新增信号日基准收盘字段

crates/fidc-core/src/platform_expr_strategy.rs

@@ -400,6 +400,7 @@ struct DayExpressionState {
     signal_close: f64,
     benchmark_open: f64,
     benchmark_close: f64,
+    benchmark_signal_close: f64,
     benchmark_ma_short: f64,
     benchmark_ma_long: f64,
     benchmark_ma5: f64,
@@ -965,6 +966,7 @@ impl PlatformExprStrategy {
             name,
             "signal_close"
                 | "benchmark_close"
+                | "benchmark_signal_close"
                 | "signal_ma5"
                 | "signal_ma10"
                 | "signal_ma20"
@@ -2792,6 +2794,7 @@ impl PlatformExprStrategy {
             .benchmark(date)
             .ok_or(BacktestError::MissingBenchmark { date })?;
         let benchmark_open = benchmark.open;
+        let benchmark_signal_close = benchmark.close;
         let benchmark_close = ctx
             .data
             .benchmark_decision_close(date)
@@ -2874,6 +2877,7 @@ impl PlatformExprStrategy {
             signal_close,
             benchmark_open,
             benchmark_close,
+            benchmark_signal_close,
             benchmark_ma_short,
             benchmark_ma_long,
             benchmark_ma5,
@@ -3304,6 +3308,7 @@ impl PlatformExprStrategy {
         scope.push("signal_close", day.signal_close);
         scope.push("benchmark_open", day.benchmark_open);
         scope.push("benchmark_close", day.benchmark_close);
+        scope.push("benchmark_signal_close", day.benchmark_signal_close);
         for field in [
             "day_open",
             "open",
@@ -3467,6 +3472,10 @@ impl PlatformExprStrategy {
             day_factors.insert("signal_close".into(), Dynamic::from(day.signal_close));
             day_factors.insert("benchmark_open".into(), Dynamic::from(day.benchmark_open));
             day_factors.insert("benchmark_close".into(), Dynamic::from(day.benchmark_close));
+            day_factors.insert(
+                "benchmark_signal_close".into(),
+                Dynamic::from(day.benchmark_signal_close),
+            );
             day_factors.insert("signal_ma5".into(), Dynamic::from(day.signal_ma5));
             day_factors.insert("signal_ma10".into(), Dynamic::from(day.signal_ma10));
             day_factors.insert("signal_ma20".into(), Dynamic::from(day.signal_ma20));
@@ -11555,6 +11564,7 @@ mod tests {
         assert_eq!(day.signal_close, 10.0);
         assert_eq!(day.benchmark_open, 150.0);
         assert_eq!(day.benchmark_close, 100.0);
+        assert_eq!(day.benchmark_signal_close, 9_999.0);
         assert_eq!(day.benchmark_ma_short, 100.0);
         assert_eq!(day.benchmark_ma_long, 100.0);
     }

crates/fidc-core/src/platform_runtime_schema.rs

@@ -67,6 +67,7 @@ const RESERVED_SCOPE_NAMES: &[&str] = &[
     // day-level
     "signal_close",
     "benchmark_close",
+    "benchmark_signal_close",
     "signal_ma5",
     "signal_ma10",
     "signal_ma20",
@@ -326,6 +327,7 @@ mod tests {
         for required in [
             "signal_close",
             "benchmark_close",
+            "benchmark_signal_close",
             "close",
             "avg_cost",
             "current_price",

crates/fidc-core/src/strategy_ai.rs

@@ -280,6 +280,7 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
                 fields: vec![
                     ManualField { name: "signal_open/signal_close".to_string(), field_type: "float".to_string(), detail: "信号指数当日开盘价与前一日收盘价。".to_string() },
                     ManualField { name: "benchmark_open/benchmark_close".to_string(), field_type: "float".to_string(), detail: "基准当日开盘价与前一日收盘价。".to_string() },
+                    ManualField { name: "benchmark_signal_close".to_string(), field_type: "float".to_string(), detail: "信号日收盘后可见的基准当日收盘价；用于 T 日生成信号、T+1 开盘成交的条件，不能在盘中或 T 日开盘决策中使用。".to_string() },
                     ManualField { name: "signal_ma5/signal_ma10/signal_ma20/signal_ma30".to_string(), field_type: "float".to_string(), detail: "信号指数滚动均线。".to_string() },
                     ManualField { name: "benchmark_ma5/benchmark_ma10/benchmark_ma20/benchmark_ma30".to_string(), field_type: "float".to_string(), detail: "基准指数滚动均线。".to_string() },
                     ManualField { name: "cash/available_cash/frozen_cash/market_value/total_equity".to_string(), field_type: "float".to_string(), detail: "账户可用资金、挂单冻结资金、市值与总权益；available_cash 会扣减当前买入挂单冻结估算。".to_string() },