Expose open order runtime fields

crates/fidc-core/src/broker.rs

@@ -208,6 +208,10 @@ impl<C, R> BrokerSimulator<C, R> {
                 requested_quantity: order.requested_quantity,
                 filled_quantity: order.filled_quantity,
                 remaining_quantity: order.remaining_quantity,
+                unfilled_quantity: order.remaining_quantity,
+                status: OrderStatus::Pending,
+                avg_price: 0.0,
+                transaction_cost: 0.0,
                 limit_price: order.limit_price,
                 reason: order.reason.clone(),
             })

crates/fidc-core/src/events.rs

@@ -47,6 +47,18 @@ pub enum OrderStatus {
     Rejected,
 }
 
+impl OrderStatus {
+    pub fn as_str(&self) -> &'static str {
+        match self {
+            Self::Pending => "pending",
+            Self::Filled => "filled",
+            Self::PartiallyFilled => "partially_filled",
+            Self::Canceled => "canceled",
+            Self::Rejected => "rejected",
+        }
+    }
+}
+
 #[derive(Debug, Clone, Serialize, Deserialize)]
 pub struct OrderEvent {
     #[serde(with = "date_format")]

crates/fidc-core/src/platform_expr_strategy.rs

@@ -470,6 +470,15 @@ impl PlatformExprStrategy {
             "weekday",
             "is_month_start",
             "is_month_end",
+            "has_open_orders",
+            "open_order_count",
+            "open_buy_order_count",
+            "open_sell_order_count",
+            "open_buy_qty",
+            "open_sell_qty",
+            "latest_open_order_id",
+            "latest_open_order_status",
+            "latest_open_order_unfilled_qty",
             "has_process_events",
             "process_event_count",
             "current_process_kind",
@@ -515,6 +524,12 @@ impl PlatformExprStrategy {
             "hit_upper_limit",
             "hit_lower_limit",
             "listed_days",
+            "symbol_open_order_count",
+            "symbol_open_buy_qty",
+            "symbol_open_sell_qty",
+            "latest_symbol_open_order_id",
+            "latest_symbol_open_order_status",
+            "latest_symbol_open_order_unfilled_qty",
             "stock_ma_short",
             "stock_ma_mid",
             "stock_ma_long",
@@ -1240,6 +1255,14 @@ impl PlatformExprStrategy {
         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);
+        scope.push(
+            "latest_open_order_status",
+            ctx.latest_open_order_status().to_string(),
+        );
+        scope.push(
+            "latest_open_order_unfilled_qty",
+            ctx.latest_open_order_unfilled_quantity() as i64,
+        );
         scope.push("has_dynamic_universe", ctx.has_dynamic_universe());
         scope.push(
             "dynamic_universe_count",
@@ -1366,6 +1389,14 @@ impl PlatformExprStrategy {
             "latest_open_order_id".into(),
             Dynamic::from(ctx.latest_open_order_id() as i64),
         );
+        day_factors.insert(
+            "latest_open_order_status".into(),
+            Dynamic::from(ctx.latest_open_order_status().to_string()),
+        );
+        day_factors.insert(
+            "latest_open_order_unfilled_qty".into(),
+            Dynamic::from(ctx.latest_open_order_unfilled_quantity() as i64),
+        );
         day_factors.insert(
             "has_dynamic_universe".into(),
             Dynamic::from(ctx.has_dynamic_universe()),
@@ -1495,6 +1526,15 @@ impl PlatformExprStrategy {
                 "latest_symbol_open_order_id",
                 ctx.latest_symbol_open_order_id(&stock.symbol) as i64,
             );
+            scope.push(
+                "latest_symbol_open_order_status",
+                ctx.latest_symbol_open_order_status(&stock.symbol)
+                    .to_string(),
+            );
+            scope.push(
+                "latest_symbol_open_order_unfilled_qty",
+                ctx.latest_symbol_open_order_unfilled_quantity(&stock.symbol) as i64,
+            );
             scope.push(
                 "in_dynamic_universe",
                 ctx.dynamic_universe_contains(&stock.symbol),
@@ -1591,6 +1631,17 @@ impl PlatformExprStrategy {
                 "latest_symbol_open_order_id".into(),
                 Dynamic::from(ctx.latest_symbol_open_order_id(&stock.symbol) as i64),
             );
+            factors.insert(
+                "latest_symbol_open_order_status".into(),
+                Dynamic::from(
+                    ctx.latest_symbol_open_order_status(&stock.symbol)
+                        .to_string(),
+                ),
+            );
+            factors.insert(
+                "latest_symbol_open_order_unfilled_qty".into(),
+                Dynamic::from(ctx.latest_symbol_open_order_unfilled_quantity(&stock.symbol) as i64),
+            );
             factors.insert(
                 "in_dynamic_universe".into(),
                 Dynamic::from(ctx.dynamic_universe_contains(&stock.symbol)),
@@ -4781,6 +4832,10 @@ mod tests {
             requested_quantity: 300,
             filled_quantity: 100,
             remaining_quantity: 200,
+            unfilled_quantity: 200,
+            status: crate::OrderStatus::Pending,
+            avg_price: 0.0,
+            transaction_cost: 0.0,
             limit_price: 10.2,
             reason: "pending_limit_sell".to_string(),
         }];
@@ -4811,7 +4866,7 @@ mod tests {
             start_time_expr: None,
             end_time_expr: None,
             when_expr: Some(
-                "has_open_orders && open_order_count == 1 && open_sell_qty == 200 && symbol_open_sell_qty == 200 && symbol_open_order_count == 1".to_string(),
+                "has_open_orders && open_order_count == 1 && open_sell_qty == 200 && symbol_open_sell_qty == 200 && symbol_open_order_count == 1 && latest_open_order_status == \"pending\" && latest_open_order_unfilled_qty == 200 && latest_symbol_open_order_status == \"pending\" && latest_symbol_open_order_unfilled_qty == 200".to_string(),
             ),
             reason: "open_order_aware_entry".to_string(),
         }];
@@ -4897,6 +4952,10 @@ mod tests {
                 requested_quantity: 100,
                 filled_quantity: 0,
                 remaining_quantity: 100,
+                unfilled_quantity: 100,
+                status: crate::OrderStatus::Pending,
+                avg_price: 0.0,
+                transaction_cost: 0.0,
                 limit_price: 9.9,
                 reason: "pending_limit_buy".to_string(),
             },
@@ -4907,6 +4966,10 @@ mod tests {
                 requested_quantity: 300,
                 filled_quantity: 100,
                 remaining_quantity: 200,
+                unfilled_quantity: 200,
+                status: crate::OrderStatus::Pending,
+                avg_price: 0.0,
+                transaction_cost: 0.0,
                 limit_price: 10.2,
                 reason: "pending_limit_sell".to_string(),
             },

crates/fidc-core/src/strategy.rs

@@ -9,7 +9,7 @@ use chrono::{Datelike, Duration, NaiveDate, NaiveDateTime, NaiveTime};
 use crate::cost::ChinaAShareCostModel;
 use crate::data::{DailyMarketSnapshot, DataSet, IntradayExecutionQuote, PriceBar, PriceField};
 use crate::engine::BacktestError;
-use crate::events::{OrderSide, ProcessEvent};
+use crate::events::{OrderSide, OrderStatus, ProcessEvent};
 use crate::instrument::Instrument;
 use crate::portfolio::PortfolioState;
 use crate::scheduler::ScheduleRule;
@@ -72,6 +72,10 @@ pub struct OpenOrderView {
     pub requested_quantity: u32,
     pub filled_quantity: u32,
     pub remaining_quantity: u32,
+    pub unfilled_quantity: u32,
+    pub status: OrderStatus,
+    pub avg_price: f64,
+    pub transaction_cost: f64,
     pub limit_price: f64,
     pub reason: String,
 }
@@ -168,6 +172,22 @@ impl StrategyContext<'_> {
             .unwrap_or(0)
     }
 
+    pub fn latest_open_order_status(&self) -> &'static str {
+        self.open_orders
+            .iter()
+            .max_by_key(|order| order.order_id)
+            .map(|order| order.status.as_str())
+            .unwrap_or("")
+    }
+
+    pub fn latest_open_order_unfilled_quantity(&self) -> u32 {
+        self.open_orders
+            .iter()
+            .max_by_key(|order| order.order_id)
+            .map(|order| order.unfilled_quantity)
+            .unwrap_or(0)
+    }
+
     pub fn latest_symbol_open_order_id(&self, symbol: &str) -> u64 {
         self.open_orders
             .iter()
@@ -177,6 +197,24 @@ impl StrategyContext<'_> {
             .unwrap_or(0)
     }
 
+    pub fn latest_symbol_open_order_status(&self, symbol: &str) -> &'static str {
+        self.open_orders
+            .iter()
+            .filter(|order| order.symbol == symbol)
+            .max_by_key(|order| order.order_id)
+            .map(|order| order.status.as_str())
+            .unwrap_or("")
+    }
+
+    pub fn latest_symbol_open_order_unfilled_quantity(&self, symbol: &str) -> u32 {
+        self.open_orders
+            .iter()
+            .filter(|order| order.symbol == symbol)
+            .max_by_key(|order| order.order_id)
+            .map(|order| order.unfilled_quantity)
+            .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

@@ -144,6 +144,7 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
                     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/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: "latest_open_order_status/latest_open_order_unfilled_qty".to_string(), field_type: "string/int".to_string(), detail: "最近一笔挂单的状态和未成交数量；当前挂单状态为 pending，字段命名对齐 RQAlpha Order 的 status/unfilled_quantity 语义。".to_string() },
                     ManualField { name: "has_dynamic_universe/dynamic_universe_count".to_string(), field_type: "bool/int".to_string(), detail: "当前策略上下文是否存在动态 universe，以及动态 universe 内证券数量。".to_string() },
                     ManualField { name: "has_subscriptions/subscription_count".to_string(), field_type: "bool/int".to_string(), detail: "当前订阅集合是否为空，以及订阅证券数量。".to_string() },
                     ManualField { name: "subscription_guard_required".to_string(), field_type: "bool".to_string(), detail: "当前显式交易是否启用订阅保护；启用后未订阅标的的显式订单会被拒绝生成。".to_string() },
@@ -167,6 +168,7 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
                     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/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: "latest_symbol_open_order_status/latest_symbol_open_order_unfilled_qty".to_string(), field_type: "string/int".to_string(), detail: "当前证券最近一笔挂单的状态和未成交数量。".to_string() },
                     ManualField { name: "in_dynamic_universe/is_subscribed".to_string(), field_type: "bool".to_string(), detail: "当前证券是否在动态 universe 内，以及是否仍在订阅集合中。".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() },