修复AiQuant模式买入禁用过滤

crates/fidc-core/src/platform_expr_strategy.rs

@@ -5986,7 +5986,7 @@ impl PlatformExprStrategy {
         if excludes.iter().any(|item| item == "one_yuan") && stock.is_one_yuan {
             return Ok(Some("one_yuan".to_string()));
         }
-        if !self.config.aiquant_transaction_cost && !candidate.allow_buy {
+        if !candidate.allow_buy {
             return Ok(Some("buy_disabled".to_string()));
         }
         let upper_limit_check_price = if self.config.aiquant_transaction_cost {
@@ -12573,6 +12573,107 @@ mod tests {
         assert_eq!(rejection, None);
     }
 
+    #[test]
+    fn platform_aiquant_buy_rejection_keeps_candidate_buy_disabled() {
+        let date = d(2025, 4, 8);
+        let symbol = "300473.SZ";
+        let data = DataSet::from_components(
+            vec![Instrument {
+                symbol: symbol.to_string(),
+                name: symbol.to_string(),
+                board: "SZ".to_string(),
+                round_lot: 100,
+                listed_at: Some(d(2020, 1, 1)),
+                delisted_at: None,
+                status: "active".to_string(),
+            }],
+            vec![DailyMarketSnapshot {
+                date,
+                symbol: symbol.to_string(),
+                timestamp: Some("2025-04-08 10:18:00".to_string()),
+                day_open: 20.0,
+                open: 20.0,
+                high: 20.3,
+                low: 19.8,
+                close: 20.1,
+                last_price: 20.0,
+                bid1: 19.99,
+                ask1: 20.01,
+                prev_close: 19.8,
+                volume: 10_000_000,
+                tick_volume: 10_000,
+                bid1_volume: 1_000,
+                ask1_volume: 1_000,
+                trading_phase: Some("continuous".to_string()),
+                paused: false,
+                upper_limit: 21.78,
+                lower_limit: 17.82,
+                price_tick: 0.01,
+            }],
+            vec![DailyFactorSnapshot {
+                date,
+                symbol: symbol.to_string(),
+                market_cap_bn: 15.0,
+                free_float_cap_bn: 10.0,
+                pe_ttm: 8.0,
+                turnover_ratio: Some(2.0),
+                effective_turnover_ratio: Some(2.0),
+                extra_factors: BTreeMap::new(),
+            }],
+            vec![CandidateEligibility {
+                date,
+                symbol: symbol.to_string(),
+                is_st: false,
+                is_new_listing: false,
+                is_paused: false,
+                allow_buy: false,
+                allow_sell: true,
+                is_kcb: false,
+                is_one_yuan: false,
+            }],
+            vec![BenchmarkSnapshot {
+                date,
+                benchmark: "000852.SH".to_string(),
+                open: 1000.0,
+                close: 1002.0,
+                prev_close: 998.0,
+                volume: 1_000_000,
+            }],
+        )
+        .expect("dataset");
+        let portfolio = PortfolioState::new(1_000_000.0);
+        let subscriptions = BTreeSet::new();
+        let ctx = StrategyContext {
+            execution_date: date,
+            decision_date: date,
+            decision_index: 40,
+            data: &data,
+            portfolio: &portfolio,
+            futures_account: None,
+            open_orders: &[],
+            dynamic_universe: None,
+            subscriptions: &subscriptions,
+            process_events: &[],
+            active_process_event: None,
+            active_datetime: None,
+            order_events: &[],
+            fills: &[],
+        };
+        let mut cfg = PlatformExprStrategyConfig::microcap_rotation();
+        cfg.universe_exclude.clear();
+        cfg.aiquant_transaction_cost = true;
+        let strategy = PlatformExprStrategy::new(cfg);
+        let stock = strategy
+            .stock_state(&ctx, date, symbol)
+            .expect("stock state");
+
+        let rejection = strategy
+            .buy_rejection_reason(&ctx, date, symbol, &stock)
+            .expect("aiquant rejection");
+
+        assert_eq!(rejection.as_deref(), Some("buy_disabled"));
+    }
+
     #[test]
     fn platform_strategy_baseline_risk_filter_cannot_be_disabled_by_empty_exclude() {
         let date = d(2024, 12, 31);