修复信号日期调仓执行语义

crates/fidc-core/src/platform_expr_strategy.rs

@@ -204,6 +204,7 @@ pub struct PlatformExprStrategyConfig {
     pub stock_long_ma_days: usize,
     pub skip_month_day_ranges: Vec<(Option<u32>, u32, u32, u32)>,
     pub rebalance_schedule: Option<PlatformRebalanceSchedule>,
+    pub signal_rebalance_dates: BTreeSet<NaiveDate>,
     pub rotation_enabled: bool,
     pub daily_top_up_enabled: bool,
     pub retry_empty_rebalance: bool,
@@ -274,6 +275,7 @@ fn band_low(index_close) {
             stock_long_ma_days: 20,
             skip_month_day_ranges: Vec::new(),
             rebalance_schedule: None,
+            signal_rebalance_dates: BTreeSet::new(),
             rotation_enabled: true,
             daily_top_up_enabled: false,
             retry_empty_rebalance: false,
@@ -7324,7 +7326,9 @@ impl Strategy for PlatformExprStrategy {
             self.config.retry_empty_rebalance && ctx.portfolio.positions().is_empty();
         let effective_refresh_rate = self.effective_refresh_rate(ctx, &day)?;
         let periodic_rebalance = if self.config.rotation_enabled && !in_skip_window {
-            if let Some(schedule) = &self.config.rebalance_schedule {
+            if !self.config.signal_rebalance_dates.is_empty() {
+                self.config.signal_rebalance_dates.contains(&decision_date) || empty_rebalance_retry
+            } else if let Some(schedule) = &self.config.rebalance_schedule {
                 schedule.matches(
                     ctx.data.calendar(),
                     execution_date,
@@ -16852,6 +16856,41 @@ mod tests {
             dynamic_decision.diagnostics
         );
 
+        let mut signal_dates_cfg = PlatformExprStrategyConfig::microcap_rotation();
+        signal_dates_cfg.signal_symbol = "000001.SZ".to_string();
+        signal_dates_cfg.refresh_rate = 20;
+        signal_dates_cfg.max_positions = 2;
+        signal_dates_cfg.benchmark_short_ma_days = 1;
+        signal_dates_cfg.benchmark_long_ma_days = 1;
+        signal_dates_cfg.market_cap_lower_expr = "0".to_string();
+        signal_dates_cfg.market_cap_upper_expr = "100".to_string();
+        signal_dates_cfg.selection_limit_expr = "2".to_string();
+        signal_dates_cfg.stock_filter_expr = "close > 0".to_string();
+        signal_dates_cfg
+            .signal_rebalance_dates
+            .insert(third_ctx.decision_date);
+        let mut signal_dates_strategy = PlatformExprStrategy::new(signal_dates_cfg);
+        signal_dates_strategy.rebalance_day_counter = 2;
+        let signal_dates_decision = signal_dates_strategy
+            .on_day(&third_ctx)
+            .expect("signal-date refresh decision");
+        assert!(
+            signal_dates_decision
+                .diagnostics
+                .iter()
+                .any(|item| item.contains("periodic_rebalance=true")),
+            "{:?}",
+            signal_dates_decision.diagnostics
+        );
+        assert!(
+            signal_dates_decision
+                .order_intents
+                .iter()
+                .any(|intent| matches!(intent, OrderIntent::Value { reason, .. } if reason == "periodic_rebalance_buy")),
+            "{:?}",
+            signal_dates_decision.order_intents
+        );
+
         let mut no_retry_cfg = PlatformExprStrategyConfig::microcap_rotation();
         no_retry_cfg.signal_symbol = "000001.SZ".to_string();
         no_retry_cfg.refresh_rate = 15;

crates/fidc-core/src/platform_strategy_spec.rs

@@ -1,6 +1,6 @@
-use std::collections::BTreeMap;
+use std::collections::{BTreeMap, BTreeSet};
 
-use chrono::NaiveTime;
+use chrono::{NaiveDate, NaiveTime};
 use serde::{Deserialize, Serialize};
 use serde_json::Value;
 
@@ -55,6 +55,10 @@ pub struct StrategyUniverseSpec {
 #[derive(Debug, Clone, Default, Deserialize, Serialize)]
 #[serde(rename_all = "camelCase")]
 pub struct StrategyRebalanceSpec {
+    #[serde(default)]
+    pub frequency: Option<String>,
+    #[serde(default)]
+    pub dates: Vec<String>,
     #[serde(default)]
     pub trade_times: Vec<String>,
 }
@@ -663,6 +667,9 @@ pub fn platform_expr_config_from_spec(
     {
         cfg.market = market.clone();
     }
+    if let Some(dates) = spec.rebalance.as_ref().and_then(signal_rebalance_dates) {
+        cfg.signal_rebalance_dates = dates;
+    }
     if let Some(engine) = spec.engine_config.as_ref() {
         if let Some(rank_limit) = engine.rank_limit.filter(|value| *value > 0) {
             cfg.max_positions = rank_limit;
@@ -1194,6 +1201,24 @@ fn parse_platform_rebalance_schedule(
     }
 }
 
+fn signal_rebalance_dates(rebalance: &StrategyRebalanceSpec) -> Option<BTreeSet<NaiveDate>> {
+    let frequency = rebalance
+        .frequency
+        .as_deref()
+        .unwrap_or("")
+        .trim()
+        .to_ascii_lowercase();
+    if frequency != "signal_dates" && frequency != "signal-dates" && frequency != "signal dates" {
+        return None;
+    }
+    let dates = rebalance
+        .dates
+        .iter()
+        .filter_map(|value| NaiveDate::parse_from_str(value.trim(), "%Y-%m-%d").ok())
+        .collect::<BTreeSet<_>>();
+    if dates.is_empty() { None } else { Some(dates) }
+}
+
 fn parse_schedule_time_rule(
     schedule: &StrategyExpressionScheduleConfig,
 ) -> Option<ScheduleTimeRule> {
@@ -1628,6 +1653,28 @@ mod tests {
         assert_eq!(cfg.weak_market_shrink_overweight_threshold, Some(1.2));
     }
 
+    #[test]
+    fn parses_signal_dates_rebalance_into_platform_config() {
+        let spec = serde_json::json!({
+            "rebalance": {
+                "frequency": "signal_dates",
+                "dates": ["2025-11-10", "2025-11-11", "invalid"]
+            }
+        });
+
+        let cfg = platform_expr_config_from_value("", "", &spec).expect("config");
+
+        assert!(
+            cfg.signal_rebalance_dates
+                .contains(&NaiveDate::from_ymd_opt(2025, 11, 10).unwrap())
+        );
+        assert!(
+            cfg.signal_rebalance_dates
+                .contains(&NaiveDate::from_ymd_opt(2025, 11, 11).unwrap())
+        );
+        assert_eq!(cfg.signal_rebalance_dates.len(), 2);
+    }
+
     #[test]
     fn parses_execution_cost_overrides_into_platform_config() {
         let spec = serde_json::json!({