chore: 更新 fidc-backtest-engine - 2026-05-13

crates/fidc-core/src/platform_expr_strategy.rs

@@ -196,7 +196,7 @@ pub struct PlatformExprStrategyConfig {
     pub stock_short_ma_days: usize,
     pub stock_mid_ma_days: usize,
     pub stock_long_ma_days: usize,
-    pub skip_month_day_ranges: Vec<(u32, u32, u32)>,
+    pub skip_month_day_ranges: Vec<(Option<u32>, u32, u32, u32)>,
     pub rebalance_schedule: Option<PlatformRebalanceSchedule>,
     pub rotation_enabled: bool,
     pub daily_top_up_enabled: bool,
@@ -263,11 +263,17 @@ fn band_low(index_close) {
     }
 
     fn in_skip_window(&self, date: NaiveDate) -> bool {
+        let year = date.year() as u32;
         let month = date.month();
         let day = date.day();
         self.skip_month_day_ranges
             .iter()
-            .any(|(m, start_day, end_day)| month == *m && day >= *start_day && day <= *end_day)
+            .any(|(window_year, m, start_day, end_day)| {
+                window_year.map(|value| value == year).unwrap_or(true)
+                    && month == *m
+                    && day >= *start_day
+                    && day <= *end_day
+            })
     }
 }
 

crates/fidc-core/src/platform_strategy_spec.rs

@@ -156,6 +156,8 @@ pub struct IndexThrottleConfig {
 #[derive(Debug, Clone, Default, Deserialize, Serialize)]
 #[serde(rename_all = "camelCase")]
 pub struct SkipWindowConfig {
+    #[serde(default)]
+    pub year: Option<u32>,
     #[serde(default)]
     pub month: Option<u32>,
     #[serde(default)]
@@ -391,7 +393,14 @@ pub fn platform_expr_config_from_spec(
             cfg.skip_month_day_ranges = engine
                 .skip_windows
                 .iter()
-                .filter_map(|window| Some((window.month?, window.start_day?, window.end_day?)))
+                .filter_map(|window| {
+                    Some((
+                        window.year,
+                        window.month?,
+                        window.start_day?,
+                        window.end_day?,
+                    ))
+                })
                 .collect();
         }
         if let Some(spec_signal_symbol) = engine

crates/fidc-core/src/strategy.rs

@@ -1104,7 +1104,7 @@ pub struct CnSmallCapRotationConfig {
     pub take_profit_pct: f64,
     pub signal_symbol: Option<String>,
     pub skip_months: Vec<u32>,
-    pub skip_month_day_ranges: Vec<(u32, u32, u32)>,
+    pub skip_month_day_ranges: Vec<(Option<u32>, u32, u32, u32)>,
 }
 
 impl CnSmallCapRotationConfig {
@@ -1159,23 +1159,29 @@ impl CnSmallCapRotationConfig {
             signal_symbol: Some("000852.SH".to_string()),
             skip_months: vec![],
             skip_month_day_ranges: vec![
-                (1, 15, 30),
-                (4, 15, 29),
-                (8, 15, 31),
-                (10, 20, 30),
-                (12, 20, 30),
+                (None, 1, 15, 30),
+                (None, 4, 15, 29),
+                (None, 8, 15, 31),
+                (None, 10, 20, 30),
+                (None, 12, 20, 30),
             ],
         }
     }
 
     fn in_skip_window(&self, date: NaiveDate) -> bool {
+        let year = date.year() as u32;
         let month = date.month();
         let day = date.day();
         self.skip_months.contains(&month)
             || self
                 .skip_month_day_ranges
                 .iter()
-                .any(|(m, start_day, end_day)| month == *m && day >= *start_day && day <= *end_day)
+                .any(|(window_year, m, start_day, end_day)| {
+                    window_year.map(|value| value == year).unwrap_or(true)
+                        && month == *m
+                        && day >= *start_day
+                        && day <= *end_day
+                })
     }
 }
 
@@ -1533,7 +1539,7 @@ pub struct OmniMicroCapConfig {
     pub trade_rate: f64,
     pub stop_loss_ratio: f64,
     pub take_profit_ratio: f64,
-    pub skip_month_day_ranges: Vec<(u32, u32, u32)>,
+    pub skip_month_day_ranges: Vec<(Option<u32>, u32, u32, u32)>,
 }
 
 impl OmniMicroCapConfig {
@@ -1592,11 +1598,17 @@ impl OmniMicroCapConfig {
     }
 
     fn in_skip_window(&self, date: NaiveDate) -> bool {
+        let year = date.year() as u32;
         let month = date.month();
         let day = date.day();
         self.skip_month_day_ranges
             .iter()
-            .any(|(m, start_day, end_day)| month == *m && day >= *start_day && day <= *end_day)
+            .any(|(window_year, m, start_day, end_day)| {
+                window_year.map(|value| value == year).unwrap_or(true)
+                    && month == *m
+                    && day >= *start_day
+                    && day <= *end_day
+            })
     }
 }