统一调度时刻使用已知tick

2026-06-13 21:41:37 +08:00
parent 89c2ff58f8
commit 4f5e3f7162
2 changed files with 31 additions and 15 deletions
@@ -4680,9 +4680,8 @@ where
        let quote_quantity_limited =
            self.quote_quantity_limited_for_window(matching_type, start_cursor, end_cursor);
        let lot = round_lot.max(1);
-        let use_decision_time_quote = matching_type == MatchingType::NextTickLast
-            && start_cursor.is_some()
-            && end_cursor.is_none_or(|end| start_cursor.is_some_and(|start| end <= start));
+        let use_decision_time_quote =
+            matching_type == MatchingType::NextTickLast && start_cursor.is_some();
        let eligible_quotes: Vec<&IntradayExecutionQuote> = if use_decision_time_quote {
            self.latest_known_quote_at_or_before(
                quotes,