Improve jq microcap execution semantics

crates/fidc-core/src/rules.rs

@@ -1,6 +1,6 @@
 use chrono::NaiveDate;
 
-use crate::data::{CandidateEligibility, DailyMarketSnapshot};
+use crate::data::{CandidateEligibility, DailyMarketSnapshot, PriceField};
 use crate::portfolio::Position;
 
 #[derive(Debug, Clone)]
@@ -31,6 +31,7 @@ pub trait EquityRuleHooks {
         execution_date: NaiveDate,
         snapshot: &DailyMarketSnapshot,
         candidate: &CandidateEligibility,
+        price_field: PriceField,
     ) -> RuleCheck;
 
     fn can_sell(
@@ -39,6 +40,7 @@ pub trait EquityRuleHooks {
         snapshot: &DailyMarketSnapshot,
         candidate: &CandidateEligibility,
         position: &Position,
+        price_field: PriceField,
     ) -> RuleCheck;
 }
 
@@ -46,12 +48,12 @@ pub trait EquityRuleHooks {
 pub struct ChinaEquityRuleHooks;
 
 impl ChinaEquityRuleHooks {
-    fn at_upper_limit(snapshot: &DailyMarketSnapshot) -> bool {
-        snapshot.open >= snapshot.upper_limit - 1e-6
+    fn at_upper_limit(snapshot: &DailyMarketSnapshot, price_field: PriceField) -> bool {
+        snapshot.is_at_upper_limit_price(snapshot.buy_price(price_field))
     }
 
-    fn at_lower_limit(snapshot: &DailyMarketSnapshot) -> bool {
-        snapshot.open <= snapshot.lower_limit + 1e-6
+    fn at_lower_limit(snapshot: &DailyMarketSnapshot, price_field: PriceField) -> bool {
+        snapshot.is_at_lower_limit_price(snapshot.sell_price(price_field))
     }
 }
 
@@ -61,6 +63,7 @@ impl EquityRuleHooks for ChinaEquityRuleHooks {
         _execution_date: NaiveDate,
         snapshot: &DailyMarketSnapshot,
         candidate: &CandidateEligibility,
+        price_field: PriceField,
     ) -> RuleCheck {
         if snapshot.paused || candidate.is_paused {
             return RuleCheck::reject("paused");
@@ -68,7 +71,7 @@ impl EquityRuleHooks for ChinaEquityRuleHooks {
         if !candidate.allow_buy {
             return RuleCheck::reject("buy disabled by eligibility flags");
         }
-        if Self::at_upper_limit(snapshot) {
+        if Self::at_upper_limit(snapshot, price_field) {
             return RuleCheck::reject("open at or above upper limit");
         }
 
@@ -81,6 +84,7 @@ impl EquityRuleHooks for ChinaEquityRuleHooks {
         snapshot: &DailyMarketSnapshot,
         candidate: &CandidateEligibility,
         position: &Position,
+        price_field: PriceField,
     ) -> RuleCheck {
         if snapshot.paused || candidate.is_paused {
             return RuleCheck::reject("paused");
@@ -88,7 +92,7 @@ impl EquityRuleHooks for ChinaEquityRuleHooks {
         if !candidate.allow_sell {
             return RuleCheck::reject("sell disabled by eligibility flags");
         }
-        if Self::at_lower_limit(snapshot) {
+        if Self::at_lower_limit(snapshot, price_field) {
             return RuleCheck::reject("open at or below lower limit");
         }
         if position.sellable_qty(execution_date) == 0 {