修复目标组合零权重估值

crates/fidc-core/src/broker.rs

@@ -1661,10 +1661,17 @@ where
     ) -> Result<(BTreeMap<String, u32>, Vec<String>), BacktestError> {
         let equity =
             self.rebalance_total_equity_at_with_overrides(date, portfolio, data, valuation_prices)?;
-        let target_weight_sum = target_weights.values().copied().sum::<f64>();
+        let target_weight_sum = target_weights
+            .values()
+            .copied()
+            .filter(|weight| weight.abs() > f64::EPSILON)
+            .sum::<f64>();
         let mut desired_targets = BTreeMap::new();
         let mut diagnostics = Vec::new();
         for (symbol, weight) in target_weights {
+            if weight.abs() <= f64::EPSILON {
+                continue;
+            }
             let price = self.rebalance_valuation_price_with_overrides(
                 date,
                 symbol,
@@ -5544,6 +5551,59 @@ mod tests {
         );
     }
 
+    #[test]
+    fn target_portfolio_smart_ignores_zero_weight_symbols_without_market_snapshot() {
+        let date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date");
+        let broker = BrokerSimulator::new_with_execution_price(
+            ChinaAShareCostModel::default(),
+            ChinaEquityRuleHooks,
+            PriceField::Open,
+        )
+        .with_volume_limit(false)
+        .with_liquidity_limit(false);
+        let data = DataSet::from_components_with_actions_and_quotes(
+            vec![limit_test_instrument()],
+            vec![limit_test_snapshot()],
+            Vec::new(),
+            vec![limit_test_candidate(true, true)],
+            vec![limit_test_benchmark()],
+            Vec::new(),
+            Vec::new(),
+        )
+        .expect("valid dataset");
+        let mut portfolio = PortfolioState::new(1_000_000.0);
+        let mut target_weights = BTreeMap::new();
+        target_weights.insert("000001.SZ".to_string(), 0.50);
+        target_weights.insert("001239.SZ".to_string(), 0.0);
+        let mut report = BrokerExecutionReport::default();
+
+        broker
+            .process_target_portfolio_smart(
+                date,
+                &mut portfolio,
+                &data,
+                &target_weights,
+                None,
+                None,
+                "date_conditioned_target_weights",
+                &mut BTreeMap::new(),
+                &mut BTreeMap::new(),
+                &mut None,
+                &mut BTreeMap::new(),
+                &mut report,
+            )
+            .expect("zero weight missing snapshot symbol ignored");
+
+        assert!(portfolio.position("000001.SZ").is_some());
+        assert!(portfolio.position("001239.SZ").is_none());
+        assert!(
+            report
+                .fill_events
+                .iter()
+                .all(|event| event.symbol != "001239.SZ")
+        );
+    }
+
     #[test]
     fn timed_target_value_zero_sells_full_position_at_requested_time_quote() {
         let date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date");