Skip market buys below one lot

crates/fidc-core/src/broker.rs

@@ -5796,6 +5796,9 @@ where
                 self.minimum_order_quantity(data, symbol),
                 self.order_step_size(data, symbol),
             );
+            if requested_qty == 0 {
+                return Ok(());
+            }
             self.process_buy(
                 date,
                 portfolio,
@@ -10345,6 +10348,53 @@ mod tests {
         );
     }
 
+    #[test]
+    fn market_share_buy_skips_quantity_that_rounds_below_one_lot() {
+        let date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date");
+        let data = DataSet::from_components_with_actions_and_quotes(
+            vec![limit_test_instrument()],
+            vec![limit_test_snapshot()],
+            Vec::new(),
+            vec![limit_test_candidate(true, true)],
+            vec![limit_test_benchmark()],
+            Vec::new(),
+            Vec::new(),
+        )
+        .expect("valid dataset");
+        let broker = BrokerSimulator::new_with_execution_price(
+            ChinaAShareCostModel::default(),
+            ChinaEquityRuleHooks,
+            PriceField::Open,
+        )
+        .with_volume_limit(false)
+        .with_liquidity_limit(false)
+        .with_inactive_limit(false);
+        let mut portfolio = PortfolioState::new(20_000.0);
+        let mut report = BrokerExecutionReport::default();
+
+        broker
+            .process_shares(
+                date,
+                &mut portfolio,
+                &data,
+                "000001.SZ",
+                1,
+                "sub_lot_target_delta",
+                &mut BTreeMap::new(),
+                &mut IntradayExecutionLedger::default(),
+                &mut None,
+                &mut BTreeMap::new(),
+                None,
+                &mut report,
+            )
+            .expect("sub-lot buy must be a no-op");
+
+        assert!(report.order_events.is_empty());
+        assert!(report.fill_events.is_empty());
+        assert!(portfolio.position("000001.SZ").is_none());
+        report.validate().expect("empty report remains valid");
+    }
+
     #[test]
     fn target_value_zero_rejects_sell_when_market_snapshot_missing() {
         let trade_date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date");