feat: add decision-scoped buy denials to broker submission

crates/fidc-core/src/strategy.rs

@@ -977,6 +977,7 @@ fn safe_ratio(numerator: f64, denominator: f64) -> f64 {
 
 #[derive(Debug, Clone, Default)]
 pub struct StrategyDecision {
+    pub buy_denials: BTreeMap<String, String>,
     pub rebalance: bool,
     pub target_weights: BTreeMap<String, f64>,
     pub exit_symbols: BTreeSet<String>,
@@ -988,6 +989,7 @@ pub struct StrategyDecision {
 
 impl StrategyDecision {
     pub fn merge_from(&mut self, mut other: StrategyDecision) {
+        self.buy_denials.append(&mut other.buy_denials);
         self.rebalance |= other.rebalance;
         self.target_weights.append(&mut other.target_weights);
         self.exit_symbols.append(&mut other.exit_symbols);
@@ -998,7 +1000,8 @@ impl StrategyDecision {
     }
 
     pub fn is_empty(&self) -> bool {
-        !self.rebalance
+        self.buy_denials.is_empty()
+            && !self.rebalance
             && self.target_weights.is_empty()
             && self.exit_symbols.is_empty()
             && self.order_intents.is_empty()
@@ -1569,6 +1572,7 @@ impl Strategy for CnSmallCapRotationStrategy {
         if self.config.in_skip_window(ctx.decision_date) {
             self.last_gross_exposure = Some(0.0);
             return Ok(StrategyDecision {
+                buy_denials: Default::default(),
                 rebalance: true,
                 target_weights: BTreeMap::new(),
                 exit_symbols: ctx.portfolio.positions().keys().cloned().collect(),
@@ -1590,6 +1594,7 @@ impl Strategy for CnSmallCapRotationStrategy {
                     if message.contains("signal series insufficient") =>
                 {
                     return Ok(StrategyDecision {
+                        buy_denials: Default::default(),
                         rebalance: false,
                         target_weights: BTreeMap::new(),
                         exit_symbols: BTreeSet::new(),
@@ -1765,6 +1770,7 @@ impl Strategy for CnSmallCapRotationStrategy {
         self.last_gross_exposure = Some(gross_exposure);
 
         Ok(StrategyDecision {
+            buy_denials: Default::default(),
             rebalance,
             target_weights,
             exit_symbols,
@@ -2773,6 +2779,7 @@ impl Strategy for OmniMicroCapStrategy {
         let lagged_execution = ctx.is_lagged_execution();
         if self.config.in_skip_window(signal_date) {
             return Ok(StrategyDecision {
+                buy_denials: Default::default(),
                 rebalance: false,
                 target_weights: BTreeMap::new(),
                 exit_symbols: ctx.portfolio.positions().keys().cloned().collect(),
@@ -2803,6 +2810,7 @@ impl Strategy for OmniMicroCapStrategy {
                     if message.contains("insufficient benchmark") =>
                 {
                     return Ok(StrategyDecision {
+                        buy_denials: Default::default(),
                         rebalance: false,
                         target_weights: BTreeMap::new(),
                         exit_symbols: BTreeSet::new(),
@@ -3013,6 +3021,7 @@ impl Strategy for OmniMicroCapStrategy {
         ];
 
         Ok(StrategyDecision {
+            buy_denials: Default::default(),
             rebalance: false,
             target_weights: BTreeMap::new(),
             exit_symbols,