Align jq microcap execution with intraday snapshots

crates/fidc-core/tests/delisting.rs

@@ -17,7 +17,10 @@ impl Strategy for BuyThenHoldStrategy {
         "buy-then-hold"
     }
 
-    fn on_day(&mut self, ctx: &StrategyContext<'_>) -> Result<StrategyDecision, fidc_core::BacktestError> {
+    fn on_day(
+        &mut self,
+        ctx: &StrategyContext<'_>,
+    ) -> Result<StrategyDecision, fidc_core::BacktestError> {
         if ctx.decision_date == d(2025, 1, 2) && ctx.portfolio.position("000001.SZ").is_none() {
             return Ok(StrategyDecision {
                 rebalance: false,
@@ -238,12 +241,17 @@ fn engine_settles_delisted_position_before_missing_market_snapshot_breaks_run()
 
     let result = engine.run().expect("backtest succeeds");
     assert_eq!(result.fills.len(), 2);
-    assert!(result
-        .fills
-        .iter()
-        .any(|fill| fill.reason.contains("delisted_cash_settlement") && fill.symbol == "000001.SZ"));
-    assert!(result
-        .holdings_summary
-        .iter()
-        .all(|holding| holding.symbol != "000001.SZ"));
+    assert!(
+        result
+            .fills
+            .iter()
+            .any(|fill| fill.reason.contains("delisted_cash_settlement")
+                && fill.symbol == "000001.SZ")
+    );
+    assert!(
+        result
+            .holdings_summary
+            .iter()
+            .all(|holding| holding.symbol != "000001.SZ")
+    );
 }