保留极小非零股息并执行相同权益日期门禁

crates/fidc-core/src/corporate_book.rs

@@ -15,7 +15,7 @@ pub(crate) fn validate_action<'a>(
             action.symbol, action.date
         )
     })?;
-    if action.share_cash.abs() > f64::EPSILON {
+    if action.share_cash != 0.0 {
         action.required_cash_payment_date()?;
         action.required_record_date()?;
         if action.share_cash < 0.0 { return Err("corporate_action_negative_cash_dividend".into()); }
@@ -45,7 +45,7 @@ pub(crate) fn apply(
     let actions = data.corporate_actions_on(date);
     for action in actions {
         validate_action(action, data).map_err(BacktestError::Execution)?;
-        if cash_dividends_enabled && action.share_cash.abs() > f64::EPSILON {
+        if cash_dividends_enabled && action.share_cash != 0.0 {
             portfolio.registered_quantity(action.required_record_date().map_err(BacktestError::Execution)?, &action.symbol)
                 .map_err(BacktestError::Execution)?;
         }
@@ -55,7 +55,7 @@ pub(crate) fn apply(
             && portfolio
                 .position(&action.symbol)
                 .is_some_and(|position| position.quantity > 0)
-            || (cash_dividends_enabled && action.share_cash.abs() > f64::EPSILON
+            || (cash_dividends_enabled && action.share_cash != 0.0
                 && portfolio.registered_quantity(action.record_date.expect("validated record date"), &action.symbol).expect("validated closing fact") > 0)
     }) {
         return Ok(BrokerExecutionReport::default());
@@ -91,7 +91,7 @@ fn apply_inner(
         if !action.has_effect() {
             continue;
         }
-        if cash_dividends_enabled && action.share_cash.abs() > f64::EPSILON {
+        if cash_dividends_enabled && action.share_cash != 0.0 {
             let record_date = action.required_record_date().map_err(BacktestError::Execution)?;
             let entitled_quantity = portfolio.registered_quantity(record_date, &action.symbol).map_err(BacktestError::Execution)?;
             let cash_before = portfolio.cash();
@@ -757,6 +757,28 @@ mod tests {
         }
     }
 
+    #[test]
+    fn tiny_known_cash_rate_is_preserved_and_cannot_waive_payment_or_record_evidence() {
+        let rate = 1e-16;
+        for payment in [None, Some(date())] {
+            let mut action = dividend(payment);
+            action.share_cash = rate;
+            assert!(action.has_effect());
+            let data = conversion_data(vec![action], false);
+            if payment.is_none() {
+                assert!(data.get_dividend("000001.SZ", date(), date()).is_err());
+                let mut book = conversion_book();
+                let before = book.financial_replay_identity();
+                assert!(apply(date(), &data, &mut book, &mut Vec::new(), true, true).is_err());
+                assert_eq!(book.financial_replay_identity(), before);
+            } else {
+                let observed = data.get_dividend("000001.SZ", date(), date()).unwrap();
+                assert_eq!(observed.len(), 1);
+                assert_eq!(observed[0].dividend_cash_before_tax, rate);
+            }
+        }
+    }
+
     #[test]
     fn explicitly_delayed_dividend_remains_receivable_until_actual_payment() {
         let payment = date().succ_opt().unwrap().succ_opt().unwrap();

crates/fidc-core/src/data.rs

@@ -468,7 +468,7 @@ impl CorporateAction {
     }
 
     pub fn has_effect(&self) -> bool {
-        self.share_cash.abs() > f64::EPSILON
+        self.share_cash != 0.0
             || (self.split_ratio() - 1.0).abs() > f64::EPSILON
             || self.issue_quantity.abs() > f64::EPSILON
             || self.reform
@@ -2909,7 +2909,7 @@ impl DataSet {
             .corporate_actions_by_date
             .range(start..=end)
             .flat_map(|(_, actions)| actions.iter())
-            .filter(|action| action.symbol == symbol && (!action.share_cash.is_finite() || action.share_cash.abs() > f64::EPSILON))
+            .filter(|action| action.symbol == symbol && action.share_cash != 0.0)
             .map(|action| {
                 crate::finite_serialization::validate(action).map_err(|error| BacktestError::Execution(format!(
                     "corporate_action_invalid_number: symbol={} ex_date={} detail={error}", action.symbol, action.date)))?;