Add order runtime lookup

crates/fidc-core/tests/engine_hooks.rs

@@ -157,6 +157,10 @@ struct DataApiProbeStrategy {
     snapshots: Rc<RefCell<Vec<String>>>,
 }
 
+struct OrderInspectionStrategy {
+    observed: Rc<RefCell<Vec<String>>>,
+}
+
 impl Strategy for ScheduledProbeStrategy {
     fn name(&self) -> &str {
         "scheduled-probe"
@@ -448,6 +452,45 @@ impl Strategy for DataApiProbeStrategy {
     }
 }
 
+impl Strategy for OrderInspectionStrategy {
+    fn name(&self) -> &str {
+        "order-inspection"
+    }
+
+    fn on_day(
+        &mut self,
+        _ctx: &StrategyContext<'_>,
+    ) -> Result<StrategyDecision, fidc_core::BacktestError> {
+        Ok(StrategyDecision {
+            rebalance: false,
+            target_weights: BTreeMap::new(),
+            exit_symbols: BTreeSet::new(),
+            order_intents: vec![OrderIntent::Shares {
+                symbol: "000001.SZ".to_string(),
+                quantity: 100,
+                reason: "inspect_buy".to_string(),
+            }],
+            notes: Vec::new(),
+            diagnostics: Vec::new(),
+        })
+    }
+
+    fn after_trading(&mut self, ctx: &StrategyContext<'_>) -> Result<(), fidc_core::BacktestError> {
+        let order = ctx.order(1).expect("order 1 visible after trading");
+        self.observed.borrow_mut().push(format!(
+            "status={};filled={};unfilled={};avg={:.2};cost={:.2};symbol={};side={}",
+            order.status.as_str(),
+            order.filled_quantity,
+            order.unfilled_quantity,
+            order.avg_price,
+            order.transaction_cost,
+            order.symbol,
+            order.side.as_str()
+        ));
+        Ok(())
+    }
+}
+
 #[test]
 fn engine_runs_strategy_hooks_in_daily_order() {
     let date1 = d(2025, 1, 2);
@@ -1084,6 +1127,105 @@ fn strategy_context_exposes_rqalpha_style_data_helpers() {
     );
 }
 
+#[test]
+fn strategy_context_exposes_final_order_runtime_view() {
+    let date = d(2025, 1, 2);
+    let data = DataSet::from_components(
+        vec![Instrument {
+            symbol: "000001.SZ".to_string(),
+            name: "Anchor".to_string(),
+            board: "SZ".to_string(),
+            round_lot: 100,
+            listed_at: Some(d(2020, 1, 1)),
+            delisted_at: None,
+            status: "active".to_string(),
+        }],
+        vec![DailyMarketSnapshot {
+            date,
+            symbol: "000001.SZ".to_string(),
+            timestamp: Some("2025-01-02 10:18:00".to_string()),
+            day_open: 10.0,
+            open: 10.0,
+            high: 10.4,
+            low: 9.9,
+            close: 10.2,
+            last_price: 10.2,
+            bid1: 10.19,
+            ask1: 10.2,
+            prev_close: 10.0,
+            volume: 100_000,
+            tick_volume: 100_000,
+            bid1_volume: 100_000,
+            ask1_volume: 100_000,
+            trading_phase: Some("continuous".to_string()),
+            paused: false,
+            upper_limit: 11.0,
+            lower_limit: 9.0,
+            price_tick: 0.01,
+        }],
+        vec![DailyFactorSnapshot {
+            date,
+            symbol: "000001.SZ".to_string(),
+            market_cap_bn: 20.0,
+            free_float_cap_bn: 18.0,
+            pe_ttm: 10.0,
+            turnover_ratio: Some(1.0),
+            effective_turnover_ratio: Some(1.0),
+            extra_factors: BTreeMap::new(),
+        }],
+        vec![CandidateEligibility {
+            date,
+            symbol: "000001.SZ".to_string(),
+            is_st: false,
+            is_new_listing: false,
+            is_paused: false,
+            allow_buy: true,
+            allow_sell: true,
+            is_kcb: false,
+            is_one_yuan: false,
+        }],
+        vec![BenchmarkSnapshot {
+            date,
+            benchmark: "000300.SH".to_string(),
+            open: 100.0,
+            close: 100.0,
+            prev_close: 99.0,
+            volume: 1_000_000,
+        }],
+    )
+    .expect("dataset");
+
+    let observed = Rc::new(RefCell::new(Vec::new()));
+    let strategy = OrderInspectionStrategy {
+        observed: observed.clone(),
+    };
+    let broker = BrokerSimulator::new_with_execution_price(
+        ChinaAShareCostModel::default(),
+        ChinaEquityRuleHooks::default(),
+        PriceField::Close,
+    );
+    let mut engine = BacktestEngine::new(
+        data,
+        strategy,
+        broker,
+        BacktestConfig {
+            initial_cash: 10_000.0,
+            benchmark_code: "000300.SH".to_string(),
+            start_date: Some(date),
+            end_date: Some(date),
+            decision_lag_trading_days: 0,
+            execution_price_field: PriceField::Close,
+        },
+    );
+
+    engine.run().expect("backtest run");
+
+    assert_eq!(
+        observed.borrow().as_slice(),
+        ["status=filled;filled=100;unfilled=0;avg=10.20;cost=5.00;symbol=000001.SZ;side=buy"]
+    );
+}
+
 #[test]
 fn engine_rejects_pending_limit_orders_at_market_close() {
     let date1 = d(2025, 1, 2);