复用已预载执行报价

crates/fidc-core/src/engine.rs

@@ -1,6 +1,6 @@
 use std::collections::{BTreeMap, BTreeSet};
 
-use chrono::{Datelike, NaiveDate, NaiveTime};
+use chrono::{Datelike, Duration, NaiveDate, NaiveTime};
 use serde::Serialize;
 use thiserror::Error;
 
@@ -561,7 +561,12 @@ where
                 return false;
             }
             if start_time.is_some() && end_time.is_none() {
-                return true;
+                return !has_execution_quote_near_start_time(
+                    &self.data,
+                    execution_date,
+                    symbol,
+                    start_time.expect("checked start_time"),
+                );
             }
             !has_execution_quote_in_window(&self.data, execution_date, symbol, start_time, end_time)
         });
@@ -3348,6 +3353,24 @@ fn has_execution_quote_in_window(
     })
 }
 
+fn has_execution_quote_near_start_time(
+    data: &DataSet,
+    date: NaiveDate,
+    symbol: &str,
+    start_time: NaiveTime,
+) -> bool {
+    let cursor = date.and_time(start_time);
+    let Some(latest) = data
+        .execution_quotes_on(date, symbol)
+        .iter()
+        .filter(|quote| quote.timestamp <= cursor)
+        .max_by_key(|quote| quote.timestamp)
+    else {
+        return false;
+    };
+    cursor.signed_duration_since(latest.timestamp) <= Duration::seconds(90)
+}
+
 fn decision_has_algo_execution(decision: &StrategyDecision) -> bool {
     decision.order_intents.iter().any(|intent| {
         matches!(