test: declare historical audit assumptions in non-liquidity fixtures

crates/fidc-core/tests/automatic_trade_protection.rs

@@ -119,7 +119,7 @@ fn run(policy: AutomaticTradeProtection) -> fidc_core::BacktestResult {
         action("-100", "decision_date >= \"2026-09-14\""),
     ];
     config.matching_type = MatchingType::CurrentBarClose;
-    let broker = BrokerSimulator::new(ChinaAShareCostModel::default(), ChinaEquityRuleHooks)
+    let broker = BrokerSimulator::new(ChinaAShareCostModel::default(), ChinaEquityRuleHooks).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit)
         .with_matching_type(MatchingType::CurrentBarClose);
     BacktestEngine::new(
         data(),
@@ -294,7 +294,7 @@ fn locked_holding_keeps_its_slot_even_when_cash_can_buy_the_next_candidate() {
         }],
         ..Default::default()
     };
-    let broker = BrokerSimulator::new(ChinaAShareCostModel::default(), ChinaEquityRuleHooks)
+    let broker = BrokerSimulator::new(ChinaAShareCostModel::default(), ChinaEquityRuleHooks).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit)
         .with_matching_type(MatchingType::CurrentBarClose);
     let result = BacktestEngine::new(
         dataset,

crates/fidc-core/tests/corporate_actions.rs

@@ -394,7 +394,7 @@ fn engine_reinvests_dividend_receivable_in_round_lots() {
                 .with_minimum_commission(0.0),
             ChinaEquityRuleHooks::default(),
             PriceField::Open,
-        ),
+        ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit),
         BacktestConfig {
             initial_cash: 11_008.0,
             benchmark_code: "000300.SH".to_string(),
@@ -475,7 +475,7 @@ fn engine_settles_same_day_dividend_after_split_for_aiquant_semantics() {
             ChinaAShareCostModel::default(),
             ChinaEquityRuleHooks::default(),
             PriceField::Open,
-        ),
+        ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit),
         BacktestConfig {
             initial_cash: 11_008.0,
             benchmark_code: "000300.SH".to_string(),

crates/fidc-core/tests/decision_quote_preload.rs

@@ -170,7 +170,7 @@ fn engine_uses_preplanned_decision_symbols_without_recomputing_strategy_plan() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks,
         PriceField::Close,
-    )
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit)
     .with_matching_type(MatchingType::CurrentBarClose);
     let config = BacktestConfig {
         initial_cash: 10_000.0,
@@ -235,7 +235,7 @@ fn engine_skips_decision_quote_symbol_plan_without_loader() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks,
         PriceField::Close,
-    )
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit)
     .with_matching_type(MatchingType::CurrentBarClose);
     let config = BacktestConfig {
         initial_cash: 10_000.0,
@@ -391,7 +391,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks,
         PriceField::Last,
-    )
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit)
     .with_matching_type(MatchingType::MinuteLast)
     .with_intraday_execution_start_time(t(10, 40, 0));
     let config = BacktestConfig {
@@ -590,7 +590,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks,
         PriceField::Last,
-    )
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit)
     .with_matching_type(MatchingType::MinuteLast)
     .with_intraday_execution_start_time(t(10, 40, 0));
     let config = BacktestConfig {
@@ -796,7 +796,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks,
         PriceField::Last,
-    )
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit)
     .with_matching_type(MatchingType::MinuteLast)
     .with_intraday_execution_start_time(t(10, 40, 0));
     let config = BacktestConfig {

crates/fidc-core/tests/delisting.rs

@@ -295,7 +295,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         data,
         BuyThenHoldStrategy,
@@ -548,7 +548,7 @@ fn engine_applies_successor_conversion_before_unresolved_delisting_audit() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         data,
         BuyThenHoldStrategy,

crates/fidc-core/tests/engine_hooks.rs

@@ -1219,7 +1219,7 @@ fn engine_runs_strategy_hooks_in_daily_order() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         data,
         strategy,
@@ -1260,7 +1260,7 @@ fn engine_runs_strategy_hooks_in_daily_order() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut compact_engine = BacktestEngine::new(
         compact_data,
         compact_strategy,
@@ -1401,7 +1401,7 @@ fn engine_executes_open_auction_decisions_before_on_day() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::DayOpen,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         data,
         strategy,
@@ -1497,7 +1497,7 @@ fn engine_executes_futures_order_intents_against_future_account() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         data,
         FuturesOrderStrategy,
@@ -1569,7 +1569,7 @@ fn platform_runtime_actions_execute_generic_futures_open_and_close() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         two_day_futures_data(),
         PlatformExprStrategy::new(cfg),
@@ -1609,7 +1609,7 @@ fn engine_settles_configured_futures_expiration_at_settlement() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         single_day_anchor_data(date),
         FuturesOrderStrategy,
@@ -1657,7 +1657,7 @@ fn engine_aggregates_futures_account_into_nav_and_metrics() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         single_day_anchor_data(date),
         FuturesOrderStrategy,
@@ -1700,7 +1700,7 @@ fn engine_matches_pending_futures_limit_order_with_data_driven_costs() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         two_day_futures_data(),
         FuturesLimitOrderStrategy,
@@ -1753,7 +1753,7 @@ fn engine_reports_pending_futures_order_at_backtest_boundary() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         two_day_futures_data(),
         FuturesLimitOrderStrategy,
@@ -1805,7 +1805,7 @@ fn engine_rejects_futures_limit_orders_not_aligned_to_tick() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         two_day_futures_data(),
         FuturesInvalidTickLimitStrategy,
@@ -1836,7 +1836,7 @@ fn engine_allows_disabling_futures_limit_tick_validation() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         two_day_futures_data(),
         FuturesInvalidTickLimitStrategy,
@@ -1883,7 +1883,7 @@ fn engine_rejects_futures_limit_orders_outside_price_limits() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         two_day_futures_data(),
         FuturesAboveUpperLimitStrategy,
@@ -1958,7 +1958,7 @@ fn engine_rejects_futures_orders_when_trading_phase_is_closed() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         data,
         FuturesClosedPhaseOrderStrategy,
@@ -2066,7 +2066,7 @@ fn engine_sweeps_futures_order_book_depth_when_available() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Last,
-    )
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit)
     .with_matching_type(MatchingType::MinuteBestCounterparty);
     let mut engine = BacktestEngine::new(
         data,
@@ -2111,7 +2111,7 @@ fn strategy_context_exposes_advanced_data_helpers() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         two_day_futures_data(),
         AdvancedDataApiProbeStrategy {
@@ -2265,7 +2265,7 @@ fn engine_runs_minute_hooks_and_executes_minute_orders() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Last,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let loader_requests = Arc::new(Mutex::new(Vec::<ExecutionQuoteRequest>::new()));
     let loader_requests_for_callback = Arc::clone(&loader_requests);
     let mut engine = BacktestEngine::new(
@@ -2381,7 +2381,7 @@ fn engine_skips_empty_platform_style_minute_callbacks_between_schedule_times() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Last,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         data,
         strategy,
@@ -2579,7 +2579,7 @@ fn strategy_context_exposes_engine_native_data_helpers() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         data,
         strategy,
@@ -2683,7 +2683,7 @@ fn strategy_context_exposes_final_order_runtime_view() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Close,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         data,
         strategy,
@@ -2959,7 +2959,7 @@ fn engine_applies_account_cash_flow_and_financing_intents() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Close,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         data,
         AccountFlowStrategy,
@@ -3157,7 +3157,7 @@ fn engine_expires_pending_day_limit_orders_at_market_close() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let strategy = LimitCarryStrategy { issued: false };
     let mut engine = BacktestEngine::new(
         data,
@@ -3394,7 +3394,7 @@ fn engine_runs_scheduled_rules_for_daily_weekly_and_monthly_triggers() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::DayOpen,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         data,
         strategy,
@@ -3649,7 +3649,7 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::DayOpen,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         data,
         strategy,
@@ -3741,7 +3741,7 @@ fn engine_installs_process_mods_on_event_bus() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::DayOpen,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         data,
         HookProbeStrategy {
@@ -3778,7 +3778,7 @@ fn engine_installs_enabled_process_mods_from_loader() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::DayOpen,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         data,
         HookProbeStrategy {
@@ -3981,7 +3981,7 @@ fn engine_applies_dynamic_universe_and_subscription_directives() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         data,
         strategy,
@@ -4105,7 +4105,7 @@ fn engine_exposes_current_process_context_to_strategies() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Last,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         data,
         strategy,
@@ -4215,7 +4215,7 @@ fn engine_rejects_an_unexplained_missing_holding_close() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         data,
         BuyMissingRowThenHoldStrategy,
@@ -4314,7 +4314,7 @@ fn platform_strategy_cannot_hide_missing_valuation_by_skipping_stop_take() {
         ChinaAShareCostModel::default(),
         ChinaEquityRuleHooks::default(),
         PriceField::Open,
-    );
+    ).with_volume_capacity_mode(fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit);
     let mut engine = BacktestEngine::new(
         data,
         PlatformExprStrategy::new(config),