修复日线投影缺盘口量拒单

crates/fidc-core/src/platform_expr_strategy.rs

@@ -1541,7 +1541,10 @@ impl PlatformExprStrategy {
         let constraints = self.config.risk_config.trading_constraints;
         let mut max_fill = requested_qty;
 
-        if self.config.quote_quantity_limit || constraints.liquidity_limit_enabled {
+        let enforce_top_level_liquidity = quote.is_some()
+            && (self.config.quote_quantity_limit || constraints.liquidity_limit_enabled)
+            || quote.is_none() && constraints.liquidity_limit_enabled;
+        if enforce_top_level_liquidity {
             let top_level_liquidity = match (quote, side) {
                 (Some(quote), OrderSide::Buy) => quote
                     .ask1_volume
@@ -1555,8 +1558,10 @@ impl PlatformExprStrategy {
                 (None, OrderSide::Sell) => market.liquidity_for_sell().min(u32::MAX as u64) as u32,
             };
             if top_level_liquidity == 0 {
+                if quote.is_some() {
                     return None;
                 }
+            } else {
                 let liquidity_limited = if side == OrderSide::Sell && allow_odd_lot_sell {
                     top_level_liquidity
                 } else {
@@ -1571,6 +1576,7 @@ impl PlatformExprStrategy {
                 }
                 max_fill = max_fill.min(liquidity_limited);
             }
+        }
 
         if constraints.volume_limit_enabled {
             let volume_basis = match quote {
@@ -21544,9 +21550,9 @@ mod tests {
                     ask1: 10.0,
                     prev_close: 9.9,
                     volume: 1_000_000,
-                    minute_volume: 10_000,
+                    minute_volume: 0,
-                    bid1_volume: 2_000,
+                    bid1_volume: 0,
-                    ask1_volume: 2_000,
+                    ask1_volume: 0,
                     trading_phase: Some("continuous".to_string()),
                     paused: false,
                     upper_limit: 11.0,