_ratio: factor.effective_turnover_ratio.unwrap_or(f64::NAN),
             open: feature_market.day_open,
             high: expression_high,
             low: expression_low,
@@ -8359,7 +8359,7 @@ impl PlatformExprStrategy {
         if let Some(value) = self.eval_numeric_vm(ctx, expr, day, stock, position)? {
             return match value {
                 NumericVmValue::Boolean(boolean) => Ok(boolean),
-                NumericVmValue::Number(number) => Ok(number != 0.0),
+                NumericVmValue::Number(number) => Ok(number.is_finite() && number != 0.0),
             };
         }
         let value = self.eval_dynamic(ctx, expr, day, stock, position)?;
@@ -8367,7 +8367,7 @@ impl PlatformExprStrategy {
             return Ok(boolean);
         }
         if let Some(number) = value.clone().try_cast::<f64>() {
-            return Ok(number != 0.0);
+            return Ok(number.is_finite() && number != 0.0);
         }
         if let Some(number) = value.try_cast::<i64>() {
             return Ok(number != 0);
@@ -16524,8 +16524,8 @@ mod tests {
                     market_cap_bn: 12.0,
                     free_float_cap_bn: 10.0,
                     pe_ttm: 8.0,
-                    turnover_ratio: Some(1.0),
-                    effective_turnover_ratio: Some(1.0),
+                    turnover_ratio: None,
+                    effective_turnover_ratio: None,
                     adjustment_factor_backward1: None,
                     extra_factors: BTreeMap::new(),
                 },
@@ -16535,8 +16535,8 @@ mod tests {
                     market_cap_bn: 12.0,
                     free_float_cap_bn: 10.0,
                     pe_ttm: 8.0,
-                    turnover_ratio: Some(1.0),
-                    effective_turnover_ratio: Some(1.0),
+                    turnover_ratio: Some(0.0),
+                    effective_turnover_ratio: Some(0.0),
                     adjustment_factor_backward1: None,
                     extra_factors: BTreeMap::from([
                         ("model_score".into(), 2.0),
@@ -16601,6 +16601,16 @@ mod tests {
             .expect("present stock state");
 
         assert!(day.available_factor_names.contains("model_score"));
+        assert!(missing_stock.turnover_ratio.is_nan());
+        assert!(missing_stock.effective_turnover_ratio.is_nan());
+        assert_eq!(present_stock.turnover_ratio, 0.0);
+        assert!(!strategy.eval_bool(&ctx, "model_score", &day, Some(&missing_stock), None).unwrap());
+        assert!(strategy.eval_bool(&ctx, "model_score", &day, Some(&present_stock), None).unwrap());
+        for field in ["turnover_ratio", "effective_turnover_ratio"] {
+            let predicate = format!("{field} < 1.0");
+            assert!(!strategy.eval_bool(&ctx, &predicate, &day, Some(&missing_stock), None).unwrap());
+            assert!(strategy.eval_bool(&ctx, &predicate, &day, Some(&present_stock), None).unwrap());
+        }
         assert!(
             !strategy
                 .stock_passes_expr(&ctx, &day, &missing_stock)