修复退市生效日结算

crates/fidc-core/src/engine.rs

@@ -3319,7 +3319,7 @@ where
             let Some(instrument) = self.data.instrument(&symbol) else {
                 continue;
             };
-            let should_settle = instrument.is_delisted_before(date)
+            let should_settle = instrument.is_delisted_on_or_before(date)
                 || (instrument.status.eq_ignore_ascii_case("delisted")
                     && instrument.delisted_at.is_none()
                     && self.data.market(date, &symbol).is_none());

crates/fidc-core/src/instrument.rs

@@ -40,6 +40,11 @@ impl Instrument {
             .is_some_and(|delisted_at| delisted_at < date)
     }
 
+    pub fn is_delisted_on_or_before(&self, date: NaiveDate) -> bool {
+        self.delisted_at
+            .is_some_and(|delisted_at| delisted_at <= date)
+    }
+
     pub fn is_active_on(&self, date: NaiveDate) -> bool {
         self.listed_at.is_none_or(|listed_at| listed_at <= date)
             && !self.is_delisted_before(date)

crates/fidc-core/tests/delisting.rs

@@ -114,6 +114,29 @@ fn engine_settles_delisted_position_before_missing_market_snapshot_breaks_run()
                 lower_limit: 4.5,
                 price_tick: 0.01,
             },
+            DailyMarketSnapshot {
+                date: delist_date,
+                symbol: "000002.SZ".to_string(),
+                timestamp: Some("2025-01-03 10:18:00".to_string()),
+                day_open: 5.05,
+                open: 5.05,
+                high: 5.15,
+                low: 5.0,
+                close: 5.05,
+                last_price: 5.05,
+                bid1: 5.04,
+                ask1: 5.06,
+                prev_close: 5.0,
+                volume: 110_000,
+                minute_volume: 110_000,
+                bid1_volume: 110_000,
+                ask1_volume: 110_000,
+                trading_phase: Some("continuous".to_string()),
+                paused: false,
+                upper_limit: 5.5,
+                lower_limit: 4.5,
+                price_tick: 0.01,
+            },
             DailyMarketSnapshot {
                 date: date2,
                 symbol: "000002.SZ".to_string(),
@@ -159,6 +182,16 @@ fn engine_settles_delisted_position_before_missing_market_snapshot_breaks_run()
                 effective_turnover_ratio: Some(1.0),
                 extra_factors: BTreeMap::new(),
             },
+            DailyFactorSnapshot {
+                date: delist_date,
+                symbol: "000002.SZ".to_string(),
+                market_cap_bn: 30.5,
+                free_float_cap_bn: 28.5,
+                pe_ttm: 10.0,
+                turnover_ratio: Some(1.0),
+                effective_turnover_ratio: Some(1.0),
+                extra_factors: BTreeMap::new(),
+            },
             DailyFactorSnapshot {
                 date: date2,
                 symbol: "000002.SZ".to_string(),
@@ -197,6 +230,19 @@ fn engine_settles_delisted_position_before_missing_market_snapshot_breaks_run()
                 is_one_yuan: false,
                 risk_level_code: None,
             },
+            CandidateEligibility {
+                date: delist_date,
+                symbol: "000002.SZ".to_string(),
+                is_st: false,
+                is_star_st: false,
+                is_new_listing: false,
+                is_paused: false,
+                allow_buy: true,
+                allow_sell: true,
+                is_kcb: false,
+                is_one_yuan: false,
+                risk_level_code: None,
+            },
             CandidateEligibility {
                 date: date2,
                 symbol: "000002.SZ".to_string(),
@@ -220,6 +266,14 @@ fn engine_settles_delisted_position_before_missing_market_snapshot_breaks_run()
                 prev_close: 99.0,
                 volume: 1_000_000,
             },
+            BenchmarkSnapshot {
+                date: delist_date,
+                benchmark: "000300.SH".to_string(),
+                open: 100.5,
+                close: 100.5,
+                prev_close: 100.0,
+                volume: 1_050_000,
+            },
             BenchmarkSnapshot {
                 date: date2,
                 benchmark: "000300.SH".to_string(),