修正滑点成交后的持仓估值

crates/fidc-core/src/portfolio.rs

@@ -66,6 +66,16 @@ impl Position {
     }
 
     pub fn buy(&mut self, date: NaiveDate, quantity: u32, price: f64) {
+        self.buy_with_mark_price(date, quantity, price, price);
+    }
+
+    pub fn buy_with_mark_price(
+        &mut self,
+        date: NaiveDate,
+        quantity: u32,
+        execution_price: f64,
+        mark_price: f64,
+    ) {
         if quantity == 0 {
             return;
         }
@@ -73,19 +83,28 @@ impl Position {
         self.lots.push(PositionLot {
             acquired_date: date,
             quantity,
-            entry_price: price,
-            price,
+            entry_price: execution_price,
+            price: execution_price,
         });
         self.quantity += quantity;
-        self.last_price = price;
+        self.last_price = normalized_mark_price(mark_price, execution_price);
         self.day_trade_quantity_delta += quantity as i32;
         self.day_buy_quantity += quantity;
-        self.day_buy_value += price * quantity as f64;
+        self.day_buy_value += execution_price * quantity as f64;
         self.recalculate_average_cost();
         self.refresh_day_pnl();
     }
 
     pub fn sell(&mut self, quantity: u32, price: f64) -> Result<f64, String> {
+        self.sell_with_mark_price(quantity, price, price)
+    }
+
+    pub fn sell_with_mark_price(
+        &mut self,
+        quantity: u32,
+        execution_price: f64,
+        mark_price: f64,
+    ) -> Result<f64, String> {
         if quantity > self.quantity {
             return Err(format!(
                 "sell quantity {} exceeds current quantity {} for {}",
@@ -102,7 +121,7 @@ impl Position {
             };
 
             let lot_sell = remaining.min(first_lot.quantity);
-            realized += (price - first_lot.price) * lot_sell as f64;
+            realized += (execution_price - first_lot.price) * lot_sell as f64;
             first_lot.quantity -= lot_sell;
             remaining -= lot_sell;
 
@@ -112,11 +131,11 @@ impl Position {
         }
 
         self.quantity -= quantity;
-        self.last_price = price;
+        self.last_price = normalized_mark_price(mark_price, execution_price);
         self.realized_pnl += realized;
         self.day_trade_quantity_delta -= quantity as i32;
         self.day_sell_quantity += quantity;
-        self.day_sell_value += price * quantity as f64;
+        self.day_sell_value += execution_price * quantity as f64;
         self.recalculate_average_cost();
         self.refresh_day_pnl();
         Ok(realized)
@@ -356,6 +375,14 @@ impl Position {
     }
 }
 
+fn normalized_mark_price(mark_price: f64, fallback: f64) -> f64 {
+    if mark_price.is_finite() && mark_price > 0.0 {
+        mark_price
+    } else {
+        fallback
+    }
+}
+
 #[derive(Debug, Clone)]
 pub struct PortfolioState {
     initial_cash: f64,