修正执行价quote多时间加载

crates/fidc-core/src/broker.rs

@@ -362,8 +362,7 @@ where
         symbol: &str,
         snapshot: &crate::data::DailyMarketSnapshot,
     ) -> f64 {
-        if self.aiquant_rqalpha_execution_rules && self.execution_price_field == PriceField::Last
-        {
+        if self.aiquant_rqalpha_execution_rules && self.execution_price_field == PriceField::Last {
             let start_cursor = self
                 .runtime_intraday_start_time
                 .get()
@@ -5395,7 +5394,10 @@ mod tests {
             )
             .expect("process target value");
 
-        assert_eq!(portfolio.position(symbol).map(|pos| pos.quantity), Some(21_400));
+        assert_eq!(
+            portfolio.position(symbol).map(|pos| pos.quantity),
+            Some(21_400)
+        );
         let order = report.order_events.last().expect("target value order");
         assert_eq!(order.requested_quantity, 200);
         assert_eq!(order.filled_quantity, 200);

crates/fidc-core/src/engine.rs

@@ -341,6 +341,8 @@ pub struct BacktestEngine<S, C, R> {
     futures_cost_model: FuturesTransactionCostModel,
     futures_validation_config: FuturesValidationConfig,
     execution_quote_loader: Option<ExecutionQuoteLoader>,
+    execution_quote_request_cache:
+        BTreeSet<(NaiveDate, String, Option<NaiveTime>, Option<NaiveTime>)>,
 }
 
 impl<S, C, R> BacktestEngine<S, C, R> {
@@ -369,6 +371,7 @@ impl<S, C, R> BacktestEngine<S, C, R> {
             futures_cost_model: FuturesTransactionCostModel::default(),
             futures_validation_config: FuturesValidationConfig::default(),
             execution_quote_loader: None,
+            execution_quote_request_cache: BTreeSet::new(),
         }
     }
 
@@ -553,12 +556,20 @@ where
         symbols: &mut BTreeSet<String>,
     ) -> Result<(), BacktestError> {
         symbols.retain(|symbol| {
+            let request_key = (execution_date, symbol.clone(), start_time, end_time);
+            if self.execution_quote_request_cache.contains(&request_key) {
+                return false;
+            }
+            if start_time.is_some() && end_time.is_none() {
+                return true;
+            }
             !has_execution_quote_in_window(&self.data, execution_date, symbol, start_time, end_time)
         });
         if symbols.is_empty() {
             return Ok(());
         }
 
+        let requested_symbols = symbols.iter().cloned().collect::<Vec<_>>();
         let request = ExecutionQuoteRequest {
             date: execution_date,
             start_time,
@@ -571,6 +582,14 @@ where
             .expect("checked execution quote loader")
             .as_mut()(request)?;
         self.data.add_execution_quotes(quotes);
+        for symbol in requested_symbols {
+            self.execution_quote_request_cache.insert((
+                execution_date,
+                symbol,
+                start_time,
+                end_time,
+            ));
+        }
         Ok(())
     }