diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index a55ddb8..bab0571 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -352,6 +352,20 @@ struct PositionExpressionState {
     holding_return: f64,
     quantity: i64,
     sellable_qty: i64,
+    old_quantity: i64,
+    bought_quantity: i64,
+    sold_quantity: i64,
+    buy_avg_price: f64,
+    sell_avg_price: f64,
+    bought_value: f64,
+    sold_value: f64,
+    transaction_cost: f64,
+    market_value: f64,
+    value_percent: f64,
+    unrealized_pnl: f64,
+    realized_pnl: f64,
+    pnl: f64,
+    day_trade_quantity_delta: i64,
     trading_pnl: f64,
     position_pnl: f64,
     dividend_receivable: f64,
@@ -518,6 +532,22 @@ impl PlatformExprStrategy {
             "holding_return",
             "quantity",
             "sellable_qty",
+            "old_quantity",
+            "buy_quantity",
+            "sell_quantity",
+            "bought_quantity",
+            "sold_quantity",
+            "buy_avg_price",
+            "sell_avg_price",
+            "bought_value",
+            "sold_value",
+            "transaction_cost",
+            "position_market_value",
+            "value_percent",
+            "unrealized_pnl",
+            "realized_pnl",
+            "pnl",
+            "day_trade_quantity_delta",
             "profit_pct",
             "trading_pnl",
             "position_pnl",
@@ -1622,6 +1652,25 @@ impl PlatformExprStrategy {
             scope.push("holding_return", position.holding_return);
             scope.push("quantity", position.quantity);
             scope.push("sellable_qty", position.sellable_qty);
+            scope.push("old_quantity", position.old_quantity);
+            scope.push("buy_quantity", position.bought_quantity);
+            scope.push("sell_quantity", position.sold_quantity);
+            scope.push("bought_quantity", position.bought_quantity);
+            scope.push("sold_quantity", position.sold_quantity);
+            scope.push("buy_avg_price", position.buy_avg_price);
+            scope.push("sell_avg_price", position.sell_avg_price);
+            scope.push("bought_value", position.bought_value);
+            scope.push("sold_value", position.sold_value);
+            scope.push("transaction_cost", position.transaction_cost);
+            scope.push("position_market_value", position.market_value);
+            scope.push("value_percent", position.value_percent);
+            scope.push("unrealized_pnl", position.unrealized_pnl);
+            scope.push("realized_pnl", position.realized_pnl);
+            scope.push("pnl", position.pnl);
+            scope.push(
+                "day_trade_quantity_delta",
+                position.day_trade_quantity_delta,
+            );
             scope.push("trading_pnl", position.trading_pnl);
             scope.push("position_pnl", position.position_pnl);
             scope.push("dividend_receivable", position.dividend_receivable);
@@ -3260,12 +3309,32 @@ impl PlatformExprStrategy {
         } else {
             0.0
         };
+        let market_value = position.market_value();
+        let value_percent = if ctx.portfolio.total_equity() > 0.0 {
+            market_value / ctx.portfolio.total_equity()
+        } else {
+            0.0
+        };
         let position_state = PositionExpressionState {
             avg_cost: position.average_cost,
             current_price,
             holding_return,
             quantity: position.quantity as i64,
             sellable_qty: position.sellable_qty(date) as i64,
+            old_quantity: position.day_start_quantity() as i64,
+            bought_quantity: position.bought_quantity() as i64,
+            sold_quantity: position.sold_quantity() as i64,
+            buy_avg_price: position.buy_avg_price(),
+            sell_avg_price: position.sell_avg_price(),
+            bought_value: position.bought_value(),
+            sold_value: position.sold_value(),
+            transaction_cost: position.transaction_cost(),
+            market_value,
+            value_percent,
+            unrealized_pnl: position.unrealized_pnl(),
+            realized_pnl: position.realized_pnl,
+            pnl: position.pnl(),
+            day_trade_quantity_delta: position.day_trade_quantity_delta() as i64,
             trading_pnl: position.trading_pnl,
             position_pnl: position.position_pnl,
             dividend_receivable: position.dividend_receivable,
@@ -5004,6 +5073,127 @@ mod tests {
         }
     }
 
+    #[test]
+    fn platform_strategy_exposes_position_lifecycle_runtime_fields() {
+        let prev_date = d(2025, 2, 2);
+        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 mut portfolio = PortfolioState::new(1_000_000.0);
+        portfolio.position_mut("000001.SZ").buy(prev_date, 100, 8.0);
+        portfolio.begin_trading_day();
+        portfolio.position_mut("000001.SZ").buy(date, 100, 9.0);
+        portfolio
+            .position_mut("000001.SZ")
+            .sell(50, 10.0)
+            .expect("sell");
+        portfolio
+            .position_mut_if_exists("000001.SZ")
+            .expect("position")
+            .record_trade_cost(2.0);
+        let subscriptions = BTreeSet::new();
+        let ctx = StrategyContext {
+            execution_date: date,
+            decision_date: date,
+            decision_index: 0,
+            data: &data,
+            portfolio: &portfolio,
+            open_orders: &[],
+            dynamic_universe: None,
+            subscriptions: &subscriptions,
+            process_events: &[],
+            active_process_event: None,
+            active_datetime: None,
+        };
+        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.stop_loss_expr = concat!(
+            "old_quantity == 100 && buy_quantity == 100 && sell_quantity == 50",
+            " && bought_quantity == 100 && sold_quantity == 50",
+            " && buy_avg_price == 9.0 && sell_avg_price == 10.0",
+            " && bought_value == 900.0 && sold_value == 500.0",
+            " && transaction_cost == 2.0 && position_market_value > 0.0",
+            " && value_percent > 0.0 && unrealized_pnl > 0.0",
+            " && realized_pnl > 0.0 && pnl > 0.0",
+            " && day_trade_quantity_delta == 50 && trading_pnl > 90.0"
+        )
+        .to_string();
+        let mut strategy = PlatformExprStrategy::new(cfg);
+
+        let decision = strategy.on_day(&ctx).expect("platform decision");
+
+        assert!(decision.order_intents.iter().any(|intent| matches!(
+            intent,
+            crate::strategy::OrderIntent::TargetValue { symbol, target_value, reason }
+            if symbol == "000001.SZ" && *target_value == 0.0 && reason == "stop_loss_exit"
+        )));
+    }
+
     #[test]
     fn platform_strategy_exposes_process_event_runtime_fields() {
         let date = d(2025, 2, 3);
diff --git a/crates/fidc-core/src/portfolio.rs b/crates/fidc-core/src/portfolio.rs
index 0b8146f..3cb23d3 100644
--- a/crates/fidc-core/src/portfolio.rs
+++ b/crates/fidc-core/src/portfolio.rs
@@ -28,6 +28,10 @@ pub struct Position {
     day_dividend_cash: f64,
     day_trade_quantity_delta: i32,
     day_trade_cost: f64,
+    day_buy_quantity: u32,
+    day_sell_quantity: u32,
+    day_buy_value: f64,
+    day_sell_value: f64,
     lots: Vec<PositionLot>,
 }
 
@@ -48,6 +52,10 @@ impl Position {
             day_dividend_cash: 0.0,
             day_trade_quantity_delta: 0,
             day_trade_cost: 0.0,
+            day_buy_quantity: 0,
+            day_sell_quantity: 0,
+            day_buy_value: 0.0,
+            day_sell_value: 0.0,
             lots: Vec::new(),
         }
     }
@@ -69,6 +77,8 @@ impl Position {
         self.quantity += quantity;
         self.last_price = price;
         self.day_trade_quantity_delta += quantity as i32;
+        self.day_buy_quantity += quantity;
+        self.day_buy_value += price * quantity as f64;
         self.recalculate_average_cost();
         self.refresh_day_pnl();
     }
@@ -103,6 +113,8 @@ impl Position {
         self.last_price = price;
         self.realized_pnl += realized;
         self.day_trade_quantity_delta -= quantity as i32;
+        self.day_sell_quantity += quantity;
+        self.day_sell_value += price * quantity as f64;
         self.recalculate_average_cost();
         self.refresh_day_pnl();
         Ok(realized)
@@ -124,6 +136,54 @@ impl Position {
         (self.last_price - self.average_cost) * self.quantity as f64
     }
 
+    pub fn pnl(&self) -> f64 {
+        self.realized_pnl + self.unrealized_pnl()
+    }
+
+    pub fn day_start_quantity(&self) -> u32 {
+        self.day_start_quantity
+    }
+
+    pub fn day_trade_quantity_delta(&self) -> i32 {
+        self.day_trade_quantity_delta
+    }
+
+    pub fn bought_quantity(&self) -> u32 {
+        self.day_buy_quantity
+    }
+
+    pub fn sold_quantity(&self) -> u32 {
+        self.day_sell_quantity
+    }
+
+    pub fn bought_value(&self) -> f64 {
+        self.day_buy_value
+    }
+
+    pub fn sold_value(&self) -> f64 {
+        self.day_sell_value
+    }
+
+    pub fn buy_avg_price(&self) -> f64 {
+        if self.day_buy_quantity == 0 {
+            0.0
+        } else {
+            self.day_buy_value / self.day_buy_quantity as f64
+        }
+    }
+
+    pub fn sell_avg_price(&self) -> f64 {
+        if self.day_sell_quantity == 0 {
+            0.0
+        } else {
+            self.day_sell_value / self.day_sell_quantity as f64
+        }
+    }
+
+    pub fn transaction_cost(&self) -> f64 {
+        self.day_trade_cost
+    }
+
     pub fn begin_trading_day(&mut self) {
         self.day_start_quantity = self.quantity;
         self.day_start_price = self.last_price;
@@ -131,6 +191,10 @@ impl Position {
         self.day_dividend_cash = 0.0;
         self.day_trade_quantity_delta = 0;
         self.day_trade_cost = 0.0;
+        self.day_buy_quantity = 0;
+        self.day_sell_quantity = 0;
+        self.day_buy_value = 0.0;
+        self.day_sell_value = 0.0;
         self.refresh_day_pnl();
     }
 
@@ -235,8 +299,9 @@ impl Position {
                 * (self.last_price - (self.day_start_price / self.day_split_ratio))
                 + self.day_dividend_cash
         };
-        self.trading_pnl =
-            (self.day_trade_quantity_delta as f64 * self.last_price) - self.day_trade_cost;
+        self.trading_pnl = (self.day_buy_quantity as f64 * self.last_price - self.day_buy_value)
+            + (self.day_sell_value - self.day_sell_quantity as f64 * self.last_price)
+            - self.day_trade_cost;
     }
 }
 
@@ -363,6 +428,7 @@ impl PortfolioState {
     }
 
     pub fn holdings_summary(&self, date: NaiveDate) -> Vec<HoldingSummary> {
+        let total_equity = self.total_equity();
         self.positions
             .values()
             .filter(|position| position.quantity > 0)
@@ -373,11 +439,26 @@ impl PortfolioState {
                 average_cost: position.average_cost,
                 last_price: position.last_price,
                 market_value: position.market_value(),
+                value_percent: if total_equity > 0.0 {
+                    position.market_value() / total_equity
+                } else {
+                    0.0
+                },
                 unrealized_pnl: position.unrealized_pnl(),
                 realized_pnl: position.realized_pnl,
+                pnl: position.pnl(),
                 trading_pnl: position.trading_pnl,
                 position_pnl: position.position_pnl,
                 dividend_receivable: position.dividend_receivable,
+                old_quantity: position.day_start_quantity(),
+                bought_quantity: position.bought_quantity(),
+                sold_quantity: position.sold_quantity(),
+                buy_avg_price: position.buy_avg_price(),
+                sell_avg_price: position.sell_avg_price(),
+                bought_value: position.bought_value(),
+                sold_value: position.sold_value(),
+                transaction_cost: position.transaction_cost(),
+                day_trade_quantity_delta: position.day_trade_quantity_delta(),
             })
             .collect()
     }
@@ -692,6 +773,52 @@ mod tests {
         assert!((position.position_pnl - 70.0).abs() < 1e-6);
         assert!((position.trading_pnl + 5.0).abs() < 1e-6);
     }
+
+    #[test]
+    fn position_tracks_day_lifecycle_fields() {
+        let prev_date = NaiveDate::from_ymd_opt(2025, 1, 2).unwrap();
+        let date = NaiveDate::from_ymd_opt(2025, 1, 3).unwrap();
+        let mut portfolio = PortfolioState::new(10_000.0);
+        portfolio
+            .position_mut("000001.SZ")
+            .buy(prev_date, 100, 10.0);
+        portfolio.begin_trading_day();
+
+        portfolio.position_mut("000001.SZ").buy(date, 50, 11.0);
+        let realized = portfolio
+            .position_mut("000001.SZ")
+            .sell(40, 12.0)
+            .expect("sell");
+        portfolio
+            .position_mut_if_exists("000001.SZ")
+            .expect("position")
+            .record_trade_cost(3.0);
+
+        let position = portfolio.position("000001.SZ").expect("position");
+        assert_eq!(position.day_start_quantity(), 100);
+        assert_eq!(position.bought_quantity(), 50);
+        assert_eq!(position.sold_quantity(), 40);
+        assert_eq!(position.day_trade_quantity_delta(), 10);
+        assert!((position.bought_value() - 550.0).abs() < 1e-6);
+        assert!((position.sold_value() - 480.0).abs() < 1e-6);
+        assert!((position.buy_avg_price() - 11.0).abs() < 1e-6);
+        assert!((position.sell_avg_price() - 12.0).abs() < 1e-6);
+        assert!((position.transaction_cost() - 3.0).abs() < 1e-6);
+        assert!((realized - 80.0).abs() < 1e-6);
+        assert!((position.realized_pnl - 80.0).abs() < 1e-6);
+        assert!((position.position_pnl - 200.0).abs() < 1e-6);
+        assert!((position.trading_pnl - 47.0).abs() < 1e-6);
+        assert!((position.pnl() - (80.0 + position.unrealized_pnl())).abs() < 1e-6);
+
+        let summary = portfolio.holdings_summary(date);
+        assert_eq!(summary[0].old_quantity, 100);
+        assert_eq!(summary[0].bought_quantity, 50);
+        assert_eq!(summary[0].sold_quantity, 40);
+        assert!((summary[0].buy_avg_price - 11.0).abs() < 1e-6);
+        assert!((summary[0].sell_avg_price - 12.0).abs() < 1e-6);
+        assert!((summary[0].transaction_cost - 3.0).abs() < 1e-6);
+        assert!(summary[0].value_percent > 0.0);
+    }
 }
 
 #[derive(Debug, Clone, Serialize)]
@@ -703,11 +830,22 @@ pub struct HoldingSummary {
     pub average_cost: f64,
     pub last_price: f64,
     pub market_value: f64,
+    pub value_percent: f64,
     pub unrealized_pnl: f64,
     pub realized_pnl: f64,
+    pub pnl: f64,
     pub trading_pnl: f64,
     pub position_pnl: f64,
     pub dividend_receivable: f64,
+    pub old_quantity: u32,
+    pub bought_quantity: u32,
+    pub sold_quantity: u32,
+    pub buy_avg_price: f64,
+    pub sell_avg_price: f64,
+    pub bought_value: f64,
+    pub sold_value: f64,
+    pub transaction_cost: f64,
+    pub day_trade_quantity_delta: i32,
 }
 
 #[derive(Debug, Clone)]
diff --git a/crates/fidc-core/src/strategy_ai.rs b/crates/fidc-core/src/strategy_ai.rs
index 41be802..deca831 100644
--- a/crates/fidc-core/src/strategy_ai.rs
+++ b/crates/fidc-core/src/strategy_ai.rs
@@ -182,6 +182,10 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
                     ManualField { name: "holding_return".to_string(), field_type: "float".to_string(), detail: "持仓收益率，小数。".to_string() },
                     ManualField { name: "profit_pct".to_string(), field_type: "float".to_string(), detail: "持仓收益率，百分比。".to_string() },
                     ManualField { name: "quantity/sellable_qty".to_string(), field_type: "int".to_string(), detail: "持仓数量与可卖数量。".to_string() },
+                    ManualField { name: "old_quantity/buy_quantity/sell_quantity".to_string(), field_type: "int".to_string(), detail: "交易日开始时老仓数量、当日买入数量、当日卖出数量。buy_quantity/sell_quantity 也可写成 bought_quantity/sold_quantity。".to_string() },
+                    ManualField { name: "buy_avg_price/sell_avg_price/bought_value/sold_value".to_string(), field_type: "float".to_string(), detail: "当日买入均价、卖出均价、买入成交额、卖出成交额。".to_string() },
+                    ManualField { name: "position_market_value/value_percent".to_string(), field_type: "float".to_string(), detail: "当前持仓市值，以及该持仓市值占账户总权益比例。".to_string() },
+                    ManualField { name: "unrealized_pnl/realized_pnl/pnl/transaction_cost".to_string(), field_type: "float".to_string(), detail: "未实现盈亏、累计已实现盈亏、总持仓盈亏和当日交易成本。".to_string() },
                     ManualField { name: "trading_pnl/position_pnl".to_string(), field_type: "float".to_string(), detail: "当日交易收益和昨仓持有收益，口径更接近 rqalpha StockPosition。".to_string() },
                     ManualField { name: "dividend_receivable".to_string(), field_type: "float".to_string(), detail: "当前 symbol 尚未到账的应收分红。".to_string() },
                     ManualField { name: "available_sellable_qty/reserved_open_sell_qty".to_string(), field_type: "int".to_string(), detail: "扣掉未成交卖单占用后的可卖数量，以及当前 symbol 已占用的卖出挂单数量。".to_string() },
diff --git a/docs/rqalpha-gap-roadmap.md b/docs/rqalpha-gap-roadmap.md
index d131b01..d6a01ab 100644
--- a/docs/rqalpha-gap-roadmap.md
+++ b/docs/rqalpha-gap-roadmap.md
@@ -44,7 +44,7 @@ current alignment pass.
 - [x] `trading_pnl`
 - [x] `position_pnl`
 - [x] `dividend_receivable`
-- [ ] richer position lifecycle fields exposed to strategy runtime
+- [x] richer position lifecycle fields exposed to strategy runtime
 
 ### Phase 6: Strategy data API parity
 
@@ -64,10 +64,10 @@ current alignment pass.
 4. Add dynamic universe APIs.
 5. Add algo-order styles.
 6. Finish position accounting parity.
-7. Expose richer position lifecycle fields to strategy runtime.
+7. Continue parity audit for remaining account, order, and data-source APIs.
 
 ## Current Step
 
-Active implementation target: Phase 5 follow-up: expose richer position
-lifecycle fields to strategy runtime beyond quantity, sellable quantity,
-average cost, trading pnl, position pnl, and dividend receivable.
+Active implementation target: continue parity audit for remaining account,
+order, and data-source APIs after the stock strategy API, scheduler, universe,
+algo-order, position accounting, and core strategy data helpers are covered.