diff --git a/tests/portfolio/test_all_weather.py b/tests/portfolio/test_all_weather.py
index 4d6f89b..4742932 100644
--- a/tests/portfolio/test_all_weather.py
+++ b/tests/portfolio/test_all_weather.py
@@ -177,6 +177,55 @@ class TestStopLoss:
         sell_calls = [c for c in s.broker.order_target_value.call_args_list if c.args[1] == 0]
         assert sell_calls == []
 
+    # ---- 昨日涨停分支:P1.2 去 1m 依赖,改 get_limit_status_batch 日线口径 ----
+
+    @staticmethod
+    def _limit_status_side_effect(is_limit_up):
+        def _glbs(codes, date):
+            return {c: {"is_limit_up": is_limit_up, "is_limit_down": False,
+                        "is_paused": False} for c in codes}
+        return _glbs
+
+    def test_yesterday_limitup_sold_when_today_not_limitup(self):
+        """昨日涨停 + 当日(日线)未涨停 → 涨停打开卖出。"""
+        from tests.portfolio.conftest import FakePosition, FakeContext
+
+        s = make_strategy()
+        pos = FakePosition("600519.XSHG", avg_cost=100.0, price=95.0)  # 不触发 -8%
+        ctx = FakeContext(positions={"600519.XSHG": pos})
+        s.yesterday_hl_list = ["600519.XSHG"]
+        s.provider.get_limit_status_batch.side_effect = \
+            self._limit_status_side_effect(is_limit_up=False)
+        s.stop_loss(ctx)
+        s.broker.order_target_value.assert_called_with("600519.XSHG", 0)
+
+    def test_yesterday_limitup_kept_when_still_limitup(self):
+        """昨日涨停 + 当日仍涨停 → 继续持有,不卖。"""
+        from tests.portfolio.conftest import FakePosition, FakeContext
+
+        s = make_strategy()
+        pos = FakePosition("600519.XSHG", avg_cost=100.0, price=95.0)
+        ctx = FakeContext(positions={"600519.XSHG": pos})
+        s.yesterday_hl_list = ["600519.XSHG"]
+        s.provider.get_limit_status_batch.side_effect = \
+            self._limit_status_side_effect(is_limit_up=True)
+        s.stop_loss(ctx)
+        sell_calls = [c for c in s.broker.order_target_value.call_args_list if c.args[1] == 0]
+        assert sell_calls == []
+
+    def test_yesterday_limitup_provider_failure_skips_branch(self):
+        """provider 无 get_limit_status_batch / 查询异常 → 跳过该分支不崩(降级)。"""
+        from tests.portfolio.conftest import FakePosition, FakeContext
+
+        s = make_strategy()
+        pos = FakePosition("600519.XSHG", avg_cost=100.0, price=95.0)
+        ctx = FakeContext(positions={"600519.XSHG": pos})
+        s.yesterday_hl_list = ["600519.XSHG"]
+        s.provider.get_limit_status_batch.side_effect = RuntimeError("boom")
+        s.stop_loss(ctx)  # 不抛异常
+        sell_calls = [c for c in s.broker.order_target_value.call_args_list if c.args[1] == 0]
+        assert sell_calls == []
+
 
 # =================== monthly_adjustment:轮动决策分支 ===================
 class TestMonthlyAdjustmentDecision:
@@ -274,11 +323,15 @@ class TestMonthlyAdjustmentDecision:
 # =================== 选股函数直接测试 ===================
 class TestStockPickers:
     def test_small_filters_by_roe_roa(self):
-        """roe>0.15 & roa>0.10 → 仅保留合格股,按 market_cap asc。"""
+        """roe>0.05 & roa>0.02 → 仅保留合格股,按 market_cap asc。
+
+        阈值是 e807bed 验证用放宽口径(原 0.15/0.10 对中证1000 命中仅~5%),
+        最终业务决策再定——测试锚定当前实现。
+        """
         df = make_fund_df([
             {"code": "A.XSHG", "roe": 0.20, "roa": 0.15, "market_cap": 500},
-            {"code": "B.XSHG", "roe": 0.10, "roa": 0.20, "market_cap": 300},  # roe 不够
-            {"code": "C.XSHG", "roe": 0.30, "roa": 0.05, "market_cap": 200},  # roa 不够
+            {"code": "B.XSHG", "roe": 0.03, "roa": 0.20, "market_cap": 300},  # roe 不够
+            {"code": "C.XSHG", "roe": 0.30, "roa": 0.01, "market_cap": 200},  # roa 不够
             {"code": "D.XSHG", "roe": 0.25, "roa": 0.12, "market_cap": 100},
         ])
         s = make_strategy()