Add futures order execution model

crates/fidc-core/tests/futures_account.rs

@@ -1,6 +1,14 @@
 use std::collections::BTreeMap;
 
-use fidc_core::{FuturesAccountState, FuturesContractSpec, FuturesDirection};
+use chrono::NaiveDate;
+use fidc_core::{
+    FuturesAccountState, FuturesContractSpec, FuturesDirection, FuturesOrderIntent,
+    FuturesPositionEffect, OrderStatus,
+};
+
+fn d(year: i32, month: u32, day: u32) -> NaiveDate {
+    NaiveDate::from_ymd_opt(year, month, day).expect("valid date")
+}
 
 #[test]
 fn futures_account_tracks_long_margin_pnl_and_settlement() {
@@ -50,3 +58,106 @@ fn futures_account_tracks_short_close_cash_delta() {
     assert_eq!(position.quantity, 3);
     assert!((position.equity() - 900.0).abs() < 1e-6);
 }
+
+#[test]
+fn futures_order_execution_splits_close_between_old_and_today_quantity() {
+    let spec = FuturesContractSpec::new(300.0, 0.12, 0.12);
+    let mut account = FuturesAccountState::new(1_000_000.0);
+
+    account.open("IF2501", FuturesDirection::Long, spec, 3, 4000.0, 0.0);
+    account.begin_trading_day();
+    account.open("IF2501", FuturesDirection::Long, spec, 2, 4010.0, 0.0);
+
+    let report = account.execute_order(
+        d(2025, 1, 2),
+        Some(10),
+        FuturesOrderIntent::close(
+            "IF2501",
+            FuturesDirection::Long,
+            FuturesPositionEffect::Close,
+            spec,
+            4,
+            4020.0,
+            4.0,
+            "auto close",
+        ),
+    );
+
+    assert_eq!(report.order_events.len(), 1);
+    assert_eq!(report.order_events[0].status, OrderStatus::Filled);
+    assert_eq!(report.fill_events[0].quantity, 4);
+    assert!((report.fill_events[0].net_cash_flow - 19_196.0).abs() < 1e-6);
+    let position = account
+        .position("IF2501", FuturesDirection::Long)
+        .expect("remaining long position");
+    assert_eq!(position.quantity, 1);
+    assert_eq!(position.old_quantity, 0);
+    assert_eq!(position.today_quantity(), 1);
+}
+
+#[test]
+fn futures_close_today_rejects_when_today_quantity_is_insufficient() {
+    let spec = FuturesContractSpec::new(10.0, 0.1, 0.1);
+    let mut account = FuturesAccountState::new(100_000.0);
+
+    account.open("RB2501", FuturesDirection::Short, spec, 2, 3500.0, 0.0);
+    account.begin_trading_day();
+
+    let report = account.execute_order(
+        d(2025, 1, 3),
+        Some(11),
+        FuturesOrderIntent::close(
+            "RB2501",
+            FuturesDirection::Short,
+            FuturesPositionEffect::CloseToday,
+            spec,
+            1,
+            3490.0,
+            1.0,
+            "close today without today position",
+        ),
+    );
+
+    assert_eq!(report.order_events.len(), 1);
+    assert_eq!(report.order_events[0].status, OrderStatus::Rejected);
+    assert!(
+        report.order_events[0]
+            .reason
+            .contains("close today quantity")
+    );
+    let position = account
+        .position("RB2501", FuturesDirection::Short)
+        .expect("short position unchanged");
+    assert_eq!(position.quantity, 2);
+    assert_eq!(position.old_quantity, 2);
+}
+
+#[test]
+fn futures_open_order_rejects_when_margin_is_insufficient() {
+    let spec = FuturesContractSpec::new(300.0, 0.2, 0.2);
+    let mut account = FuturesAccountState::new(10_000.0);
+
+    let report = account.execute_order(
+        d(2025, 1, 6),
+        Some(12),
+        FuturesOrderIntent::open(
+            "IF2501",
+            FuturesDirection::Long,
+            spec,
+            1,
+            4000.0,
+            2.0,
+            "oversized open",
+        ),
+    );
+
+    assert_eq!(report.order_events.len(), 1);
+    assert_eq!(report.order_events[0].status, OrderStatus::Rejected);
+    assert!(
+        report.order_events[0]
+            .reason
+            .contains("insufficient futures margin")
+    );
+    assert!(account.position("IF2501", FuturesDirection::Long).is_none());
+    assert!((account.total_cash() - 10_000.0).abs() < 1e-6);
+}