固化定点金额与分钟流式验收

2026-08-31 02:44:20 +08:00
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+# Fixed-Point and Minute-Stream Acceptance
+
+Acceptance date: 2026-08-31  
+Engine commit: `cd116bc3ae77cac0989eb80185bb04d7440b8834`
+
+## Scope
+
+This acceptance separates execution precision from minute-data throughput. It
+does not use a strategy-specific shortcut and does not change strategy,
+matching, risk, slippage, commission, tax, or future-data semantics.
+
+## Fixed-Point Boundary
+
+- Execution money is signed micro-yuan `i128`.
+- Stock gross amount, commission, stamp tax, transfer fee, cash, liabilities,
+  external cash flow, account units, position lot cost and PnL are fixed-point.
+- Futures cash, margin, transaction cost, realized PnL and position PnL are
+  fixed-point.
+- Market indicators and return statistics remain `f64`; conversion occurs only
+  at the execution-money boundary.
+- One-micro-yuan budget overruns fail instead of being hidden by float epsilon.
+
+Verification command:
+
+```bash
+cargo test -p fidc-core fixed -- --nocapture
+```
+
+Result: 8 passed, 0 failed.
+
+## Minute Data Boundary
+
+- `history_intraday_quotes_at` uses a sorted execution-date index and scans
+  backward until the requested bar count is satisfied.
+- The active timestamp and `include_now` flag control visibility; later bars are
+  never visible.
+- Daily minute execution consumes a borrowed k-way merge ordered by timestamp
+  and symbol. It does not clone the complete selected quote day before engine
+  dispatch.
+- Execution quotes are released by trading date after the day finishes.
+
+Release benchmark command:
+
+```bash
+cargo test -p fidc-core --test intraday_history_performance --release -- --ignored --nocapture
+```
+
+Observed on the local acceptance host:
+
+| Case | Workload | Result |
+| --- | --- | --- |
+| Bounded history | 200 queries over 60,000 rows | 0.000227 seconds, checksum 351450348000 |
+| Full-day materialization | 5,000 iterations x 240 rows | 0.049361 seconds |
+| Borrowed quote stream | 5,000 iterations x 240 rows | 0.012232 seconds |
+
+The materialized and streamed timestamp checksums were both
+`2108693484000000`. The observed component speedup was about 4.04x. These
+numbers are component evidence only and are not an end-to-end SLA.
+
+## Regression
+
+```bash
+cargo test -p fidc-core --all-targets
+```
+
+Result: 528 passed, 0 failed, 1 ignored manual benchmark. This includes
+execution-day risk, next-open open-price limits, minute timestamp visibility,
+slippage, minimum commission, stamp tax, volume limits, corporate actions,
+external cash-flow NAV treatment and futures account precision.
+
+## Deployment Gate
+
+This documentation-only correction does not require a service restart. Any
+future Source Lake or engine deployment still requires the official managed
+entrypoint and must fail closed while FIDC-managed factor work is active.