接入独立手工仓位时间线并保留原策略配置

crates/fidc-core/src/engine.rs

@@ -627,8 +627,18 @@ impl<S, C, R> BacktestEngine<S, C, R> {
         }
     }
 
-    pub fn with_observed_manual_executions(mut self, replay: crate::manual_execution::ManualExecutionReplay) -> Result<Self, BacktestError> {
+    pub fn with_observed_manual_executions(
+        mut self,
+        replay: crate::manual_execution::ManualExecutionReplay,
+    ) -> Result<Self, BacktestError>
+    where
+        S: Strategy,
+    {
         replay.validate().map_err(BacktestError::Execution)?;
+        self.strategy.bind_runtime_position_configuration(
+            &replay.position_exposure_events,
+            &replay.legacy_position_exposure_bps,
+        )?;
         self.manual_execution_source = Some(std::sync::Arc::new(replay));
         Ok(self)
     }
@@ -5416,28 +5426,73 @@ mod tests {
 
     fn observed_manual_replay(date: NaiveDate, times: &[(u32, u32)]) -> crate::manual_execution::ManualExecutionReplay {
         use crate::manual_execution::*;
-        let utc = |local: NaiveDateTime| chrono::DateTime::<chrono::Utc>::from_naive_utc_and_offset(local - chrono::Duration::hours(8), chrono::Utc);
-        let actions = times.iter().enumerate().map(|(index, &(hour, minute))| {
-            let observed = date.and_hms_opt(hour, minute, 0).unwrap();
-            let executed = if hour < 9 || (hour == 9 && minute < 25) {
-                date.pred_opt().unwrap().and_hms_opt(15, 20, 0).unwrap()
-            } else { observed.min(date.and_hms_opt(15, 20, 0).unwrap()) };
-            let created = utc(executed - chrono::Duration::seconds(1));
-            ManualExecutionAction { action_id: format!("manual-action-{index}"), source: ManualExecutionSource::ManualSecurityTrade,
-                audit_event_ids: vec![format!("manual-audit-{index}")], confirmed_at: created, confirmation_observed_at: created,
-                outcome: ManualActionOutcome::OrdersTerminal, orders: vec![ManualExecutionOrder {
-                    order_id: format!("manual-order-{index}"), broker_order_id: Some(format!("broker-order-{index}")), source_adapter: Some("gt-api".into()),
-                    symbol: SYMBOL.into(), side: OrderSide::Buy, quantity: 100, order_created_at: created,
-                    terminal_observed_at: utc(observed), terminal_status: ManualOrderTerminalStatus::Filled,
-                    fills: vec![ManualExecutionFill { trade_id: format!("manual-trade-{index}"), observation_event_id: format!("manual-receipt-{index}"),
-                        observation_sequence: index as u64 + 1, fee_observation_event_id: format!("manual-receipt-{index}"), fee_observation_sequence: index as u64 + 1,
-                        fee_observed_at: utc(observed), trade_date: executed.date(), executed_at: utc(executed), observed_at: utc(observed),
-                        timestamp_precision: ManualTimestampPrecision::Second, quantity: 100, price: 10.into(), commission: Some("1.5".parse().unwrap()),
-                        stamp_tax: None, transfer_fee: None, total_fee: "1.5".parse().unwrap() }],
-                }] }
-        }).collect();
-        let mut replay = ManualExecutionReplay { schema: MANUAL_REPLAY_SCHEMA.into(), runtime_id: "manual-runtime".into(), account_id: "manual-account".into(),
-            source_contract_sha256: "a".repeat(64), content_sha256: String::new(), observation_cutoff: utc(date.and_hms_opt(23, 59, 59).unwrap()), actions };
+        let utc = |local: NaiveDateTime| {
+            chrono::DateTime::<chrono::Utc>::from_naive_utc_and_offset(
+                local - chrono::Duration::hours(8),
+                chrono::Utc,
+            )
+        };
+        let actions = times
+            .iter()
+            .enumerate()
+            .map(|(index, &(hour, minute))| {
+                let observed = date.and_hms_opt(hour, minute, 0).unwrap();
+                let executed = if hour < 9 || (hour == 9 && minute < 25) {
+                    date.pred_opt().unwrap().and_hms_opt(15, 20, 0).unwrap()
+                } else {
+                    observed.min(date.and_hms_opt(15, 20, 0).unwrap())
+                };
+                let created = utc(executed - chrono::Duration::seconds(1));
+                ManualExecutionAction {
+                    action_id: format!("manual-action-{index}"),
+                    source: ManualExecutionSource::ManualSecurityTrade,
+                    audit_event_ids: vec![format!("manual-audit-{index}")],
+                    confirmed_at: created,
+                    confirmation_observed_at: created,
+                    outcome: ManualActionOutcome::OrdersTerminal,
+                    orders: vec![ManualExecutionOrder {
+                        order_id: format!("manual-order-{index}"),
+                        broker_order_id: Some(format!("broker-order-{index}")),
+                        source_adapter: Some("gt-api".into()),
+                        symbol: SYMBOL.into(),
+                        side: OrderSide::Buy,
+                        quantity: 100,
+                        order_created_at: created,
+                        terminal_observed_at: utc(observed),
+                        terminal_status: ManualOrderTerminalStatus::Filled,
+                        fills: vec![ManualExecutionFill {
+                            trade_id: format!("manual-trade-{index}"),
+                            observation_event_id: format!("manual-receipt-{index}"),
+                            observation_sequence: index as u64 + 1,
+                            fee_observation_event_id: format!("manual-receipt-{index}"),
+                            fee_observation_sequence: index as u64 + 1,
+                            fee_observed_at: utc(observed),
+                            trade_date: executed.date(),
+                            executed_at: utc(executed),
+                            observed_at: utc(observed),
+                            timestamp_precision: ManualTimestampPrecision::Second,
+                            quantity: 100,
+                            price: 10.into(),
+                            commission: Some("1.5".parse().unwrap()),
+                            stamp_tax: None,
+                            transfer_fee: None,
+                            total_fee: "1.5".parse().unwrap(),
+                        }],
+                    }],
+                }
+            })
+            .collect();
+        let mut replay = ManualExecutionReplay {
+            schema: MANUAL_REPLAY_SCHEMA.into(),
+            runtime_id: "manual-runtime".into(),
+            account_id: "manual-account".into(),
+            source_contract_sha256: "a".repeat(64),
+            content_sha256: String::new(),
+            observation_cutoff: utc(date.and_hms_opt(23, 59, 59).unwrap()),
+            actions,
+            position_exposure_events: vec![],
+            legacy_position_exposure_bps: BTreeMap::new(),
+        };
         replay.content_sha256 = replay.content_digest().unwrap();
         replay.validate().unwrap();
         replay

crates/fidc-core/src/manual_execution.rs

@@ -12,7 +12,7 @@ use crate::events::OrderSide;
 use crate::{DataSet, FixedMoney, PortfolioState};
 use rust_decimal::prelude::ToPrimitive;
 
-pub const MANUAL_REPLAY_SCHEMA: &str = "fidc.observed-manual-executions/v2";
+pub const MANUAL_REPLAY_SCHEMA: &str = "fidc.observed-manual-executions/v3";
 
 #[derive(Debug, Clone, Serialize, Deserialize, PartialEq)]
 #[serde(deny_unknown_fields, rename_all = "camelCase")]
@@ -24,6 +24,10 @@ pub struct ManualExecutionReplay {
     pub content_sha256: String,
     pub observation_cutoff: DateTime<Utc>,
     pub actions: Vec<ManualExecutionAction>,
+    #[serde(default, skip_serializing_if = "Vec::is_empty")]
+    pub position_exposure_events: Vec<crate::position_exposure::PositionExposureEvent>,
+    #[serde(default, skip_serializing_if = "BTreeMap::is_empty")]
+    pub legacy_position_exposure_bps: BTreeMap<NaiveDate, i32>,
 }
 
 #[derive(Debug, Clone, Serialize, Deserialize, PartialEq)]
@@ -162,6 +166,19 @@ fn identifier(value: &str) -> Result<(), String> {
 }
 
 impl ManualExecutionReplay {
+    /// Market/indicator data is needed for securities whose observed fills
+    /// change the portfolio. A rejected, never-filled order is not data demand.
+    pub fn required_data_symbols(&self) -> Result<BTreeSet<String>, String> {
+        self.validate()?;
+        Ok(self
+            .actions
+            .iter()
+            .flat_map(|action| &action.orders)
+            .filter(|order| !order.fills.is_empty())
+            .map(|order| order.symbol.clone())
+            .collect())
+    }
+
     pub fn observations(&self) -> Result<Vec<ManualFillObservation<'_>>, String> {
         self.validate()?;
         let mut observations = Vec::new();
@@ -190,9 +207,30 @@ impl ManualExecutionReplay {
     }
 
     pub fn validate(&self) -> Result<(), String> {
-        if self.schema != MANUAL_REPLAY_SCHEMA {
+        if self.schema != MANUAL_REPLAY_SCHEMA
+            && self.schema != "fidc.observed-manual-executions/v2"
+        {
             return Err("unsupported manual replay schema".into());
         }
+        if self.schema == "fidc.observed-manual-executions/v2"
+            && (!self.position_exposure_events.is_empty()
+                || !self.legacy_position_exposure_bps.is_empty())
+        {
+            return Err("runtime configuration requires manual replay v3".into());
+        }
+        crate::position_exposure::PositionExposureTimeline::from_events(
+            &self.position_exposure_events,
+        )?;
+        if self.position_exposure_events.iter().any(|event| event.effective_at > self.observation_cutoff) {
+            return Err("observed runtime position event is after the evidence cutoff".into());
+        }
+        if self
+            .legacy_position_exposure_bps
+            .values()
+            .any(|value| !(0..=10000).contains(value))
+        {
+            return Err("legacy manual exposure is outside 0..10000 bps".into());
+        }
         identifier(&self.runtime_id)?;
         identifier(&self.account_id)?;
         if self.source_contract_sha256.len() != 64

crates/fidc-core/src/manual_execution/tests.rs

@@ -42,6 +42,57 @@ fn complete_exact_decimal_evidence_allows_later_observation_and_retains_source_d
     );
 }
 
+#[test]
+fn data_scope_only_contains_actual_filled_securities_and_validates_the_source() {
+    let mut input = sample();
+    let mut rejected = input.actions[0].orders[0].clone();
+    rejected.order_id = "rejected-order".into();
+    rejected.broker_order_id = None;
+    rejected.source_adapter = None;
+    rejected.symbol = "510300.SH".into();
+    rejected.terminal_status = ManualOrderTerminalStatus::Rejected;
+    rejected.fills.clear();
+    input.actions[0].orders.push(rejected);
+    reseal(&mut input);
+    assert_eq!(
+        input.required_data_symbols().unwrap(),
+        BTreeSet::from(["000001.SZ".into()])
+    );
+    input.actions[0].orders[0].symbol = "600000.SH".into();
+    assert!(input.required_data_symbols().is_err());
+}
+
+#[test]
+fn v2_facts_keep_their_encoding_but_cannot_silently_carry_new_runtime_settings() {
+    let mut input = sample();
+    input.schema = "fidc.observed-manual-executions/v2".into();
+    reseal(&mut input);
+    input.validate().unwrap();
+    let old = serde_json::to_value(&input).unwrap();
+    assert!(old.get("positionExposureEvents").is_none());
+    assert!(old.get("legacyPositionExposureBps").is_none());
+    input
+        .legacy_position_exposure_bps
+        .insert(NaiveDate::from_ymd_opt(2026, 9, 14).unwrap(), 5000);
+    reseal(&mut input);
+    assert!(input.validate().is_err());
+    input.schema = MANUAL_REPLAY_SCHEMA.into();
+    reseal(&mut input);
+    input.validate().unwrap();
+}
+
+#[test]
+fn runtime_position_events_cannot_claim_observations_after_the_source_cutoff() {
+    let mut input = sample();
+    input.position_exposure_events.push(serde_json::from_value(json!({
+        "eventId": "position-event", "sequence": 1, "effectiveAt": input.observation_cutoff,
+        "action": "scale", "requestedBps": 5000
+    })).unwrap());
+    semantic_result(&input).unwrap();
+    input.position_exposure_events[0].effective_at += chrono::Duration::nanoseconds(1);
+    assert!(semantic_result(&input).unwrap_err().contains("after the evidence cutoff"));
+}
+
 #[test]
 fn all_required_money_and_binding_fields_reject_missing_or_wrong_values() {
     let original = serde_json::to_value(sample()).unwrap();

crates/fidc-core/src/platform_expr_strategy.rs

@@ -653,6 +653,8 @@ pub struct PlatformExprStrategyConfig {
     pub exposure_expr: String,
     pub position_exposure_schedule: BTreeMap<NaiveDate, f64>,
     pub position_exposure_timeline: crate::position_exposure::PositionExposureTimeline,
+    pub runtime_position_exposure_timeline: crate::position_exposure::PositionExposureTimeline,
+    pub runtime_position_exposure_schedule: BTreeMap<NaiveDate, f64>,
     pub portfolio_drawdown_control: Option<PlatformPortfolioDrawdownControlConfig>,
     pub portfolio_loss_control: Option<PortfolioLossConfig>,
     pub stop_loss_expr: String,
@@ -742,7 +744,11 @@ impl PlatformExprStrategyConfig {
             buy_scale_expr: "1.0".to_string(),
             exposure_expr: "1.0".to_string(),
             position_exposure_schedule: BTreeMap::new(),
-            position_exposure_timeline: crate::position_exposure::PositionExposureTimeline::default(),
+            position_exposure_timeline: crate::position_exposure::PositionExposureTimeline::default(
+            ),
+            runtime_position_exposure_timeline:
+                crate::position_exposure::PositionExposureTimeline::default(),
+            runtime_position_exposure_schedule: BTreeMap::new(),
             portfolio_drawdown_control: None,
             portfolio_loss_control: None,
             stop_loss_expr: String::new(),
@@ -8656,13 +8662,28 @@ impl PlatformExprStrategy {
         let strategy_exposure = self
             .eval_float(ctx, &self.config.exposure_expr, day, None, None)?
             .clamp(0.0, 1.0);
-        let risk_on_exposure = self.config.position_exposure_timeline.exposure_at(
-            portfolio_loss_decision_at(ctx), ctx.execution_date, &self.config.position_exposure_schedule,
-            strategy_exposure,
-        )
-        .unwrap_or(strategy_exposure)
-        .clamp(0.0, 1.0);
-        let mut exposure = risk_on_exposure;
+        let risk_on_exposure = self
+            .config
+            .position_exposure_timeline
+            .exposure_at(
+                portfolio_loss_decision_at(ctx),
+                ctx.execution_date,
+                &self.config.position_exposure_schedule,
+                strategy_exposure,
+            )
+            .unwrap_or(strategy_exposure)
+            .clamp(0.0, 1.0);
+        let mut exposure = self
+            .config
+            .runtime_position_exposure_timeline
+            .exposure_at(
+                portfolio_loss_decision_at(ctx),
+                ctx.execution_date,
+                &self.config.runtime_position_exposure_schedule,
+                risk_on_exposure,
+            )
+            .unwrap_or(risk_on_exposure)
+            .clamp(0., 1.);
         if let Some(controller) = self.portfolio_drawdown_controller.as_mut() {
             exposure = controller.update(ctx.decision_date, day.total_value, exposure)?.target_exposure;
         }
@@ -9986,10 +10007,28 @@ impl PlatformExprStrategy {
                 }
             }
         }
-        if let Some(bps)=self.config.position_exposure_timeline.scale_at(portfolio_loss_decision_at(ctx)) {
-            let before=intents.len();
-            intents=intents.into_iter().map(|intent|crate::position_exposure::scale_explicit_intent(intent,bps,ctx.open_orders))
-                .collect::<Result<Vec<_>,_>>().map_err(BacktestError::Execution)?.into_iter().flatten().collect();
+        for bps in [
+            self.config
+                .position_exposure_timeline
+                .scale_at(portfolio_loss_decision_at(ctx)),
+            self.config
+                .runtime_position_exposure_timeline
+                .scale_at(portfolio_loss_decision_at(ctx)),
+        ]
+        .into_iter()
+        .flatten()
+        {
+            let before = intents.len();
+            intents = intents
+                .into_iter()
+                .map(|intent| {
+                    crate::position_exposure::scale_explicit_intent(intent, bps, ctx.open_orders)
+                })
+                .collect::<Result<Vec<_>, _>>()
+                .map_err(BacktestError::Execution)?
+                .into_iter()
+                .flatten()
+                .collect();
             diagnostics.push(format!("position_override_scale requested_bps={bps} original_intents={before} emitted_intents={}",intents.len()));
         }
         Ok((intents, diagnostics))
@@ -12396,10 +12435,41 @@ impl PlatformExprStrategy {
 }
 
 impl Strategy for PlatformExprStrategy {
-    fn on_observed_manual_execution(&mut self, execution: &crate::manual_execution::ManualReplayApplication) -> Result<(), BacktestError> {
-        let date = execution.executed_at.with_timezone(&chrono::FixedOffset::east_opt(8 * 3600).unwrap()).date_naive();
-        let history = match execution.side { OrderSide::Buy => &mut self.protection_last_buys, OrderSide::Sell => &mut self.protection_last_sells };
-        history.entry(execution.symbol.clone()).and_modify(|previous| *previous = (*previous).max(date)).or_insert(date);
+    fn bind_runtime_position_configuration(
+        &mut self,
+        events: &[crate::position_exposure::PositionExposureEvent],
+        legacy: &BTreeMap<NaiveDate, i32>,
+    ) -> Result<(), BacktestError> {
+        let timeline = crate::position_exposure::PositionExposureTimeline::from_events(events)
+            .map_err(BacktestError::Execution)?;
+        if legacy.values().any(|value| !(0..=10000).contains(value)) {
+            return Err(BacktestError::Execution(
+                "invalid runtime exposure schedule".into(),
+            ));
+        }
+        self.config.runtime_position_exposure_timeline = timeline;
+        self.config.runtime_position_exposure_schedule = legacy
+            .iter()
+            .map(|(date, bps)| (*date, f64::from(*bps) / 10000.))
+            .collect();
+        Ok(())
+    }
+    fn on_observed_manual_execution(
+        &mut self,
+        execution: &crate::manual_execution::ManualReplayApplication,
+    ) -> Result<(), BacktestError> {
+        let date = execution
+            .executed_at
+            .with_timezone(&chrono::FixedOffset::east_opt(8 * 3600).unwrap())
+            .date_naive();
+        let history = match execution.side {
+            OrderSide::Buy => &mut self.protection_last_buys,
+            OrderSide::Sell => &mut self.protection_last_sells,
+        };
+        history
+            .entry(execution.symbol.clone())
+            .and_modify(|previous| *previous = (*previous).max(date))
+            .or_insert(date);
         Ok(())
     }
     fn name(&self) -> &str {

crates/fidc-core/src/platform_stock_pool.rs

@@ -182,6 +182,15 @@ impl PlatformExprStrategy {
                 scope.push(symbol)
             }
         }
+        let allocation_weights = self
+            .config
+            .runtime_position_exposure_timeline
+            .allocation_weights_at(portfolio_loss_decision_at(ctx))
+            .or_else(|| {
+                self.config
+                    .position_exposure_timeline
+                    .allocation_weights_at(portfolio_loss_decision_at(ctx))
+            });
         let members = scope
             .iter()
             .enumerate()
@@ -198,15 +207,35 @@ impl PlatformExprStrategy {
                         take_profit: constraints.default_take_profit,
                     });
                 member.requested_order = index as i32;
+                if let Some(weights) = allocation_weights {
+                    member.target_weight_bps = Some(*weights.get(symbol).unwrap_or(&0));
+                }
                 member
             })
             .collect();
         let (base_ratio, reserve_cash) =
             pool::stock_pool_funding_from_configuration(&program.allocation_policy)
                 .map_err(BacktestError::Execution)?;
-        let ratio = self.config.position_exposure_timeline
-            .exposure_at(portfolio_loss_decision_at(ctx), ctx.execution_date, &self.config.position_exposure_schedule,
-                f64::from(base_ratio)/10000.)
+        let base_exposure = self
+            .config
+            .position_exposure_timeline
+            .exposure_at(
+                portfolio_loss_decision_at(ctx),
+                ctx.execution_date,
+                &self.config.position_exposure_schedule,
+                f64::from(base_ratio) / 10000.,
+            )
+            .unwrap_or(f64::from(base_ratio) / 10000.);
+        let ratio = self
+            .config
+            .runtime_position_exposure_timeline
+            .exposure_at(
+                portfolio_loss_decision_at(ctx),
+                ctx.execution_date,
+                &self.config.runtime_position_exposure_schedule,
+                base_exposure,
+            )
+            .or(Some(base_exposure))
             .map(|value| (value * 10000.).round() as i64)
             .unwrap_or(i64::from(base_ratio));
         let invest_ratio_bps = i32::try_from(ratio)

crates/fidc-core/src/position_exposure.rs

@@ -25,13 +25,19 @@ pub struct PositionExposureEvent {
     pub sequence: u64,
     #[serde(alias = "effective_at")]
     pub effective_at: DateTime<Utc>,
+    #[serde(
+        default,
+        skip_serializing_if = "Option::is_none",
+        alias = "allocation_weights_bps"
+    )]
+    pub allocation_weights_bps: Option<BTreeMap<String, i32>>,
     #[serde(flatten)]
     pub action: PositionExposureAction,
 }
 
 #[derive(Debug, Clone, Default)]
 pub struct PositionExposureTimeline {
-    events: BTreeMap<(DateTime<Utc>, u64), PositionExposureAction>,
+    events: BTreeMap<(DateTime<Utc>, u64), (PositionExposureAction, Option<BTreeMap<String, i32>>)>,
 }
 
 impl PositionExposureTimeline {
@@ -58,9 +64,24 @@ impl PositionExposureTimeline {
             {
                 return Err("position exposure target must be between 0 and 10000 bps".into());
             }
-            result
-                .events
-                .insert((event.effective_at, event.sequence), event.action.clone());
+            if let Some(weights) = &event.allocation_weights_bps {
+                let target = match event.action {
+                    PositionExposureAction::Set {
+                        target_exposure_bps,
+                    } => target_exposure_bps,
+                    PositionExposureAction::Scale { requested_bps } => requested_bps,
+                    PositionExposureAction::Restore => {
+                        return Err(
+                            "restoring strategy allocation cannot carry manual weights".into()
+                        );
+                    }
+                };
+                validate_allocation_weights(weights, target)?;
+            }
+            result.events.insert(
+                (event.effective_at, event.sequence),
+                (event.action.clone(), event.allocation_weights_bps.clone()),
+            );
         }
         Ok(result)
     }
@@ -77,7 +98,7 @@ impl PositionExposureTimeline {
             .events
             .range(..=(at, u64::MAX))
             .next_back()
-            .map(|(_, action)| action)
+            .map(|(_, (action, _))| action)
         {
             Some(PositionExposureAction::Scale { requested_bps }) => {
                 Some(strategy_exposure * f64::from(*requested_bps) / 10000.)
@@ -98,12 +119,47 @@ impl PositionExposureTimeline {
             .events
             .range(..=(at, u64::MAX))
             .next_back()
-            .map(|(_, action)| action)
+            .map(|(_, (action, _))| action)
         {
             Some(PositionExposureAction::Scale { requested_bps }) => Some(*requested_bps),
             _ => None,
         }
     }
+
+    pub fn allocation_weights_at(&self, at: DateTime<Utc>) -> Option<&BTreeMap<String, i32>> {
+        self.events
+            .range(..=(at, u64::MAX))
+            .next_back()
+            .and_then(|(_, (_, weights))| weights.as_ref())
+    }
+}
+
+pub fn validate_allocation_weights(
+    weights: &BTreeMap<String, i32>,
+    exposure_bps: i32,
+) -> Result<(), String> {
+    if !(0..=10000).contains(&exposure_bps) || weights.len() > 10000 {
+        return Err("invalid allocation exposure or weight count".into());
+    }
+    for (symbol, weight) in weights {
+        if !(0..=10000).contains(weight)
+            || !symbol.rsplit_once('.').is_some_and(|(code, exchange)| {
+                code.len() == 6
+                    && code.bytes().all(|byte| byte.is_ascii_digit())
+                    && matches!(exchange, "SH" | "SZ" | "BJ")
+            })
+        {
+            return Err(
+                "allocation weights require canonical stock/ETF symbols and 0..10000 bps".into(),
+            );
+        }
+    }
+    if (weights.is_empty() && exposure_bps != 0)
+        || (!weights.is_empty() && weights.values().sum::<i32>() != 10000)
+    {
+        return Err("manual allocation weights must total 10000 bps; only a zero exposure may have no weights".into());
+    }
+    Ok(())
 }
 
 /// Scale new buys and desired targets without weakening sell/reduction or
@@ -241,6 +297,7 @@ mod tests {
             event_id: "scale".into(),
             sequence: 1,
             effective_at: at,
+            allocation_weights_bps: None,
             action: PositionExposureAction::Scale {
                 requested_bps: 5000,
             },
@@ -258,6 +315,7 @@ mod tests {
             event_id: "restore".into(),
             sequence: 2,
             effective_at: at,
+            allocation_weights_bps: None,
             action: PositionExposureAction::Restore,
         };
         let timeline = PositionExposureTimeline::from_events(&[event, restored]).unwrap();
@@ -274,6 +332,56 @@ mod tests {
         );
     }
 
+    #[test]
+    fn allocation_is_dated_and_any_later_scalar_or_restore_clears_it() {
+        let at = DateTime::parse_from_rfc3339("2026-09-14T10:00:00+08:00")
+            .unwrap()
+            .with_timezone(&Utc);
+        let weights = BTreeMap::from([("000001.SZ".into(), 3000), ("510300.SH".into(), 7000)]);
+        let event = PositionExposureEvent {
+            event_id: "allocation".into(),
+            sequence: 1,
+            effective_at: at,
+            action: PositionExposureAction::Set {
+                target_exposure_bps: 8000,
+            },
+            allocation_weights_bps: Some(weights.clone()),
+        };
+        let timeline = PositionExposureTimeline::from_events(&[event.clone()]).unwrap();
+        assert!(
+            timeline
+                .allocation_weights_at(at - chrono::Duration::seconds(1))
+                .is_none()
+        );
+        assert_eq!(timeline.allocation_weights_at(at), Some(&weights));
+        for action in [
+            PositionExposureAction::Set {
+                target_exposure_bps: 5000,
+            },
+            PositionExposureAction::Restore,
+        ] {
+            let next = PositionExposureEvent {
+                event_id: "new".into(),
+                sequence: 2,
+                effective_at: at + chrono::Duration::seconds(1),
+                action,
+                allocation_weights_bps: None,
+            };
+            assert!(
+                PositionExposureTimeline::from_events(&[event.clone(), next])
+                    .unwrap()
+                    .allocation_weights_at(at + chrono::Duration::seconds(1))
+                    .is_none()
+            );
+        }
+        assert!(
+            validate_allocation_weights(&BTreeMap::from([("000001.SZ".into(), 9000)]), 5000)
+                .is_err()
+        );
+        assert!(validate_allocation_weights(&BTreeMap::new(), 1).is_err());
+        assert!(validate_allocation_weights(&BTreeMap::new(), 0).is_ok());
+    }
+
     #[test]
     fn explicit_equity_targets_and_buys_scale_but_sales_cashflows_and_prices_do_not() {
         use crate::OrderIntent as I;

crates/fidc-core/src/strategy.rs

@@ -20,6 +20,18 @@ use crate::universe::{DynamicMarketCapBandSelector, SelectionContext, UniverseSe
 
 pub trait Strategy {
     fn name(&self) -> &str;
+    fn bind_runtime_position_configuration(
+        &mut self,
+        events: &[crate::position_exposure::PositionExposureEvent],
+        legacy: &BTreeMap<NaiveDate, i32>,
+    ) -> Result<(), BacktestError> {
+        if !events.is_empty() || !legacy.is_empty() {
+            return Err(BacktestError::Execution(
+                "strategy does not implement runtime position configuration".into(),
+            ));
+        }
+        Ok(())
+    }
     fn initial_subscriptions(&self) -> BTreeSet<String> {
         BTreeSet::new()
     }

crates/fidc-core/tests/stock_pool_execution_contract.rs

@@ -770,6 +770,150 @@ fn pool_position_adjustments_use_execution_clock_and_restore_original_twenty_per
     }
 }
 
+#[test]
+fn runtime_allocation_is_separate_from_the_frozen_pool_and_restores_its_weights() {
+    let program = StockPoolProgram {
+        schema_version: 1,
+        pool_id: "manual-allocation".into(),
+        version_id: "v1".into(),
+        members: contract(day(2), 2, false).members,
+        exit_signals: vec![],
+        allocation_policy: serde_json::json!({"target_holding_count":2,"invest_ratio_bps":10000,"portfolio_policy":{"schema_version":1,"membership":"follow_candidates","rebalance_weights":true}}),
+        timing_policy: serde_json::json!({"pricing_mode":"first_tick"}),
+        stop_take_policy: serde_json::json!({}),
+        out_of_pool_policy: "hold".into(),
+    };
+    let mut cfg = platform_expr_config_from_value(
+        "manual-allocation",
+        "000300.SH",
+        &serde_json::json!({"stockPool":program,"universe":{"include":[code(1),code(2)]}}),
+    )
+    .unwrap();
+    cfg.market_cap_field = "close".into();
+    cfg.market_cap_lower_expr = "0".into();
+    cfg.market_cap_upper_expr = "1e12".into();
+    cfg.stock_filter_expr = "true".into();
+    cfg.selection_limit_expr = "2".into();
+    cfg.selection_candidate_limit_expr = "2".into();
+    cfg.rank_expr = "0".into();
+    cfg.matching_type = MatchingType::NextBarOpen;
+    let mut replay:fidc_core::manual_execution::ManualExecutionReplay=serde_json::from_value(serde_json::json!({
+        "schema":fidc_core::manual_execution::MANUAL_REPLAY_SCHEMA,"runtimeId":"r","accountId":"a","sourceContractSha256":"a".repeat(64),"contentSha256":"",
+        "observationCutoff":"2026-01-06T08:00:00Z","actions":[],"positionExposureEvents":[
+            {"eventId":"weights","sequence":1,"effectiveAt":"2026-01-05T09:30:00+08:00","action":"set","targetExposureBps":8000,"allocationWeightsBps":{"000001.SZ":3000,"000002.SZ":7000}},
+            {"eventId":"restore","sequence":2,"effectiveAt":"2026-01-06T09:30:00+08:00","action":"restore"}
+        ]})).unwrap();
+    replay.content_sha256 = replay.content_digest().unwrap();
+    let result = BacktestEngine::new(
+        data(false),
+        PlatformExprStrategy::new(cfg),
+        broker(false),
+        BacktestConfig {
+            initial_cash: 30000.,
+            benchmark_code: "000300.SH".into(),
+            start_date: Some(day(2)),
+            end_date: Some(day(6)),
+            decision_lag_trading_days: 1,
+            execution_price_field: PriceField::Open,
+        },
+    )
+    .with_observed_manual_executions(replay)
+    .unwrap()
+    .run()
+    .unwrap();
+    let quantities = |date| {
+        result
+            .daily_holdings
+            .iter()
+            .filter(|row| row.date == date)
+            .map(|row| (row.symbol.clone(), row.quantity))
+            .collect::<BTreeMap<_, _>>()
+    };
+    assert_eq!(
+        quantities(day(5)),
+        BTreeMap::from([(code(1), 300), (code(2), 1600)]),
+        "{:?}",
+        result.fills
+    );
+    assert_eq!(
+        quantities(day(6)),
+        BTreeMap::from([(code(1), 700), (code(2), 1500)]),
+        "{:?}",
+        result.fills
+    );
+    assert!(
+        result.manual_executions.is_empty(),
+        "parameter events are not fabricated fills"
+    );
+}
+
+#[test]
+fn outside_manual_holding_data_does_not_become_a_pool_candidate() {
+    let program = StockPoolProgram {
+        schema_version: 1,
+        pool_id: "manual-data-scope".into(),
+        version_id: "v1".into(),
+        members: vec![contract(day(2), 1, false).members.remove(0)],
+        exit_signals: vec![],
+        allocation_policy: serde_json::json!({"target_holding_count":1,"invest_ratio_bps":2000}),
+        timing_policy: serde_json::json!({"pricing_mode":"first_tick"}),
+        stop_take_policy: serde_json::json!({}),
+        out_of_pool_policy: "hold".into(),
+    };
+    let mut cfg = platform_expr_config_from_value(
+        "manual-data-scope",
+        "000300.SH",
+        &serde_json::json!({"stockPool":program,"universe":{"include":[code(1)]}}),
+    )
+    .unwrap();
+    cfg.market_cap_field = "close".into();
+    cfg.market_cap_lower_expr = "0".into();
+    cfg.market_cap_upper_expr = "1e12".into();
+    cfg.stock_filter_expr = "true".into();
+    cfg.selection_limit_expr = "1".into();
+    cfg.selection_candidate_limit_expr = "2".into();
+    cfg.rank_expr = "0".into();
+    cfg.matching_type = MatchingType::NextBarOpen;
+    let fill = serde_json::json!({"tradeId":"fill","observationEventId":"receipt","observationSequence":1,"tradeDate":"2026-01-05","executedAt":"2026-01-05T01:31:00Z","observedAt":"2026-01-05T01:31:01Z",
+        "feeObservationEventId":"receipt","feeObservationSequence":1,"feeObservedAt":"2026-01-05T01:31:01Z","timestampPrecision":"second","quantity":100,"price":"10","totalFee":"0"});
+    let order = serde_json::json!({"orderId":"external-order","sourceAdapter":"paper","symbol":code(2),"side":"Buy","quantity":100,"orderCreatedAt":"2026-01-05T01:30:00Z","terminalObservedAt":"2026-01-05T01:31:01Z","terminalStatus":"filled","fills":[fill]});
+    let mut replay:fidc_core::manual_execution::ManualExecutionReplay=serde_json::from_value(serde_json::json!({
+        "schema":fidc_core::manual_execution::MANUAL_REPLAY_SCHEMA,"runtimeId":"r","accountId":"a","sourceContractSha256":"a".repeat(64),"contentSha256":"","observationCutoff":"2026-01-06T08:00:00Z",
+        "actions":[{"actionId":"manual","source":"manual_security_trade","auditEventIds":["audit"],"confirmedAt":"2026-01-05T01:29:59Z","confirmationObservedAt":"2026-01-05T01:29:59Z","outcome":"orders_terminal","orders":[order]}]})).unwrap();
+    replay.content_sha256 = replay.content_digest().unwrap();
+    let result = BacktestEngine::new(
+        data(false),
+        PlatformExprStrategy::new(cfg),
+        broker(false),
+        BacktestConfig {
+            initial_cash: 30000.,
+            benchmark_code: "000300.SH".into(),
+            start_date: Some(day(2)),
+            end_date: Some(day(6)),
+            decision_lag_trading_days: 1,
+            execution_price_field: PriceField::Open,
+        },
+    )
+    .with_observed_manual_executions(replay)
+    .unwrap()
+    .run()
+    .unwrap();
+    assert!(
+        result.fills.iter().all(|fill| fill.symbol != code(2)),
+        "extra data cannot authorize an extra candidate"
+    );
+    assert_eq!(result.manual_executions.len(), 1);
+    assert_eq!(
+        result
+            .holdings_summary
+            .iter()
+            .find(|row| row.symbol == code(2))
+            .unwrap()
+            .quantity,
+        100
+    );
+}
+
 #[test]
 fn parsed_typed_exit_program_keeps_ordinary_gates_and_independent_risk_targets_separate() {
     for (ordinary, risk, quote, sold) in [

docs/manual-execution-clock-20260914.md

@@ -42,3 +42,7 @@ Core872通过（9项原ignore不计通过），交易工作区619普通测试通
 4. 核对GT正式总费用来源、整仓关键日志严格持久化及完整参数矩阵后再配套发布。
 
 本轮未重启生产或发送委托。同期其他维护已将Backtest发布为Engine665653c/Service501f6d0；这不包含本文件所述主时钟候选。交易仍166998d/v2026.9.14.6，Source d5/PID1700096冻结与研究暂停不改。
+
+## 2026-09-14 运行级仓位配置补充
+
+v3 手工输入独立携带审计仓位/权重时间线与旧日级前缀，不覆盖原策略或股票池。仅已成交证券产生独立行情需求；补充范围不会成为选股候选。恢复跟随回到原规则，未来事件不能被伪称为截止时刻前已观察事实。Core 878 项本机通过，尚未部署；PG、期间隔离、权限与剩余联合验收见 `../../fidc-trading-platform/docs/shadow-manual-input-20260914.md`。本节不替代前述时钟证据，也不宣称全部矩阵完成。