补验锁定期间手工卖出与送转后的自动退出

crates/fidc-core/tests/automatic_trade_protection.rs

@@ -108,22 +108,28 @@ fn action(quantity: &str, when: &str) -> PlatformTradeAction {
 
 #[test]
 fn observed_manual_trades_then_split_keep_real_fill_protection_and_lock_dates() {
+    for sell_during_lock in [false, true] {
+    let sale = if sell_during_lock {
+        ("manual-sell", "Sell", "2026-09-16T01:31:00Z", "2026-09-16T01:31:01Z", "5", "0.5", 200)
+    } else {
+        ("manual-sell", "Sell", "2026-09-14T01:31:00Z", "2026-09-14T01:31:01Z", "10", "0.5", 100)
+    };
     let actions = [
-        ("new-buy", "Buy", "2026-09-14T01:30:00Z", "2026-09-14T01:30:01Z", "10", "0.25"),
-        ("late-buy", "Buy", "2026-09-11T06:00:00Z", "2026-09-14T01:30:02Z", "10", "0.75"),
-        ("manual-sell", "Sell", "2026-09-14T01:31:00Z", "2026-09-14T01:31:01Z", "10", "0.5"),
-    ].into_iter().enumerate().map(|(index, (id, side, executed, observed, price, fee))| {
+        ("new-buy", "Buy", "2026-09-14T01:30:00Z", "2026-09-14T01:30:01Z", "10", "0.25", 100),
+        ("late-buy", "Buy", "2026-09-11T06:00:00Z", "2026-09-14T01:30:02Z", "10", "0.75", 100),
+        sale,
+    ].into_iter().enumerate().map(|(index, (id, side, executed, observed, price, fee, quantity))| {
         let executed: chrono::DateTime<chrono::Utc> = executed.parse().unwrap();
         let observed: chrono::DateTime<chrono::Utc> = observed.parse().unwrap();
         let created = executed - chrono::Duration::seconds(1);
         serde_json::json!({"actionId":id,"source":"manual_security_trade","auditEventIds":[format!("audit-{id}")],
             "confirmedAt":created,"confirmationObservedAt":created,"outcome":"orders_terminal","orders":[{
-                "orderId":id,"brokerOrderId":id,"sourceAdapter":"paper","symbol":"000001.SZ","side":side,"quantity":100,
+                "orderId":id,"brokerOrderId":id,"sourceAdapter":"paper","symbol":"000001.SZ","side":side,"quantity":quantity,
                 "orderCreatedAt":created,"terminalObservedAt":observed,"terminalStatus":"filled","fills":[{
                     "tradeId":id,"observationEventId":id,"observationSequence":index+1,
                     "tradeDate":executed.date_naive(),"executedAt":executed,"observedAt":observed,
                     "feeObservationEventId":id,"feeObservationSequence":index+1,"feeObservedAt":observed,
-                    "timestampPrecision":"second","quantity":100,"price":price,"totalFee":fee
+                    "timestampPrecision":"second","quantity":quantity,"price":price,"totalFee":fee
                 }]
             }]})
     }).collect::<Vec<_>>();
@@ -212,7 +218,7 @@ fn observed_manual_trades_then_split_keep_real_fill_protection_and_lock_dates()
     .run()
     .unwrap();
     assert_eq!(result.manual_executions.len(), 3);
-    assert_eq!(result.manual_executions[2].quantity_after, 100);
+    assert_eq!(result.manual_executions[2].quantity_after, if sell_during_lock { 200 } else { 100 });
     assert_eq!(result.fills.len(), 1, "{:?}", result.fills);
     assert_eq!(
         (
@@ -226,6 +232,7 @@ fn observed_manual_trades_then_split_keep_real_fill_protection_and_lock_dates()
     assert!(result.fills[0].reason.contains("max_holding_days_exit"));
     for day in [14, 15] {
         for rule in ["buy_fill_protection", "sell_fill_cooldown"] {
+            if rule == "sell_fill_cooldown" && sell_during_lock { continue; }
             assert!(result.risk_decisions.iter().any(|audit| audit.date == d(day)
                 && audit.symbol == "000001.SZ" && audit.rule_code == rule && !audit.accepted), "day={day} rule={rule}");
         }
@@ -238,7 +245,7 @@ fn observed_manual_trades_then_split_keep_real_fill_protection_and_lock_dates()
         result
             .daily_holdings
             .iter()
-            .any(|row| row.date == d(15) && row.quantity == 200)
+            .any(|row| row.date == d(15) && row.quantity == if sell_during_lock { 400 } else { 200 })
     );
     assert!(result.holdings_summary.is_empty());
     assert!(
@@ -247,6 +254,7 @@ fn observed_manual_trades_then_split_keep_real_fill_protection_and_lock_dates()
             .iter()
             .all(|point| point.external_cash_flow == 0.)
     );
+    }
 }
 
 fn run(policy: AutomaticTradeProtection) -> fidc_core::BacktestResult {

docs/late-fill-lot-lifecycle-20260914.md

@@ -24,6 +24,7 @@
 - 最长持有期使用9月11日，买后3个交易日保护使用最新买入日9月14日，保护优先于最长持有退出。
 - 整段引擎换股：旧股较早买入100股、已有新股较晚买入100股，旧股按2倍换成新股200股。随后卖200股先扣旧来源，留下新买100股；不重置开仓/最近买入日，成交来源及换股事件保留，已实现不含费用盈亏200。
 - 整段平台表达式：真实手工两买一卖、次日送转、3日买后保护/卖后禁买、16日至17日显式锁定、最长持有退出同时配置。14日至15日审计分别记录保护和禁买，16日至17日记录锁定；18日只生成一笔卖200股、5元的最长持有退出，不重复附加显式卖单。三笔手工来源保留、不计出入金，旧股转成200股后计时不重置。
+- 同一整段测试另验16日锁定期间的已确认手工卖出200股：与14日保护期间卖100股两个变体分别验证。前者15日送转后400股，手工卖出后200股；两个变体最终都在18日仅自动退出剩余200股。锁定仍阻止自动交易，不阻止已授权手工事实入账；T+1未绕过，买后保护和卖后禁买分别沿实际日期计算。
 
 本机Core889、Trading625、Runner460/API127通过，ignore另计；针对性完整审计断言另行通过。两次测试编写阶段的私有方法/辅助函数名编译错误已修正，不计作框架失败或通过证据。不是实际Source或GT交易验收。