对齐目标组合提交前过滤

crates/fidc-core/src/platform_expr_strategy.rs

@@ -13274,7 +13274,11 @@ impl Strategy for PlatformExprStrategy {
             .iter()
             .filter(|symbol| !Self::projected_position_is_flat(&projected, symbol))
             .count();
-        let daily_target_count = selection_limit.saturating_sub(blocked_exit_slots);
+        let daily_target_count = if self.config.redistribute_target_weights_after_exit {
+            selection_limit
+        } else {
+            selection_limit.saturating_sub(blocked_exit_slots)
+        };
         let daily_target_portfolio_scales = resolved_target_scales(
             &original_target_scales,
             &candidate_target_scales,
@@ -13291,6 +13295,21 @@ impl Strategy for PlatformExprStrategy {
                 {
                     continue;
                 }
+                let execution_stock = if self.uses_intraday_execution_quotes() {
+                    let execution_time = self.intraday_execution_start_time();
+                    if self
+                        .scheduled_quote_at_time(ctx, projection_date, symbol, Some(execution_time))
+                        .is_none()
+                    {
+                        selection_notes.push(format!(
+                            "daily_target_skipped symbol={symbol} reason=execution_quote_unavailable no_order=true"
+                        ));
+                        continue;
+                    }
+                    self.stock_state_at_time(ctx, projection_date, symbol, Some(execution_time))?
+                } else {
+                    self.stock_state(ctx, projection_date, symbol)?
+                };
                 let target_value = target_value_for_scale(
                     strategy_visible_total_value,
                     trading_ratio,
@@ -13305,6 +13324,20 @@ impl Strategy for PlatformExprStrategy {
                     .position(&symbol)
                     .map(|position| position.quantity)
                     .unwrap_or(0);
+                if before_qty == 0
+                    && !defer_execution_risk
+                    && let Some(reason) = self.buy_rejection_reason(
+                        ctx,
+                        execution_date,
+                        symbol,
+                        execution_stock.as_ref(),
+                    )?
+                {
+                    selection_notes.push(format!(
+                        "daily_target_skipped symbol={symbol} reason={reason} no_order=true"
+                    ));
+                    continue;
+                }
                 if before_qty > 0 {
                     self.project_target_value(
                         ctx,