Expose latest open order ids to platform runtime

crates/fidc-core/src/platform_expr_strategy.rs

@@ -1155,6 +1155,7 @@ impl PlatformExprStrategy {
         scope.push("open_sell_order_count", ctx.open_sell_order_count() as i64);
         scope.push("open_buy_qty", ctx.open_buy_quantity() as i64);
         scope.push("open_sell_qty", ctx.open_sell_quantity() as i64);
+        scope.push("latest_open_order_id", ctx.latest_open_order_id() as i64);
         let mut day_factors = Map::new();
         day_factors.insert("signal_open".into(), Dynamic::from(day.signal_open));
         day_factors.insert("signal_close".into(), Dynamic::from(day.signal_close));
@@ -1219,6 +1220,10 @@ impl PlatformExprStrategy {
             "open_sell_qty".into(),
             Dynamic::from(ctx.open_sell_quantity() as i64),
         );
+        day_factors.insert(
+            "latest_open_order_id".into(),
+            Dynamic::from(ctx.latest_open_order_id() as i64),
+        );
         scope.push("day_factors", day_factors);
         if let Some(stock) = stock {
             let at_upper_limit =
@@ -1272,6 +1277,10 @@ impl PlatformExprStrategy {
                 "symbol_open_sell_qty",
                 ctx.symbol_open_sell_quantity(&stock.symbol) as i64,
             );
+            scope.push(
+                "latest_symbol_open_order_id",
+                ctx.latest_symbol_open_order_id(&stock.symbol) as i64,
+            );
             scope.push("stock_ma_short", stock.stock_ma_short);
             scope.push("stock_ma_mid", stock.stock_ma_mid);
             scope.push("stock_ma_long", stock.stock_ma_long);
@@ -1359,6 +1368,10 @@ impl PlatformExprStrategy {
                 "symbol_open_sell_qty".into(),
                 Dynamic::from(ctx.symbol_open_sell_quantity(&stock.symbol) as i64),
             );
+            factors.insert(
+                "latest_symbol_open_order_id".into(),
+                Dynamic::from(ctx.latest_symbol_open_order_id(&stock.symbol) as i64),
+            );
             factors.insert("stock_ma5".into(), Dynamic::from(stock.stock_ma5));
             factors.insert("stock_ma10".into(), Dynamic::from(stock.stock_ma10));
             factors.insert("stock_ma20".into(), Dynamic::from(stock.stock_ma20));
@@ -3441,4 +3454,127 @@ mod tests {
         let decision = strategy.on_day(&ctx).expect("platform decision");
         assert_eq!(decision.order_intents.len(), 1);
     }
+
+    #[test]
+    fn platform_strategy_can_cancel_latest_open_order_by_runtime_id() {
+        let date = d(2025, 2, 3);
+        let data = DataSet::from_components(
+            vec![Instrument {
+                symbol: "000001.SZ".to_string(),
+                name: "Ping An Bank".to_string(),
+                board: "SZSE".to_string(),
+                round_lot: 100,
+                listed_at: Some(d(2010, 1, 1)),
+                delisted_at: None,
+                status: "active".to_string(),
+            }],
+            vec![DailyMarketSnapshot {
+                date,
+                symbol: "000001.SZ".to_string(),
+                timestamp: Some("10:18:00".to_string()),
+                day_open: 10.0,
+                open: 10.0,
+                high: 10.2,
+                low: 9.9,
+                close: 10.1,
+                last_price: 10.05,
+                bid1: 10.04,
+                ask1: 10.05,
+                prev_close: 9.95,
+                volume: 1_000_000,
+                tick_volume: 5_000,
+                bid1_volume: 1_000,
+                ask1_volume: 1_000,
+                trading_phase: Some("continuous".to_string()),
+                paused: false,
+                upper_limit: 10.94,
+                lower_limit: 8.96,
+                price_tick: 0.01,
+            }],
+            vec![DailyFactorSnapshot {
+                date,
+                symbol: "000001.SZ".to_string(),
+                market_cap_bn: 12.0,
+                free_float_cap_bn: 10.0,
+                pe_ttm: 8.0,
+                turnover_ratio: Some(22.0),
+                effective_turnover_ratio: Some(18.0),
+                extra_factors: BTreeMap::new(),
+            }],
+            vec![CandidateEligibility {
+                date,
+                symbol: "000001.SZ".to_string(),
+                is_st: false,
+                is_new_listing: false,
+                is_paused: false,
+                allow_buy: true,
+                allow_sell: true,
+                is_kcb: false,
+                is_one_yuan: false,
+            }],
+            vec![BenchmarkSnapshot {
+                date,
+                benchmark: "000852.SH".to_string(),
+                open: 1000.0,
+                close: 1002.0,
+                prev_close: 998.0,
+                volume: 1_000_000,
+            }],
+        )
+        .expect("dataset");
+        let portfolio = PortfolioState::new(1_000_000.0);
+        let open_orders = vec![
+            OpenOrderView {
+                order_id: 41,
+                symbol: "000001.SZ".to_string(),
+                side: crate::OrderSide::Buy,
+                requested_quantity: 100,
+                filled_quantity: 0,
+                remaining_quantity: 100,
+                limit_price: 9.9,
+                reason: "pending_limit_buy".to_string(),
+            },
+            OpenOrderView {
+                order_id: 42,
+                symbol: "000001.SZ".to_string(),
+                side: crate::OrderSide::Sell,
+                requested_quantity: 300,
+                filled_quantity: 100,
+                remaining_quantity: 200,
+                limit_price: 10.2,
+                reason: "pending_limit_sell".to_string(),
+            },
+        ];
+        let ctx = StrategyContext {
+            execution_date: date,
+            decision_date: date,
+            decision_index: 0,
+            data: &data,
+            portfolio: &portfolio,
+            open_orders: &open_orders,
+        };
+        let mut cfg = PlatformExprStrategyConfig::microcap_rotation();
+        cfg.signal_symbol = "000001.SZ".to_string();
+        cfg.rotation_enabled = false;
+        cfg.benchmark_short_ma_days = 1;
+        cfg.benchmark_long_ma_days = 1;
+        cfg.explicit_actions = vec![PlatformTradeAction::Cancel {
+            kind: PlatformExplicitCancelKind::Order,
+            symbol: Some("000001.SZ".to_string()),
+            order_id_expr: Some("latest_open_order_id".to_string()),
+            when_expr: Some("latest_symbol_open_order_id == 42".to_string()),
+            reason: "cancel_latest_open_order".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::CancelOrder { order_id, reason } => {
+                assert_eq!(*order_id, 42);
+                assert_eq!(reason, "cancel_latest_open_order");
+            }
+            other => panic!("unexpected cancel intent: {other:?}"),
+        }
+    }
 }

crates/fidc-core/src/strategy.rs

@@ -134,6 +134,23 @@ impl StrategyContext<'_> {
             .sum()
     }
 
+    pub fn latest_open_order_id(&self) -> u64 {
+        self.open_orders
+            .iter()
+            .map(|order| order.order_id)
+            .max()
+            .unwrap_or(0)
+    }
+
+    pub fn latest_symbol_open_order_id(&self, symbol: &str) -> u64 {
+        self.open_orders
+            .iter()
+            .filter(|order| order.symbol == symbol)
+            .map(|order| order.order_id)
+            .max()
+            .unwrap_or(0)
+    }
+
     pub fn available_sellable_qty(&self, symbol: &str, raw_sellable_qty: u32) -> u32 {
         raw_sellable_qty.saturating_sub(self.symbol_open_sell_quantity(symbol))
     }

crates/fidc-core/src/strategy_ai.rs

@@ -139,7 +139,7 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
                     ManualField { name: "cash/available_cash/market_value/total_equity".to_string(), field_type: "float".to_string(), detail: "账户资金与总资产。".to_string() },
                     ManualField { name: "position_count/max_positions/refresh_rate".to_string(), field_type: "int".to_string(), detail: "仓位计数与调仓周期。".to_string() },
                     ManualField { name: "has_open_orders/open_order_count/open_buy_order_count/open_sell_order_count".to_string(), field_type: "bool/int".to_string(), detail: "当前阶段挂单簿摘要。".to_string() },
-                    ManualField { name: "open_buy_qty/open_sell_qty".to_string(), field_type: "int".to_string(), detail: "当前阶段未成交买卖挂单的剩余数量汇总。".to_string() },
+                    ManualField { name: "open_buy_qty/open_sell_qty/latest_open_order_id".to_string(), field_type: "int".to_string(), detail: "当前阶段未成交买卖挂单的剩余数量汇总，以及最近一笔挂单 id。".to_string() },
                     ManualField { name: "year/month/quarter/day_of_month/day_of_year/week_of_year/weekday".to_string(), field_type: "int".to_string(), detail: "日期维度字段。".to_string() },
                     ManualField { name: "is_month_start/is_month_end".to_string(), field_type: "bool".to_string(), detail: "月初/月末标记。".to_string() },
                 ],
@@ -156,7 +156,7 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
                     ManualField { name: "paused/is_st/is_kcb/is_one_yuan/is_new_listing".to_string(), field_type: "bool".to_string(), detail: "可交易性与板块标志。".to_string() },
                     ManualField { name: "allow_buy/allow_sell/at_upper_limit/at_lower_limit".to_string(), field_type: "bool".to_string(), detail: "盘中买卖与涨跌停状态。".to_string() },
                     ManualField { name: "touched_upper_limit/touched_lower_limit/hit_upper_limit/hit_lower_limit".to_string(), field_type: "bool".to_string(), detail: "当日 tick 曾经触达涨跌停。".to_string() },
-                    ManualField { name: "symbol_open_order_count/symbol_open_buy_qty/symbol_open_sell_qty".to_string(), field_type: "int".to_string(), detail: "当前证券在挂单簿中的未成交挂单摘要。".to_string() },
+                    ManualField { name: "symbol_open_order_count/symbol_open_buy_qty/symbol_open_sell_qty/latest_symbol_open_order_id".to_string(), field_type: "int".to_string(), detail: "当前证券在挂单簿中的未成交挂单摘要和最近挂单 id。".to_string() },
                     ManualField { name: "stock_ma5/stock_ma10/stock_ma20/stock_ma30".to_string(), field_type: "float".to_string(), detail: "个股价格均线内建别名。只内建这几个窗口；15 日、45 日等任意窗口请改用 sma(\"close\", n)。".to_string() },
                     ManualField { name: "stock_volume_ma5/stock_volume_ma10/stock_volume_ma20/stock_volume_ma60".to_string(), field_type: "float".to_string(), detail: "个股成交量均线内建别名。只内建这几个窗口；任意窗口请改用 rolling_mean(\"volume\", n)。".to_string() },
                     ManualField { name: "listed_days".to_string(), field_type: "int".to_string(), detail: "上市天数。".to_string() },