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");

crates/fidc-core/src/platform_expr_strategy.rs

@@ -20192,6 +20192,103 @@ mod tests {
         }
     }
 
+    #[test]
+    fn target_portfolio_smart_respects_current_date_weight_conditions() {
+        let date = d(2023, 1, 3);
+        let data = DataSet::from_components(
+            vec![],
+            vec![DailyMarketSnapshot {
+                date,
+                symbol: "000001.SH".to_string(),
+                timestamp: Some("2023-01-03 10:18:00".to_string()),
+                day_open: 1000.0,
+                open: 1000.0,
+                high: 1002.0,
+                low: 998.0,
+                close: 1001.0,
+                last_price: 1001.0,
+                bid1: 1000.5,
+                ask1: 1001.5,
+                prev_close: 999.0,
+                volume: 100_000,
+                minute_volume: 5_000,
+                bid1_volume: 2_500,
+                ask1_volume: 2_500,
+                trading_phase: Some("continuous".to_string()),
+                paused: false,
+                upper_limit: 1098.9,
+                lower_limit: 899.1,
+                price_tick: 0.01,
+            }],
+            vec![],
+            vec![],
+            vec![BenchmarkSnapshot {
+                date,
+                benchmark: "000852.SH".to_string(),
+                open: 1000.0,
+                close: 1001.0,
+                prev_close: 999.0,
+                volume: 100_000,
+            }],
+        )
+        .expect("dataset");
+        let portfolio = PortfolioState::new(1_000_000.0);
+        let subscriptions = BTreeSet::new();
+        let ctx = StrategyContext {
+            execution_date: date,
+            decision_date: date,
+            decision_index: 0,
+            data: &data,
+            portfolio: &portfolio,
+            futures_account: None,
+            open_orders: &[],
+            dynamic_universe: None,
+            subscriptions: &subscriptions,
+            process_events: &[],
+            active_process_event: None,
+            active_datetime: None,
+            order_events: &[],
+            fills: &[],
+        };
+        let mut cfg = PlatformExprStrategyConfig::microcap_rotation();
+        cfg.signal_symbol = "000001.SH".to_string();
+        cfg.rotation_enabled = false;
+        cfg.benchmark_short_ma_days = 1;
+        cfg.benchmark_long_ma_days = 1;
+        cfg.explicit_actions = vec![PlatformTradeAction::TargetPortfolioSmart {
+            target_weights_expr: concat!(
+                "{",
+                "\"000521.SZ\": if current_date == \"2023-01-03\" { 0.025 } else { 0.0 },",
+                "\"001239.SZ\": if current_date == \"2024-08-13\" { 0.025 } else { 0.0 }",
+                "}"
+            )
+            .to_string(),
+            order_prices_expr: None,
+            valuation_prices_expr: None,
+            when_expr: None,
+            reason: "date_conditioned_target_weights".to_string(),
+        }];
+        let mut strategy = PlatformExprStrategy::new(cfg);
+
+        let decision = strategy.on_day(&ctx).expect("platform decision");
+
+        assert_eq!(decision.order_intents.len(), 1);
+        match &decision.order_intents[0] {
+            crate::strategy::OrderIntent::TargetPortfolioSmart { target_weights, .. } => {
+                assert_eq!(target_weights.get("000521.SZ").copied(), Some(0.025));
+                assert_eq!(target_weights.get("001239.SZ").copied(), Some(0.0));
+                assert_eq!(
+                    target_weights
+                        .iter()
+                        .filter(|(_, weight)| weight.abs() > f64::EPSILON)
+                        .count(),
+                    1
+                );
+            }
+            other => panic!("unexpected explicit target portfolio intent: {other:?}"),
+        }
+    }
+
     #[test]
     fn platform_strategy_emits_target_portfolio_smart_algo_order_style() {
         let date = d(2025, 2, 3);