From e0949a0eaa401d6b40c7f618e128afc776d4ae53 Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Mon, 15 Jun 2026 19:33:40 +0800
Subject: [PATCH] =?UTF-8?q?=E7=BB=9F=E4=B8=80=E8=A1=A8=E8=BE=BE=E5=BC=8F?=
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---
 .../fidc-core/src/platform_expr_strategy.rs   | 22 ++++++++++++++-----
 1 file changed, 16 insertions(+), 6 deletions(-)

diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index 8a1a68e..9a48a88 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -879,20 +879,18 @@ impl PlatformExprStrategy {
         )
     }
 
-    fn price_is_at_or_above_upper_limit(price: f64, limit: f64, tick: f64) -> bool {
+    fn price_is_at_or_above_upper_limit(price: f64, limit: f64, _tick: f64) -> bool {
         if !price.is_finite() || !limit.is_finite() {
             return false;
         }
-        let tolerance = (tick.abs() * 0.5).max(1e-6);
-        price >= limit - tolerance
+        price >= limit - 1e-9
     }
 
-    fn price_is_at_or_below_lower_limit(price: f64, limit: f64, tick: f64) -> bool {
+    fn price_is_at_or_below_lower_limit(price: f64, limit: f64, _tick: f64) -> bool {
         if !price.is_finite() || !limit.is_finite() {
             return false;
         }
-        let tolerance = (tick.abs() * 0.5).max(1e-6);
-        price <= limit + tolerance
+        price <= limit + 1e-9
     }
 
     fn intraday_execution_start_time(&self) -> NaiveTime {
@@ -6967,12 +6965,24 @@ mod tests {
         assert!(PlatformExprStrategy::price_is_at_or_above_upper_limit(
             20.21, 17.60, 0.01
         ));
+        assert!(PlatformExprStrategy::price_is_at_or_above_upper_limit(
+            17.60, 17.60, 0.01
+        ));
+        assert!(!PlatformExprStrategy::price_is_at_or_above_upper_limit(
+            17.5995, 17.60, 0.001
+        ));
         assert!(!PlatformExprStrategy::price_is_at_or_above_upper_limit(
             17.58, 17.60, 0.01
         ));
         assert!(PlatformExprStrategy::price_is_at_or_below_lower_limit(
             14.39, 14.40, 0.01
         ));
+        assert!(PlatformExprStrategy::price_is_at_or_below_lower_limit(
+            14.40, 14.40, 0.01
+        ));
+        assert!(!PlatformExprStrategy::price_is_at_or_below_lower_limit(
+            14.4005, 14.40, 0.001
+        ));
         assert!(!PlatformExprStrategy::price_is_at_or_below_lower_limit(
             14.42, 14.40, 0.01
         ));