限制延迟滑点现金口径

crates/fidc-core/src/platform_strategy_spec.rs

@@ -1119,7 +1119,19 @@ fn apply_execution_behavior_overrides(
                 "sellThenBuyDelaySlippageRate must be a finite number in [0, 1)".to_string(),
             );
         }
-        cfg.sell_then_buy_delay_slippage_rate = rate;
+        if cfg.rebalance_cash_mode != RebalanceCashMode::SellThenBuy {
+            if rate != 0.0 {
+                return Err(
+                    "sellThenBuyDelaySlippageRate can only be set when rebalanceCashMode is sell_then_buy"
+                        .to_string(),
+                );
+            }
+            cfg.sell_then_buy_delay_slippage_rate = 0.0;
+        } else {
+            cfg.sell_then_buy_delay_slippage_rate = rate;
+        }
+    } else if cfg.rebalance_cash_mode != RebalanceCashMode::SellThenBuy {
+        cfg.sell_then_buy_delay_slippage_rate = 0.0;
     }
     Ok(())
 }
@@ -2684,15 +2696,43 @@ mod tests {
         let spec = serde_json::json!({
             "execution": {
                 "matchingType": "next_bar_open",
-                "rebalanceCashMode": "pre_open_cash",
+                "rebalanceCashMode": "pre_open_cash"
-                "sellThenBuyDelaySlippageRate": 0.003
             }
         });
         let cfg = platform_expr_config_from_value("", "", &spec).expect("config");
 
         assert_eq!(cfg.matching_type, MatchingType::NextBarOpen);
         assert_eq!(cfg.rebalance_cash_mode, RebalanceCashMode::PreOpenCash);
-        assert_eq!(cfg.sell_then_buy_delay_slippage_rate, 0.003);
+        assert_eq!(cfg.sell_then_buy_delay_slippage_rate, 0.0);
+
+        let invalid_delay_spec = serde_json::json!({
+            "execution": {
+                "matchingType": "next_bar_open",
+                "rebalanceCashMode": "pre_open_cash",
+                "sellThenBuyDelaySlippageRate": 0.003
+            }
+        });
+        let invalid_delay = platform_expr_config_from_value("", "", &invalid_delay_spec)
+            .expect_err("delay slippage should be rejected outside sell_then_buy");
+        assert!(invalid_delay.to_string().contains("can only be set"));
+
+        let override_to_pre_open_spec = serde_json::json!({
+            "engineConfig": {
+                "rebalanceCashMode": "sell_then_buy",
+                "sellThenBuyDelaySlippageRate": 0.003
+            },
+            "execution": {
+                "matchingType": "next_bar_open",
+                "rebalanceCashMode": "pre_open_cash"
+            }
+        });
+        let override_to_pre_open =
+            platform_expr_config_from_value("", "", &override_to_pre_open_spec).expect("config");
+        assert_eq!(
+            override_to_pre_open.rebalance_cash_mode,
+            RebalanceCashMode::PreOpenCash
+        );
+        assert_eq!(override_to_pre_open.sell_then_buy_delay_slippage_rate, 0.0);
 
         let minute_spec = serde_json::json!({
             "execution": {