fix: separate historical session capacity audits from execution sizing

This commit is contained in:
boris
2026-09-12 06:32:10 +08:00
parent 4edc70c4c6
commit 4d3a9e0e5b
6 changed files with 112 additions and 59 deletions
@@ -12,6 +12,19 @@ pub enum VolumeCapacityMode {
SessionCapacityAudit,
}
impl VolumeCapacityMode {
pub fn validate(self, enabled: bool, has_execution_observations: bool) -> Result<(), CapacityError> {
if !enabled { return Ok(()); }
match self {
Self::ExecutionObservation if !has_execution_observations => Err(CapacityError::MissingObservation),
Self::CompletedBar => Err(CapacityError::MissingCompletedBar),
_ => Ok(()),
}
}
pub fn limits_execution_quantity(self) -> bool { self != Self::SessionCapacityAudit }
}
#[derive(Debug, Clone, Copy, PartialEq, Eq, Error)]
pub enum CapacityError {
#[error("execution capacity ratio must be finite and in (0, 1]")]
@@ -26,6 +39,28 @@ pub enum CapacityError {
WrongSession,
#[error("execution-time capacity is missing; daily session volume cannot size an earlier fill")]
MissingObservation,
#[error("completed_bar capacity requires declared bar end and availability; an undated daily total is not a completed observation")]
MissingCompletedBar,
}
#[derive(Debug, Clone, Default, Serialize, Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct CapacityAuditSummary {
pub mode: VolumeCapacityMode,
pub enabled: bool,
pub participation_rate: f64,
pub audited_symbol_sessions: usize,
pub failed_symbol_sessions: usize,
pub audit_passed: Option<bool>,
pub execution_time_capacity_proven: bool,
}
impl CapacityAuditSummary {
pub fn observe(&mut self, audit: &SessionCapacityAudit) {
self.audited_symbol_sessions += 1;
self.failed_symbol_sessions += usize::from(!audit.passed);
self.audit_passed = Some(self.failed_symbol_sessions == 0);
}
}
/// Decimal semantics of the frozen JSON rate, evaluated without a float product.