修复分钟执行价缺失档位量成交

crates/fidc-core/src/broker.rs

@@ -5596,7 +5596,8 @@ where
             if remaining_qty == 0 {
                 break;
             }
-            let mut available_qty = if quote_quantity_limited {
+            let missing_level1_depth = Self::quote_lacks_level1_depth(quote);
+            let mut available_qty = if quote_quantity_limited && !missing_level1_depth {
                 let top_level_liquidity = match side {
                     OrderSide::Buy => quote.ask1_volume,
                     OrderSide::Sell => quote.bid1_volume,
@@ -5785,6 +5786,10 @@ where
         }
     }
 
+    fn quote_lacks_level1_depth(quote: &IntradayExecutionQuote) -> bool {
+        quote.volume_delta > 0 && quote.bid1_volume == 0 && quote.ask1_volume == 0
+    }
+
     fn matching_type_uses_intraday_quotes(&self) -> bool {
         matches!(
             self.matching_type,
@@ -6128,6 +6133,44 @@ mod tests {
         assert_eq!(fill.quantity, 1_200);
     }
 
+    #[test]
+    fn minute_last_uses_volume_delta_when_level1_depth_missing() {
+        let date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date");
+        let broker = BrokerSimulator::new(ChinaAShareCostModel::default(), ChinaEquityRuleHooks)
+            .with_matching_type(MatchingType::MinuteLast)
+            .with_volume_limit(true)
+            .with_volume_percent(0.25)
+            .with_liquidity_limit(true);
+        let mut quote = limit_test_quote(10.0, 0.0, 0.0);
+        quote.timestamp = date.and_hms_opt(10, 15, 0).expect("valid timestamp");
+        quote.volume_delta = 600;
+        quote.ask1_volume = 0;
+        quote.bid1_volume = 0;
+
+        let fill = broker
+            .select_execution_fill(
+                &limit_test_snapshot(),
+                &[quote],
+                OrderSide::Buy,
+                MatchingType::MinuteLast,
+                Some(date.and_hms_opt(10, 15, 0).expect("valid timestamp")),
+                None,
+                400,
+                100,
+                100,
+                100,
+                false,
+                None,
+                None,
+                None,
+            )
+            .expect("bar-derived minute quote fill");
+
+        assert_eq!(fill.quantity, 100);
+        assert_eq!(fill.legs.len(), 1);
+        assert_eq!(fill.legs[0].price, 10.0);
+    }
+
     #[test]
     fn minute_last_volume_limit_rejects_sub_lot_quote_volume() {
         let date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date");