From f1a6a2695dda310f141d61aeefa1bfb77fca7564 Mon Sep 17 00:00:00 2001
From: boris <boris@boriss-MacBook-Pro.local>
Date: Mon, 7 Sep 2026 01:29:18 +0800
Subject: [PATCH] =?UTF-8?q?=E4=BF=AE=E5=A4=8D=E6=97=A5=E7=BA=BF=E7=9B=98?=
 =?UTF-8?q?=E4=B8=AD=E8=B0=83=E5=BA=A6=E6=8C=89=E5=88=86=E9=92=9F=E8=A1=8C?=
 =?UTF-8?q?=E6=83=85=E6=92=AE=E5=90=88?=
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---
 crates/fidc-core/src/broker.rs | 20 +++++++++++++-------
 1 file changed, 13 insertions(+), 7 deletions(-)

diff --git a/crates/fidc-core/src/broker.rs b/crates/fidc-core/src/broker.rs
index d955513..d484ad4 100644
--- a/crates/fidc-core/src/broker.rs
+++ b/crates/fidc-core/src/broker.rs
@@ -780,7 +780,7 @@ where
                 return execution_price;
             }
         }
-        if self.execution_price_field == PriceField::Last {
+        if self.matching_type_uses_intraday_quotes() {
             let start_cursor = self
                 .runtime_intraday_start_time
                 .get()
@@ -1271,7 +1271,10 @@ where
                 OrderSide::Buy => quote.buy_price(),
                 OrderSide::Sell => quote.sell_price(),
             },
-            MatchingType::MinuteLast | MatchingType::Vwap | MatchingType::Twap => {
+            MatchingType::CurrentBarClose
+            | MatchingType::MinuteLast
+            | MatchingType::Vwap
+            | MatchingType::Twap => {
                 if quote.last_price.is_finite() && quote.last_price > 0.0 {
                     Some(quote.last_price)
                 } else {
@@ -7294,7 +7297,7 @@ where
         let post_close_window = self.post_close_execution_window(date);
         let use_intraday_quotes = post_close_window.is_some()
             || algo_request.is_some()
-            || self.execution_price_field == PriceField::Last;
+            || self.matching_type_uses_intraday_quotes();
         if !use_intraday_quotes {
             return None;
         }
@@ -7316,7 +7319,7 @@ where
         });
         let end_cursor = if end_cursor.is_none()
             && matching_type == MatchingType::CurrentBarClose
-            && self.execution_price_field == PriceField::Last
+            && self.matching_type_uses_intraday_quotes()
         {
             start_cursor
         } else {
@@ -7802,7 +7805,8 @@ where
                 | MatchingType::MinuteBestCounterparty
                 | MatchingType::Vwap
                 | MatchingType::Twap
-        )
+        ) || (self.matching_type == MatchingType::CurrentBarClose
+            && self.intraday_execution_start_time.is_some())
     }
 
     fn quote_quantity_limited(&self, matching_type: MatchingType) -> bool {
@@ -9086,8 +9090,9 @@ mod tests {
         let broker = BrokerSimulator::new_with_execution_price(
             ChinaAShareCostModel::default(),
             ChinaEquityRuleHooks,
-            PriceField::Last,
+            PriceField::Close,
         )
+        .with_matching_type(MatchingType::CurrentBarClose)
         .with_intraday_execution_start_time(date.and_hms_opt(9, 33, 0).unwrap().time());
         let mut snapshot = limit_test_snapshot();
         snapshot.last_price = 9.0;
@@ -11114,8 +11119,9 @@ mod tests {
         let broker = BrokerSimulator::new_with_execution_price(
             ChinaAShareCostModel::default(),
             ChinaEquityRuleHooks,
-            PriceField::Last,
+            PriceField::Close,
         )
+        .with_matching_type(MatchingType::CurrentBarClose)
         .with_intraday_execution_start_time(date.and_hms_opt(9, 33, 0).unwrap().time())
         .with_slippage_model(SlippageModel::PriceRatio(0.002))
         .with_strict_value_budget(true)