Improve jq microcap execution semantics

crates/fidc-core/tests/core_rules.rs

@@ -2,12 +2,8 @@ use chrono::NaiveDate;
 use fidc_core::cost::CostModel;
 use fidc_core::rules::EquityRuleHooks;
 use fidc_core::{
-    CandidateEligibility,
-    ChinaAShareCostModel,
-    ChinaEquityRuleHooks,
-    DailyMarketSnapshot,
-    OrderSide,
-    Position,
+    CandidateEligibility, ChinaAShareCostModel, ChinaEquityRuleHooks, DailyMarketSnapshot,
+    OrderSide, Position, PriceField,
 };
 
 fn d(year: i32, month: u32, day: u32) -> NaiveDate {
@@ -32,15 +28,25 @@ fn snapshot(open: f64, upper_limit: f64, lower_limit: f64) -> DailyMarketSnapsho
     DailyMarketSnapshot {
         date: d(2024, 1, 3),
         symbol: "000001.SZ".to_string(),
+        timestamp: Some("2024-01-03 10:18:00".to_string()),
+        day_open: open,
         open,
         high: open,
         low: open,
         close: open,
+        last_price: open,
+        bid1: open,
+        ask1: open,
         prev_close: 10.0,
         volume: 1_000_000,
+        tick_volume: 100_000,
+        bid1_volume: 50_000,
+        ask1_volume: 50_000,
+        trading_phase: Some("continuous".to_string()),
         paused: false,
         upper_limit,
         lower_limit,
+        price_tick: 0.01,
     }
 }
 
@@ -69,14 +75,11 @@ fn china_rule_hooks_block_same_day_sell_under_t_plus_one() {
         &snapshot(10.1, 11.0, 9.0),
         &candidate(),
         &position,
+        PriceField::Open,
     );
 
     assert!(!check.allowed);
-    assert!(check
-        .reason
-        .as_deref()
-        .unwrap_or_default()
-        .contains("t+1"));
+    assert!(check.reason.as_deref().unwrap_or_default().contains("t+1"));
 }
 
 #[test]
@@ -86,20 +89,62 @@ fn china_rule_hooks_block_buy_at_limit_up_and_sell_at_limit_down() {
     let mut position = Position::new("000001.SZ");
     position.buy(d(2024, 1, 2), 1_000, 10.0);
 
-    let buy_check = hooks.can_buy(d(2024, 1, 3), &snapshot(11.0, 11.0, 9.0), &candidate);
+    let buy_check = hooks.can_buy(
+        d(2024, 1, 3),
+        &snapshot(11.0, 11.0, 9.0),
+        &candidate,
+        PriceField::Open,
+    );
     assert!(!buy_check.allowed);
-    assert!(buy_check
-        .reason
-        .as_deref()
-        .unwrap_or_default()
-        .contains("upper limit"));
+    assert!(
+        buy_check
+            .reason
+            .as_deref()
+            .unwrap_or_default()
+            .contains("upper limit")
+    );
 
-    let sell_check =
-        hooks.can_sell(d(2024, 1, 3), &snapshot(9.0, 11.0, 9.0), &candidate, &position);
+    let sell_check = hooks.can_sell(
+        d(2024, 1, 3),
+        &snapshot(9.0, 11.0, 9.0),
+        &candidate,
+        &position,
+        PriceField::Open,
+    );
+    assert!(!sell_check.allowed);
+    assert!(
+        sell_check
+            .reason
+            .as_deref()
+            .unwrap_or_default()
+            .contains("lower limit")
+    );
+}
+
+#[test]
+fn china_rule_hooks_use_tick_size_tolerance_for_price_limits() {
+    let hooks = ChinaEquityRuleHooks;
+    let candidate = candidate();
+
+    let near_upper = DailyMarketSnapshot {
+        price_tick: 0.001,
+        ..snapshot(10.9995, 11.0, 9.0)
+    };
+    let buy_check = hooks.can_buy(d(2024, 1, 3), &near_upper, &candidate, PriceField::Open);
+    assert!(!buy_check.allowed);
+
+    let near_lower = DailyMarketSnapshot {
+        price_tick: 0.001,
+        ..snapshot(9.0005, 11.0, 9.0)
+    };
+    let mut position = Position::new("000001.SZ");
+    position.buy(d(2024, 1, 2), 1_000, 10.0);
+    let sell_check = hooks.can_sell(
+        d(2024, 1, 3),
+        &near_lower,
+        &candidate,
+        &position,
+        PriceField::Open,
+    );
     assert!(!sell_check.allowed);
-    assert!(sell_check
-        .reason
-        .as_deref()
-        .unwrap_or_default()
-        .contains("lower limit"));
 }