Add instrument history helpers

crates/fidc-core/src/data.rs

@@ -802,6 +802,21 @@ impl DataSet {
         instruments
     }
 
+    pub fn instruments_history(&self, symbols: &[&str]) -> Vec<&Instrument> {
+        symbols
+            .iter()
+            .filter_map(|symbol| self.instruments.get(*symbol))
+            .collect()
+    }
+
+    pub fn active_instruments(&self, date: NaiveDate, symbols: &[&str]) -> Vec<&Instrument> {
+        symbols
+            .iter()
+            .filter_map(|symbol| self.instruments.get(*symbol))
+            .filter(|instrument| instrument.is_active_on(date))
+            .collect()
+    }
+
     pub fn instrument(&self, symbol: &str) -> Option<&Instrument> {
         self.instruments.get(symbol)
     }

crates/fidc-core/src/instrument.rs

@@ -39,6 +39,12 @@ impl Instrument {
         self.delisted_at
             .is_some_and(|delisted_at| delisted_at < date)
     }
+
+    pub fn is_active_on(&self, date: NaiveDate) -> bool {
+        self.listed_at.is_none_or(|listed_at| listed_at <= date)
+            && !self.is_delisted_before(date)
+            && !self.status.eq_ignore_ascii_case("inactive")
+    }
 }
 
 fn default_status() -> String {

crates/fidc-core/src/strategy.rs

@@ -269,6 +269,14 @@ impl StrategyContext<'_> {
             .collect()
     }
 
+    pub fn instruments_history(&self, symbols: &[&str]) -> Vec<&Instrument> {
+        self.data.instruments_history(symbols)
+    }
+
+    pub fn active_instruments(&self, symbols: &[&str]) -> Vec<&Instrument> {
+        self.data.active_instruments(self.execution_date, symbols)
+    }
+
     pub fn all_instruments(&self) -> Vec<&Instrument> {
         self.data.all_instruments()
     }

crates/fidc-core/src/strategy_ai.rs

@@ -198,6 +198,7 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
             ManualFunction { name: "history_bars".to_string(), signature: "ctx.history_bars(symbol, count, \"1d\" | \"1m\" | \"tick\", \"close\", include_now)".to_string(), detail: "回测内核策略上下文数据 API，返回指定证券最近 N 条数值序列。日线字段支持 open/high/low/close/last/prev_close/volume/upper_limit/lower_limit；分钟或 tick 字段支持 last/bid1/ask1/volume_delta/amount_delta。日线 include_now=false 排除当前交易日；分钟/tick 会按当前 on_bar、on_tick 或调度时刻截断，include_now=false 排除当前 bar/tick，避免未来函数。".to_string() },
             ManualFunction { name: "current_snapshot".to_string(), signature: "ctx.current_snapshot(symbol)".to_string(), detail: "读取当前交易日指定证券的日级快照，可用于获得当日 open/close/last/upper_limit/lower_limit 等字段。".to_string() },
             ManualFunction { name: "instrument/instruments/all_instruments".to_string(), signature: "ctx.instrument(symbol)".to_string(), detail: "读取证券元数据，包括名称、板块、上市日期、退市日期、最小下单量、整手、最小价位等；all_instruments 按证券代码稳定排序返回全量证券。".to_string() },
+            ManualFunction { name: "active_instruments/instruments_history".to_string(), signature: "ctx.active_instruments(&[symbol])".to_string(), detail: "active_instruments 返回当前交易日已上市且未退市的证券；instruments_history 返回给定代码的历史证券记录，包含当前已退市标的，对齐 RQAlpha 的 active_instruments/instruments_history 能力。".to_string() },
             ManualFunction { name: "get_trading_dates/get_previous_trading_date/get_next_trading_date".to_string(), signature: "ctx.get_previous_trading_date(date, n)".to_string(), detail: "交易日历 API。get_trading_dates 返回闭区间交易日；previous/next 返回相对某日向前或向后的第 n 个交易日，当前日自身不计入。".to_string() },
             ManualFunction { name: "is_suspended/is_st_stock".to_string(), signature: "ctx.is_suspended(symbol, count)".to_string(), detail: "读取指定证券截至当前交易日最近 count 个交易日的停牌或 ST 标记，返回 bool 序列，顺序从旧到新；对应 RQAlpha 的 is_suspended/is_st_stock 数据源能力。".to_string() },
             ManualFunction { name: "get_price".to_string(), signature: "ctx.get_price(symbol, start_date, end_date, \"1d\" | \"1m\" | \"tick\")".to_string(), detail: "按日期区间读取统一 PriceBar 序列。日线返回 open/high/low/close/last/volume/盘口字段；分钟或 tick 返回按 timestamp 排序的 last/bid1/ask1/volume_delta/amount_delta 映射，便于服务层转成表格或前端明细。".to_string() },

crates/fidc-core/tests/engine_hooks.rs

@@ -436,8 +436,11 @@ impl Strategy for DataApiProbeStrategy {
             let tick_price_count = ctx
                 .get_price("000001.SZ", d(2025, 1, 3), ctx.execution_date, "tick")
                 .len();
+            let instrument_history_count =
+                ctx.instruments_history(&["000001.SZ", "000002.SZ"]).len();
+            let active_instrument_count = ctx.active_instruments(&["000001.SZ", "000002.SZ"]).len();
             self.snapshots.borrow_mut().push(format!(
-                "daily={daily_close};previous={previous_close};tick={tick_last};previous_tick={previous_tick_last};current={current_close};instrument={instrument_name};all={};range={trading_date_count};prev={prev_date};next={next_date};suspended={suspended};st={st_flags};price_daily={daily_price_count};price_tick={tick_price_count}",
+                "daily={daily_close};previous={previous_close};tick={tick_last};previous_tick={previous_tick_last};current={current_close};instrument={instrument_name};all={};history={instrument_history_count};active={active_instrument_count};range={trading_date_count};prev={prev_date};next={next_date};suspended={suspended};st={st_flags};price_daily={daily_price_count};price_tick={tick_price_count}",
                 ctx.all_instruments().len()
             ));
         }
@@ -897,15 +900,26 @@ fn strategy_context_exposes_rqalpha_style_data_helpers() {
     let date1 = d(2025, 1, 2);
     let date2 = d(2025, 1, 3);
     let date3 = d(2025, 1, 6);
-    let instrument = Instrument {
+    let instruments = vec![
-        symbol: "000001.SZ".to_string(),
+        Instrument {
-        name: "Anchor".to_string(),
+            symbol: "000001.SZ".to_string(),
-        board: "SZ".to_string(),
+            name: "Anchor".to_string(),
-        round_lot: 100,
+            board: "SZ".to_string(),
-        listed_at: Some(d(2020, 1, 1)),
+            round_lot: 100,
-        delisted_at: None,
+            listed_at: Some(d(2020, 1, 1)),
-        status: "active".to_string(),
+            delisted_at: None,
-    };
+            status: "active".to_string(),
+        },
+        Instrument {
+            symbol: "000002.SZ".to_string(),
+            name: "Historical".to_string(),
+            board: "SZ".to_string(),
+            round_lot: 100,
+            listed_at: Some(d(2020, 1, 1)),
+            delisted_at: Some(date2),
+            status: "active".to_string(),
+        },
+    ];
     let market = [
         (date1, 10.0, 10.0, 10.0, 100_000),
         (date2, 10.1, 10.1, 10.0, 110_000),
@@ -1026,7 +1040,7 @@ fn strategy_context_exposes_rqalpha_style_data_helpers() {
         },
     ];
     let data = DataSet::from_components_with_actions_and_quotes(
-        vec![instrument],
+        instruments,
         market,
         factors,
         candidates,
@@ -1065,7 +1079,7 @@ fn strategy_context_exposes_rqalpha_style_data_helpers() {
     assert_eq!(
         snapshots.borrow().as_slice(),
         [
-            "daily=10.10,10.20;previous=10.00,10.10;tick=10.15,10.25;previous_tick=10.15;current=10.20;instrument=Anchor;all=1;range=3;prev=2025-01-03;next=2025-01-06;suspended=0,1,0;st=0,1,0;price_daily=2;price_tick=3"
+            "daily=10.10,10.20;previous=10.00,10.10;tick=10.15,10.25;previous_tick=10.15;current=10.20;instrument=Anchor;all=2;history=2;active=1;range=3;prev=2025-01-03;next=2025-01-06;suspended=0,1,0;st=0,1,0;price_daily=2;price_tick=3"
         ]
     );
 }

docs/rqalpha-gap-roadmap.md

@@ -61,7 +61,8 @@ current alignment pass.
 - [x] `is_suspended`
 - [x] `is_st_stock`
 - [x] `get_price` style date-range tabular API
-- [ ] `instruments_history`
+- [x] `active_instruments`
+- [x] `instruments_history`
 
 ## Execution Order
 
@@ -76,6 +77,5 @@ current alignment pass.
 
 ## Current Step
 
-Active implementation target: continue stock data-source API parity after
+Active implementation target: continue parity audit for remaining account and
-covering suspended/ST historical flags and `get_price` style date-range
+order object APIs after the core stock data-source APIs are covered.
-queries; next larger gap is instruments history.