From daa9d8d34138c1f1e3b8e6b5b020613b6410cf82 Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Tue, 8 Sep 2026 01:00:52 +0800
Subject: [PATCH] fix: apply decision buy denials to exposure-increasing
 amendments

---
 crates/fidc-core/src/broker.rs | 52 ++++++++++++++++++++++++++++++++++
 1 file changed, 52 insertions(+)

diff --git a/crates/fidc-core/src/broker.rs b/crates/fidc-core/src/broker.rs
index 652ee38..dd7cf0b 100644
--- a/crates/fidc-core/src/broker.rs
+++ b/crates/fidc-core/src/broker.rs
@@ -2838,6 +2838,18 @@ where
             }
         }
 
+        if existing.side == OrderSide::Buy
+            && (target_total_quantity > existing.requested_quantity
+                || target_limit_price > existing.limit_price)
+            && let Some(denial) = self.runtime_buy_denials.borrow().get(&existing.symbol)
+        {
+            Self::emit_open_order_update_rejected(
+                report, date, order_id, Some(&existing.symbol), Some(existing.side),
+                reason, denial,
+            );
+            return;
+        }
+
         let resets_queue_priority = target_limit_price.to_bits() != existing.limit_price.to_bits()
             || target_total_quantity > existing.requested_quantity;
         {
@@ -8314,6 +8326,46 @@ mod tests {
         assert!(broker.runtime_buy_denials.borrow().is_empty());
     }
 
+    #[test]
+    fn decision_buy_denial_rejects_increasing_amendments_without_mutation() {
+        let date = limit_test_snapshot().date;
+        let data = DataSet::from_components(vec![limit_test_instrument()], vec![limit_test_snapshot()],
+            Vec::new(), vec![limit_test_candidate(true, true)], vec![limit_test_benchmark()]).unwrap();
+        for (quantity, price) in [(Some(300), None), (None, Some(10.5)),
+                                  (Some(100), Some(10.5)), (Some(300), Some(9.5))] {
+            let broker = BrokerSimulator::new(ChinaAShareCostModel::default(), ChinaEquityRuleHooks);
+            broker.upsert_open_order(test_open_order(1));
+            broker.upsert_open_order(test_open_order(2));
+            broker.runtime_buy_denials.borrow_mut().insert("000001.SZ".to_string(), "strategy_buy_condition_false".to_string());
+            let portfolio = PortfolioState::new(100_000.0);
+            let mut report = BrokerExecutionReport::default();
+            broker.modify_open_order(date, &portfolio, &data, 1, quantity, price, "amend", &mut report);
+            let orders = broker.open_orders.borrow();
+            assert_eq!(orders.iter().map(|order| order.order_id).collect::<Vec<_>>(), vec![1, 2]);
+            assert_eq!(orders[0].requested_quantity, 200);
+            assert_eq!(orders[0].remaining_quantity, 200);
+            assert_eq!(orders[0].limit_price, 10.0);
+            assert!(report.order_events.last().unwrap().reason.contains("strategy_buy_condition_false"));
+        }
+    }
+
+    #[test]
+    fn decision_buy_denial_allows_reducing_an_existing_buy() {
+        let date = limit_test_snapshot().date;
+        let data = DataSet::from_components(vec![limit_test_instrument()], vec![limit_test_snapshot()],
+            Vec::new(), vec![limit_test_candidate(true, true)], vec![limit_test_benchmark()]).unwrap();
+        let broker = BrokerSimulator::new(ChinaAShareCostModel::default(), ChinaEquityRuleHooks);
+        broker.upsert_open_order(test_open_order(1));
+        broker.runtime_buy_denials.borrow_mut().insert("000001.SZ".to_string(), "strategy_buy_condition_false".to_string());
+        let portfolio = PortfolioState::new(100_000.0);
+        let mut report = BrokerExecutionReport::default();
+        broker.modify_open_order(date, &portfolio, &data, 1, Some(100), Some(9.5), "reduce", &mut report);
+        let orders = broker.open_orders.borrow();
+        assert_eq!(orders[0].requested_quantity, 100);
+        assert_eq!(orders[0].limit_price, 9.5);
+        assert!(!report.order_events.last().unwrap().reason.contains("strategy_buy_condition_false"));
+    }
+
     fn next_open_sell_decision() -> StrategyDecision {
         StrategyDecision {
             order_intents: vec![OrderIntent::Shares {