Expose weekly and monthly platform rebalance schedules

crates/fidc-core/src/lib.rs

@@ -32,7 +32,10 @@ pub use events::{
 };
 pub use instrument::Instrument;
 pub use metrics::{BacktestMetrics, compute_backtest_metrics};
-pub use platform_expr_strategy::{PlatformExprStrategy, PlatformExprStrategyConfig};
+pub use platform_expr_strategy::{
+    PlatformExprStrategy, PlatformExprStrategyConfig, PlatformRebalanceSchedule,
+    PlatformScheduleFrequency,
+};
 pub use portfolio::{CashReceivable, HoldingSummary, PortfolioState, Position};
 pub use rules::{ChinaEquityRuleHooks, EquityRuleHooks, RuleCheck};
 pub use scheduler::{ScheduleFrequency, ScheduleRule, ScheduleStage, Scheduler};

crates/fidc-core/src/platform_expr_strategy.rs

@@ -8,8 +8,71 @@ use crate::data::{DailyMarketSnapshot, EligibleUniverseSnapshot, PriceField};
 use crate::engine::BacktestError;
 use crate::events::OrderSide;
 use crate::portfolio::PortfolioState;
+use crate::scheduler::{ScheduleRule, ScheduleStage, Scheduler};
 use crate::strategy::{OrderIntent, Strategy, StrategyContext, StrategyDecision};
 
+#[derive(Debug, Clone, PartialEq, Eq)]
+pub enum PlatformScheduleFrequency {
+    Weekly {
+        weekday: Option<u32>,
+        tradingday: Option<i32>,
+    },
+    Monthly {
+        tradingday: i32,
+    },
+}
+
+#[derive(Debug, Clone, PartialEq, Eq)]
+pub struct PlatformRebalanceSchedule {
+    pub frequency: PlatformScheduleFrequency,
+}
+
+impl PlatformRebalanceSchedule {
+    fn as_schedule_rule(&self) -> ScheduleRule {
+        match self.frequency {
+            PlatformScheduleFrequency::Weekly {
+                weekday: Some(weekday),
+                ..
+            } => ScheduleRule::weekly_by_weekday(
+                "platform_periodic_rebalance",
+                weekday,
+                ScheduleStage::OnDay,
+            ),
+            PlatformScheduleFrequency::Weekly {
+                tradingday: Some(tradingday),
+                ..
+            } => ScheduleRule::weekly_by_tradingday(
+                "platform_periodic_rebalance",
+                tradingday,
+                ScheduleStage::OnDay,
+            ),
+            PlatformScheduleFrequency::Monthly { tradingday } => ScheduleRule::monthly(
+                "platform_periodic_rebalance",
+                tradingday,
+                ScheduleStage::OnDay,
+            ),
+            PlatformScheduleFrequency::Weekly {
+                weekday: None,
+                tradingday: None,
+            } => ScheduleRule::weekly_by_weekday(
+                "platform_periodic_rebalance",
+                1,
+                ScheduleStage::OnDay,
+            ),
+        }
+    }
+
+    fn matches(&self, calendar: &crate::calendar::TradingCalendar, date: NaiveDate) -> bool {
+        let scheduler = Scheduler::new(calendar);
+        let rule = self.as_schedule_rule();
+        scheduler
+            .triggered_rules(date, ScheduleStage::OnDay, std::slice::from_ref(&rule))
+            .into_iter()
+            .next()
+            .is_some()
+    }
+}
+
 #[derive(Debug, Clone)]
 pub struct PlatformExprStrategyConfig {
     pub strategy_name: String,
@@ -38,6 +101,7 @@ pub struct PlatformExprStrategyConfig {
     pub stock_mid_ma_days: usize,
     pub stock_long_ma_days: usize,
     pub skip_month_day_ranges: Vec<(u32, u32, u32)>,
+    pub rebalance_schedule: Option<PlatformRebalanceSchedule>,
 }
 
 impl PlatformExprStrategyConfig {
@@ -82,6 +146,7 @@ fn band_low(index_close) {
             stock_mid_ma_days: 10,
             stock_long_ma_days: 20,
             skip_month_day_ranges: Vec::new(),
+            rebalance_schedule: None,
         }
     }
 
@@ -2136,7 +2201,11 @@ impl Strategy for PlatformExprStrategy {
             .min(self.config.max_positions.max(1));
         let (stock_list, selection_notes) =
             self.select_symbols(ctx, date, &day, band_low, band_high, selection_limit)?;
-        let periodic_rebalance = ctx.decision_index % self.config.refresh_rate == 0;
+        let periodic_rebalance = if let Some(schedule) = &self.config.rebalance_schedule {
+            schedule.matches(ctx.data.calendar(), date)
+        } else {
+            ctx.decision_index % self.config.refresh_rate == 0
+        };
         let mut projected = ctx.portfolio.clone();
         let mut projected_execution_state = ProjectedExecutionState::default();
         let mut order_intents = Vec::new();
@@ -2323,3 +2392,48 @@ impl Strategy for PlatformExprStrategy {
         })
     }
 }
+
+#[cfg(test)]
+mod tests {
+    use chrono::NaiveDate;
+
+    use super::{PlatformRebalanceSchedule, PlatformScheduleFrequency};
+    use crate::TradingCalendar;
+
+    fn d(year: i32, month: u32, day: u32) -> NaiveDate {
+        NaiveDate::from_ymd_opt(year, month, day).expect("valid date")
+    }
+
+    fn sample_calendar() -> TradingCalendar {
+        TradingCalendar::new(vec![
+            d(2025, 1, 30),
+            d(2025, 1, 31),
+            d(2025, 2, 3),
+            d(2025, 2, 4),
+            d(2025, 2, 7),
+        ])
+    }
+
+    #[test]
+    fn platform_rebalance_schedule_matches_weekly_weekday() {
+        let calendar = sample_calendar();
+        let schedule = PlatformRebalanceSchedule {
+            frequency: PlatformScheduleFrequency::Weekly {
+                weekday: Some(5),
+                tradingday: None,
+            },
+        };
+        assert!(schedule.matches(&calendar, d(2025, 1, 31)));
+        assert!(!schedule.matches(&calendar, d(2025, 2, 3)));
+    }
+
+    #[test]
+    fn platform_rebalance_schedule_matches_monthly_tradingday() {
+        let calendar = sample_calendar();
+        let schedule = PlatformRebalanceSchedule {
+            frequency: PlatformScheduleFrequency::Monthly { tradingday: 1 },
+        };
+        assert!(schedule.matches(&calendar, d(2025, 2, 3)));
+        assert!(!schedule.matches(&calendar, d(2025, 2, 4)));
+    }
+}

crates/fidc-core/src/strategy_ai.rs

@@ -98,6 +98,10 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
                 title: "rebalance.every_days(n).at([..])".to_string(),
                 detail: "设置调仓周期和盘中决策/执行时刻。".to_string(),
             },
+            ManualSection {
+                title: "rebalance.weekly / rebalance.monthly".to_string(),
+                detail: "支持按交易周或交易月调仓，例如 rebalance.weekly(weekday=5).at([\"10:18\"])、rebalance.weekly(tradingday=-1).at([\"10:18\"])、rebalance.monthly(tradingday=1).at([\"10:18\"])。当前这些调度规则会在 on_day 阶段触发。".to_string(),
+            },
             ManualSection {
                 title: "selection.market_cap_band / selection.limit / ordering.rank_by / ordering.rank_expr".to_string(),
                 detail: "控制候选范围、数量和排序。支持表达式驱动的动态市值带和排序表达式。".to_string(),