将股票执行资金切换为定点账本

docs/engine-capability-roadmap.md

@@ -39,6 +39,7 @@ futures path. Confirmed aligned areas:
 | P0 | Futures intraday matching | Closed for daily/open/close, tick-price futures fills, and true multi-level order-book sweeping when optional `order_book_depth` data exists. L1-only data still uses the existing L1 matcher and is not inflated into fake depth. | Extend depth fields only if production vendors expose more levels or exchange-specific fields. |
 | P0 | Futures open-order lifecycle | Closed for futures pending limit orders, cross-day rematching, cancellation by id/symbol/all, and merged open-order runtime views. | Add more order status transitions only if UI requires extra intermediate event names. |
 | P0 | Combined multi-account NAV | Closed. `DailyEquityPoint`, progress events, and metrics use aggregate stock + futures initial cash and total equity. | None. |
+| P0 | Fixed-point execution money | Stock execution now freezes fee rates once and uses signed micro-yuan `i128` for gross amount, commission, stamp tax, transfer fee, strict budget checks, cash, liabilities, management fees, external flows and account units. Market indicators and return statistics remain `f64` outside the execution boundary. | Migrate position cost/PnL and the standalone futures cash ledger only after independent artifact and performance A/B gates. |
 | P1 | Futures trading parameter data source | Closed for engine-side trading-parameter ingestion/resolution via `futures_trading_parameters.csv` or component data. | Add more exchange metadata columns only when source data exposes them. |
 | P1 | Futures transaction cost decider | Closed. `FuturesTransactionCostModel` calculates by-money/by-volume open/close/close-today costs from trading parameters. | None. |
 | P1 | Futures settlement price mode | Closed. Engine supports configurable settlement price mode and resolves settlement/prev-settlement from factor fields with close/prev_close fallback. | Add dedicated settlement columns if the storage layer later separates them from factors. |
@@ -55,6 +56,8 @@ futures path. Confirmed aligned areas:
 - [x] Minute-level `time_rule` semantics including market-open, market-close,
       and physical-time style schedules.
 - [x] Fine-grained daily and minute execution quote strategy entrypoints.
+- [x] Stock broker fee, budget and cash-ledger arithmetic uses a micro-yuan
+      fixed-point execution primitive; one-micro over-budget orders fail.
 - [x] Scheduled actions evaluated against explicit intraday times.
 - [x] `update_universe`, `subscribe`, and `unsubscribe`.
 - [x] Intraday subscription guards at strategy API level; intraday execution uses minute quote semantics.