修复回报上下文与盘前意图并在提交前采用最新完整目标

crates/fidc-core/src/broker.rs

@@ -228,6 +228,13 @@ struct RestingOrderOrigin {
     accepted_date: NaiveDate,
 }
 
+#[derive(Clone, Copy, PartialEq, Eq)]
+enum BrokerCallbackPhase {
+    Normal,
+    ControlsOnly,
+    BeforeStrategy,
+}
+
 #[derive(Debug, Default)]
 struct BrokerExecutionSession {
     date: Option<NaiveDate>,
@@ -463,6 +470,7 @@ pub struct BrokerSimulator<C, R> {
     runtime_intraday_start_time: Cell<Option<NaiveTime>>,
     runtime_intraday_end_time: Cell<Option<NaiveTime>>,
     runtime_execution_clock: Cell<Option<NaiveTime>>,
+    runtime_callback_phase: Cell<BrokerCallbackPhase>,
     runtime_algo_schedule: Cell<Option<AlgoExecutionRequest>>,
     runtime_unprocessed_algorithm_cash: Cell<FixedMoney>,
     runtime_decision_date: Cell<Option<NaiveDate>>,
@@ -510,6 +518,7 @@ impl<C, R> BrokerSimulator<C, R> {
             runtime_intraday_start_time: Cell::new(None),
             runtime_intraday_end_time: Cell::new(None),
             runtime_execution_clock: Cell::new(None),
+            runtime_callback_phase: Cell::new(BrokerCallbackPhase::Normal),
             runtime_algo_schedule: Cell::new(None),
             runtime_unprocessed_algorithm_cash: Cell::new(FixedMoney::ZERO),
             runtime_decision_date: Cell::new(None),
@@ -561,6 +570,7 @@ impl<C, R> BrokerSimulator<C, R> {
             runtime_intraday_start_time: Cell::new(None),
             runtime_intraday_end_time: Cell::new(None),
             runtime_execution_clock: Cell::new(None),
+            runtime_callback_phase: Cell::new(BrokerCallbackPhase::Normal),
             runtime_algo_schedule: Cell::new(None),
             runtime_unprocessed_algorithm_cash: Cell::new(FixedMoney::ZERO),
             runtime_decision_date: Cell::new(None),
@@ -1643,17 +1653,21 @@ where
                 self.deferred_stock_pools.borrow_mut().remove(&contract.pool_id);
             }
         }
-        self.process_open_orders(
+        if self.runtime_callback_phase.get() != BrokerCallbackPhase::ControlsOnly {
-            date,
+            self.process_open_orders(
-            portfolio,
+                date,
-            data,
+                portfolio,
-            &mut session.intraday_turnover,
+                data,
-            &mut session.execution_cursors,
+                &mut session.intraday_turnover,
-            &mut session.global_execution_cursor,
+                &mut session.execution_cursors,
-            &mut session.commission_state,
+                &mut session.global_execution_cursor,
-            &mut report,
+                &mut session.commission_state,
-        )?;
+                &mut report,
-        self.resume_stock_pool_executions(date, portfolio, data, session, &mut report)?;
+            )?;
+            if self.runtime_callback_phase.get() == BrokerCallbackPhase::Normal {
+                self.resume_stock_pool_executions(date, portfolio, data, session, &mut report)?;
+            }
+        }
         if !decision.order_intents.is_empty() {
             let mut ordered_intents = decision.order_intents.iter().collect::<Vec<_>>();
             if self.effective_rebalance_cash_mode() != RebalanceCashMode::PreOpenCash
@@ -1830,6 +1844,50 @@ where
         )
     }
 
+    #[allow(clippy::too_many_arguments)]
+    pub(crate) fn execute_controls_without_matching(
+        &self,
+        date: NaiveDate,
+        decision_date: NaiveDate,
+        portfolio: &mut PortfolioState,
+        data: &DataSet,
+        decision: &StrategyDecision,
+        clock: Option<NaiveTime>,
+    ) -> Result<BrokerExecutionReport, BacktestError> {
+        if decision.rebalance
+            || !decision.target_weights.is_empty()
+            || !decision.exit_symbols.is_empty()
+            || decision.order_intents.iter().any(|intent| {
+                !matches!(
+                    intent.unwrapped(),
+                    OrderIntent::CancelOrder { .. }
+                        | OrderIntent::CancelSymbol { .. }
+                        | OrderIntent::CancelAll { .. }
+                        | OrderIntent::ModifyOrder { .. }
+                )
+            })
+        {
+            return Err(BacktestError::Execution(
+                "non-matching control phase only accepts cancel or modify requests".into(),
+            ));
+        }
+        let _guard = RestoreCell(
+            &self.runtime_callback_phase,
+            self.runtime_callback_phase
+                .replace(BrokerCallbackPhase::ControlsOnly),
+        );
+        self.execute_between_with_event_dates(
+            date,
+            decision_date,
+            decision_date,
+            portfolio,
+            data,
+            decision,
+            clock,
+            clock,
+        )
+    }
+
     #[allow(clippy::too_many_arguments)]
     pub(crate) fn execute_coarse_at_clock(
         &self,
@@ -1861,6 +1919,35 @@ where
         )
     }
 
+    #[allow(clippy::too_many_arguments)]
+    pub(crate) fn execute_before_strategy_at_clock(
+        &self,
+        date: NaiveDate,
+        decision_date: NaiveDate,
+        order_created_date: NaiveDate,
+        decision_total_equity: Option<f64>,
+        portfolio: &mut PortfolioState,
+        data: &DataSet,
+        decision: &StrategyDecision,
+        clock: Option<NaiveTime>,
+    ) -> Result<BrokerExecutionReport, BacktestError> {
+        let _guard = RestoreCell(
+            &self.runtime_callback_phase,
+            self.runtime_callback_phase
+                .replace(BrokerCallbackPhase::BeforeStrategy),
+        );
+        self.execute_coarse_at_clock(
+            date,
+            decision_date,
+            order_created_date,
+            decision_total_equity,
+            portfolio,
+            data,
+            decision,
+            clock,
+        )
+    }
+
     pub fn execute_between_with_event_dates(
         &self,
         date: NaiveDate,

crates/fidc-core/src/broker/tests/algorithm_clock.rs

@@ -675,3 +675,104 @@ fn a_clock_slice_does_not_turn_window_twap_into_an_unlimited_instant_order() {
     assert_eq!(last.order_events.last().unwrap().filled_quantity, 200);
     assert!(broker.open_order_views().is_empty());
 }
+
+#[test]
+fn non_matching_controls_amend_or_cancel_without_filling_a_crossing_quote() {
+    let data = data(&[(0, 10., 4_000), (2, 9.4, 4_000)]);
+    let broker = broker();
+    let mut account = PortfolioState::new(20_000.);
+    step(
+        &broker,
+        &mut account,
+        &data,
+        0,
+        &StrategyDecision {
+            order_intents: vec![
+                OrderIntent::LimitShares {
+                    symbol: "000001.SZ".into(),
+                    quantity: 100,
+                    limit_price: 9.5,
+                    reason: "resting".into(),
+                }
+                .with_time_in_force(OrderTimeInForce::Gtc),
+            ],
+            ..Default::default()
+        },
+    );
+    assert_eq!(broker.open_order_views().len(), 1);
+    let modify = broker
+        .execute_controls_without_matching(
+            limit_test_snapshot().date,
+            limit_test_snapshot().date,
+            &mut account,
+            &data,
+            &StrategyDecision {
+                order_intents: vec![OrderIntent::ModifyOrder {
+                    order_id: 1,
+                    new_total_quantity: Some(200),
+                    new_limit_price: Some(9.3),
+                    reason: "pre-open-amend".into(),
+                }],
+                ..Default::default()
+            },
+            Some(time(2)),
+        )
+        .unwrap();
+    assert!(modify.fill_events.is_empty());
+    assert_eq!(broker.open_order_views()[0].limit_price, 9.3);
+    assert_eq!(broker.open_order_views()[0].requested_quantity, 200);
+    let cancel = broker
+        .execute_controls_without_matching(
+            limit_test_snapshot().date,
+            limit_test_snapshot().date,
+            &mut account,
+            &data,
+            &StrategyDecision {
+                order_intents: vec![OrderIntent::CancelAll {
+                    reason: "pre-open-cancel".into(),
+                }],
+                ..Default::default()
+            },
+            Some(time(2)),
+        )
+        .unwrap();
+    assert!(cancel.fill_events.is_empty());
+    assert_eq!(
+        cancel.order_events.last().unwrap().status,
+        OrderStatus::Canceled
+    );
+    assert_eq!(account.cash(), 20_000.);
+    assert!(broker.open_order_views().is_empty());
+}
+
+#[test]
+fn control_only_phase_cannot_be_used_to_submit_an_order_or_leave_matching_disabled() {
+    let data = data(&[(0, 10., 4_000)]);
+    let broker = broker();
+    let mut account = PortfolioState::new(20_000.);
+    let submit = StrategyDecision {
+        order_intents: vec![OrderIntent::Shares {
+            symbol: "000001.SZ".into(),
+            quantity: 100,
+            reason: "normal-order".into(),
+        }],
+        ..Default::default()
+    };
+    assert!(
+        broker
+            .execute_controls_without_matching(
+                limit_test_snapshot().date,
+                limit_test_snapshot().date,
+                &mut account,
+                &data,
+                &submit,
+                Some(time(0))
+            )
+            .is_err()
+    );
+    assert_eq!(account.cash(), 20_000.);
+    assert_eq!(
+        step(&broker, &mut account, &data, 0, &submit).fill_events[0].quantity,
+        100
+    );
+}

crates/fidc-core/src/strategy.rs

@@ -990,6 +990,15 @@ pub struct StrategyDecision {
 }
 
 impl StrategyDecision {
+    pub(crate) fn is_portfolio_target_only(&self) -> bool {
+        (self.rebalance && self.order_intents.is_empty())
+            || (self.order_intents.len() == 1
+                && matches!(
+                    self.order_intents[0].unwrapped(),
+                    OrderIntent::StockPool { .. } | OrderIntent::TargetPortfolioSmart { .. }
+                ))
+    }
+
     pub fn potential_buy_symbols(&self, open_orders: &[OpenOrderView]) -> BTreeSet<String> {
         let mut symbols = BTreeSet::new();
         if self.rebalance {
@@ -1003,9 +1012,24 @@ impl StrategyDecision {
     }
 
     pub fn merge_from(&mut self, mut other: StrategyDecision) {
+        if self.is_portfolio_target_only() && other.is_portfolio_target_only() {
+            let mut previous = std::mem::replace(self, other);
+            previous
+                .diagnostics
+                .push("unsubmitted_portfolio_target_superseded".into());
+            self.notes.splice(0..0, previous.notes);
+            self.diagnostics.splice(0..0, previous.diagnostics);
+            return;
+        }
         self.buy_denials.append(&mut other.buy_denials);
-        self.rebalance |= other.rebalance;
+        if other.rebalance {
-        self.target_weights.append(&mut other.target_weights);
+            // Rebalance targets are a complete portfolio, not an additive
+            // list. A newer unsent target replaces the earlier allocation.
+            self.rebalance = true;
+            self.target_weights = std::mem::take(&mut other.target_weights);
+        } else {
+            self.target_weights.append(&mut other.target_weights);
+        }
         self.exit_symbols.append(&mut other.exit_symbols);
         self.order_intents.append(&mut other.order_intents);
         self.notes.append(&mut other.notes);
@@ -1025,6 +1049,52 @@ impl StrategyDecision {
     }
 }
 
+#[cfg(test)]
+mod decision_merge_tests {
+    use super::*;
+
+    #[test]
+    fn newer_complete_target_replaces_old_symbols_without_discarding_explicit_actions() {
+        let mut earlier = StrategyDecision {
+            rebalance: true,
+            target_weights: BTreeMap::from([("A".into(), 0.5), ("B".into(), 0.5)]),
+            exit_symbols: BTreeSet::from(["risk_exit".into()]),
+            order_intents: vec![OrderIntent::Shares {
+                symbol: "explicit".into(),
+                quantity: 100,
+                reason: "explicit action".into(),
+            }],
+            ..Default::default()
+        };
+        earlier.merge_from(StrategyDecision {
+            rebalance: true,
+            target_weights: BTreeMap::from([("C".into(), 1.)]),
+            ..Default::default()
+        });
+        assert_eq!(earlier.target_weights, BTreeMap::from([("C".into(), 1.)]));
+        assert!(earlier.rebalance);
+        assert!(earlier.exit_symbols.contains("risk_exit"));
+        assert_eq!(earlier.order_intents.len(), 1);
+    }
+
+    #[test]
+    fn explicit_empty_complete_target_replaces_old_allocation_but_empty_callback_does_not() {
+        let mut decision = StrategyDecision {
+            rebalance: true,
+            target_weights: BTreeMap::from([("A".into(), 1.)]),
+            ..Default::default()
+        };
+        decision.merge_from(StrategyDecision::default());
+        assert_eq!(decision.target_weights.len(), 1);
+        decision.merge_from(StrategyDecision {
+            rebalance: true,
+            ..Default::default()
+        });
+        assert!(decision.target_weights.is_empty());
+        assert!(decision.rebalance);
+    }
+}
+
 #[derive(Debug, Clone, Copy, PartialEq, Eq)]
 pub enum AlgoOrderStyle {
     Vwap,

crates/fidc-core/tests/engine_hooks.rs

@@ -1535,6 +1535,90 @@ fn engine_executes_futures_order_intents_against_future_account() {
     assert!((futures_account.cash() - 355_988.0).abs() < 1e-6);
 }
 
+#[test]
+fn futures_directive_notifications_include_the_actual_recorded_fill() {
+    struct Observed {
+        inner: FuturesOrderStrategy,
+        seen: Rc<RefCell<Vec<u64>>>,
+    }
+    impl Strategy for Observed {
+        fn name(&self) -> &str {
+            "observed-futures-directive"
+        }
+        fn on_day(
+            &mut self,
+            ctx: &StrategyContext<'_>,
+        ) -> Result<StrategyDecision, fidc_core::BacktestError> {
+            self.inner.on_day(ctx)
+        }
+        fn on_process_event(
+            &mut self,
+            ctx: &StrategyContext<'_>,
+            event: &ProcessEvent,
+        ) -> Result<(), fidc_core::BacktestError> {
+            if event.kind == ProcessEventKind::Trade
+                && event.symbol.as_deref() == Some("IF2501")
+            {
+                let id = event.order_id.unwrap();
+                assert!(
+                    ctx.fills
+                        .iter()
+                        .any(|fill| fill.order_id == Some(id) && fill.symbol == "IF2501")
+                );
+                assert!(
+                    ctx.order_events
+                        .iter()
+                        .any(|order| order.order_id == Some(id)
+                            && order.status == OrderStatus::Filled)
+                );
+                assert_eq!(
+                    ctx.current_datetime().map(|time| time.date()),
+                    Some(ctx.execution_date)
+                );
+                self.seen.borrow_mut().push(id);
+            }
+            Ok(())
+        }
+    }
+    let seen = Rc::new(RefCell::new(Vec::new()));
+    let broker = BrokerSimulator::new_with_execution_price(
+        ChinaAShareCostModel::default(),
+        ChinaEquityRuleHooks,
+        PriceField::Open,
+    )
+    .with_volume_capacity_mode(
+        fidc_core::execution_capacity::VolumeCapacityMode::SessionCapacityAudit,
+    );
+    let mut engine = BacktestEngine::new(
+        two_day_futures_data(),
+        Observed {
+            inner: FuturesOrderStrategy,
+            seen: seen.clone(),
+        },
+        broker,
+        BacktestConfig {
+            initial_cash: 100_000.,
+            benchmark_code: "000300.SH".into(),
+            start_date: Some(d(2025, 1, 2)),
+            end_date: Some(d(2025, 1, 3)),
+            decision_lag_trading_days: 0,
+            execution_price_field: PriceField::Open,
+        },
+    )
+    .with_futures_initial_cash(500_000.);
+    let result = engine.run().unwrap();
+    assert_eq!(
+        *seen.borrow(),
+        result
+            .fills
+            .iter()
+            .filter(|fill| fill.symbol == "IF2501")
+            .map(|fill| fill.order_id.unwrap())
+            .collect::<Vec<_>>()
+    );
+    assert_eq!(seen.borrow().len(), 1);
+}
+
 #[test]
 fn platform_runtime_actions_execute_generic_futures_open_and_close() {
     let mut cfg = PlatformExprStrategyConfig::generic();

crates/fidc-core/tests/stock_pool_execution_contract.rs

@@ -224,6 +224,117 @@ fn decision(contract: FrozenStockPoolIntent) -> StrategyDecision {
     }
 }
 
+#[test]
+fn a_fresh_zero_target_prevents_resuming_the_previous_unsubmitted_buy_leg() {
+    use fidc_core::{ScheduleRule, ScheduleStage, ScheduleTimeRule, Strategy, StrategyContext};
+    struct Probe;
+    impl Strategy for Probe {
+        fn name(&self) -> &str {
+            "fresh-target-before-resume"
+        }
+        fn requires_minute_callbacks(&self) -> bool {
+            false
+        }
+        fn schedule_rules(&self) -> Vec<ScheduleRule> {
+            vec![
+                ScheduleRule::daily("earlier-pool", ScheduleStage::Minute)
+                    .with_time_rule(ScheduleTimeRule::physical_time(9, 30)),
+            ]
+        }
+        fn on_scheduled(
+            &mut self,
+            ctx: &StrategyContext<'_>,
+            _: &ScheduleRule,
+        ) -> Result<StrategyDecision, fidc_core::BacktestError> {
+            if ctx.execution_date != day(5) {
+                return Ok(StrategyDecision::default());
+            }
+            let mut old = contract(day(5), 2, false);
+            old.out_of_pool_policy = "reduce_to_zero_when_sellable".into();
+            old.rule.window_end = "13:30".into();
+            old.rule.pricing_mode = POOL_PRICE_FORMULA_LIMIT.into();
+            old.generation = "earlier-pool-at-open".into();
+            Ok(decision(old))
+        }
+        fn on_day(
+            &mut self,
+            ctx: &StrategyContext<'_>,
+        ) -> Result<StrategyDecision, fidc_core::BacktestError> {
+            if ctx.execution_date == day(2) {
+                return Ok(StrategyDecision {
+                    order_intents: vec![OrderIntent::Shares {
+                        symbol: code(1),
+                        quantity: 100,
+                        reason: "original-holding".into(),
+                    }],
+                    ..Default::default()
+                });
+            }
+            assert!(ctx.open_orders.is_empty());
+            let mut latest = contract(day(5), 2, false);
+            latest.out_of_pool_policy = "reduce_to_zero_when_sellable".into();
+            latest.rule.window_end = "13:30".into();
+            latest.invest_ratio_bps = 0;
+            latest.generation = "fresh-zero-at-1300".into();
+            Ok(decision(latest))
+        }
+    }
+    let mut rows = data(false).snapshot_components();
+    let mut quotes = Vec::new();
+    for mut quote in rows.execution_quotes {
+        if quote.date > day(5) {
+            continue;
+        }
+        let mut afternoon = quote.clone();
+        afternoon.timestamp = quote.date.and_hms_opt(13, 0, 0).unwrap();
+        quotes.push(afternoon);
+        if quote.date == day(5) && quote.symbol == code(1) {
+            quote.volume_delta = 100;
+            quote.amount_delta = quote.last_price * 100.;
+        }
+        quotes.push(quote);
+    }
+    rows.execution_quotes = quotes;
+    let data = DataSet::from_components_with_actions_and_quotes(
+        rows.instruments,
+        rows.market,
+        rows.factors,
+        rows.candidates,
+        rows.benchmarks,
+        rows.corporate_actions,
+        rows.execution_quotes,
+    )
+    .unwrap();
+    let broker = broker(true)
+        .with_matching_type(MatchingType::MinuteLast)
+        .with_intraday_execution_start_time(chrono::NaiveTime::from_hms_opt(13, 0, 0).unwrap());
+    let result = BacktestEngine::new(
+        data,
+        Probe,
+        broker,
+        BacktestConfig {
+            initial_cash: 30_000.,
+            benchmark_code: "000300.SH".into(),
+            start_date: Some(day(2)),
+            end_date: Some(day(5)),
+            decision_lag_trading_days: 0,
+            execution_price_field: PriceField::Last,
+        },
+    )
+    .run()
+    .unwrap();
+    assert_eq!(result.fills.len(), 3, "{:?}", result.fills);
+    assert!(result.fills.iter().all(|fill| fill.symbol == code(1)));
+    assert_eq!(result.fills[1].side, fidc_core::OrderSide::Sell);
+    assert_eq!(
+        result.fills[2].execution_timestamp,
+        day(5).and_hms_opt(13, 0, 0)
+    );
+    assert_eq!(result.fills[1].order_id, result.fills[2].order_id);
+    assert_eq!(result.fills[1].quantity + result.fills[2].quantity, 100);
+    assert!(result.holdings_summary.is_empty());
+}
+
 #[test]
 fn paused_execution_day_keeps_the_prior_slot_and_never_submits_an_exit() {
     let data = data_with_suspension(1_000_000, Some(day(6)));

docs/callback-context-and-pending-targets-20260914.md

@@ -0,0 +1,35 @@
+# 回报上下文、盘前意图与尚未提交的目标
+
+2026-09-14。本轮为v2026.9.14.4之后的候选，当前只有本机验证，尚未发布；完整股票池Goal继续。
+
+## 已复现问题
+
+1. `on_process_event`总是收到`active_datetime=None`及空委托/成交数组。10:00账本已有100股，但Trade/PostMinute回调的成交数量仍为0；不能靠普通`on_minute`已修复就认为通知链也完整。
+2. 15:05盘后成交后，PreAfterTrading仍被标为15:00；跨日模式的PostOnDay又使用信号日描述执行日已发生的成交。
+3. BeforeTrading调度只处理订阅、账户和期货指令，剩余股票买卖/撤改意图没有后续消费。简单在开盘调用普通broker执行还会让旧挂单先成交再撤单。
+4. 合并完整目标时只追加权重会保留旧证券；更重要的是，不能先提交盘前旧组合，之后才计算同一窗口的新目标，否则T+1可能使错误买入无法纠正。
+5. 策略计算前的空broker调用也会恢复上一目标的未提交买入腿。反例中原持仓100股，09:30卖25股、13:00卖剩余75股；若此时先恢复旧买入，已经准备将新目标设为0%的策略仍会买入另一股票3000股。
+
+## 本轮处理
+
+- 事件通知显式携带当前可见的委托、成交与回调时钟，移动已完成记录后再通知，不按每个回调复制整段历史。上下文是通知时已完成批次的最新状态，不冒充每一历史通知发生瞬间的账本快照。
+- 信号计算回调保留信号日；账户/委托通知使用实际执行日与物理时钟。默认收盘和结算不早于已处理时刻及当前适用的盘后结束点，管理费回调沿用同一完成时钟。
+- 盘前撤改走明确的非撮合控制阶段，保持原订单ID和实际已成交量；该入口拒绝买卖目标，不会顺带撮合旧单。普通显式买卖按原配置窗口执行，后续回调读取撤改后的真实活动订单。
+- 盘前与集合竞价的显式命令保留各自批次及约束。纯完整组合（完整rebalance或单一StockPool/TargetPortfolioSmart）可以被更新的完整意图替换；空回调不等于清仓，显式空完整目标才清仓。被替换意图的旧买入限制不能污染新完整目标。
+- 尚未提交的完整目标保留到当前窗口日度策略算完；新执行意图优先，只有没有新执行意图时才使用前面的目标。已提交挂单可以先更新实际成交，但策略计算前不恢复旧的未提交买入腿，之后再由正常执行路径处理当前意图。
+- 订阅/账户/直接期货指令通知同样获得完成后的历史；本轮不改变期货成交、会话或费用规则。
+
+## 回归证据
+
+- 通知链：09:30为空、10:00/10:01均看到100股及1笔实际成交，Trade通知可找到相同订单。
+- 盘后：15:05成交后的默认收盘/结算和管理费通知不倒退；next-open保持独立信号日和执行日。
+- 盘前：09:00生成100股命令，分别只在09:30/13:00配置窗口成交；保留备注/诊断。跨日撤销原GTC订单后，新订单只成交100股，未让旧单先成交。
+- 完整目标：盘前A、集合竞价B、日度A或显式空目标，最终只采用有效最新目标；日度无新信号时保持B。显式逐股命令不会被目标合并丢弃。
+- 恢复顺序：开启正常旧恢复的单点负向对照确实多买3000股；恢复BeforeStrategy阶段后，只有原股票同一卖单的25+75股成交，无新增买入，最终持仓为空。
+- 本机Core834项通过（9项原有ignore），Trading613、最新main Runner446/API119通过。外部数据库及平台ignore不当作通过。
+
+当前代码尚需精确Linux构建、真实历史合同回放和配套发布；不得把本机验证当生产或真实券商成交验收。
+
+## 继续范围
+
+显式逐笔手工影子回放仍未完成，四类手工来源继续拒绝纯比例影子；原始撤单意图时刻不能用网关回报时刻冒充。还需继续检查会话外调度产生的未提交意图、完整阶段日历与其余参数/生命周期/适配器矩阵。Source冻结、研究/信号暂停、现有任务配置和真实路由不改。