修复止盈关闭时的延迟卖出误触发

crates/fidc-core/src/platform_expr_strategy.rs

@@ -5129,12 +5129,22 @@ impl Strategy for PlatformExprStrategy {
             .map(|position| position.symbol.clone())
             .collect::<BTreeSet<_>>();
 
-        let mut pending_symbols = self
+        let take_profit_multiplier = self
-            .pending_highlimit_holdings
+            .config
-            .iter()
+            .take_profit_expr
-            .cloned()
+            .trim()
-            .collect::<BTreeSet<_>>();
+            .parse::<f64>()
-        let take_profit_multiplier = self.config.take_profit_expr.trim().parse::<f64>().ok();
+            .ok()
+            .filter(|value| value.is_finite() && *value > 0.0);
+        let mut pending_symbols = if take_profit_multiplier.is_some() {
+            self.pending_highlimit_holdings
+                .iter()
+                .cloned()
+                .collect::<BTreeSet<_>>()
+        } else {
+            self.pending_highlimit_holdings.clear();
+            BTreeSet::new()
+        };
         if let Some(multiplier) = take_profit_multiplier {
             for position in ctx.portfolio.positions().values() {
                 let avg_price = position
@@ -5273,7 +5283,7 @@ impl Strategy for PlatformExprStrategy {
                 } else if stop_hit {
                     unresolved_stop_loss_symbols.insert(position.symbol.clone());
                 }
-            } else {
+            } else if take_profit_multiplier.is_some() {
                 let stock = match self.stock_state(ctx, execution_date, &position.symbol) {
                     Ok(stock) => stock,
                     Err(BacktestError::Data(crate::data::DataSetError::MissingSnapshot {
@@ -5758,6 +5768,123 @@ mod tests {
         assert!((marked - 1_293.0).abs() < 1e-6, "{marked}");
     }
 
+    #[test]
+    fn platform_take_profit_false_does_not_track_upper_limit_pending_sell() {
+        let prev_date = d(2025, 2, 6);
+        let date = d(2025, 2, 7);
+        let symbol = "001368.SZ";
+        let data = DataSet::from_components(
+            vec![Instrument {
+                symbol: symbol.to_string(),
+                name: symbol.to_string(),
+                board: "SZ".to_string(),
+                round_lot: 100,
+                listed_at: Some(d(2020, 1, 1)),
+                delisted_at: None,
+                status: "active".to_string(),
+            }],
+            vec![DailyMarketSnapshot {
+                date,
+                symbol: symbol.to_string(),
+                timestamp: Some("2025-02-07 10:18:00".to_string()),
+                day_open: 23.11,
+                open: 23.11,
+                high: 23.99,
+                low: 23.11,
+                close: 23.99,
+                last_price: 23.99,
+                bid1: 23.99,
+                ask1: 23.99,
+                prev_close: 21.81,
+                volume: 100_161,
+                tick_volume: 1_000,
+                bid1_volume: 1_000,
+                ask1_volume: 1_000,
+                trading_phase: Some("continuous".to_string()),
+                paused: false,
+                upper_limit: 23.99,
+                lower_limit: 19.63,
+                price_tick: 0.01,
+            }],
+            vec![DailyFactorSnapshot {
+                date,
+                symbol: symbol.to_string(),
+                market_cap_bn: 24.90,
+                free_float_cap_bn: 6.10,
+                pe_ttm: 8.0,
+                turnover_ratio: Some(35.77),
+                effective_turnover_ratio: Some(35.77),
+                extra_factors: BTreeMap::new(),
+            }],
+            vec![CandidateEligibility {
+                date,
+                symbol: symbol.to_string(),
+                is_st: false,
+                is_new_listing: false,
+                is_paused: false,
+                allow_buy: false,
+                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(symbol).buy(prev_date, 6_200, 19.86);
+        let subscriptions = BTreeSet::new();
+        let ctx = StrategyContext {
+            execution_date: date,
+            decision_date: date,
+            decision_index: 20,
+            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.rotation_enabled = false;
+        cfg.signal_symbol = symbol.to_string();
+        cfg.stop_loss_expr.clear();
+        cfg.take_profit_expr = "false".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,
+                OrderIntent::TargetValue { symbol: intent_symbol, target_value, .. }
+                    if intent_symbol == symbol && *target_value == 0.0
+            )),
+            "{:?}",
+            decision.order_intents
+        );
+        assert!(
+            !decision.order_intents.iter().any(|intent| matches!(
+                intent,
+                OrderIntent::AlgoValue { reason, .. } if reason == "delayed_limit_open_sell"
+            )),
+            "{:?}",
+            decision.order_intents
+        );
+        assert!(strategy.pending_highlimit_holdings.is_empty());
+    }
+
     #[test]
     fn platform_take_profit_sells_position_at_upper_limit() {
         let prev_date = d(2025, 2, 6);