严格按实际委托时间选择盘后撮合

crates/fidc-core/src/broker.rs

@@ -556,24 +556,23 @@ impl<C, R> BrokerSimulator<C, R> {
             .or(self.intraday_execution_start_time)
     }
 
-    fn execution_phase(&self, date: NaiveDate) -> EquityExecutionPhase {
+    fn execution_phase_for_submission(
+        &self,
+        date: NaiveDate,
+        order_created_date: Option<NaiveDate>,
+        submission_time: Option<NaiveTime>,
+    ) -> EquityExecutionPhase {
         let effective_date = NaiveDate::from_ymd_opt(2026, 7, 6).expect("valid effective date");
         let window_start = NaiveTime::from_hms_opt(15, 0, 0).expect("valid window start");
         let window_end = NaiveTime::from_hms_opt(15, 30, 0).expect("valid window end");
-        let submitted_same_day = self
-            .runtime_order_created_date
-            .get()
-            .is_none_or(|created_date| created_date == date);
 
         if date >= effective_date
-            && submitted_same_day
+            && order_created_date == Some(date)
             && !matches!(
                 self.matching_type,
                 MatchingType::OpenAuction | MatchingType::NextBarOpen
             )
-            && self
+            && submission_time.is_some_and(|time| time >= window_start && time <= window_end)
-                .submission_time()
-                .is_some_and(|time| time >= window_start && time <= window_end)
         {
             EquityExecutionPhase::PostCloseFixedPrice
         } else {
@@ -581,6 +580,14 @@ impl<C, R> BrokerSimulator<C, R> {
         }
     }
 
+    fn execution_phase(&self, date: NaiveDate) -> EquityExecutionPhase {
+        self.execution_phase_for_submission(
+            date,
+            self.runtime_order_created_date.get(),
+            self.submission_time(),
+        )
+    }
+
     fn is_post_close_fixed_price(&self, date: NaiveDate) -> bool {
         self.execution_phase(date) == EquityExecutionPhase::PostCloseFixedPrice
     }
@@ -597,23 +604,44 @@ impl<C, R> BrokerSimulator<C, R> {
         &self,
         date: NaiveDate,
     ) -> Option<(NaiveDateTime, NaiveDateTime)> {
-        self.post_close_execution_quote_window(date)
+        self.post_close_execution_quote_window_for_submission(
+            date,
+            self.runtime_order_created_date.get(),
+            self.submission_time(),
+        )
             .map(|(start, end)| (date.and_time(start), date.and_time(end)))
     }
 
-    pub(crate) fn post_close_execution_quote_window(
+    fn post_close_execution_quote_window_for_submission(
         &self,
         date: NaiveDate,
+        order_created_date: Option<NaiveDate>,
+        submission_time: Option<NaiveTime>,
     ) -> Option<(NaiveTime, NaiveTime)> {
-        if !self.is_post_close_fixed_price(date) {
+        if self.execution_phase_for_submission(date, order_created_date, submission_time)
+            != EquityExecutionPhase::PostCloseFixedPrice
+        {
             return None;
         }
         let matching_start = NaiveTime::from_hms_opt(15, 5, 0).expect("valid matching start");
         let matching_end = NaiveTime::from_hms_opt(15, 30, 0).expect("valid matching end");
-        let submitted_at = self.submission_time()?;
+        let submitted_at = submission_time?;
         Some((submitted_at.max(matching_start), matching_end))
     }
 
+    pub(crate) fn post_close_execution_quote_window_for_order(
+        &self,
+        execution_date: NaiveDate,
+        order_created_date: NaiveDate,
+        submission_time: Option<NaiveTime>,
+    ) -> Option<(NaiveTime, NaiveTime)> {
+        self.post_close_execution_quote_window_for_submission(
+            execution_date,
+            Some(order_created_date),
+            submission_time,
+        )
+    }
+
     fn effective_remainder_policy(
         &self,
         date: NaiveDate,
@@ -7883,6 +7911,14 @@ mod tests {
         let broker = BrokerSimulator::new(ChinaAShareCostModel::default(), ChinaEquityRuleHooks)
             .with_matching_type(MatchingType::CurrentBarClose)
             .with_slippage_model(SlippageModel::PriceRatio(0.25));
+        broker
+            .runtime_intraday_start_time
+            .set(NaiveTime::from_hms_opt(15, 0, 0));
+        assert_eq!(
+            broker.execution_phase(date),
+            EquityExecutionPhase::ContinuousAuction,
+            "a configured clock without an actual same-day order creation event must not select the post-close route"
+        );
         broker.runtime_order_created_date.set(Some(date));
         let mut snapshot = dated_limit_test_snapshot(date);
         snapshot.close = 10.0;

crates/fidc-core/src/engine.rs

@@ -629,6 +629,7 @@ where
     fn ensure_execution_quotes_for_decision(
         &mut self,
         execution_date: NaiveDate,
+        order_created_date: NaiveDate,
         portfolio: &PortfolioState,
         open_orders: &[OpenOrderView],
         decision: &StrategyDecision,
@@ -638,9 +639,12 @@ where
         if self.execution_quote_loader.is_none() {
             return Ok(());
         }
-        let post_close_window = self
+        let submission_time = start_time.or_else(|| self.broker.intraday_execution_start_time());
-            .broker
+        let post_close_window = self.broker.post_close_execution_quote_window_for_order(
-            .post_close_execution_quote_window(execution_date);
+            execution_date,
+            order_created_date,
+            submission_time,
+        );
         if self.broker.execution_price_field() != PriceField::Last
             && !decision_has_algo_execution(decision)
             && post_close_window.is_none()
@@ -2401,6 +2405,7 @@ where
             let pre_auction_execution_orders = self.open_order_views();
             self.ensure_execution_quotes_for_decision(
                 execution_date,
+                decision_date,
                 &portfolio,
                 &pre_auction_execution_orders,
                 &auction_decision,
@@ -2648,6 +2653,7 @@ where
             let pre_intraday_execution_orders = self.open_order_views();
             self.ensure_execution_quotes_for_decision(
                 execution_date,
+                decision_date,
                 &portfolio,
                 &pre_intraday_execution_orders,
                 &decision,
@@ -2906,6 +2912,7 @@ where
                     let pre_minute_execution_orders = self.open_order_views();
                     self.ensure_execution_quotes_for_decision(
                         execution_date,
+                        decision_date,
                         &portfolio,
                         &pre_minute_execution_orders,
                         &minute_decision,