修复日线盘中调度按分钟行情撮合

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)