对齐除权除息到账顺序

crates/fidc-core/src/engine.rs

@@ -1702,18 +1702,18 @@ where
                 &mut corporate_action_notes,
             );
             self.extend_result(&mut result, pending_cash_flow_report);
-            let receivable_report = self.settle_cash_receivables(
-                execution_date,
-                &mut portfolio,
-                &mut corporate_action_notes,
-            )?;
-            self.extend_result(&mut result, receivable_report);
             let corporate_action_report = self.apply_corporate_actions(
                 execution_date,
                 &mut portfolio,
                 &mut corporate_action_notes,
             )?;
             self.extend_result(&mut result, corporate_action_report);
+            let receivable_report = self.settle_cash_receivables(
+                execution_date,
+                &mut portfolio,
+                &mut corporate_action_notes,
+            )?;
+            self.extend_result(&mut result, receivable_report);
             let delisting_report = self.settle_delisted_positions(
                 execution_date,
                 &mut portfolio,
@@ -2875,14 +2875,6 @@ where
                 };
                 if cash_delta.abs() > f64::EPSILON {
                     let payable_date = action.payable_date.unwrap_or(date);
-                    let immediate_cash = payable_date <= date;
-                    let note = if immediate_cash {
-                        portfolio.apply_cash_delta(cash_delta);
-                        format!(
-                            "cash_dividend {} share_cash={:.6} quantity={} cash={:.2}",
-                            action.symbol, action.share_cash, quantity_after, cash_delta
-                        )
-                    } else {
                     portfolio.add_cash_receivable(CashReceivable {
                         symbol: action.symbol.clone(),
                         ex_date: date,
@@ -2890,15 +2882,14 @@ where
                         amount: cash_delta,
                         reason: format!("cash_dividend {:.6}", action.share_cash),
                     });
-                        format!(
+                    let note = format!(
                         "cash_dividend_receivable {} share_cash={:.6} quantity={} payable_date={} cash={:.2}",
                         action.symbol,
                         action.share_cash,
                         quantity_after,
                         payable_date,
                         cash_delta
-                        )
+                    );
-                    };
                     notes.push(note.clone());
                     report.account_events.push(AccountEvent {
                         date,

crates/fidc-core/tests/corporate_actions.rs

@@ -92,6 +92,71 @@ impl Strategy for BuyAndHoldStrategy {
     }
 }
 
+fn stock_market_snapshot(date: NaiveDate) -> DailyMarketSnapshot {
+    DailyMarketSnapshot {
+        date,
+        symbol: "000001.SZ".to_string(),
+        timestamp: Some(format!("{date} 10:18:00")),
+        day_open: 10.0,
+        open: 10.0,
+        high: 10.1,
+        low: 9.9,
+        close: 10.0,
+        last_price: 10.0,
+        bid1: 10.0,
+        ask1: 10.0,
+        prev_close: 10.0,
+        volume: 100_000,
+        minute_volume: 100_000,
+        bid1_volume: 100_000,
+        ask1_volume: 100_000,
+        trading_phase: Some("continuous".to_string()),
+        paused: false,
+        upper_limit: 11.0,
+        lower_limit: 9.0,
+        price_tick: 0.01,
+    }
+}
+
+fn stock_factor_snapshot(date: NaiveDate) -> DailyFactorSnapshot {
+    DailyFactorSnapshot {
+        date,
+        symbol: "000001.SZ".to_string(),
+        market_cap_bn: 20.0,
+        free_float_cap_bn: 18.0,
+        pe_ttm: 10.0,
+        turnover_ratio: Some(1.0),
+        effective_turnover_ratio: Some(1.0),
+        extra_factors: BTreeMap::new(),
+    }
+}
+
+fn stock_candidate(date: NaiveDate) -> CandidateEligibility {
+    CandidateEligibility {
+        date,
+        symbol: "000001.SZ".to_string(),
+        is_st: false,
+        is_new_listing: false,
+        is_paused: false,
+        allow_buy: true,
+        allow_sell: true,
+        is_kcb: false,
+        is_one_yuan: false,
+        risk_level_code: None,
+    }
+}
+
+fn benchmark_snapshot(date: NaiveDate) -> BenchmarkSnapshot {
+    BenchmarkSnapshot {
+        date,
+        benchmark: "000300.SH".to_string(),
+        open: 100.0,
+        close: 100.0,
+        prev_close: 99.0,
+        volume: 1_000_000,
+    }
+}
+
 #[test]
 fn engine_reinvests_dividend_receivable_in_round_lots() {
     let buy_date = d(2025, 1, 1);
@@ -330,3 +395,86 @@ fn engine_reinvests_dividend_receivable_in_round_lots() {
     assert_eq!(reinvest_fill.commission, 0.0);
     assert_eq!(reinvest_fill.stamp_tax, 0.0);
 }
+
+#[test]
+fn engine_settles_same_day_dividend_after_split_for_aiquant_semantics() {
+    let buy_date = d(2025, 1, 1);
+    let ex_date = d(2025, 1, 2);
+    let data = DataSet::from_components_with_actions(
+        vec![Instrument {
+            symbol: "000001.SZ".to_string(),
+            name: "Anchor".to_string(),
+            board: "SZ".to_string(),
+            round_lot: 100,
+            listed_at: Some(d(2020, 1, 1)),
+            delisted_at: None,
+            status: "active".to_string(),
+        }],
+        vec![stock_market_snapshot(buy_date), stock_market_snapshot(ex_date)],
+        vec![stock_factor_snapshot(buy_date), stock_factor_snapshot(ex_date)],
+        vec![stock_candidate(buy_date), stock_candidate(ex_date)],
+        vec![benchmark_snapshot(buy_date), benchmark_snapshot(ex_date)],
+        vec![CorporateAction {
+            date: ex_date,
+            symbol: "000001.SZ".to_string(),
+            payable_date: Some(ex_date),
+            share_cash: 1.05,
+            share_bonus: 0.2,
+            share_gift: 0.0,
+            issue_quantity: 0.0,
+            issue_price: 0.0,
+            reform: false,
+            adjust_factor: None,
+            successor_symbol: None,
+            successor_ratio: None,
+            successor_cash: None,
+        }],
+    )
+    .expect("dataset");
+
+    let mut engine = BacktestEngine::new(
+        data,
+        BuyAndHoldStrategy {
+            first_date: buy_date,
+        },
+        BrokerSimulator::new_with_execution_price(
+            ChinaAShareCostModel::default(),
+            ChinaEquityRuleHooks::default(),
+            PriceField::Open,
+        ),
+        BacktestConfig {
+            initial_cash: 11_008.0,
+            benchmark_code: "000300.SH".to_string(),
+            start_date: Some(buy_date),
+            end_date: Some(ex_date),
+            decision_lag_trading_days: 0,
+            execution_price_field: PriceField::Open,
+        },
+    )
+    .with_dividend_reinvestment(true);
+
+    let result = engine.run().expect("backtest run");
+    let final_holding = result
+        .holdings_summary
+        .iter()
+        .find(|row| row.symbol == "000001.SZ")
+        .expect("holding");
+    assert_eq!(final_holding.quantity, 1_300);
+
+    let reinvest_fill = result
+        .fills
+        .iter()
+        .find(|fill| fill.reason == "dividend_reinvestment")
+        .expect("reinvestment fill");
+    assert_eq!(reinvest_fill.quantity, 100);
+    assert!((reinvest_fill.price - ((10.0 - 1.05) / 1.2)).abs() < 1e-9);
+
+    assert!(result
+        .position_events
+        .iter()
+        .any(|event| event.reason == "stock_split 1.200000" && event.quantity_after == 1_200));
+    assert!(result
+        .account_events
+        .iter()
+        .any(|event| event.note.contains("cash_receivable_reinvested")));
+}