补充目标组合执行日展开测试

crates/fidc-core/src/engine.rs

@@ -4286,6 +4286,43 @@ mod tests {
         }
     }
 
+    #[derive(Debug)]
+    struct ScheduledTargetPortfolioSmartStrategy {
+        rule: ScheduleRule,
+        decision_date: NaiveDate,
+        target_weights: BTreeMap<String, f64>,
+    }
+
+    impl Strategy for ScheduledTargetPortfolioSmartStrategy {
+        fn name(&self) -> &str {
+            "scheduled_target_portfolio_smart"
+        }
+
+        fn schedule_rules(&self) -> Vec<ScheduleRule> {
+            vec![self.rule.clone()]
+        }
+
+        fn on_scheduled(
+            &mut self,
+            ctx: &StrategyContext<'_>,
+            rule: &ScheduleRule,
+        ) -> Result<StrategyDecision, super::BacktestError> {
+            assert_eq!(rule.name, self.rule.name);
+            if ctx.decision_date != self.decision_date {
+                return Ok(StrategyDecision::default());
+            }
+            Ok(StrategyDecision {
+                order_intents: vec![OrderIntent::TargetPortfolioSmart {
+                    target_weights: self.target_weights.clone(),
+                    order_prices: None,
+                    valuation_prices: None,
+                    reason: "scheduled_target_portfolio_smart".to_string(),
+                }],
+                ..StrategyDecision::default()
+            })
+        }
+    }
+
     #[derive(Debug)]
     struct ScheduledEligibleUniverseBuyStrategy {
         rule: ScheduleRule,
@@ -4921,6 +4958,51 @@ mod tests {
         assert_eq!(result.fills[0].price, 12.0);
     }
 
+    #[test]
+    fn next_bar_open_target_portfolio_smart_sizes_with_execution_day_open() {
+        let first = d(2025, 1, 2);
+        let second = d(2025, 1, 3);
+        let dataset = DataSet::from_components(
+            vec![default_instrument()],
+            vec![market(first, 10.0, 10.0), market(second, 12.0, 12.0)],
+            vec![factor(first), factor(second)],
+            vec![candidate(first), candidate(second)],
+            vec![benchmark(first), benchmark(second)],
+        )
+        .expect("dataset");
+        let broker = scheduled_next_open_broker(FidcRiskControlConfig::default());
+        let config = BacktestConfig {
+            initial_cash: 100_000.0,
+            benchmark_code: "000852.SH".to_string(),
+            start_date: Some(first),
+            end_date: Some(second),
+            decision_lag_trading_days: 1,
+            execution_price_field: PriceField::Open,
+        };
+        let mut target_weights = BTreeMap::new();
+        target_weights.insert(SYMBOL.to_string(), 1.0);
+
+        let result = BacktestEngine::new(
+            dataset,
+            ScheduledTargetPortfolioSmartStrategy {
+                rule: ScheduleRule::daily("daily_target_portfolio", ScheduleStage::OnDay),
+                decision_date: first,
+                target_weights,
+            },
+            broker,
+            config,
+        )
+        .run()
+        .expect("backtest run");
+
+        assert_eq!(result.fills.len(), 1);
+        assert_eq!(result.fills[0].date, second);
+        assert_eq!(result.fills[0].decision_date, Some(first));
+        assert_eq!(result.fills[0].execution_date, Some(second));
+        assert_eq!(result.fills[0].price, 12.0);
+        assert_eq!(result.fills[0].quantity, 8_300);
+    }
+
     #[test]
     fn next_bar_open_executes_last_decision_without_execution_day_factor_snapshot() {
         let first = d(2025, 1, 2);