修复分钟执行价成交量预过滤

crates/fidc-core/src/broker.rs

@@ -5275,7 +5275,11 @@ where
             "daily volume limit"
         };
 
-        if self.inactive_limit && (snapshot.paused || available_market_volume == 0) {
+        let mut max_fill = requested_qty;
+
+        if self.inactive_limit
+            && (snapshot.paused || (!uses_intraday_quantity && available_market_volume == 0))
+        {
             return Err(if snapshot.paused {
                 "paused".to_string()
             } else {
@@ -5283,7 +5287,10 @@ where
             });
         }
 
-        let mut max_fill = requested_qty;
+        if uses_intraday_quantity {
+            return Ok(max_fill);
+        }
+
         if self.liquidity_limit && uses_intraday_quantity && !self.is_open_auction_matching() {
             let top_level_liquidity = match side {
                 OrderSide::Buy => snapshot.liquidity_for_buy(),
@@ -6680,6 +6687,29 @@ mod tests {
         assert_eq!(fillable, Err("daily no volume".to_string()));
     }
 
+    #[test]
+    fn minute_last_prefilter_does_not_use_snapshot_minute_volume() {
+        let mut snapshot = limit_test_snapshot();
+        snapshot.minute_volume = 0;
+        snapshot.volume = 1_000_000;
+        snapshot.bid1_volume = 0;
+        snapshot.ask1_volume = 0;
+        let broker = BrokerSimulator::new_with_execution_price(
+            ChinaAShareCostModel::default(),
+            ChinaEquityRuleHooks,
+            PriceField::Last,
+        )
+        .with_matching_type(MatchingType::MinuteLast)
+        .with_volume_limit(true)
+        .with_volume_percent(0.25)
+        .with_liquidity_limit(false);
+
+        let fillable =
+            broker.market_fillable_quantity(&snapshot, OrderSide::Buy, 5_000, 100, 100, 0, false);
+
+        assert_eq!(fillable, Ok(5_000));
+    }
+
     #[test]
     fn target_value_valuation_uses_daily_snapshot_but_value_order_sizing_uses_intraday_minute() {
         let date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date");