增加平台买入投影诊断开关

2026-07-05 23:03:48 +08:00
parent 74105f0fde
commit f9f9706900
1 changed files with 68 additions and 1 deletions
@@ -7810,7 +7810,11 @@ impl Strategy for PlatformExprStrategy {
        let debug_daily_top_up = std::env::var("FIDC_BT_DEBUG_DAILY_TOP_UP")
            .map(|value| value == "1" || value.eq_ignore_ascii_case("true"))
            .unwrap_or(false);
+        let debug_projection = std::env::var("FIDC_BT_DEBUG_PLATFORM_PROJECTION")
+            .map(|value| value == "1" || value.eq_ignore_ascii_case("true"))
+            .unwrap_or(false);
        let mut daily_top_up_debug_notes = Vec::<String>::new();
+        let mut projection_debug_notes = Vec::<String>::new();
        let mut exit_symbols = BTreeSet::new();
        let mut same_day_sold_symbols = BTreeSet::<String>::new();
        let mut intraday_attempted_buys = BTreeSet::<String>::new();
@@ -8529,9 +8533,21 @@ impl Strategy for PlatformExprStrategy {
                };
                let buy_cash = target_cash.min(aiquant_available_cash);
                if buy_cash <= 0.0 {
+                    if debug_projection {
+                        projection_debug_notes.push(format!(
+                            "periodic_buy_skip_nonpositive_cash symbol={} target_cash={:.4} available_cash={:.4} stock_scale={:.4}",
+                            symbol, target_cash, aiquant_available_cash, stock_scale
+                        ));
+                    }
                    break;
                }
                if self.config.aiquant_transaction_cost && buy_cash < target_cash * 0.5 {
+                    if debug_projection {
+                        projection_debug_notes.push(format!(
+                            "periodic_buy_skip_insufficient_cash symbol={} buy_cash={:.4} target_cash={:.4} available_cash={:.4}",
+                            symbol, buy_cash, target_cash, aiquant_available_cash
+                        ));
+                    }
                    break;
                }
                if !defer_execution_risk
@@ -8546,7 +8562,19 @@ impl Strategy for PlatformExprStrategy {
                {
                    continue;
                }
-                if !self.stock_passes_expr(ctx, &day, &decision_stock)? {
+                let stock_expr_pass = self.stock_passes_expr(ctx, &day, &decision_stock)?;
+                if !stock_expr_pass {
+                    if debug_projection {
+                        projection_debug_notes.push(format!(
+                            "periodic_buy_skip_stock_expr symbol={} ma5={:.4} ma10={:.4} ma30={:.4} volume_ma5={:.4} volume_ma100={:.4}",
+                            symbol,
+                            decision_stock.stock_ma5,
+                            decision_stock.stock_ma10,
+                            decision_stock.stock_ma30,
+                            decision_stock.stock_volume_ma5,
+                            decision_stock.stock_volume_ma100
+                        ));
+                    }
                    continue;
                }
                let cash_before_buy = projected.cash();
@@ -8569,6 +8597,44 @@ impl Strategy for PlatformExprStrategy {
                    rebalance_working_symbols.insert(symbol.clone());
                    slot_working_symbols.insert(symbol.clone());
                    rebalance_pending_buy_value += buy_cash;
+                } else if debug_projection {
+                    let market = ctx.data.market(projection_date, symbol);
+                    let candidate = ctx.data.candidate(projection_date, symbol);
+                    let factor = ctx.data.factor(selection_factor_date, symbol);
+                    let quote_count = ctx.data.execution_quotes_on(projection_date, symbol).len();
+                    let sizing_price = market.map(|market| {
+                        let raw = if self.config.aiquant_transaction_cost {
+                            self.aiquant_scheduled_last_price(ctx, projection_date, symbol)
+                                .unwrap_or_else(|| {
+                                    self.projected_execution_price(market, OrderSide::Buy)
+                                })
+                        } else {
+                            self.projected_execution_price(market, OrderSide::Buy)
+                        };
+                        self.projected_apply_slippage(market, OrderSide::Buy, raw, None)
+                    });
+                    projection_debug_notes.push(format!(
+                        "periodic_buy_project_zero symbol={} buy_cash={:.4} target_cash={:.4} available_cash={:.4} projection_date={} execution_date={} market={} factor={} candidate={} has_day_quotes={} quote_count={} sizing_price={:.4} market_volume={} minute_volume={} paused={} allow_buy={} is_kcb={} upper_limit={:.4} lower_limit={:.4}",
+                        symbol,
+                        buy_cash,
+                        target_cash,
+                        aiquant_available_cash,
+                        projection_date,
+                        execution_date,
+                        market.is_some(),
+                        factor.is_some(),
+                        candidate.is_some(),
+                        ctx.data.has_execution_quotes_on_date(projection_date),
+                        quote_count,
+                        sizing_price.unwrap_or(f64::NAN),
+                        market.map(|item| item.volume).unwrap_or(0),
+                        market.map(|item| item.minute_volume).unwrap_or(0),
+                        market.map(|item| item.paused).unwrap_or(false),
+                        candidate.map(|item| item.allow_buy).unwrap_or(false),
+                        candidate.map(|item| item.is_kcb).unwrap_or(false),
+                        market.map(|item| item.upper_limit).unwrap_or(f64::NAN),
+                        market.map(|item| item.lower_limit).unwrap_or(f64::NAN)
+                    ));
                }
            }
        }
@@ -8636,6 +8702,7 @@ impl Strategy for PlatformExprStrategy {
        diagnostics.extend(selection_notes);
        diagnostics.extend(explicit_action_diagnostics);
        diagnostics.extend(daily_top_up_debug_notes);
+        diagnostics.extend(projection_debug_notes);

        let notes = vec![
            format!("stock_list={}", stock_list.len()),