From 20af8245457d68bb5fd0757c47a19e29ab218da1 Mon Sep 17 00:00:00 2001
From: boris <boris@192.168.31.87>
Date: Tue, 21 Apr 2026 18:47:26 -0700
Subject: [PATCH] Respect commissions in jq buy sizing

---
 crates/fidc-core/src/broker.rs   | 3 ++-
 crates/fidc-core/src/strategy.rs | 7 ++++---
 2 files changed, 6 insertions(+), 4 deletions(-)

diff --git a/crates/fidc-core/src/broker.rs b/crates/fidc-core/src/broker.rs
index bc2e2f4..e217d6d 100644
--- a/crates/fidc-core/src/broker.rs
+++ b/crates/fidc-core/src/broker.rs
@@ -1004,7 +1004,8 @@ where
                 quantity = quantity.saturating_sub(lot);
                 continue;
             }
-            if gross <= cash + 1e-6 {
+            let cost = self.cost_model.calculate(OrderSide::Buy, gross);
+            if gross + cost.total() <= cash + 1e-6 {
                 return quantity;
             }
             quantity = quantity.saturating_sub(lot);
diff --git a/crates/fidc-core/src/strategy.rs b/crates/fidc-core/src/strategy.rs
index c7945b8..56ec39d 100644
--- a/crates/fidc-core/src/strategy.rs
+++ b/crates/fidc-core/src/strategy.rs
@@ -580,7 +580,7 @@ impl JqMicroCapStrategy {
         let mut quantity = self.round_lot_quantity((cash / sizing_price).floor() as u32, 100);
         while quantity > 0 {
             let gross_amount = execution_price * quantity as f64;
-            if gross_amount <= cash + 1e-6 {
+            if gross_amount + self.buy_commission(gross_amount) <= cash + 1e-6 {
                 return quantity;
             }
             quantity = quantity.saturating_sub(100);
@@ -825,7 +825,8 @@ impl JqMicroCapStrategy {
                                 take_qty = take_qty.saturating_sub(round_lot.max(1));
                                 continue;
                             }
-                            if candidate_gross <= cash + 1e-6 {
+                            let candidate_cash = candidate_gross + self.buy_commission(candidate_gross);
+                            if candidate_cash <= cash + 1e-6 {
                                 break;
                             }
                             take_qty = take_qty.saturating_sub(round_lot.max(1));
@@ -904,7 +905,7 @@ impl JqMicroCapStrategy {
                         take_qty = take_qty.saturating_sub(lot);
                         continue;
                     }
-                    if candidate_gross <= cash + 1e-6 {
+                    if candidate_gross + self.buy_commission(candidate_gross) <= cash + 1e-6 {
                         break;
                     }
                     take_qty = take_qty.saturating_sub(lot);