使用真实标记日期区分交付计价并更新同日交付回归

crates/fidc-core/src/engine.rs

@@ -3244,7 +3244,7 @@ where
             self.observe_manual_until(&mut manual_cursor, execution_date.and_hms_opt(0, 0, 0).unwrap(),
                 &mut portfolio, &mut result, &mut between_session_events, None)?;
             self.retain_process_events(&mut result.process_events, &mut between_session_events);
-            portfolio.begin_trading_day();
+            portfolio.begin_trading_day_at(execution_date);
             if let Some(account) = self.futures_account.as_mut() {
                 account.begin_trading_day();
             }

crates/fidc-core/src/manual_corporate_replay.rs

@@ -360,7 +360,7 @@ impl ManualCorporateReplay {
                 return Err("manual corporate replay contains a future financial fact".into());
             }
             match event {
-                Event::Session => book.begin_trading_day(),
+                Event::Session => book.begin_trading_day_at(clock.date()),
                 Event::Cash(effect) => {
                     book.apply_cash_delta_fixed(effect.amount)?;
                     if book.cash_fixed() < FixedMoney::ZERO {

crates/fidc-core/src/portfolio.rs

@@ -96,6 +96,8 @@ pub struct Position {
     // ALV-compatible moving average including buy costs; partial sells do not rebase it.
     pub average_cost: f64,
     pub last_price: f64,
+    last_market_mark_date: Option<NaiveDate>,
+    current_session_date: Option<NaiveDate>,
     realized_pnl: FixedMoney,
     realized_entry_pnl: FixedMoney,
     pub trading_pnl: f64,
@@ -128,6 +130,8 @@ impl Position {
             average_price: 0.0,
             average_cost: 0.0,
             last_price: 0.0,
+            last_market_mark_date: None,
+            current_session_date: None,
             realized_pnl: FixedMoney::ZERO,
             realized_entry_pnl: FixedMoney::ZERO,
             trading_pnl: 0.0,
@@ -250,6 +254,7 @@ impl Position {
         self.next_lot_sequence = self.next_lot_sequence.checked_add(1).expect("position lot sequence overflow");
         self.quantity += quantity;
         self.last_price = normalized_mark_price(mark_price, execution_price);
+        self.last_market_mark_date = Some(date);
         self.day_trade_quantity_delta += quantity as i32;
         self.day_buy_quantity += quantity;
         self.day_buy_value = self
@@ -383,6 +388,7 @@ impl Position {
 
         self.quantity -= quantity;
         self.last_price = normalized_mark_price(mark_price, execution_price);
+        self.last_market_mark_date = self.current_session_date;
         self.realized_pnl = self
             .realized_pnl
             .checked_add(realized)
@@ -806,6 +812,7 @@ pub struct PortfolioState {
     closing_holdings: Arc<BTreeMap<NaiveDate, ClosingHoldings>>,
     empty_simulation_origin: Option<NaiveDate>,
     retired_lot_sequences: BTreeMap<String, u64>,
+    current_session_date: Option<NaiveDate>,
 }
 
 pub(crate) struct PortfolioCheckpoint {
@@ -930,8 +937,11 @@ impl PortfolioState {
         if position.last_price > 0.0 && position.last_price.is_finite() {
             // A purchase already marked on this ex-date has an actual ex-date
             // quote. Earlier marks are translated to the accounting reference.
-            if !position.last_buy_date.is_some_and(|day| day >= action.date) && position.sold_quantity() == 0 {
+            if position.last_market_mark_date.is_some_and(|day| day < action.date) {
                 position.last_price /= ratio;
+            } else if position.last_market_mark_date.is_none() {
+                position.last_price = accounting_reference.filter(|price| price.is_finite() && *price > 0.0)
+                    .ok_or("corporate_action_share_accounting_reference_missing")?;
             }
         } else {
             position.last_price = accounting_reference.filter(|price| price.is_finite() && *price > 0.0)
@@ -1045,6 +1055,7 @@ impl PortfolioState {
                 closing_holdings: self.closing_holdings.clone(),
                 empty_simulation_origin: self.empty_simulation_origin,
                 retired_lot_sequences: self.retired_lot_sequences.clone(),
+                current_session_date: self.current_session_date,
             },
             position_order: Some(self.positions.keys().cloned().collect()),
         }
@@ -1074,6 +1085,7 @@ impl PortfolioState {
             closing_holdings: Arc::new(BTreeMap::new()),
             empty_simulation_origin: None,
             retired_lot_sequences: BTreeMap::new(),
+            current_session_date: None,
         }
     }
 
@@ -1178,6 +1190,8 @@ impl PortfolioState {
         for (symbol, position) in &mut replayed.positions {
             if let Some(current) = self.positions.get(symbol).filter(|current| current.quantity > 0) {
                 position.last_price = current.last_price;
+                position.last_market_mark_date = current.last_market_mark_date;
+                position.current_session_date = current.current_session_date;
                 position.refresh_day_pnl();
             }
         }
@@ -1226,9 +1240,10 @@ impl PortfolioState {
 
     pub fn position_mut(&mut self, symbol: &str) -> &mut Position {
         let next = self.retired_lot_sequences.get(symbol).copied().unwrap_or(0);
+        let session = self.current_session_date;
         self.positions
             .entry(symbol.to_string())
-            .or_insert_with(|| { let mut position = Position::new(symbol); position.next_lot_sequence = next; position })
+            .or_insert_with(|| { let mut position = Position::new(symbol); position.next_lot_sequence = next; position.current_session_date = session; position })
     }
 
     pub fn apply_cash_delta(&mut self, delta: f64) -> Result<(), String> {
@@ -1339,6 +1354,8 @@ impl PortfolioState {
         }
         position.day_trade_cost = next_cost;
         position.refresh_day_pnl();
+        position.current_session_date = Some(trade_date);
+        position.last_market_mark_date = Some(trade_date);
         self.positions.insert(symbol.to_string(), position);
         self.cash = next_cash;
         Ok(delta)
@@ -1625,6 +1642,12 @@ impl PortfolioState {
         self.refresh_dividend_receivables();
     }
 
+    pub fn begin_trading_day_at(&mut self, date: NaiveDate) {
+        self.begin_trading_day();
+        self.current_session_date = Some(date);
+        for position in self.positions.values_mut() { position.current_session_date = Some(date); }
+    }
+
     pub fn update_prices(
         &mut self,
         date: NaiveDate,
@@ -1686,6 +1709,7 @@ impl PortfolioState {
                     symbol: position.symbol.clone(),
                 })?;
             position.last_price = price;
+            position.last_market_mark_date = Some(date);
             position.refresh_day_pnl();
         }
         Ok(())

crates/fidc-core/tests/corporate_actions.rs

@@ -664,7 +664,7 @@ fn engine_settles_same_day_dividend_after_split_for_aiquant_semantics() {
         result
             .position_events
             .iter()
-            .any(|event| event.reason == "stock_split 1.200000" && event.quantity_after == 1_200)
+            .any(|event| event.reason == "registered_share_distribution_delivered" && event.quantity_after == 1_200)
     );
     assert!(
         result