修复补减仓时对原持仓重复计入交易滑点
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@@ -1588,7 +1588,17 @@ pub fn build_stock_pool_target_plan_with_fee_model(
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if sizing_price <= Decimal::ZERO {
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return Err(format!("{symbol} execution sizing price is invalid"));
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}
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let raw_target = (target_value / sizing_price).floor();
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// Existing shares are marked at the observed market price. Only the
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// new buy leg pays its executable/slippage price; repricing the whole
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// position would charge fictitious slippage and miss a board lot.
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let current_value = current_quantity * quote.last_price;
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let raw_target = if target_value >= current_value {
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current_quantity + ((target_value - current_value) / sizing_price).floor()
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} else {
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// Sale slippage changes proceeds, not the marked shares we must
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// remove to reach a market-value target.
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(target_value / quote.last_price).floor()
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};
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let (step, minimum_buy) = order_quantity_rules(quote)?;
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let mut target_quantity = current_quantity;
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let mut delta = Decimal::ZERO;
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@@ -1911,7 +1921,7 @@ pub fn build_stock_pool_target_plan_with_fee_model(
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let cost = |quantity: Decimal| {
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Ok(quantity * price + fee_for(&row.symbol, OrderSide::Buy, quantity * price)?)
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};
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let own_budget = (row.target_value - row.current_quantity * price).max(Decimal::ZERO);
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let own_budget = (row.target_value - row.current_quantity * quote.last_price).max(Decimal::ZERO);
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let allocation_quantity = max_affordable_buy_quantity_with_cost(
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own_budget,
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row.delta_quantity,
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