修复平台策略次日开盘未来函数

crates/fidc-core/src/platform_expr_strategy.rs

@@ -1675,6 +1675,7 @@ impl PlatformExprStrategy {
             scope.push("tick_volume", stock.tick_volume);
             scope.push("bid1_volume", stock.bid1_volume);
             scope.push("ask1_volume", stock.ask1_volume);
+            scope.push("turnover", stock.turnover_ratio);
             scope.push("turnover_ratio", stock.turnover_ratio);
             scope.push("effective_turnover_ratio", stock.effective_turnover_ratio);
             scope.push("open", stock.open);
@@ -1763,6 +1764,7 @@ impl PlatformExprStrategy {
             factors.insert("tick_volume".into(), Dynamic::from(stock.tick_volume));
             factors.insert("bid1_volume".into(), Dynamic::from(stock.bid1_volume));
             factors.insert("ask1_volume".into(), Dynamic::from(stock.ask1_volume));
+            factors.insert("turnover".into(), Dynamic::from(stock.turnover_ratio));
             factors.insert("turnover_ratio".into(), Dynamic::from(stock.turnover_ratio));
             factors.insert(
                 "effective_turnover_ratio".into(),
@@ -2009,8 +2011,9 @@ impl PlatformExprStrategy {
             })
             .filter(|value| !value.trim().is_empty());
         let mut script_parts = Vec::new();
-        if !self.config.prelude.trim().is_empty() {
+        let prelude = Self::normalize_prelude_for_eval(&self.config.prelude);
-            script_parts.push(self.config.prelude.trim().to_string());
+        if !prelude.trim().is_empty() {
+            script_parts.push(prelude);
         }
         if let Some(alias_prelude) = factor_alias_prelude {
             script_parts.push(alias_prelude);
@@ -2028,6 +2031,28 @@ impl PlatformExprStrategy {
         Self::rewrite_ternary(expr.trim())
     }
 
+    fn normalize_prelude_for_eval(prelude: &str) -> String {
+        prelude
+            .lines()
+            .map(|line| {
+                let trimmed = line.trim_end();
+                let head = trimmed.trim_start();
+                if head.is_empty()
+                    || head.starts_with("//")
+                    || trimmed.ends_with(';')
+                    || trimmed.ends_with('{')
+                    || trimmed.ends_with('}')
+                    || !(head.starts_with("let ") || head.starts_with("const "))
+                {
+                    trimmed.to_string()
+                } else {
+                    format!("{trimmed};")
+                }
+            })
+            .collect::<Vec<_>>()
+            .join("\n")
+    }
+
     fn expand_runtime_helpers(
         &self,
         ctx: &StrategyContext<'_>,
@@ -2766,6 +2791,14 @@ impl PlatformExprStrategy {
         )
     }
 
+    fn is_non_numeric_expr_error(error: &BacktestError) -> bool {
+        matches!(
+            error,
+            BacktestError::Execution(message)
+                if message.starts_with("platform expr did not produce a number: ")
+        )
+    }
+
     fn split_top_level_args(args: &str) -> Vec<String> {
         let mut parts = Vec::new();
         let mut start = 0usize;
@@ -2960,26 +2993,33 @@ impl PlatformExprStrategy {
     }
 
     fn rewrite_ternary(expr: &str) -> String {
-        let Some((question_idx, colon_idx)) = Self::find_top_level_ternary(expr) else {
+        let trimmed = expr.trim();
-            return expr.trim().to_string();
+        let Some((condition_start, question_idx, colon_idx, false_end)) =
+            Self::find_ternary_span(trimmed)
+        else {
+            return trimmed.to_string();
         };
-        let condition = Self::rewrite_ternary(expr[..question_idx].trim());
+        let condition = Self::rewrite_ternary(trimmed[condition_start..question_idx].trim());
-        let when_true = Self::rewrite_ternary(expr[question_idx + 1..colon_idx].trim());
+        let when_true = Self::rewrite_ternary(trimmed[question_idx + 1..colon_idx].trim());
-        let when_false = Self::rewrite_ternary(expr[colon_idx + 1..].trim());
+        let when_false = Self::rewrite_ternary(trimmed[colon_idx + 1..false_end].trim());
-        format!(
+        let mut rewritten = String::new();
-            "if {} {{ {} }} else {{ {} }}",
+        rewritten.push_str(&trimmed[..condition_start]);
+        rewritten.push_str(&format!(
+            "(if {} {{ {} }} else {{ {} }})",
             condition, when_true, when_false
-        )
+        ));
+        rewritten.push_str(&trimmed[false_end..]);
+        Self::rewrite_ternary(&rewritten)
     }
 
-    fn find_top_level_ternary(expr: &str) -> Option<(usize, usize)> {
+    fn find_ternary_span(expr: &str) -> Option<(usize, usize, usize, usize)> {
         let mut paren_depth = 0i32;
         let mut brace_depth = 0i32;
         let mut bracket_depth = 0i32;
         let mut in_single_quote = false;
         let mut in_double_quote = false;
         let mut escaped = false;
-        let mut question_stack = Vec::new();
+        let mut question_stack: Vec<(usize, i32, i32, i32)> = Vec::new();
 
         for (idx, ch) in expr.char_indices() {
             if escaped {
@@ -3003,13 +3043,25 @@ impl PlatformExprStrategy {
                 '}' => brace_depth -= 1,
                 '[' => bracket_depth += 1,
                 ']' => bracket_depth -= 1,
-                '?' if paren_depth == 0 && brace_depth == 0 && bracket_depth == 0 => {
+                '?' => {
-                    question_stack.push(idx);
+                    question_stack.push((idx, paren_depth, brace_depth, bracket_depth));
                 }
-                ':' if paren_depth == 0 && brace_depth == 0 && bracket_depth == 0 => {
+                ':' => {
-                    if let Some(question_idx) = question_stack.pop() {
+                    if let Some(&(question_idx, question_paren, question_brace, question_bracket)) =
-                        if question_stack.is_empty() {
+                        question_stack.last()
-                            return Some((question_idx, idx));
+                    {
+                        if question_paren == paren_depth
+                            && question_brace == brace_depth
+                            && question_bracket == bracket_depth
+                        {
+                            question_stack.pop();
+                            let condition_start = Self::find_ternary_condition_start(
+                                expr,
+                                question_idx,
+                                question_paren,
+                            );
+                            let false_end = Self::find_ternary_false_end(expr, idx, paren_depth);
+                            return Some((condition_start, question_idx, idx, false_end));
                         }
                     }
                 }
@@ -3019,6 +3071,96 @@ impl PlatformExprStrategy {
         None
     }
 
+    fn find_ternary_condition_start(
+        expr: &str,
+        question_idx: usize,
+        ternary_paren_depth: i32,
+    ) -> usize {
+        let mut paren_depth = 0i32;
+        let mut brace_depth = 0i32;
+        let mut bracket_depth = 0i32;
+        let mut in_single_quote = false;
+        let mut in_double_quote = false;
+        let mut escaped = false;
+        let mut start = 0usize;
+
+        for (idx, ch) in expr.char_indices() {
+            if idx >= question_idx {
+                break;
+            }
+            if escaped {
+                escaped = false;
+                continue;
+            }
+            match ch {
+                '\\' if in_single_quote || in_double_quote => escaped = true,
+                '\'' if !in_double_quote => in_single_quote = !in_single_quote,
+                '"' if !in_single_quote => in_double_quote = !in_double_quote,
+                _ if in_single_quote || in_double_quote => {}
+                '(' => {
+                    let next_depth = paren_depth + 1;
+                    paren_depth += 1;
+                    if next_depth == ternary_paren_depth && brace_depth == 0 && bracket_depth == 0 {
+                        start = idx + ch.len_utf8();
+                    }
+                }
+                ')' => paren_depth -= 1,
+                '{' => brace_depth += 1,
+                '}' => brace_depth -= 1,
+                '[' => bracket_depth += 1,
+                ']' => bracket_depth -= 1,
+                ',' if paren_depth == 0 && brace_depth == 0 && bracket_depth == 0 => {
+                    start = idx + ch.len_utf8();
+                }
+                _ => {}
+            }
+        }
+        start
+    }
+
+    fn find_ternary_false_end(expr: &str, colon_idx: usize, ternary_paren_depth: i32) -> usize {
+        let mut paren_depth = ternary_paren_depth;
+        let mut brace_depth = 0i32;
+        let mut bracket_depth = 0i32;
+        let mut in_single_quote = false;
+        let mut in_double_quote = false;
+        let mut escaped = false;
+
+        for (idx, ch) in expr[colon_idx + 1..].char_indices() {
+            let absolute_idx = colon_idx + 1 + idx;
+            if escaped {
+                escaped = false;
+                continue;
+            }
+            match ch {
+                '\\' if in_single_quote || in_double_quote => escaped = true,
+                '\'' if !in_double_quote => in_single_quote = !in_single_quote,
+                '"' if !in_single_quote => in_double_quote = !in_double_quote,
+                _ if in_single_quote || in_double_quote => {}
+                '(' => paren_depth += 1,
+                ')' => {
+                    if paren_depth == ternary_paren_depth && brace_depth == 0 && bracket_depth == 0
+                    {
+                        return absolute_idx;
+                    }
+                    paren_depth -= 1;
+                }
+                '{' => brace_depth += 1,
+                '}' => brace_depth -= 1,
+                '[' => bracket_depth += 1,
+                ']' => bracket_depth -= 1,
+                ',' if paren_depth == ternary_paren_depth
+                    && brace_depth == 0
+                    && bracket_depth == 0 =>
+                {
+                    return absolute_idx;
+                }
+                _ => {}
+            }
+        }
+        expr.len()
+    }
+
     fn eval_float(
         &self,
         ctx: &StrategyContext<'_>,
@@ -4006,7 +4148,7 @@ impl PlatformExprStrategy {
             "tick_volume" => Some(stock.tick_volume as f64),
             "bid1_volume" => Some(stock.bid1_volume as f64),
             "ask1_volume" => Some(stock.ask1_volume as f64),
-            "turnover_ratio" => Some(stock.turnover_ratio),
+            "turnover" | "turnover_ratio" => Some(stock.turnover_ratio),
             "effective_turnover_ratio" => Some(stock.effective_turnover_ratio),
             "open" => Some(stock.open),
             "high" => Some(stock.high),
@@ -4075,6 +4217,7 @@ impl PlatformExprStrategy {
             return match self.eval_float(ctx, &self.config.rank_expr, day, Some(stock), None) {
                 Ok(value) => Ok(value),
                 Err(error) if Self::is_missing_rolling_mean_error(&error) => Ok(f64::NAN),
+                Err(error) if Self::is_non_numeric_expr_error(&error) => Ok(f64::NAN),
                 Err(error) => Err(error),
             };
         }
@@ -4229,7 +4372,8 @@ impl PlatformExprStrategy {
     fn stop_take_action(
         &self,
         ctx: &StrategyContext<'_>,
-        date: NaiveDate,
+        signal_date: NaiveDate,
+        execution_date: NaiveDate,
         day: &DayExpressionState,
         symbol: &str,
     ) -> Result<(bool, bool), BacktestError> {
@@ -4244,7 +4388,7 @@ impl PlatformExprStrategy {
         if position.quantity == 0 || position.average_cost <= 0.0 {
             return Ok((false, false));
         }
-        let stock = match self.stock_state(ctx, date, symbol) {
+        let stock = match self.stock_state(ctx, signal_date, symbol) {
             Ok(stock) => stock,
             Err(BacktestError::Data(crate::data::DataSetError::MissingSnapshot { .. })) => {
                 return Ok((false, false));
@@ -4271,9 +4415,9 @@ impl PlatformExprStrategy {
             prev_close: stock.prev_close,
             holding_return,
             quantity: position.quantity as i64,
-            sellable_qty: position.sellable_qty(date) as i64,
+            sellable_qty: position.sellable_qty(execution_date) as i64,
-            sellable: position.sellable_qty(date) as i64,
+            sellable: position.sellable_qty(execution_date) as i64,
-            closable: position.sellable_qty(date) as i64,
+            closable: position.sellable_qty(execution_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,
@@ -4327,12 +4471,12 @@ impl PlatformExprStrategy {
                 boolean
             } else if let Some(multiplier) = take_result.clone().try_cast::<f64>() {
                 !ctx.data
-                    .require_market(date, symbol)?
+                    .require_market(signal_date, symbol)?
                     .is_at_upper_limit_price(current_price)
                     && current_price / position.average_cost > multiplier
             } else if let Some(multiplier) = take_result.try_cast::<i64>() {
                 !ctx.data
-                    .require_market(date, symbol)?
+                    .require_market(signal_date, symbol)?
                     .is_at_upper_limit_price(current_price)
                     && current_price / position.average_cost > multiplier as f64
             } else {
@@ -4362,8 +4506,9 @@ impl Strategy for PlatformExprStrategy {
     }
 
     fn on_day(&mut self, ctx: &StrategyContext<'_>) -> Result<StrategyDecision, BacktestError> {
-        let date = ctx.execution_date;
+        let execution_date = ctx.execution_date;
-        if self.config.in_skip_window(date) {
+        let decision_date = ctx.decision_date;
+        if self.config.in_skip_window(execution_date) {
             return Ok(StrategyDecision {
                 rebalance: false,
                 target_weights: BTreeMap::new(),
@@ -4379,17 +4524,17 @@ impl Strategy for PlatformExprStrategy {
                         reason: "seasonal_stop_window".to_string(),
                     })
                     .collect(),
-                notes: vec![format!("seasonal stop window on {}", date)],
+                notes: vec![format!("seasonal stop window on {}", execution_date)],
                 diagnostics: vec!["platform expr skip window forced all cash".to_string()],
             });
         }
 
-        let day = self.day_state(ctx, date)?;
+        let day = self.day_state(ctx, decision_date)?;
         let (explicit_action_intents, explicit_action_diagnostics) =
             if self.config.explicit_action_stage == PlatformExplicitActionStage::OnDay
-                && self.explicit_actions_active(ctx.data.calendar(), date)
+                && self.explicit_actions_active(ctx.data.calendar(), execution_date)
             {
-                self.explicit_action_intents(ctx, date, &day)?
+                self.explicit_action_intents(ctx, decision_date, &day)?
             } else {
                 (Vec::new(), Vec::new())
             };
@@ -4411,8 +4556,14 @@ impl Strategy for PlatformExprStrategy {
             0
         };
         let stock_list = if self.config.rotation_enabled {
-            let (stock_list, notes) =
+            let (stock_list, notes) = self.select_symbols(
-                self.select_symbols(ctx, date, &day, band_low, band_high, selection_limit)?;
+                ctx,
+                decision_date,
+                &day,
+                band_low,
+                band_high,
+                selection_limit,
+            )?;
             selection_notes = notes;
             stock_list
         } else {
@@ -4422,7 +4573,7 @@ impl Strategy for PlatformExprStrategy {
             if let Some(schedule) = &self.config.rebalance_schedule {
                 schedule.matches(
                     ctx.data.calendar(),
-                    date,
+                    execution_date,
                     ScheduleStage::OnDay,
                     default_stage_time(ScheduleStage::OnDay),
                 )
@@ -4442,8 +4593,8 @@ impl Strategy for PlatformExprStrategy {
                 continue;
             }
             let (stop_hit, profit_hit) =
-                self.stop_take_action(ctx, date, &day, &position.symbol)?;
+                self.stop_take_action(ctx, decision_date, execution_date, &day, &position.symbol)?;
-            let can_sell = self.can_sell_position(ctx, date, &position.symbol);
+            let can_sell = self.can_sell_position(ctx, execution_date, &position.symbol);
             if stop_hit || profit_hit {
                 let sell_reason = if stop_hit {
                     "stop_loss_exit"
@@ -4460,7 +4611,7 @@ impl Strategy for PlatformExprStrategy {
                     self.project_target_zero(
                         ctx,
                         &mut projected,
-                        date,
+                        execution_date,
                         &position.symbol,
                         &mut projected_execution_state,
                     );
@@ -4477,18 +4628,24 @@ impl Strategy for PlatformExprStrategy {
                             {
                                 continue;
                             }
-                            let stock = self.stock_state(ctx, date, symbol)?;
+                            let decision_stock = self.stock_state(ctx, decision_date, symbol)?;
+                            let execution_stock = self.stock_state(ctx, execution_date, symbol)?;
                             if self
-                                .buy_rejection_reason(ctx, date, symbol, &stock)?
+                                .buy_rejection_reason(
+                                    ctx,
+                                    execution_date,
+                                    symbol,
+                                    &execution_stock,
+                                )?
                                 .is_some()
                             {
                                 continue;
                             }
-                            if !self.stock_passes_expr(ctx, &day, &stock)? {
+                            if !self.stock_passes_expr(ctx, &day, &decision_stock)? {
                                 continue;
                             }
                             let replacement_cash =
-                                replacement_cash * self.buy_scale(ctx, &day, &stock)?;
+                                replacement_cash * self.buy_scale(ctx, &day, &decision_stock)?;
                             if replacement_cash <= 0.0 {
                                 continue;
                             }
@@ -4500,7 +4657,7 @@ impl Strategy for PlatformExprStrategy {
                             self.project_order_value(
                                 ctx,
                                 &mut projected,
-                                date,
+                                execution_date,
                                 symbol,
                                 replacement_cash,
                                 &mut projected_execution_state,
@@ -4522,7 +4679,7 @@ impl Strategy for PlatformExprStrategy {
                 if stock_list.iter().any(|candidate| candidate == symbol) {
                     continue;
                 }
-                if !self.can_sell_position(ctx, date, symbol) {
+                if !self.can_sell_position(ctx, execution_date, symbol) {
                     continue;
                 }
                 order_intents.push(OrderIntent::TargetValue {
@@ -4533,7 +4690,7 @@ impl Strategy for PlatformExprStrategy {
                 self.project_target_zero(
                     ctx,
                     &mut projected,
-                    date,
+                    execution_date,
                     symbol,
                     &mut projected_execution_state,
                 );
@@ -4549,17 +4706,18 @@ impl Strategy for PlatformExprStrategy {
                 {
                     continue;
                 }
-                let stock = self.stock_state(ctx, date, symbol)?;
+                let decision_stock = self.stock_state(ctx, decision_date, symbol)?;
+                let execution_stock = self.stock_state(ctx, execution_date, symbol)?;
                 if self
-                    .buy_rejection_reason(ctx, date, symbol, &stock)?
+                    .buy_rejection_reason(ctx, execution_date, symbol, &execution_stock)?
                     .is_some()
                 {
                     continue;
                 }
-                if !self.stock_passes_expr(ctx, &day, &stock)? {
+                if !self.stock_passes_expr(ctx, &day, &decision_stock)? {
                     continue;
                 }
-                let buy_cash = fixed_buy_cash * self.buy_scale(ctx, &day, &stock)?;
+                let buy_cash = fixed_buy_cash * self.buy_scale(ctx, &day, &decision_stock)?;
                 if buy_cash <= 0.0 {
                     continue;
                 }
@@ -4571,7 +4729,7 @@ impl Strategy for PlatformExprStrategy {
                 self.project_order_value(
                     ctx,
                     &mut projected,
-                    date,
+                    execution_date,
                     symbol,
                     buy_cash,
                     &mut projected_execution_state,
@@ -4604,13 +4762,15 @@ impl Strategy for PlatformExprStrategy {
                 )
             },
             format!(
-                "selected={} periodic_rebalance={} exits={} projected_positions={} intents={} limit={}",
+                "selected={} periodic_rebalance={} exits={} projected_positions={} intents={} limit={} decision_date={} execution_date={}",
                 stock_list.len(),
                 periodic_rebalance,
                 exit_symbols.len(),
                 projected.positions().len(),
                 order_intents.len(),
-                selection_limit
+                selection_limit,
+                decision_date,
+                execution_date
             ),
             "platform strategy script executed through expression runtime + bid1/ask1 snapshot execution".to_string(),
         ];
@@ -4686,6 +4846,14 @@ mod tests {
         NaiveDate::from_ymd_opt(year, month, day).expect("valid date")
     }
 
+    #[test]
+    fn platform_expr_rewrites_nested_ternary() {
+        let expr = "pct_change(\"close\", 10) + (((close / rolling_mean(\"close\", 20)) - 1) > 0 ? 0.04 : -0.04)";
+        let rewritten = PlatformExprStrategy::rewrite_ternary(expr);
+        assert!(rewritten.contains("if ((close / rolling_mean(\"close\", 20)) - 1) > 0"));
+        assert!(!rewritten.contains('?'));
+    }
+
     fn sample_calendar() -> TradingCalendar {
         TradingCalendar::new(vec![
             d(2025, 1, 30),
@@ -5376,7 +5544,11 @@ mod tests {
         cfg.market_cap_lower_expr = "0".to_string();
         cfg.market_cap_upper_expr = "100".to_string();
         cfg.selection_limit_expr = "1".to_string();
-        cfg.stock_filter_expr = "rolling_mean(\"volume\", 60) > 0".to_string();
+        cfg.stock_filter_expr = concat!(
+            "rolling_mean(\"volume\", 60) > 0",
+            " && pct_change(\"close\", 1) > 0.0"
+        )
+        .to_string();
         let mut strategy = PlatformExprStrategy::new(cfg);
 
         let decision = strategy.on_day(&ctx).expect("platform decision");
@@ -5396,6 +5568,179 @@ mod tests {
         );
     }
 
+    #[test]
+    fn platform_strategy_uses_decision_date_for_next_bar_open_signals() {
+        let decision_date = d(2025, 2, 3);
+        let execution_date = d(2025, 2, 4);
+        let symbol = "000001.SZ";
+        let data = DataSet::from_components(
+            vec![Instrument {
+                symbol: symbol.to_string(),
+                name: "Decision Date Stock".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: decision_date,
+                    symbol: symbol.to_string(),
+                    timestamp: Some("2025-02-03 10:18:00".to_string()),
+                    day_open: 10.0,
+                    open: 10.0,
+                    high: 10.5,
+                    low: 9.8,
+                    close: 10.0,
+                    last_price: 10.0,
+                    bid1: 9.99,
+                    ask1: 10.01,
+                    prev_close: 9.9,
+                    volume: 1_000_000,
+                    tick_volume: 10_000,
+                    bid1_volume: 2_000,
+                    ask1_volume: 2_000,
+                    trading_phase: Some("continuous".to_string()),
+                    paused: false,
+                    upper_limit: 11.0,
+                    lower_limit: 9.0,
+                    price_tick: 0.01,
+                },
+                DailyMarketSnapshot {
+                    date: execution_date,
+                    symbol: symbol.to_string(),
+                    timestamp: Some("2025-02-04 10:18:00".to_string()),
+                    day_open: 12.0,
+                    open: 12.0,
+                    high: 101.0,
+                    low: 11.8,
+                    close: 100.0,
+                    last_price: 100.0,
+                    bid1: 99.99,
+                    ask1: 100.01,
+                    prev_close: 10.0,
+                    volume: 1_000_000,
+                    tick_volume: 10_000,
+                    bid1_volume: 2_000,
+                    ask1_volume: 2_000,
+                    trading_phase: Some("continuous".to_string()),
+                    paused: false,
+                    upper_limit: 110.0,
+                    lower_limit: 9.0,
+                    price_tick: 0.01,
+                },
+            ],
+            vec![
+                DailyFactorSnapshot {
+                    date: decision_date,
+                    symbol: symbol.to_string(),
+                    market_cap_bn: 12.0,
+                    free_float_cap_bn: 10.0,
+                    pe_ttm: 8.0,
+                    turnover_ratio: Some(1.0),
+                    effective_turnover_ratio: Some(1.0),
+                    extra_factors: BTreeMap::new(),
+                },
+                DailyFactorSnapshot {
+                    date: execution_date,
+                    symbol: symbol.to_string(),
+                    market_cap_bn: 12.0,
+                    free_float_cap_bn: 10.0,
+                    pe_ttm: 8.0,
+                    turnover_ratio: Some(1.0),
+                    effective_turnover_ratio: Some(1.0),
+                    extra_factors: BTreeMap::new(),
+                },
+            ],
+            vec![
+                CandidateEligibility {
+                    date: decision_date,
+                    symbol: symbol.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,
+                },
+                CandidateEligibility {
+                    date: execution_date,
+                    symbol: symbol.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: decision_date,
+                    benchmark: "000852.SH".to_string(),
+                    open: 1000.0,
+                    close: 1002.0,
+                    prev_close: 998.0,
+                    volume: 1_000_000,
+                },
+                BenchmarkSnapshot {
+                    date: execution_date,
+                    benchmark: "000852.SH".to_string(),
+                    open: 1002.0,
+                    close: 1004.0,
+                    prev_close: 1002.0,
+                    volume: 1_000_000,
+                },
+            ],
+        )
+        .expect("dataset");
+        let portfolio = PortfolioState::new(30_000.0);
+        let subscriptions = BTreeSet::new();
+        let ctx = StrategyContext {
+            execution_date,
+            decision_date,
+            decision_index: 1,
+            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.signal_symbol = symbol.to_string();
+        cfg.refresh_rate = 1;
+        cfg.max_positions = 1;
+        cfg.benchmark_short_ma_days = 1;
+        cfg.benchmark_long_ma_days = 1;
+        cfg.stock_short_ma_days = 1;
+        cfg.stock_mid_ma_days = 1;
+        cfg.stock_long_ma_days = 1;
+        cfg.market_cap_lower_expr = "0".to_string();
+        cfg.market_cap_upper_expr = "100".to_string();
+        cfg.selection_limit_expr = "1".to_string();
+        cfg.stock_filter_expr = "close > 50".to_string();
+        let mut strategy = PlatformExprStrategy::new(cfg);
+
+        let decision = strategy.on_day(&ctx).expect("platform decision");
+
+        assert!(decision.order_intents.is_empty());
+        assert!(
+            decision
+                .diagnostics
+                .iter()
+                .any(|item| item.contains("selected=0"))
+        );
+    }
+
     #[test]
     fn platform_helpers_support_generic_rolling_stats_and_normalized_factors() {
         let dates = [d(2025, 1, 2), d(2025, 1, 3), d(2025, 1, 6)];
@@ -5534,6 +5879,139 @@ mod tests {
         assert_eq!(decision.order_intents.len(), 1);
     }
 
+    #[test]
+    fn platform_selection_expands_pct_change_in_filter_and_rank_expr() {
+        let dates = [d(2025, 1, 2), d(2025, 1, 3), d(2025, 1, 6)];
+        let market_rows = dates
+            .iter()
+            .enumerate()
+            .map(|(index, date)| DailyMarketSnapshot {
+                date: *date,
+                symbol: "000001.SZ".to_string(),
+                timestamp: None,
+                day_open: 10.0 + index as f64,
+                open: 10.0 + index as f64,
+                high: 10.5 + index as f64,
+                low: 9.5 + index as f64,
+                close: 10.0 + index as f64,
+                last_price: 10.0 + index as f64,
+                bid1: 10.0 + index as f64,
+                ask1: 10.0 + index as f64,
+                prev_close: 9.8 + index as f64,
+                volume: 1000 + index as u64 * 100,
+                tick_volume: 0,
+                bid1_volume: 0,
+                ask1_volume: 0,
+                trading_phase: None,
+                paused: false,
+                upper_limit: 20.0,
+                lower_limit: 5.0,
+                price_tick: 0.01,
+            })
+            .collect::<Vec<_>>();
+        let factor_rows = dates
+            .iter()
+            .map(|date| DailyFactorSnapshot {
+                date: *date,
+                symbol: "000001.SZ".to_string(),
+                market_cap_bn: 12.0,
+                free_float_cap_bn: 10.0,
+                pe_ttm: 8.0,
+                turnover_ratio: Some(1.0),
+                effective_turnover_ratio: Some(1.0),
+                extra_factors: BTreeMap::new(),
+            })
+            .collect::<Vec<_>>();
+        let candidate_rows = dates
+            .iter()
+            .map(|date| CandidateEligibility {
+                date: *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,
+            })
+            .collect::<Vec<_>>();
+        let benchmark_rows = dates
+            .iter()
+            .map(|date| BenchmarkSnapshot {
+                date: *date,
+                benchmark: "000852.SH".to_string(),
+                open: 1000.0,
+                close: 1002.0,
+                prev_close: 998.0,
+                volume: 1_000_000,
+            })
+            .collect::<Vec<_>>();
+        let data = DataSet::from_components(
+            vec![Instrument {
+                symbol: "000001.SZ".to_string(),
+                name: "Ping An Bank".to_string(),
+                board: "SZ".to_string(),
+                round_lot: 100,
+                listed_at: Some(d(2020, 1, 1)),
+                delisted_at: None,
+                status: "active".to_string(),
+            }],
+            market_rows,
+            factor_rows,
+            candidate_rows,
+            benchmark_rows,
+        )
+        .expect("dataset");
+        let portfolio = PortfolioState::new(1_000_000.0);
+        let subscriptions = BTreeSet::new();
+        let ctx = StrategyContext {
+            execution_date: dates[2],
+            decision_date: dates[2],
+            decision_index: 2,
+            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.signal_symbol = "000001.SZ".to_string();
+        cfg.refresh_rate = 1;
+        cfg.max_positions = 1;
+        cfg.benchmark_short_ma_days = 1;
+        cfg.benchmark_long_ma_days = 1;
+        cfg.market_cap_lower_expr = "0".to_string();
+        cfg.market_cap_upper_expr = "100".to_string();
+        cfg.selection_limit_expr = "1".to_string();
+        cfg.prelude = "let turnover_floor = 0\nlet boost = 0.5".to_string();
+        cfg.stock_filter_expr = concat!(
+            "close > rolling_mean(\"close\", 2)",
+            " && pct_change(\"close\", 1) > 0.08",
+            " && turnover > turnover_floor"
+        )
+        .to_string();
+        cfg.exposure_expr = "signal_close > 0 ? 1.0 : 0.5".to_string();
+        cfg.buy_scale_expr = "touched_upper_limit ? 1.0 : 0.5".to_string();
+        cfg.rank_expr = concat!(
+            "(close / rolling_mean(\"close\", 2)) * 0.5",
+            " + pct_change(\"close\", 1) * boost"
+        )
+        .to_string();
+        cfg.rank_desc = true;
+        let mut strategy = PlatformExprStrategy::new(cfg);
+
+        let decision = strategy.on_day(&ctx).expect("platform decision");
+
+        assert_eq!(decision.order_intents.len(), 1);
+    }
+
     #[test]
     fn platform_strategy_emits_target_shares_explicit_action() {
         let date = d(2025, 2, 3);

crates/fidc-core/src/strategy_ai.rs

@@ -262,7 +262,7 @@ pub fn built_in_strategy_manual() -> StrategyAiManual {
                 fields: vec![
                     ManualField { name: "symbol".to_string(), field_type: "string".to_string(), detail: "证券代码。".to_string() },
                     ManualField { name: "market_cap/free_float_cap".to_string(), field_type: "float".to_string(), detail: "总市值、流通市值。".to_string() },
-                    ManualField { name: "turnover_ratio/effective_turnover_ratio".to_string(), field_type: "float".to_string(), detail: "换手率、有效换手率。".to_string() },
+                    ManualField { name: "turnover/turnover_ratio/effective_turnover_ratio".to_string(), field_type: "float".to_string(), detail: "换手率、换手率标准字段、有效换手率；turnover 是 turnover_ratio 的兼容别名。".to_string() },
                     ManualField { name: "open/high/low/close/last/last_price/prev_close/amount".to_string(), field_type: "float".to_string(), detail: "开盘、最高、最低、收盘、盘中价、昨收和成交额。".to_string() },
                     ManualField { name: "upper_limit/lower_limit/price_tick/round_lot/minimum_order_quantity/order_step_size".to_string(), field_type: "float/int".to_string(), detail: "涨跌停、最小价位、整手、最小下单量和数量步长。KSH/BJSE 等板块可与 round_lot 不同。".to_string() },
                     ManualField { name: "paused/is_st/is_kcb/is_one_yuan/is_new_listing".to_string(), field_type: "bool".to_string(), detail: "可交易性与板块标志。".to_string() },