修复次日开盘观测被日线价格分支跳过行情加载

crates/fidc-core/src/engine.rs

@@ -1298,6 +1298,7 @@ where
             submission_time,
         );
         if self.broker.execution_price_field() != PriceField::Last
+            && !self.broker.matching_type_uses_intraday_quotes()
             && !decision_has_algo_execution(decision)
             && post_close_window.is_none()
         {
@@ -8941,6 +8942,47 @@ mod tests {
         )
     }
 
+    #[test]
+    fn next_open_observation_loads_quotes_even_when_execution_price_is_open() {
+        use crate::execution_capacity::VolumeCapacityMode;
+        let date = d(2025, 1, 3);
+        let signal = d(2025, 1, 2);
+        let open = NaiveTime::from_hms_opt(9, 30, 0).unwrap();
+        for mode in [VolumeCapacityMode::ExecutionObservation, VolumeCapacityMode::SessionCapacityAudit] {
+            let mut broker = BrokerSimulator::new_with_execution_price(
+                ChinaAShareCostModel::default(), ChinaEquityRuleHooks, PriceField::Open,
+            ).with_matching_type(MatchingType::NextBarOpen)
+                .with_volume_limit(true).with_volume_capacity_mode(mode).with_liquidity_limit(false);
+            if mode == VolumeCapacityMode::ExecutionObservation {
+                broker = broker.with_intraday_execution_start_time(open);
+            }
+            let calls = Arc::new(Mutex::new(Vec::new()));
+            let captured = calls.clone();
+            let mut engine = BacktestEngine::new(dataset(), BuyWhenDecisionDateStrategy { decision_date: signal }, broker,
+                BacktestConfig { initial_cash: 100_000., benchmark_code: "000852.SH".into(),
+                    start_date: Some(signal), end_date: Some(date), decision_lag_trading_days: 1,
+                    execution_price_field: PriceField::Open })
+                .with_execution_quote_loader(move |request| {
+                    captured.lock().unwrap().push(request.clone());
+                    Ok(clock_probe_data(request.date, &[(9,30,10.)]).snapshot_components().execution_quotes)
+                });
+            let decision = StrategyDecision { order_intents: vec![OrderIntent::Shares {
+                symbol: SYMBOL.into(), quantity: 100, reason: "next-open-loader-regression".into(),
+            }], ..Default::default() };
+            engine.ensure_execution_quotes_for_decision(date, signal, &PortfolioState::new(100_000.), &[], &decision, None, None).unwrap();
+            let calls = calls.lock().unwrap();
+            if mode == VolumeCapacityMode::ExecutionObservation {
+                assert_eq!(calls.len(), 1);
+                assert_eq!(calls[0].date, date);
+                assert_eq!(calls[0].start_time, Some(open));
+                assert_eq!(calls[0].symbols, BTreeSet::from([SYMBOL.to_string()]));
+                assert_eq!(engine.data.execution_quotes_on(date, SYMBOL).len(), 1);
+            } else {
+                assert!(calls.is_empty(), "daily audit must not silently become an opening-liquidity model");
+            }
+        }
+    }
+
     #[test]
     fn full_minute_coverage_rejects_missing_active_bars_but_allows_paused_or_zero_volume() {
         let first = d(2025, 1, 2);

docs/stock-pool-ratio-precision-20260919.md

@@ -9,3 +9,5 @@
 执行状态新增 `last_target_weight_ratios`，首次记录精确比例升级schema2。旧schema1可读但不得携带新比例字段；旧消费者应拒绝新状态，回滚不能删除或降精度重写状态。回测、Paper、Live及Strategy Runtime都必须共同消费该比例，ETF顺延目标也携带相同比例。
 
 新增临界100股补仓、调序不改变等权金额、停牌/候补、显式部分预算、状态序列化回读回归。当前为候选：本机Rust语法检查通过，类型/运行测试受Xcode许可阻断，转177验证；未通过Linux测试前不得发布。
+
+后续真实Source回放补充：原始报价门禁打开后，Engine仍因PriceField::Open提前跳过行情加载；不能把此错误标成原始数据缺失。补充按实际撮合是否需要盘中观测判断加载路径，测试验证NextBarOpen加载执行日09:30报价、日终审计保持不加载。实际发布、回放及缺数清单以工作区`docs/fidc/stock-pool-precision-correction-20260919.md`为准。