实现市值区间padding机制

- 添加padding_ratio、min_padding、max_padding配置参数
- 在市值区间计算中应用padding扩大选股范围
- 更新OmniMicroCapConfig、CnSmallCapRotationConfig和DynamicMarketCapBandSelector
- AiQuant V1.0.4默认padding: ratio=0.5, min=12.5, max=30.0
- 目标：增加候选股票数量，匹配AiQuant行为

crates/fidc-core/src/platform_strategy_spec.rs

@@ -114,6 +114,15 @@ pub struct DynamicRangeConfig {
     pub cap_span: Option<f64>,
     #[serde(default)]
     pub xs: Option<f64>,
+    /// Padding ratio to expand the market cap range (e.g., 0.5 means 50% of span)
+    #[serde(default)]
+    pub padding_ratio: Option<f64>,
+    /// Minimum padding in billion yuan
+    #[serde(default)]
+    pub min_padding: Option<f64>,
+    /// Maximum padding in billion yuan
+    #[serde(default)]
+    pub max_padding: Option<f64>,
 }
 
 #[derive(Debug, Clone, Default, Deserialize, Serialize)]

crates/fidc-core/src/strategy.rs

@@ -1090,6 +1090,9 @@ pub struct CnSmallCapRotationConfig {
     pub base_index_level: f64,
     pub base_cap_floor: f64,
     pub cap_span: f64,
+    pub padding_ratio: f64,
+    pub min_padding: f64,
+    pub max_padding: f64,
     pub short_ma_days: usize,
     pub long_ma_days: usize,
     pub stock_short_ma_days: usize,
@@ -1114,6 +1117,9 @@ impl CnSmallCapRotationConfig {
             base_index_level: 2000.0,
             base_cap_floor: 7.0,
             cap_span: 10.0,
+            padding_ratio: 0.5,
+            min_padding: 8.0,
+            max_padding: 20.0,
             short_ma_days: 3,
             long_ma_days: 5,
             stock_short_ma_days: 3,
@@ -1138,6 +1144,9 @@ impl CnSmallCapRotationConfig {
             base_index_level: 2000.0,
             base_cap_floor: 7.0,
             cap_span: 10.0,
+            padding_ratio: 0.5,
+            min_padding: 8.0,
+            max_padding: 20.0,
             short_ma_days: 5,
             long_ma_days: 10,
             stock_short_ma_days: 5,
@@ -1185,6 +1194,9 @@ impl CnSmallCapRotationStrategy {
                 config.cap_span,
                 config.xs,
                 config.stocknum,
+                config.padding_ratio,
+                config.min_padding,
+                config.max_padding,
             ),
             config,
             last_gross_exposure: None,
@@ -1508,6 +1520,9 @@ pub struct OmniMicroCapConfig {
     pub base_index_level: f64,
     pub base_cap_floor: f64,
     pub cap_span: f64,
+    pub padding_ratio: f64,
+    pub min_padding: f64,
+    pub max_padding: f64,
     pub benchmark_signal_symbol: String,
     pub benchmark_short_ma_days: usize,
     pub benchmark_long_ma_days: usize,
@@ -1531,6 +1546,9 @@ impl OmniMicroCapConfig {
             base_index_level: 2000.0,
             base_cap_floor: 7.0,
             cap_span: 10.0,
+            padding_ratio: 0.5,
+            min_padding: 8.0,
+            max_padding: 20.0,
             benchmark_signal_symbol: "000001.SH".to_string(),
             benchmark_short_ma_days: 5,
             benchmark_long_ma_days: 10,
@@ -1556,6 +1574,9 @@ impl OmniMicroCapConfig {
             base_index_level: 2000.0,
             base_cap_floor: 7.0,
             cap_span: 25.0,
+            padding_ratio: 0.5,
+            min_padding: 12.5,
+            max_padding: 30.0,
             benchmark_signal_symbol: "000852.SH".to_string(),
             benchmark_short_ma_days: 5,
             benchmark_long_ma_days: 20,
@@ -2167,7 +2188,18 @@ impl OmniMicroCapStrategy {
         let y = (index_level - self.config.base_index_level) * self.config.xs
             + self.config.base_cap_floor;
         let start = y.round();
-        (start, start + self.config.cap_span)
+        let end = start + self.config.cap_span;
+        
+        // Apply padding to expand the range
+        let span = end - start;
+        let padding = (span * self.config.padding_ratio)
+            .max(self.config.min_padding)
+            .min(self.config.max_padding);
+        
+        let lower_bound = (start - padding).max(0.0);
+        let upper_bound = end + padding;
+        
+        (lower_bound, upper_bound)
     }
 
     fn stock_passes_ma_filter(

crates/fidc-core/src/universe.rs

@@ -78,6 +78,9 @@ pub struct DynamicMarketCapBandSelector {
     pub cap_span: f64,
     pub xs: f64,
     pub top_n: usize,
+    pub padding_ratio: f64,
+    pub min_padding: f64,
+    pub max_padding: f64,
 }
 
 impl DynamicMarketCapBandSelector {
@@ -87,6 +90,9 @@ impl DynamicMarketCapBandSelector {
         cap_span: f64,
         xs: f64,
         top_n: usize,
+        padding_ratio: f64,
+        min_padding: f64,
+        max_padding: f64,
     ) -> Self {
         Self {
             base_index_level,
@@ -94,11 +100,14 @@ impl DynamicMarketCapBandSelector {
             cap_span,
             xs,
             top_n,
+            padding_ratio,
+            min_padding,
+            max_padding,
         }
     }
 
     pub fn demo(top_n: usize) -> Self {
-        Self::new(2000.0, 7.0, 10.0, 4.0 / 500.0, top_n)
+        Self::new(2000.0, 7.0, 10.0, 4.0 / 500.0, top_n, 0.5, 8.0, 20.0)
     }
 
     pub fn regime(&self, benchmark_level: f64) -> BandRegime {
@@ -114,7 +123,18 @@ impl DynamicMarketCapBandSelector {
     pub fn band_for_level(&self, benchmark_level: f64) -> (f64, f64) {
         let start = ((benchmark_level - self.base_index_level) * self.xs) + self.base_cap_floor;
         let low = start.round();
-        (low, low + self.cap_span)
+        let high = low + self.cap_span;
+        
+        // Apply padding to expand the range
+        let span = high - low;
+        let padding = (span * self.padding_ratio)
+            .max(self.min_padding)
+            .min(self.max_padding);
+        
+        let lower_bound = (low - padding).max(0.0);
+        let upper_bound = high + padding;
+        
+        (lower_bound, upper_bound)
     }
 }