fix: derive PIT valuation and close PnL from total book cost - #24
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PureSaber
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October 4, 2026 09:03
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Mixed fills in EVIDENCED_PIT could reject valid orders when their average cost was repeating or finer than the instrument price field. PIT valuation, risk, close P&L and daily settlement now use posted total book cost; the average is rounded only for reporting. Partial closes allocate total cost once at the ledger money scale, retaining the residual until final closure. Dividend payment and FX precision gates remain intact.
Validation: 361 tests pass, including 20 new regressions. Independent review adds 57 probes (77 with the repository regressions), covering 48 rational-ledger scenarios, reporting-price isolation, rollback, settlement, replay and exact-base LEGACY byte compatibility for equity/long/short flows. The rounding helper matches 2,356 standard-library rational comparisons and validates int64/scale bounds. All ten core branch gates pass (ledger 92.26%); Ruff and formatting pass. The original HK mixed-price reproduction now completes successfully. Eight PR checks pass.