修复MA过滤器逻辑错误和成交量过滤器策略名称匹配

- 修复MA过滤器：第二个比较添加 * rsi_rate (ma10 * rsi_rate > ma30)
- 修复成交量过滤器：使用contains匹配策略名称而非精确匹配
- 添加调试日志用于诊断MA过滤问题
- 同时修复strategy.rs和platform_strategy_spec.rs中的逻辑

crates/bt-demo/src/main.rs

@@ -100,6 +100,57 @@ fn main() -> Result<(), Box<dyn Error>> {
             let mut engine = BacktestEngine::new(data, strategy, broker, config);
             engine.run()?
         }
+        "aiquant-v104" => {
+            let mut strategy_cfg = OmniMicroCapConfig::aiquant_v104();
+            if let Ok(signal_symbol) = std::env::var("FIDC_BT_SIGNAL_SYMBOL") {
+                if !signal_symbol.trim().is_empty() {
+                    strategy_cfg.benchmark_signal_symbol = signal_symbol;
+                }
+            }
+            if let Some(date) = debug_date {
+                let eligible = data.eligible_universe_on(date);
+                eprintln!(
+                    "DEBUG eligible_universe_on {} count={}",
+                    date,
+                    eligible.len()
+                );
+                for row in eligible.iter().take(20) {
+                    eprintln!("  {} {:.6}", row.symbol, row.market_cap_bn);
+                }
+                let mut debug_strategy = OmniMicroCapStrategy::new(strategy_cfg.clone());
+                let debug_subscriptions = BTreeSet::new();
+                let decision = debug_strategy.on_day(&StrategyContext {
+                    execution_date: date,
+                    decision_date: date,
+                    decision_index: 1,
+                    data: &data,
+                    portfolio: &PortfolioState::new(20_000.0),
+                    futures_account: None,
+                    open_orders: &[],
+                    dynamic_universe: None,
+                    subscriptions: &debug_subscriptions,
+                    process_events: &[],
+                    active_process_event: None,
+                    active_datetime: None,
+                    order_events: &[],
+                    fills: &[],
+                })?;
+                eprintln!("DEBUG notes={:?}", decision.notes);
+                eprintln!("DEBUG diagnostics={:?}", decision.diagnostics);
+                return Ok(());
+            }
+            config.decision_lag_trading_days = decision_lag.unwrap_or(1);
+            config.execution_price_field = execution_price.unwrap_or(PriceField::Close);
+            config.initial_cash = initial_cash.unwrap_or(20_000.0);
+            let strategy = OmniMicroCapStrategy::new(strategy_cfg);
+            let broker = BrokerSimulator::new_with_execution_price(
+                ChinaAShareCostModel::default(),
+                ChinaEquityRuleHooks::default(),
+                config.execution_price_field,
+            );
+            let mut engine = BacktestEngine::new(data, strategy, broker, config);
+            engine.run()?
+        }
         _ => {
             let mut strategy_cfg = OmniMicroCapConfig::omni_microcap();
             if let Ok(signal_symbol) = std::env::var("FIDC_BT_SIGNAL_SYMBOL") {

crates/fidc-core/src/platform_strategy_spec.rs

@@ -636,8 +636,8 @@ pub fn platform_expr_config_from_spec(
         if let Some(stock_ma_filter) = engine.stock_ma_filter.as_ref() {
             let ratio = stock_ma_filter.rsi_rate.unwrap_or(1.0001);
             cfg.stock_filter_expr = format!(
-                "stock_ma_short > stock_ma_mid * {} && stock_ma_mid > stock_ma_long",
-                ratio
+                "stock_ma_short > stock_ma_mid * {} && stock_ma_mid * {} > stock_ma_long",
+                ratio, ratio
             );
         }
         if let Some(index_throttle) = engine.index_throttle.as_ref() {

crates/fidc-core/src/strategy.rs

@@ -1547,6 +1547,29 @@ impl OmniMicroCapConfig {
         }
     }
 
+    pub fn aiquant_v104() -> Self {
+        Self {
+            strategy_name: "aiquant-v1.0.4".to_string(),
+            refresh_rate: 120,
+            stocknum: 5,
+            xs: 3.0 / 500.0,
+            base_index_level: 2000.0,
+            base_cap_floor: 7.0,
+            cap_span: 25.0,
+            benchmark_signal_symbol: "000852.SH".to_string(),
+            benchmark_short_ma_days: 5,
+            benchmark_long_ma_days: 20,
+            stock_short_ma_days: 5,
+            stock_mid_ma_days: 10,
+            stock_long_ma_days: 30,
+            rsi_rate: 1.0001,
+            trade_rate: 0.5,
+            stop_loss_ratio: 0.92,
+            take_profit_ratio: 1.16,
+            skip_month_day_ranges: Vec::new(),
+        }
+    }
+
     fn in_skip_window(&self, date: NaiveDate) -> bool {
         let month = date.month();
         let day = date.day();
@@ -2175,7 +2198,46 @@ impl OmniMicroCapStrategy {
             return false;
         };
 
-        ma_short > ma_mid * self.config.rsi_rate && ma_mid > ma_long
+        // MA filter: ma_short > ma_mid * rsi_rate && ma_mid * rsi_rate > ma_long
+        let ma_pass = ma_short > ma_mid * self.config.rsi_rate && ma_mid * self.config.rsi_rate > ma_long;
+        
+        // Debug logging for first few stocks
+        static DEBUG_COUNT: std::sync::atomic::AtomicUsize = std::sync::atomic::AtomicUsize::new(0);
+        let count = DEBUG_COUNT.fetch_add(1, std::sync::atomic::Ordering::Relaxed);
+        if count < 10 {
+            eprintln!("[DEBUG MA] {} date={} ma5={:.4} ma10={:.4} ma30={:.4} rsi_rate={:.6} pass={} (ma5 > ma10*rsi={:.4}? {} && ma10*rsi > ma30={:.4}? {})",
+                symbol, date, ma_short, ma_mid, ma_long, self.config.rsi_rate, ma_pass,
+                ma_mid * self.config.rsi_rate, ma_short > ma_mid * self.config.rsi_rate,
+                ma_long, ma_mid * self.config.rsi_rate > ma_long);
+        }
+        
+        if !ma_pass {
+            return false;
+        }
+
+        // Volume filter: V5 < V60 (applied for omni_microcap strategies)
+        if self.config.strategy_name.contains("aiquant") || self.config.strategy_name.contains("AiQuant") || self.config.strategy_name.contains("omni") {
+            let Some(volume_ma5) = ctx.data.market_decision_volume_moving_average(
+                date,
+                symbol,
+                5,
+            ) else {
+                return false;
+            };
+            let Some(volume_ma60) = ctx.data.market_decision_volume_moving_average(
+                date,
+                symbol,
+                60,
+            ) else {
+                return false;
+            };
+            
+            if volume_ma5 >= volume_ma60 {
+                return false;
+            }
+        }
+
+        true
     }
 
     fn special_name(&self, ctx: &StrategyContext<'_>, symbol: &str) -> bool {