boris
76 lines
2.7 KiB
Markdown
76 lines
2.7 KiB
Markdown
# Fixed-Point and Minute-Stream Acceptance
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Acceptance date: 2026-08-31
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Engine commit: `cd116bc3ae77cac0989eb80185bb04d7440b8834`
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## Scope
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This acceptance separates execution precision from minute-data throughput. It
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does not use a strategy-specific shortcut and does not change strategy,
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matching, risk, slippage, commission, tax, or future-data semantics.
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## Fixed-Point Boundary
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- Execution money is signed micro-yuan `i128`.
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- Stock gross amount, commission, stamp tax, transfer fee, cash, liabilities,
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external cash flow, account units, position lot cost and PnL are fixed-point.
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- Futures cash, margin, transaction cost, realized PnL and position PnL are
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fixed-point.
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- Market indicators and return statistics remain `f64`; conversion occurs only
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at the execution-money boundary.
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- One-micro-yuan budget overruns fail instead of being hidden by float epsilon.
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Verification command:
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```bash
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cargo test -p fidc-core fixed -- --nocapture
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```
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Result: 8 passed, 0 failed.
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## Minute Data Boundary
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- `history_intraday_quotes_at` uses a sorted execution-date index and scans
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backward until the requested bar count is satisfied.
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- The active timestamp and `include_now` flag control visibility; later bars are
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never visible.
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- Daily minute execution consumes a borrowed k-way merge ordered by timestamp
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and symbol. It does not clone the complete selected quote day before engine
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dispatch.
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- Execution quotes are released by trading date after the day finishes.
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Release benchmark command:
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```bash
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cargo test -p fidc-core --test intraday_history_performance --release -- --ignored --nocapture
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```
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Observed on the local acceptance host:
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| Case | Workload | Result |
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| --- | --- | --- |
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| Bounded history | 200 queries over 60,000 rows | 0.000227 seconds, checksum 351450348000 |
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| Full-day materialization | 5,000 iterations x 240 rows | 0.049361 seconds |
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| Borrowed quote stream | 5,000 iterations x 240 rows | 0.012232 seconds |
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The materialized and streamed timestamp checksums were both
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`2108693484000000`. The observed component speedup was about 4.04x. These
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numbers are component evidence only and are not an end-to-end SLA.
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## Regression
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```bash
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cargo test -p fidc-core --all-targets
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```
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Result: 528 passed, 0 failed, 1 ignored manual benchmark. This includes
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execution-day risk, next-open open-price limits, minute timestamp visibility,
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slippage, minimum commission, stamp tax, volume limits, corporate actions,
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external cash-flow NAV treatment and futures account precision.
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## Deployment Gate
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This documentation-only correction does not require a service restart. Any
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future Source Lake or engine deployment still requires the official managed
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entrypoint and must fail closed while FIDC-managed factor work is active.
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