修正盘后意图保留及手工观察的阶段时序

2026-09-14 12:27:30 +08:00
parent 7f0c6a008a
commit fb8192a286
8 changed files with 657 additions and 151 deletions
@@ -0,0 +1,196 @@
+//! Check typed pending intent numbers before JSON could replace NaN/Inf with null.
+//! This traverses the original Serialize representation without materializing it.
+use serde::{Serialize, Serializer, ser};
+
+#[derive(Clone, Copy)]
+struct Finite;
+
+pub(crate) fn validate(value: &impl Serialize) -> Result<(), serde_json::Error> {
+    value.serialize(Finite)
+}
+
+macro_rules! scalar {
+    ($($method:ident: $ty:ty),* $(,)?) => {$(
+        fn $method(self, _: $ty) -> Result<(), Self::Error> { Ok(()) }
+    )*};
+}
+
+impl Serializer for Finite {
+    type Ok = ();
+    type Error = serde_json::Error;
+    type SerializeSeq = Self;
+    type SerializeTuple = Self;
+    type SerializeTupleStruct = Self;
+    type SerializeTupleVariant = Self;
+    type SerializeMap = Self;
+    type SerializeStruct = Self;
+    type SerializeStructVariant = Self;
+
+    scalar!(serialize_bool: bool, serialize_i8: i8, serialize_i16: i16,
+        serialize_i32: i32, serialize_i64: i64, serialize_i128: i128,
+        serialize_u8: u8, serialize_u16: u16, serialize_u32: u32,
+        serialize_u64: u64, serialize_u128: u128, serialize_char: char,
+        serialize_str: &str, serialize_bytes: &[u8]);
+    fn serialize_f32(self, value: f32) -> Result<(), Self::Error> {
+        self.serialize_f64(f64::from(value))
+    }
+    fn serialize_f64(self, value: f64) -> Result<(), Self::Error> {
+        if value.is_finite() {
+            Ok(())
+        } else {
+            Err(ser::Error::custom(
+                "pending strategy intent contains a non-finite number",
+            ))
+        }
+    }
+    fn serialize_none(self) -> Result<(), Self::Error> {
+        Ok(())
+    }
+    fn serialize_some<T: ?Sized + Serialize>(self, value: &T) -> Result<(), Self::Error> {
+        value.serialize(self)
+    }
+    fn serialize_unit(self) -> Result<(), Self::Error> {
+        Ok(())
+    }
+    fn serialize_unit_struct(self, _: &'static str) -> Result<(), Self::Error> {
+        Ok(())
+    }
+    fn serialize_unit_variant(
+        self,
+        _: &'static str,
+        _: u32,
+        _: &'static str,
+    ) -> Result<(), Self::Error> {
+        Ok(())
+    }
+    fn serialize_newtype_struct<T: ?Sized + Serialize>(
+        self,
+        _: &'static str,
+        value: &T,
+    ) -> Result<(), Self::Error> {
+        value.serialize(self)
+    }
+    fn serialize_newtype_variant<T: ?Sized + Serialize>(
+        self,
+        _: &'static str,
+        _: u32,
+        _: &'static str,
+        value: &T,
+    ) -> Result<(), Self::Error> {
+        value.serialize(self)
+    }
+    fn serialize_seq(self, _: Option<usize>) -> Result<Self, Self::Error> {
+        Ok(self)
+    }
+    fn serialize_tuple(self, _: usize) -> Result<Self, Self::Error> {
+        Ok(self)
+    }
+    fn serialize_tuple_struct(self, _: &'static str, _: usize) -> Result<Self, Self::Error> {
+        Ok(self)
+    }
+    fn serialize_tuple_variant(
+        self,
+        _: &'static str,
+        _: u32,
+        _: &'static str,
+        _: usize,
+    ) -> Result<Self, Self::Error> {
+        Ok(self)
+    }
+    fn serialize_map(self, _: Option<usize>) -> Result<Self, Self::Error> {
+        Ok(self)
+    }
+    fn serialize_struct(self, _: &'static str, _: usize) -> Result<Self, Self::Error> {
+        Ok(self)
+    }
+    fn serialize_struct_variant(
+        self,
+        _: &'static str,
+        _: u32,
+        _: &'static str,
+        _: usize,
+    ) -> Result<Self, Self::Error> {
+        Ok(self)
+    }
+}
+
+macro_rules! sequence {
+    ($trait:ident, $method:ident) => {
+        impl ser::$trait for Finite {
+            type Ok = ();
+            type Error = serde_json::Error;
+            fn $method<T: ?Sized + Serialize>(&mut self, value: &T) -> Result<(), Self::Error> {
+                value.serialize(*self)
+            }
+            fn end(self) -> Result<(), Self::Error> {
+                Ok(())
+            }
+        }
+    };
+}
+sequence!(SerializeSeq, serialize_element);
+sequence!(SerializeTuple, serialize_element);
+sequence!(SerializeTupleStruct, serialize_field);
+sequence!(SerializeTupleVariant, serialize_field);
+
+impl ser::SerializeMap for Finite {
+    type Ok = ();
+    type Error = serde_json::Error;
+    fn serialize_key<T: ?Sized + Serialize>(&mut self, value: &T) -> Result<(), Self::Error> {
+        value.serialize(*self)
+    }
+    fn serialize_value<T: ?Sized + Serialize>(&mut self, value: &T) -> Result<(), Self::Error> {
+        value.serialize(*self)
+    }
+    fn end(self) -> Result<(), Self::Error> {
+        Ok(())
+    }
+}
+
+macro_rules! structure {
+    ($trait:ident) => {
+        impl ser::$trait for Finite {
+            type Ok = ();
+            type Error = serde_json::Error;
+            fn serialize_field<T: ?Sized + Serialize>(
+                &mut self,
+                _: &'static str,
+                value: &T,
+            ) -> Result<(), Self::Error> {
+                value.serialize(*self)
+            }
+            fn end(self) -> Result<(), Self::Error> {
+                Ok(())
+            }
+        }
+    };
+}
+structure!(SerializeStruct);
+structure!(SerializeStructVariant);
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::strategy::{OrderIntent, StrategyDecision};
+
+    #[test]
+    fn pending_numbers_cannot_be_silently_serialized_as_optional_nulls() {
+        for value in [f64::NAN, f64::INFINITY, f64::NEG_INFINITY] {
+            let decision = StrategyDecision {
+                order_intents: vec![
+                    OrderIntent::LimitTargetPercent {
+                        symbol: "000001.SZ".into(),
+                        target_percent: 0.5,
+                        limit_price: value,
+                        reason: "test".into(),
+                    }
+                    .with_time_in_force(crate::strategy::OrderTimeInForce::Day),
+                ],
+                ..Default::default()
+            };
+            assert!(validate(&decision).is_err());
+            assert!(validate(&vec![Some(value)]).is_err());
+        }
+        assert!(validate(&(None::<f64>, vec![0., -0., 0.123456789], "NaN")).is_ok());
+    }
+}