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");

crates/fidc-core/src/platform_expr_strategy.rs

@@ -13295,7 +13295,7 @@ impl Strategy for PlatformExprStrategy {
                 {
                     continue;
                 }
-                let execution_stock = if self.uses_intraday_execution_quotes() {
+                if self.uses_intraday_execution_quotes() {
                     let execution_time = self.intraday_execution_start_time();
                     if self
                         .scheduled_quote_at_time(ctx, projection_date, symbol, Some(execution_time))
@@ -13306,10 +13306,7 @@ impl Strategy for PlatformExprStrategy {
                         ));
                         continue;
                     }
-                    self.stock_state_at_time(ctx, projection_date, symbol, Some(execution_time))?
+                }
-                } else {
-                    self.stock_state(ctx, projection_date, symbol)?
-                };
                 let target_value = target_value_for_scale(
                     strategy_visible_total_value,
                     trading_ratio,
@@ -13324,20 +13321,6 @@ impl Strategy for PlatformExprStrategy {
                     .position(&symbol)
                     .map(|position| position.quantity)
                     .unwrap_or(0);
-                if before_qty == 0
-                    && !defer_execution_risk
-                    && let Some(reason) = self.buy_rejection_reason(
-                        ctx,
-                        execution_date,
-                        symbol,
-                        execution_stock.as_ref(),
-                    )?
-                {
-                    selection_notes.push(format!(
-                        "daily_target_skipped symbol={symbol} reason={reason} no_order=true"
-                    ));
-                    continue;
-                }
                 if before_qty > 0 {
                     self.project_target_value(
                         ctx,