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限制同轮补仓重复释放槽位

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boris
2026-07-08 02:12:09 +08:00
parent 17bac07a86
commit ec098c6d39
1 changed files with 10 additions and 3 deletions
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crates/fidc-core/src/platform_expr_strategy.rs
+10 -3
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@@ -8125,7 +8125,6 @@ impl Strategy for PlatformExprStrategy {
let mut intraday_attempted_buys = BTreeSet::<String>::new(); let mut intraday_attempted_buys = BTreeSet::<String>::new();
let mut same_bar_buy_symbols = BTreeSet::<String>::new(); let mut same_bar_buy_symbols = BTreeSet::<String>::new();
let mut delayed_sold_symbols = BTreeSet::<String>::new(); let mut delayed_sold_symbols = BTreeSet::<String>::new();
let mut delayed_exit_slot_blocking_symbols = BTreeSet::<String>::new();
let mut unresolved_stop_loss_symbols = BTreeSet::<String>::new(); let mut unresolved_stop_loss_symbols = BTreeSet::<String>::new();
let mut pending_risk_level_forced_exit_symbols = BTreeSet::<String>::new(); let mut pending_risk_level_forced_exit_symbols = BTreeSet::<String>::new();
let delayed_limit_exit_time = self let delayed_limit_exit_time = self
@@ -8229,7 +8228,6 @@ impl Strategy for PlatformExprStrategy {
end_time: Some(delayed_limit_exit_time), end_time: Some(delayed_limit_exit_time),
reason: "delayed_limit_open_sell".to_string(), reason: "delayed_limit_open_sell".to_string(),
}); });
delayed_exit_slot_blocking_symbols.insert(symbol.clone());
self.forget_position_entry_date(&symbol); self.forget_position_entry_date(&symbol);
let projected_sold = if ctx let projected_sold = if ctx
.data .data
@@ -8334,7 +8332,7 @@ impl Strategy for PlatformExprStrategy {
let daily_top_up_target_budget = aiquant_total_value * trading_ratio; let daily_top_up_target_budget = aiquant_total_value * trading_ratio;
let mut daily_top_up_pending_buy_value = 0.0_f64; let mut daily_top_up_pending_buy_value = 0.0_f64;
let mut pending_full_close_symbols = BTreeSet::<String>::new(); let mut pending_full_close_symbols = BTreeSet::<String>::new();
let mut slot_blocking_symbols = delayed_exit_slot_blocking_symbols.clone(); let mut slot_blocking_symbols = BTreeSet::<String>::new();
let mut interleaved_pending_full_close_symbols = BTreeSet::<String>::new(); let mut interleaved_pending_full_close_symbols = BTreeSet::<String>::new();
let risk_level_forced_exit_time = self.risk_level_forced_exit_time(); let risk_level_forced_exit_time = self.risk_level_forced_exit_time();
self.pending_full_close_symbols.retain(|symbol| { self.pending_full_close_symbols.retain(|symbol| {
@@ -8667,6 +8665,9 @@ impl Strategy for PlatformExprStrategy {
target_value: 0.0, target_value: 0.0,
reason: "pending_full_close_exit".to_string(), reason: "pending_full_close_exit".to_string(),
}); });
if daily_top_up_pending_buy_value > 0.0 {
slot_blocking_symbols.insert(position.symbol.clone());
}
self.forget_position_entry_date(&position.symbol); self.forget_position_entry_date(&position.symbol);
let can_sell = defer_execution_risk let can_sell = defer_execution_risk
|| self.can_sell_position(ctx, execution_date, &position.symbol); || self.can_sell_position(ctx, execution_date, &position.symbol);
@@ -8757,6 +8758,9 @@ impl Strategy for PlatformExprStrategy {
target_value: 0.0, target_value: 0.0,
reason: "stop_loss_exit".to_string(), reason: "stop_loss_exit".to_string(),
}); });
if daily_top_up_pending_buy_value > 0.0 {
slot_blocking_symbols.insert(position.symbol.clone());
}
self.forget_position_entry_date(&position.symbol); self.forget_position_entry_date(&position.symbol);
slot_working_symbols.remove(&position.symbol); slot_working_symbols.remove(&position.symbol);
if can_sell { if can_sell {
@@ -8825,6 +8829,9 @@ impl Strategy for PlatformExprStrategy {
target_value: 0.0, target_value: 0.0,
reason: "take_profit_exit".to_string(), reason: "take_profit_exit".to_string(),
}); });
if daily_top_up_pending_buy_value > 0.0 {
slot_blocking_symbols.insert(position.symbol.clone());
}
self.forget_position_entry_date(&position.symbol); self.forget_position_entry_date(&position.symbol);
slot_working_symbols.remove(&position.symbol); slot_working_symbols.remove(&position.symbol);
if can_sell { if can_sell {