修复执行价索引和平台表达式回退

2026-06-12 23:46:44 +08:00
parent 9b4462f880
commit 4cf90d83a3
5 changed files with 362 additions and 124 deletions
@@ -4694,7 +4694,11 @@ where
                        );
                        continue;
                    }
-                    if candidate_gross <= cash + 1e-6 {
+                    let candidate_cost = self
+                        .cost_model
+                        .calculate(snapshot.date, OrderSide::Buy, candidate_gross)
+                        .total();
+                    if candidate_gross + candidate_cost <= cash + 1e-6 {
                        break;
                    }
                    budget_block_reason = Some("insufficient cash after fees");