按完整目标集合约束持仓槽位

crates/fidc-core/src/broker.rs

@@ -966,6 +966,31 @@ where
         }
     }
 
+    fn complete_daily_target_position(intent: &OrderIntent) -> Option<(&str, bool)> {
+        match intent.unwrapped() {
+            OrderIntent::TargetValue {
+                symbol,
+                target_value,
+                reason,
+            }
+            | OrderIntent::TimedTargetValue {
+                symbol,
+                target_value,
+                reason,
+                ..
+            }
+            | OrderIntent::LimitTargetValue {
+                symbol,
+                target_value,
+                reason,
+                ..
+            } if reason == "model_target_portfolio_daily" => {
+                Some((symbol, target_value.is_finite() && *target_value > 0.0))
+            }
+            _ => None,
+        }
+    }
+
     fn infer_target_position_limit(
         &self,
         portfolio: &PortfolioState,
@@ -979,6 +1004,21 @@ where
             return None;
         }
 
+        let complete_daily_targets = intents
+            .iter()
+            .filter_map(|intent| Self::complete_daily_target_position(intent))
+            .collect::<Vec<_>>();
+        if !complete_daily_targets.is_empty() {
+            return Some(
+                complete_daily_targets
+                    .into_iter()
+                    .filter(|(_, positive)| *positive)
+                    .map(|(symbol, _)| symbol)
+                    .collect::<BTreeSet<_>>()
+                    .len(),
+            );
+        }
+
         let held_symbols = portfolio
             .positions()
             .iter()
@@ -10206,6 +10246,43 @@ mod tests {
         }
     }
 
+    #[test]
+    fn complete_daily_target_batch_uses_positive_target_count_for_slot_limit() {
+        let prev_date = chrono::NaiveDate::from_ymd_opt(2025, 1, 1).expect("valid date");
+        let broker = BrokerSimulator::new_with_execution_price(
+            ChinaAShareCostModel::default(),
+            ChinaEquityRuleHooks,
+            PriceField::Open,
+        );
+        let mut portfolio = PortfolioState::new(20_000.0);
+        for symbol in ["000001.SZ", "000002.SZ", "000003.SZ"] {
+            portfolio.position_mut(symbol).buy(prev_date, 1_000, 10.0);
+        }
+        let intents = vec![
+            OrderIntent::TargetValue {
+                symbol: "000001.SZ".to_string(),
+                target_value: 0.0,
+                reason: "stop_loss_exit".to_string(),
+            },
+            OrderIntent::TargetValue {
+                symbol: "000002.SZ".to_string(),
+                target_value: 10_000.0,
+                reason: "model_target_portfolio_daily".to_string(),
+            },
+            OrderIntent::TargetValue {
+                symbol: "000004.SZ".to_string(),
+                target_value: 10_000.0,
+                reason: "model_target_portfolio_daily".to_string(),
+            },
+        ];
+        let refs = intents.iter().collect::<Vec<_>>();
+
+        assert_eq!(
+            broker.infer_target_position_limit(&portfolio, &refs),
+            Some(2)
+        );
+    }
+
     #[test]
     fn failed_target_exit_blocks_replacement_entry_when_no_position_slot_is_released() {
         let date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date");