From ef491340f621d80a2ab064563dc5a556f65fe71b Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Fri, 17 Jul 2026 14:54:25 +0800
Subject: [PATCH] =?UTF-8?q?=E6=94=AF=E6=8C=81=E8=BF=90=E8=A1=8C=E6=80=81?=
 =?UTF-8?q?=E9=A2=84=E8=AE=A1=E7=AE=97=E6=BB=9A=E5=8A=A8=E5=9D=87=E7=BA=BF?=
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---
 .../fidc-core/src/platform_expr_strategy.rs   | 39 ++++++++++++++++++-
 1 file changed, 38 insertions(+), 1 deletion(-)

diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index df09067..90186e4 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -3298,6 +3298,27 @@ impl PlatformExprStrategy {
         }
     }
 
+    fn stock_current_rolling_mean(
+        &self,
+        ctx: &StrategyContext<'_>,
+        date: NaiveDate,
+        symbol: &str,
+        extra_factors: &BTreeMap<String, f64>,
+        field: &str,
+        lookback: usize,
+    ) -> Option<f64> {
+        let precomputed = precomputed_stock_rolling_mean(extra_factors, field, lookback);
+        let computed = || {
+            ctx.data
+                .market_current_numeric_moving_average(date, symbol, field, lookback)
+        };
+        if self.config.prefer_precomputed_rolling_factors {
+            precomputed.or_else(computed)
+        } else {
+            computed().or(precomputed)
+        }
+    }
+
     fn stock_state_at_time(
         &self,
         ctx: &StrategyContext<'_>,
@@ -5466,9 +5487,11 @@ impl PlatformExprStrategy {
                         "rolling_mean_current(\"{other}\", {lookback}) requires stock context"
                     ))
                 })?;
-                ctx.data.market_current_numeric_moving_average(
+                self.stock_current_rolling_mean(
+                    ctx,
                     day.date,
                     &stock.symbol,
+                    &stock.extra_factors,
                     other,
                     lookback,
                 )
@@ -28351,6 +28374,7 @@ mod tests {
             fills: &[],
         };
         let mut cfg = PlatformExprStrategyConfig::microcap_rotation();
+        cfg.signal_symbol = symbol.to_string();
         cfg.prefer_precomputed_rolling_factors = true;
         cfg.stock_filter_expr = "stock_ma5 > 0 && stock_volume_ma5 > 0".to_string();
         let strategy = PlatformExprStrategy::new(cfg);
@@ -28359,6 +28383,19 @@ mod tests {
             .expect("stock state");
         assert_eq!(stock.stock_ma5, 99.0);
         assert_eq!(stock.stock_volume_ma5, 88.0);
+        let day = strategy.day_state(&ctx, date).expect("day state");
+        assert_eq!(
+            strategy
+                .resolve_current_rolling_mean(&ctx, &day, Some(&stock), "close", 5)
+                .expect("precomputed current close rolling mean"),
+            99.0
+        );
+        assert_eq!(
+            strategy
+                .resolve_current_rolling_mean(&ctx, &day, Some(&stock), "volume", 5)
+                .expect("precomputed current volume rolling mean"),
+            88.0
+        );
 
         let mut cfg = PlatformExprStrategyConfig::microcap_rotation();
         cfg.stock_filter_expr = "stock_ma5 > 0 && stock_volume_ma5 > 0".to_string();