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feat: add Hong Kong daily cash execution and dated fees - #17

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PureSaber merged 2 commits into
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codex/hk-research-costs
Sep 26, 2026
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PureSaber merged 2 commits into
mainfrom
codex/hk-research-costs

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港股证券此前会按股票资产类型进入A股规则,错误套用T+1卖出限制和单边印花税。

新增HKDailyExecution日频现金研究接口,复用FixedPoint与ExactAccountLedger,支持显式整手数、按生效日期覆盖的逐项费用、双边印花税取整、同日卖出、T+2收盘解冻卖出款、幂等订单和事务回滚。通用日内规则入口拒绝XHKG/HKEX/SEHK证券,避免冒充已实现港股竞价和盘口撮合。

调用者必须提供独立交收日历及费用政策。新研究仓的示例明确将XHKG交易日用作未经CCASS认证的交收日代理,不据此声称可投资回测。

验证:本地214项测试全部通过;整体覆盖率94.64%;所有既有核心模块纯分支覆盖率≥90%;全仓Ruff及格式检查通过。新增回归覆盖同日买卖、费用舍入、交收现金、整手、禁止卖空、幂等与逐笔账本平衡。

@PureSaber
PureSaber merged commit eeb27f0 into main Sep 26, 2026
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