移除策略级盘后撮合模式

crates/fidc-core/src/broker.rs

@@ -248,7 +248,6 @@ pub enum MatchingType {
     OpenAuction,
     CurrentBarClose,
     NextBarOpen,
-    PostCloseFixedPrice,
     MinuteLast,
     MinuteBestOwn,
     MinuteBestCounterparty,
@@ -546,12 +545,6 @@ impl<C, R> BrokerSimulator<C, R> {
     }
 
     fn effective_remainder_policy(&self, allow_pending_limit: bool) -> RemainderPolicy {
-        if self.matching_type == MatchingType::PostCloseFixedPrice {
-            return match self.runtime_time_in_force.get() {
-                Some(OrderTimeInForce::Fok) => RemainderPolicy::FillOrKill,
-                _ => RemainderPolicy::Cancel,
-            };
-        }
         match self.runtime_time_in_force.get() {
             Some(OrderTimeInForce::Fok) => RemainderPolicy::FillOrKill,
             Some(OrderTimeInForce::Gtc) => RemainderPolicy::KeepUntilCanceled,
@@ -990,13 +983,6 @@ where
             return self.clamp_execution_price(snapshot, side, raw_price);
         }
 
-        // A fixed-price post-close declaration is matched at the official
-        // close; applying market slippage here would turn it into a different
-        // order contract.  Fees and risk checks still run normally.
-        if self.matching_type == MatchingType::PostCloseFixedPrice {
-            return self.clamp_execution_price(snapshot, side, raw_price);
-        }
-
         let order_value = quantity.and_then(|qty| (qty > 0).then_some(raw_price * qty as f64));
         let mut adjusted = match self.slippage_model {
             SlippageModel::None => raw_price,
@@ -7442,7 +7428,7 @@ where
             MatchingType::OpenAuction
             | MatchingType::CurrentBarClose
             | MatchingType::NextBarOpen
-            | MatchingType::PostCloseFixedPrice => false,
+            => false,
             MatchingType::MinuteLast => self.liquidity_limit,
             MatchingType::MinuteBestOwn
             | MatchingType::MinuteBestCounterparty
@@ -7488,7 +7474,6 @@ fn execution_price_field_from_matching_type(matching_type: MatchingType) -> Pric
         MatchingType::OpenAuction => PriceField::DayOpen,
         MatchingType::CurrentBarClose => PriceField::Close,
         MatchingType::NextBarOpen => PriceField::Open,
-        MatchingType::PostCloseFixedPrice => PriceField::Close,
         MatchingType::MinuteLast
         | MatchingType::MinuteBestOwn
         | MatchingType::MinuteBestCounterparty
@@ -7969,57 +7954,6 @@ mod tests {
         assert!(broker.quote_quantity_limited(MatchingType::MinuteBestCounterparty));
     }
 
-    #[test]
-    fn post_close_fixed_price_uses_daily_close_without_market_slippage() {
-        let date = chrono::NaiveDate::from_ymd_opt(2026, 7, 6).expect("valid date");
-        let mut snapshot = limit_test_snapshot();
-        snapshot.date = date;
-        snapshot.timestamp = Some(format!("{date} 15:00:00"));
-        snapshot.close = 10.0;
-        snapshot.last_price = 10.0;
-        snapshot.bid1 = 10.0;
-        snapshot.ask1 = 10.0;
-        let mut candidate = limit_test_candidate(true, true);
-        candidate.date = date;
-        let mut benchmark = limit_test_benchmark();
-        benchmark.date = date;
-        let data = DataSet::from_components_with_actions_and_quotes(
-            vec![limit_test_instrument()],
-            vec![snapshot],
-            Vec::new(),
-            vec![candidate],
-            vec![benchmark],
-            Vec::new(),
-            Vec::new(),
-        )
-        .expect("valid post-close dataset");
-        let broker = BrokerSimulator::new(
-            ChinaAShareCostModel::default(),
-            ChinaEquityRuleHooks,
-        )
-        .with_matching_type(MatchingType::PostCloseFixedPrice)
-        .with_slippage_model(SlippageModel::PriceRatio(0.25))
-        .with_volume_limit(false)
-        .with_liquidity_limit(false)
-        .with_inactive_limit(false);
-        let decision = StrategyDecision {
-            order_intents: vec![OrderIntent::TargetValue {
-                symbol: "000001.SZ".to_string(),
-                target_value: 2_000.0,
-                reason: "post_close_buy".to_string(),
-            }],
-            ..StrategyDecision::default()
-        };
-        let mut portfolio = PortfolioState::new(20_000.0);
-        let report = broker
-            .execute(date, &mut portfolio, &data, &decision)
-            .expect("post-close execution");
-        assert_eq!(report.fill_events.len(), 1, "report={report:?}");
-        assert_eq!(report.fill_events[0].price, 10.0);
-        assert_eq!(report.fill_events[0].quantity, 100);
-        assert!(!broker.has_open_orders());
-    }
-
     #[test]
     fn next_open_buy_risk_uses_execution_date_not_signal_date() {
         let signal_date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date");