修正A股涨跌停严格触价规则

crates/fidc-core/src/data.rs

@@ -159,14 +159,14 @@ impl DailyMarketSnapshot {
         if !self.upper_limit.is_finite() || self.upper_limit <= 0.0 {
             return false;
         }
-        price >= self.upper_limit - self.effective_price_tick() + 1e-6
+        price >= self.upper_limit - 1e-9
     }
 
     pub fn is_at_lower_limit_price(&self, price: f64) -> bool {
         if !self.lower_limit.is_finite() || self.lower_limit <= 0.0 {
             return false;
         }
-        price <= self.lower_limit + self.effective_price_tick() - 1e-6
+        price <= self.lower_limit + 1e-9
     }
 }
 

crates/fidc-core/tests/core_rules.rs

@@ -175,7 +175,7 @@ fn china_rule_hooks_block_buy_at_limit_up_and_sell_at_limit_down() {
 }
 
 #[test]
-fn china_rule_hooks_use_tick_size_tolerance_for_price_limits() {
+fn china_rule_hooks_use_strict_price_limits() {
     let hooks = ChinaEquityRuleHooks;
     let candidate = candidate();
 
@@ -184,6 +184,13 @@ fn china_rule_hooks_use_tick_size_tolerance_for_price_limits() {
         ..snapshot(10.9995, 11.0, 9.0)
     };
     let buy_check = hooks.can_buy(d(2024, 1, 3), &near_upper, &candidate, PriceField::Open);
+    assert!(buy_check.allowed);
+
+    let exact_upper = DailyMarketSnapshot {
+        price_tick: 0.001,
+        ..snapshot(11.0, 11.0, 9.0)
+    };
+    let buy_check = hooks.can_buy(d(2024, 1, 3), &exact_upper, &candidate, PriceField::Open);
     assert!(!buy_check.allowed);
 
     let near_lower = DailyMarketSnapshot {
@@ -199,6 +206,19 @@ fn china_rule_hooks_use_tick_size_tolerance_for_price_limits() {
         &position,
         PriceField::Open,
     );
+    assert!(sell_check.allowed);
+
+    let exact_lower = DailyMarketSnapshot {
+        price_tick: 0.001,
+        ..snapshot(9.0, 11.0, 9.0)
+    };
+    let sell_check = hooks.can_sell(
+        d(2024, 1, 3),
+        &exact_lower,
+        &candidate,
+        &position,
+        PriceField::Open,
+    );
     assert!(!sell_check.allowed);
 }