Fixed-Point and Minute-Stream Acceptance

Acceptance date: 2026-08-31
Engine commit: cd116bc3ae77cac0989eb80185bb04d7440b8834

Scope

This acceptance separates execution precision from minute-data throughput. It does not use a strategy-specific shortcut and does not change strategy, matching, risk, slippage, commission, tax, or future-data semantics.

Fixed-Point Boundary

Execution money is signed micro-yuan i128.
Stock gross amount, commission, stamp tax, transfer fee, cash, liabilities, external cash flow, account units, position lot cost and PnL are fixed-point.
Futures cash, margin, transaction cost, realized PnL and position PnL are fixed-point.
Market indicators and return statistics remain f64; conversion occurs only at the execution-money boundary.
One-micro-yuan budget overruns fail instead of being hidden by float epsilon.

Verification command:

cargo test -p fidc-core fixed -- --nocapture

Result: 8 passed, 0 failed.

Minute Data Boundary

history_intraday_quotes_at uses a sorted execution-date index and scans backward until the requested bar count is satisfied.
The active timestamp and include_now flag control visibility; later bars are never visible.
Daily minute execution consumes a borrowed k-way merge ordered by timestamp and symbol. It does not clone the complete selected quote day before engine dispatch.
Execution quotes are released by trading date after the day finishes.

Release benchmark command:

cargo test -p fidc-core --test intraday_history_performance --release -- --ignored --nocapture

Observed on the local acceptance host:

Case	Workload	Result
Bounded history	200 queries over 60,000 rows	0.000227 seconds, checksum 351450348000
Full-day materialization	5,000 iterations x 240 rows	0.049361 seconds
Borrowed quote stream	5,000 iterations x 240 rows	0.012232 seconds

The materialized and streamed timestamp checksums were both 2108693484000000. The observed component speedup was about 4.04x. These numbers are component evidence only and are not an end-to-end SLA.

Regression

cargo test -p fidc-core --all-targets

Result: 528 passed, 0 failed, 1 ignored manual benchmark. This includes execution-day risk, next-open open-price limits, minute timestamp visibility, slippage, minimum commission, stamp tax, volume limits, corporate actions, external cash-flow NAV treatment and futures account precision.

Deployment Gate

This documentation-only correction does not require a service restart. Any future Source Lake or engine deployment still requires the official managed entrypoint and must fail closed while FIDC-managed factor work is active.

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