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修正FIDC未完成清仓占位预算

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This commit is contained in:
boris
2026-07-08 01:12:30 +08:00
parent 12da5a4704
commit e0a7eb8972
1 changed files with 46 additions and 16 deletions
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crates/fidc-core/src/platform_expr_strategy.rs
+46 -16
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@@ -2214,14 +2214,19 @@ impl PlatformExprStrategy {
working_symbols: &BTreeSet<String>,
value_symbols: &BTreeSet<String>,
pending_buy_value: f64,
slot_blocking_symbols: &BTreeSet<String>,
) -> f64 {
if selection_limit == 0 || !target_budget.is_finite() || target_budget <= 0.0 {
return 0.0;
}
if working_symbols.len() >= selection_limit {
let effective_working_count =
Self::effective_slot_count(working_symbols, slot_blocking_symbols);
if effective_working_count >= selection_limit {
return 0.0;
}
let slots_remaining = selection_limit.saturating_sub(working_symbols.len()).max(1);
let slots_remaining = selection_limit
.saturating_sub(effective_working_count)
.max(1);
let active_value = self.remaining_buy_cash_active_value(
ctx,
projected,
@@ -2235,6 +2240,13 @@ impl PlatformExprStrategy {
per_slot_budget.min(single_slot_cap)
}
fn effective_slot_count(
working_symbols: &BTreeSet<String>,
slot_blocking_symbols: &BTreeSet<String>,
) -> usize {
working_symbols.union(slot_blocking_symbols).count()
}
fn remaining_buy_cash_active_value(
&self,
ctx: &StrategyContext<'_>,
@@ -8483,7 +8495,7 @@ impl Strategy for PlatformExprStrategy {
self.forget_position_entry_date(&position.symbol);
slot_working_symbols.remove(&position.symbol);
if can_sell {
if self
let close_submitted = self
.project_target_zero(
ctx,
&mut projected,
@@ -8491,11 +8503,17 @@ impl Strategy for PlatformExprStrategy {
&position.symbol,
&mut projected_execution_state,
)
.is_some()
&& Self::projected_position_is_flat(&projected, &position.symbol)
{
same_day_sold_symbols.insert(position.symbol.clone());
self.pending_full_close_symbols.remove(&position.symbol);
.is_some();
if close_submitted {
if Self::projected_position_is_flat(&projected, &position.symbol) {
same_day_sold_symbols.insert(position.symbol.clone());
pending_full_close_symbols.remove(&position.symbol);
self.pending_full_close_symbols.remove(&position.symbol);
} else {
pending_full_close_symbols.insert(position.symbol.clone());
self.pending_full_close_symbols
.insert(position.symbol.clone());
}
}
} else {
unresolved_stop_loss_symbols.insert(position.symbol.clone());
@@ -8512,8 +8530,8 @@ impl Strategy for PlatformExprStrategy {
});
self.forget_position_entry_date(&position.symbol);
slot_working_symbols.remove(&position.symbol);
if can_sell
&& self
if can_sell {
let close_submitted = self
.project_target_zero(
ctx,
&mut projected,
@@ -8521,11 +8539,18 @@ impl Strategy for PlatformExprStrategy {
&position.symbol,
&mut projected_execution_state,
)
.is_some()
&& Self::projected_position_is_flat(&projected, &position.symbol)
{
same_day_sold_symbols.insert(position.symbol.clone());
self.pending_full_close_symbols.remove(&position.symbol);
.is_some();
if close_submitted {
if Self::projected_position_is_flat(&projected, &position.symbol) {
same_day_sold_symbols.insert(position.symbol.clone());
pending_full_close_symbols.remove(&position.symbol);
self.pending_full_close_symbols.remove(&position.symbol);
} else {
pending_full_close_symbols.insert(position.symbol.clone());
self.pending_full_close_symbols
.insert(position.symbol.clone());
}
}
}
}
}
@@ -8546,7 +8571,9 @@ impl Strategy for PlatformExprStrategy {
let value_symbols = working_symbols.clone();
let mut pending_buy_value = 0.0_f64;
loop {
if working_symbols.len() >= selection_limit {
if Self::effective_slot_count(&working_symbols, &pending_full_close_symbols)
>= selection_limit
{
break;
}
let active_value = if debug_daily_top_up {
@@ -8569,6 +8596,7 @@ impl Strategy for PlatformExprStrategy {
&working_symbols,
&value_symbols,
pending_buy_value,
&pending_full_close_symbols,
);
let available_buy_cash = slot_buy_cash.min(aiquant_available_cash);
if debug_daily_top_up {
@@ -8834,6 +8862,7 @@ impl Strategy for PlatformExprStrategy {
&rebalance_working_symbols,
&rebalance_value_symbols,
rebalance_pending_buy_value,
&pending_full_close_symbols,
);
slot_buy_cash * stock_scale
};
@@ -19760,6 +19789,7 @@ mod tests {
&working_symbols,
&value_symbols,
0.0,
&BTreeSet::new(),
);
assert!(