fix(report): 修复报告生成中盈亏显示缺失的多个bug

- 修复 market_opened 检测中 df 变量名冲突导致 KeyError: holdings
- 维持仓位盈亏使用最近可用收盘价计算（不再依赖市场是否开盘）
- 调出标的盈亏：市场已开盘用当天开盘价，未开盘用前日收盘价
- 新调入标的在市场未开盘时正确显示待开盘状态（进场日期/盈亏为空）

rotation/simple_rotation.py

@@ -1192,6 +1192,16 @@ class SimpleRotationStrategy:
         holdings = last_rec['holdings']
         factors = last_rec.get('factors', {})
 
+        # Check if market has opened for last_date (ETF data available for exact date)
+        market_opened = False
+        for code in holdings:
+            trade_code = self.signal_to_trade.get(code, code)
+            if trade_code in self.etf_data:
+                etf_df = self.etf_data[trade_code]
+                if len(etf_df) > 0 and etf_df.index[-1] >= last_date:
+                    market_opened = True
+                    break
+
         # Build code config dict for display
         code_config = {}
         for name, asset in self.config.asset_pools.assets.items():
@@ -1235,17 +1245,28 @@ class SimpleRotationStrategy:
             entry_price = None
             holding_days = 0
             pnl = None
-            for rec in reversed(self.daily_records):
-                if code in rec['holdings']:
-                    entry_date = pd.Timestamp(rec['date'])
-                    p = self._get_etf_prices(trade_code, entry_date)
-                    entry_price = p['open'] if p else None
-                else:
-                    break
-            if entry_date is not None:
-                holding_days = (last_date - entry_date).days
-                if entry_price and entry_price > 0 and etf_close and etf_close > 0:
-                    pnl = etf_close / entry_price - 1
+            is_new_entry = (is_rebalance_day and code not in prev_holdings)
+            # New entries on a day when market hasn't opened yet: no execution data
+            if is_new_entry and not market_opened:
+                entry_date = None
+                entry_price = None
+                holding_days = 0
+                pnl = None
+            else:
+                for rec in reversed(self.daily_records):
+                    if code in rec['holdings']:
+                        rec_date = pd.Timestamp(rec['date'])
+                        p = self._get_etf_prices(trade_code, rec_date)
+                        if p is not None:
+                            entry_date = rec_date
+                            entry_price = p['open']
+                    else:
+                        break
+                if entry_date is not None:
+                    holding_days = (last_date - entry_date).days
+                    # For maintained positions, use latest available close for pnl
+                    if entry_price and entry_price > 0 and etf_close and etf_close > 0:
+                        pnl = etf_close / entry_price - 1
 
             positions_info.append({
                 'name': name, 'code': code, 'etf': etf_code,
@@ -1264,6 +1285,8 @@ class SimpleRotationStrategy:
                 old_holdings = set(self.daily_records[last_idx - 1]['holdings'])
                 new_holdings = set(holdings)
                 removed = old_holdings - new_holdings
+                prev_rec = self.daily_records[last_idx - 1]
+                prev_weights = prev_rec.get('position_weights', {})
                 for code in sorted(removed):
                     cfg = code_config.get(code, {})
                     name = cfg.get('name', code)
@@ -1273,13 +1296,37 @@ class SimpleRotationStrategy:
                     etf_close = self._get_etf_close(trade_code, last_date)
                     premium = self._get_latest_premium(trade_code, last_date)
                     score = factors.get(code)
+                    # Recover holding info from historical records
+                    exit_entry_date = None
+                    exit_entry_price = None
+                    exit_holding_days = 0
+                    exit_pnl = None
+                    for rec in reversed(self.daily_records[:last_idx]):
+                        if code in rec['holdings']:
+                            exit_entry_date = pd.Timestamp(rec['date'])
+                            p = self._get_etf_prices(trade_code, exit_entry_date)
+                            exit_entry_price = p['open'] if p else None
+                        else:
+                            break
+                    if exit_entry_date is not None:
+                        exit_holding_days = (last_date - exit_entry_date).days
+                        # Exit price: today's open if market opened, else prev_close
+                        exit_prices = self._get_etf_prices(trade_code, last_date)
+                        if market_opened and exit_prices:
+                            sell_price = exit_prices['open']
+                        elif exit_prices:
+                            sell_price = exit_prices['prev_close']
+                        else:
+                            sell_price = None
+                        if exit_entry_price and exit_entry_price > 0 and sell_price and sell_price > 0:
+                            exit_pnl = sell_price / exit_entry_price - 1
                     exit_positions.append({
                         'name': name, 'code': code, 'etf': etf_code,
-                        'weight': 0, 'score': score,
+                        'weight': prev_weights.get(code, 0.0), 'score': score,
                         'idx_close': idx_close, 'etf_close': etf_close,
                         'premium': premium, 'action': '调出',
-                        'entry_date': None, 'entry_price': None,
-                        'holding_days': 0, 'pnl': None,
+                        'entry_date': exit_entry_date, 'entry_price': exit_entry_price,
+                        'holding_days': exit_holding_days, 'pnl': exit_pnl,
                     })
 
         # Build unselected (未入选) positions: all signal codes not held and not exited