Add futures expiration settlement

crates/fidc-core/tests/futures_account.rs

@@ -161,3 +161,30 @@ fn futures_open_order_rejects_when_margin_is_insufficient() {
     assert!(account.position("IF2501", FuturesDirection::Long).is_none());
     assert!((account.total_cash() - 10_000.0).abs() < 1e-6);
 }
+
+#[test]
+fn futures_expiration_settlement_closes_all_contract_directions() {
+    let spec = FuturesContractSpec::new(300.0, 0.12, 0.14);
+    let mut account = FuturesAccountState::new(1_000_000.0);
+
+    account.open("IF2501", FuturesDirection::Long, spec, 2, 4000.0, 0.0);
+    account.open("IF2501", FuturesDirection::Short, spec, 1, 4000.0, 0.0);
+
+    let report = account.expire_contract(d(2025, 1, 17), "IF2501", 4010.0, "contract expired");
+
+    assert_eq!(report.order_events.len(), 2);
+    assert_eq!(report.fill_events.len(), 2);
+    assert!(
+        report
+            .order_events
+            .iter()
+            .all(|event| event.status == OrderStatus::Filled)
+    );
+    assert!(account.position("IF2501", FuturesDirection::Long).is_none());
+    assert!(
+        account
+            .position("IF2501", FuturesDirection::Short)
+            .is_none()
+    );
+    assert!((account.total_cash() - 1_003_000.0).abs() < 1e-6);
+}