fix: tolerate missing holding market rows

crates/fidc-core/src/portfolio.rs

@@ -551,8 +551,14 @@ impl PortfolioState {
         field: PriceField,
     ) -> Result<(), DataSetError> {
         for position in self.positions.values_mut() {
-            let price = data.price(date, &position.symbol, field).ok_or_else(|| {
-                DataSetError::MissingSnapshot {
+            let price = data
+                .price(date, &position.symbol, field)
+                .or_else(|| data.price_on_or_before(date, &position.symbol, field))
+                .or_else(|| {
+                    (position.last_price.is_finite() && position.last_price > 0.0)
+                        .then_some(position.last_price)
+                })
+                .ok_or_else(|| DataSetError::MissingSnapshot {
                     kind: match field {
                         PriceField::DayOpen => "day open price",
                         PriceField::Open => "open price",
@@ -561,8 +567,7 @@ impl PortfolioState {
                     },
                     date,
                     symbol: position.symbol.clone(),
-                }
-            })?;
+                })?;
             position.last_price = price;
             position.refresh_day_pnl();
         }
@@ -992,6 +997,75 @@ mod tests {
         assert!((position.trading_pnl + 5.0).abs() < 1e-6);
     }
 
+    #[test]
+    fn portfolio_carries_last_price_when_position_market_row_is_missing() {
+        let prev_date = NaiveDate::from_ymd_opt(2025, 5, 26).unwrap();
+        let missing_date = NaiveDate::from_ymd_opt(2025, 5, 27).unwrap();
+        let mut portfolio = PortfolioState::new(10_000.0);
+        portfolio
+            .position_mut("601028.SH")
+            .buy(prev_date, 100, 10.0);
+
+        let dataset = DataSet::from_components(
+            vec![Instrument {
+                symbol: "601028.SH".to_string(),
+                name: "Missing Row Test".to_string(),
+                board: "SH".to_string(),
+                round_lot: 100,
+                listed_at: None,
+                delisted_at: None,
+                status: "active".to_string(),
+            }],
+            vec![DailyMarketSnapshot {
+                date: prev_date,
+                symbol: "601028.SH".to_string(),
+                timestamp: None,
+                day_open: 10.2,
+                open: 10.2,
+                high: 10.4,
+                low: 9.9,
+                close: 10.3,
+                last_price: 10.3,
+                bid1: 10.29,
+                ask1: 10.31,
+                prev_close: 10.0,
+                volume: 1000,
+                tick_volume: 1000,
+                bid1_volume: 1000,
+                ask1_volume: 1000,
+                trading_phase: None,
+                paused: false,
+                upper_limit: 11.0,
+                lower_limit: 9.0,
+                price_tick: 0.01,
+            }],
+            Vec::new(),
+            Vec::new(),
+            vec![BenchmarkSnapshot {
+                date: prev_date,
+                benchmark: "000852.SH".to_string(),
+                open: 1000.0,
+                close: 1000.0,
+                prev_close: 999.0,
+                volume: 1000,
+            }],
+        )
+        .expect("dataset");
+
+        portfolio
+            .update_prices(prev_date, &dataset, PriceField::Close)
+            .expect("previous close");
+        portfolio.begin_trading_day();
+        portfolio
+            .update_prices(missing_date, &dataset, PriceField::Close)
+            .expect("missing current row should carry previous close");
+
+        let position = portfolio.position("601028.SH").expect("position");
+        assert!((position.last_price - 10.3).abs() < 1e-6);
+        assert!((position.market_value() - 1030.0).abs() < 1e-6);
+        assert!(position.position_pnl.abs() < 1e-6);
+    }
+
     #[test]
     fn position_tracks_day_lifecycle_fields() {
         let prev_date = NaiveDate::from_ymd_opt(2025, 1, 2).unwrap();