From e3f10286677fe5cc1bb212a008eb5dfb152d17f9 Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Wed, 9 Sep 2026 04:34:09 +0800
Subject: [PATCH] fix: reject missing numeric sizing and execution parameters

---
 .../fidc-core/src/platform_expr_strategy.rs   | 27 ++++++++++++++++++-
 1 file changed, 26 insertions(+), 1 deletion(-)

diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index 59bb088..f5b88f2 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -8363,6 +8363,25 @@ impl PlatformExprStrategy {
         day: &DayExpressionState,
         stock: Option<&StockExpressionState>,
         position: Option<&PositionExpressionState>,
+    ) -> Result<f64, BacktestError> {
+        let value = self.eval_float_or_missing(ctx, expr, day, stock, position)?;
+        if !value.is_finite() {
+            return Err(BacktestError::Execution(format!(
+                "missing_numeric_result: expression={expr:?}, symbol={}, decision_date={}, execution_date={}",
+                stock.map(|item| item.symbol.as_ref()).unwrap_or("portfolio"),
+                ctx.decision_date, ctx.execution_date,
+            )));
+        }
+        Ok(value)
+    }
+
+    fn eval_float_or_missing(
+        &self,
+        ctx: &StrategyContext<'_>,
+        expr: &str,
+        day: &DayExpressionState,
+        stock: Option<&StockExpressionState>,
+        position: Option<&PositionExpressionState>,
     ) -> Result<f64, BacktestError> {
         if let Some(value) = self.eval_numeric_vm(ctx, expr, day, stock, position)? {
             return match value {
@@ -10441,7 +10460,7 @@ impl PlatformExprStrategy {
         stock: &StockExpressionState,
     ) -> Result<f64, BacktestError> {
         if self.rank_expr_present {
-            return match self.eval_float(ctx, &self.config.rank_expr, day, Some(stock), None) {
+            return match self.eval_float_or_missing(ctx, &self.config.rank_expr, day, Some(stock), None) {
                 Ok(value) => Ok(value),
                 Err(error) if Self::is_missing_rolling_mean_error(&error) => Ok(f64::NAN),
                 Err(error) if Self::is_non_numeric_expr_error(&error) => Ok(f64::NAN),
@@ -16644,6 +16663,12 @@ mod tests {
         assert!(missing_stock.turnover_ratio.is_nan());
         assert!(missing_stock.effective_turnover_ratio.is_nan());
         assert_eq!(present_stock.turnover_ratio, 0.0);
+        for expression in ["model_score", "min(model_score, 1.0)", "model_score / 100.0"] {
+            let error = strategy.eval_float(&ctx, expression, &day, Some(&missing_stock), None).unwrap_err();
+            assert!(error.to_string().contains("missing_numeric_result"), "{error}");
+        }
+        assert!(strategy.eval_float_or_missing(&ctx, "model_score", &day, Some(&missing_stock), None).unwrap().is_nan());
+        assert_eq!(strategy.eval_float(&ctx, "nz(model_score, 0.0)", &day, Some(&missing_stock), None).unwrap(), 0.0);
         for predicate in [
             "!(model_score > 0.0)",
             "!(model_score != 0.0)",