修正退市持仓虚假现金兑付

2026-07-15 20:48:17 +08:00
parent d63ac73903
commit e7d1c875fd
3 changed files with 50 additions and 98 deletions
@@ -698,6 +698,18 @@ impl PortfolioState {
    ) -> Result<(), DataSetError> {
        let day_sold_symbols = self.day_sold_symbols.clone();
        for position in self.positions.values_mut() {
+            let current_market_missing = data.market(date, &position.symbol).is_none();
+            let unresolved_delisting = current_market_missing
+                && data.instrument(&position.symbol).is_some_and(|instrument| {
+                    instrument.is_delisted_on_or_before(date)
+                        || (instrument.status.eq_ignore_ascii_case("delisted")
+                            && instrument.delisted_at.is_none())
+                });
+            if unresolved_delisting {
+                position.last_price = 0.0;
+                position.refresh_day_pnl();
+                continue;
+            }
            let sold_today =
                position.sold_quantity() > 0 || day_sold_symbols.contains(&position.symbol);
            if same_day_buy_close_mark_at_fill