Wire futures order intents into engine

crates/fidc-core/src/engine.rs

@@ -12,7 +12,7 @@ use crate::events::{
     AccountEvent, FillEvent, OrderEvent, OrderSide, OrderStatus, PositionEvent, ProcessEvent,
     ProcessEventKind,
 };
-use crate::futures::FuturesAccountState;
+use crate::futures::{FuturesAccountState, FuturesExecutionReport};
 use crate::metrics::{BacktestMetrics, compute_backtest_metrics};
 use crate::portfolio::{CashReceivable, HoldingSummary, PortfolioState};
 use crate::rules::EquityRuleHooks;
@@ -103,6 +103,7 @@ pub struct BacktestEngine<S, C, R> {
     dynamic_universe: Option<BTreeSet<String>>,
     subscriptions: BTreeSet<String>,
     futures_account: Option<FuturesAccountState>,
+    next_futures_order_id: u64,
 }
 
 impl<S, C, R> BacktestEngine<S, C, R> {
@@ -122,6 +123,7 @@ impl<S, C, R> BacktestEngine<S, C, R> {
             dynamic_universe: None,
             subscriptions: BTreeSet::new(),
             futures_account: None,
+            next_futures_order_id: 1,
         }
     }
 
@@ -454,6 +456,37 @@ where
                         },
                     )?;
                 }
+                crate::strategy::OrderIntent::Futures { intent } => {
+                    let order_id = self.next_futures_order_id;
+                    self.next_futures_order_id += 1;
+                    let report = if let Some(account) = self.futures_account.as_mut() {
+                        account.execute_order(execution_date, Some(order_id), intent)
+                    } else {
+                        let mut report = FuturesExecutionReport::default();
+                        let side = intent.side();
+                        report.order_events.push(OrderEvent {
+                            date: execution_date,
+                            order_id: Some(order_id),
+                            symbol: intent.symbol,
+                            side,
+                            requested_quantity: intent.quantity,
+                            filled_quantity: 0,
+                            status: OrderStatus::Rejected,
+                            reason: format!(
+                                "{}: futures account is not enabled direction={} effect={}",
+                                intent.reason,
+                                intent.direction.as_str(),
+                                intent.effect.as_str()
+                            ),
+                        });
+                        report
+                    };
+                    decision.diagnostics.push(format!(
+                        "futures_order order_id={order_id} events={}",
+                        report.order_events.len()
+                    ));
+                    merge_futures_report(directive_report, report);
+                }
                 other => retained.push(other),
             }
         }
@@ -2246,6 +2279,14 @@ fn merge_broker_report(target: &mut BrokerExecutionReport, incoming: BrokerExecu
     target.diagnostics.extend(incoming.diagnostics);
 }
 
+fn merge_futures_report(target: &mut BrokerExecutionReport, incoming: FuturesExecutionReport) {
+    target.order_events.extend(incoming.order_events);
+    target.fill_events.extend(incoming.fill_events);
+    target.position_events.extend(incoming.position_events);
+    target.account_events.extend(incoming.account_events);
+    target.diagnostics.extend(incoming.diagnostics);
+}
+
 mod date_format {
     use chrono::NaiveDate;
     use serde::Serializer;