fix: preserve commissioned all-in opening lots

[luisleo526]

Summary

This carries two independently evidenced broker/runtime fixes atomically:

• when a commissioned, omitted-qty, 100%-of-equity, true-flat MARKET long is affordable before its percentage opening fee but that fee alone creates a positive sub-lot margin deficit, preserve TradingView's one-contract floor-zero liquidation fallback (capped by the live position)
• treat an already-frozen default MARKET quantity as pre-quantized on the actual-flat fill path, so an exact binary lot is not floored a second time

The first fix exposes the second one. Either patch alone leaves the source Strong; only the pair is regression-free and promotes the target.

Exhaustive 2^2

All four cells used identical source, TradingView tape, feeds, generated C++, and semantic route (qty_step=0.0001, asia_taipei):

Cell	Raw matched / TV	Tier	PnL P90
baseline	955 / 979	Strong	2.6870%
quantize-once only	955 / 979	Strong	2.6792%
margin fallback only	962 / 979	Strong	5.0159%
both	979 / 979	Excellent	0.0000%

The all-on target is exact: canonical match 100%, count/entry/exit/PnL errors all zero. Three baseline-Excellent sentinels remain Excellent; the related KI-57 Strong control remains stable.

Causal anchors

• 2025-04-04 14:00 UTC: opening commission alone creates raw q_min=0.000010904...; ordinary lot flooring returns zero, while TV emits a 1-contract Margin call
• after that is fixed, 2025-04-07 exposes the independent second floor: TV 6.2790, one-factor engine 6.2789, paired fix 6.2790
• the TV tape repeats the margin edge 25 times: one ordinary 0.0004 fragment, twenty-two 1-contract fallbacks, and two sub-one full-position caps

Scope controls

The fallback requires exact true-flat omitted-qty high-level MARKET-long provenance, PoE=100, margin=100, admitted frozen sizing, and positive percentage commission. Explicit/priced/RAW/add/reversal/short/zero/CASH/off-grid cases remain outside it. The event flag is consumed before early returns and reset on every flat/fresh/raw/stale path.

A separate 8-case / 58-assertion private QA suite covers two consecutive position cycles, all exclusions above, and directional pre-fee headroom. +0.3000 triggers; -5.7645 does not, so replacing direction with abs(difference) would be incorrect here.

Tests

• baseline-red F1 regression: 289/299; candidate 299/299
• baseline/F1-red quantize-once regression: 45/48 (6.2789 vs 6.2790); C/F1+C 48/48
• independent focused suites: 1,655/1,655
• fresh full Release CTest: 112/112
• ASan+UBSan focused margin/freeze/reset lane: 3/3
• committed-candidate fixed-feed rerun: z8830 979/979 and Excellent; all four controls unchanged

Final binary diff SHA-256: ac994009bf2877d1c49a622f75025a723efef130c6f1e22c52b3192bf4dbafbc.

No new TradingView export or public corpus probe is included.

[nitumamon]

Thank you

…

On Mon, Jul 20, 2026, 12:30 PM Hao-Liang Wen ***@***.***> wrote: Merged #124 <#124> into main. — Reply to this email directly, view it on GitHub <#124?email_source=notifications&email_token=CB6JNHTBF7OLFMK3YCUZJH35FW7QTA5CNFSNUABQM5UWIORPF5TWS5BNNB2WEL2JONZXKZKFOZSW45CON52GSZTJMNQXI2LPNYXTEOBRHE4DGNZWGI3TDJTSMVQXG33OVJZXKYTTMNZGSYTFMSSWK5TFNZ2KYZTPN52GK4S7MNWGSY3L#event-28198376271>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/CB6JNHQIXADYRC7FPRJBAL35FW7QTAVCNFSNUABGKJSXA33TNF2G64TZHMYTEMRZGQ3TENJQGA5US43TOVSTWNBZGI3DKNBWGE4TNILWAI> . Triage notifications, keep track of coding agent tasks and review pull requests on the go with GitHub Mobile for iOS <https://github.com/notifications/mobile/ios/CB6JNHWR66XQ4FWYLM2Y5OL5FW7QTA5CNFSNUABQM5UWIORPF5TWS5BNNB2WEL2JONZXKZKFOZSW45CON52GSZTJMNQXI2LPNYXTEOBRHE4DGNZWGI3TDJTSMVQXG33OVJZXKYTTMNZGSYTFMSSWK5TFNZ2KUZTPN52GK4S7NFXXG> and Android <https://github.com/notifications/mobile/android/CB6JNHRWZEMA33MAZ3JJDQ35FW7QTA5CNFSNUABQM5UWIORPF5TWS5BNNB2WEL2JONZXKZKFOZSW45CON52GSZTJMNQXI2LPNYXTEOBRHE4DGNZWGI3TDJTSMVQXG33OVJZXKYTTMNZGSYTFMSSWK5TFNZ2K4ZTPN52GK4S7MFXGI4TPNFSA>. Download it today! You are receiving this because you are subscribed to this thread.Message ID: <pineforge-4pass/pineforge-engine/pull/124/issue_event/28198376271@ github.com>