固化定点金额与分钟流式验收

docs/engine-capability-roadmap.md

@@ -10,7 +10,7 @@ The roadmap focuses on making the engine complete enough for editable platform
 strategies, long-range A-share backtests, futures strategies, intraday order
 simulation, AI-generated strategy code, and service-level result downloads.
 
-## Re-Audit Findings (2026-04-24)
+## Re-Audit Findings (2026-08-31)
 
 The latest re-audit focused on the engine's execution model, account model,
 order lifecycle, data helper surface, analyzer output, extension hooks, and
@@ -39,7 +39,8 @@ 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. |
+| P0 | Fixed-point execution money | Closed. Stock execution 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, account units, position lot cost and realized PnL. The standalone futures account uses the same fixed-point money boundary for cash, margin, transaction cost and daily PnL. Market indicators and return statistics remain `f64` outside the execution boundary. | None. |
+| P0 | Bounded minute-data processing | Closed for the engine data model. Intraday history uses a sorted date index and scans backward only until the requested bar count is satisfied. Daily minute processing consumes a borrowed timestamp-ordered k-way merge and does not clone/materialize the full selected quote day before event dispatch. | Keep Source Lake and service clients batch-streamed; do not reintroduce whole-window row materialization. |
 | 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. |
@@ -58,6 +59,10 @@ futures path. Confirmed aligned areas:
 - [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] Stock position lots, realized/unrealized PnL, dividends and external cash
+      flows preserve fixed-point value conservation.
+- [x] Futures cash, margin, transaction cost and daily realized/position PnL use
+      the fixed-point ledger.
 - [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.
@@ -73,6 +78,9 @@ futures path. Confirmed aligned areas:
 - [x] Trading-date range, previous-date, and next-date helpers.
 - [x] Phase-aware minute history cursor semantics matching the active bar or
       intraday execution quote callback.
+- [x] Bounded intraday history lookup and borrowed minute quote streaming avoid
+      full-history scans and full-day quote clones while preserving timestamp
+      order and visibility boundaries.
 - [x] Suspension, ST, date-range price, active instrument, and instrument
       history helpers.
 - [x] Open-order status, unfilled quantity, final order lookup, average fill