修复FIDC顺延调仓目标丢失

crates/fidc-core/src/broker_stock_pool.rs

@@ -787,10 +787,12 @@ impl<C: CostModel, R: EquityRuleHooks> BrokerSimulator<C, R> {
             if let Some(denial) = denial {
                 report.diagnostics.push(format!("etf_daily_open_fallback:protected symbol={} date={date} reason={denial}", target.symbol));
                 etf_activity(&mut report,date,&target.symbol,target.side,format!("ETF 顺延目标受持有保护限制：{denial}；未提交委托。"));
+                self.deferred_etf_targets.borrow_mut().defer_to_next_session(target, date, &dates);
                 continue;
             }
             if target.side == pool::OrderSide::Buy && before_quantity == 0 && Self::positive_position_count(portfolio) >= target.max_positions {
                 report.diagnostics.push(format!("etf_daily_open_fallback:blocked symbol={} reason=occupied_position_slots", target.symbol));
+                self.deferred_etf_targets.borrow_mut().defer_to_next_session(target, date, &dates);
                 continue;
             }
             let value = target.target_value.to_f64().ok_or_else(|| BacktestError::Execution("etf_daily_open_fallback: target value out of range".into()))?;

crates/fidc-core/src/etf_execution.rs

@@ -81,6 +81,15 @@ impl DeferredEtfTargets {
             *existing = row;
         } else { self.rows.push(row); }
     }
+    /// Keep a due target when execution was intentionally deferred by a
+    /// transient portfolio condition (for example an occupied slot or a
+    /// holding-protection window).  The next official session is the only
+    /// valid retry clock; a natural-day retry would create a second decision
+    /// for the same market session.
+    pub fn defer_to_next_session(&mut self, mut row: DeferredEtfTarget, date: NaiveDate, dates: &[NaiveDate]) {
+        row.execute_on = dates.iter().copied().find(|candidate| *candidate > date);
+        self.upsert(row);
+    }
     pub fn take_due(&mut self, date: NaiveDate) -> Vec<DeferredEtfTarget> {
         let mut due = Vec::new();
         self.rows.retain(|row| {
@@ -126,4 +135,20 @@ mod tests {
         assert!(queue.take_due(NaiveDate::from_ymd_opt(2026,2,1).unwrap()).is_empty());
         assert_eq!(queue.len(),1);
     }
+
+    #[test]
+    fn deferred_target_moves_to_next_official_session_instead_of_being_lost() {
+        let mut queue=DeferredEtfTargets::default();
+        queue.replace_generation("pool","v1");
+        queue.upsert(target("510300.SH",crate::stock_pool_execution::OrderSide::Buy,"v1"));
+        let date=NaiveDate::from_ymd_opt(2026,1,5).unwrap();
+        let due=queue.take_due(date);
+        assert_eq!(due.len(),1);
+        queue.defer_to_next_session(due.into_iter().next().unwrap(),date,&[
+            NaiveDate::from_ymd_opt(2026,1,5).unwrap(),
+            NaiveDate::from_ymd_opt(2026,1,6).unwrap(),
+        ]);
+        assert!(queue.take_due(date).is_empty());
+        assert_eq!(queue.take_due(NaiveDate::from_ymd_opt(2026,1,6).unwrap()).len(),1);
+    }
 }