fix(paper): 卖出下单的 T+1 可卖数量按当前交易日现算, 次日不再被「可卖 0」拒单

create_order 的卖出预检读 positions.json 里的 available_qty, 而该值是上次
_materialize 时按「当时的今天」算出的 T+1 口径 (成交当日即 0); 跨日后只有再次
成交 / 除权 / 手动 rebuild 才会重建, 所以次日 (乃至此后每一天) 下卖单都被
「可卖数量不足 (T+1): 可卖 0」拒绝, 而持仓表 (overview 现算) 显示可卖 100。

改为与 _fill_order / overview 同口径, 用 _available_of(pos, cn_today()) 现算;
待成交卖出占用额度的校验同样以现算值为准。

Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>

backend/app/strategy/paper.py

@@ -392,17 +392,20 @@ def create_order(
             pos = load_positions(data_dir, account_id).get(symbol)
             if pos is None or pos["qty"] <= 0:
                 return None, f"无 {symbol} 持仓, 不能卖出"
-            if qty > pos["available_qty"]:
-                return None, f"可卖数量不足 (T+1): 可卖 {pos['available_qty']}, 请求数量 {qty}"
+            # 可卖数量按当前交易日现算 (与 _fill_order / overview 同口径): 物化文件里的
+            # available_qty 是上次重建时的 T+1 口径, 跨日后不会更新, 次日仍会是 0
+            available = _available_of(pos, cn_today().isoformat())
+            if qty > available:
+                return None, f"可卖数量不足 (T+1): 可卖 {available}, 请求数量 {qty}"
             # 超卖防护: pending 卖出单占用可卖额度 — 同 symbol 的 pending 卖出合计
             # 不得超过可卖数量, 否则多张单各自通过校验、成交时逐张扣减会超额
             pending_sell = sum(
                 int(o["qty"]) for o in load_orders(data_dir, account_id)
                 if o["status"] == "pending" and o["side"] == "sell" and o["symbol"] == symbol
             )
-            if pending_sell + qty > pos["available_qty"]:
+            if pending_sell + qty > available:
                 return None, (
-                    f"可卖数量不足 (T+1): 可卖 {pos['available_qty']}, "
+                    f"可卖数量不足 (T+1): 可卖 {available}, "
                     f"已有待成交卖出 {pending_sell}, 请求数量 {qty}"
                 )
 

backend/tests/test_paper_t1_available_at_order.py

@@ -0,0 +1,106 @@
+"""模拟盘 T+1 可卖数量在下单时按当前交易日现算, 不读物化持仓里过期的 available_qty。
+
+复现: 当日买入成交后 positions.json 里的 available_qty 是成交当日的 T+1 口径 (0);
+跨日后没有任何路径重建它 (只有再次成交 / 除权 / 手动 rebuild 才会), create_order
+的卖出预检却一直读这个 0, 而 overview 按当前交易日现算显示可卖 100 ——
+持仓表写着可卖, 下单却被「可卖数量不足 (T+1): 可卖 0」拒绝。
+"""
+from __future__ import annotations
+
+from datetime import date, timedelta
+from pathlib import Path
+from types import SimpleNamespace
+
+import polars as pl
+from fastapi import FastAPI
+from fastapi.testclient import TestClient
+
+from app.api.paper import router
+from app.strategy import paper
+from app.tickflow.repository import DataStore, KlineRepository
+
+SYM = "600519.SH"
+DAY = date(2026, 9, 24)  # 周四, 次日仍是交易日
+
+
+def _write_daily(tmp_path: Path, rows: list[tuple[date, float, float]]) -> None:
+    """写 kline_daily 分区: [(day, open, close)] (不复权 raw 价)。"""
+    repo = KlineRepository(DataStore(tmp_path))
+    df = pl.DataFrame(
+        {
+            "symbol": [SYM] * len(rows),
+            "date": [r[0] for r in rows],
+            "open": [r[1] for r in rows],
+            "high": [max(r[1], r[2]) for r in rows],
+            "low": [min(r[1], r[2]) for r in rows],
+            "close": [r[2] for r in rows],
+            "volume": [10000.0] * len(rows),
+            "amount": [r[2] * 10000.0 for r in rows],
+        }
+    )
+    repo.append_daily(df)
+
+
+def _buy_intraday(tmp_path: Path, monkeypatch, qty: int) -> None:
+    """DAY 盘中即时买入成交; 当日 T+1 不可卖 (两种口径此时一致, 均为 0)。"""
+    monkeypatch.setattr(paper, "cn_today", lambda: DAY)
+    _write_daily(tmp_path, [(DAY - timedelta(days=1), 10.0, 10.0)])
+    paper.create_account(tmp_path, 1_000_000)
+    _, err = paper.create_order(tmp_path, SYM, "buy", qty=qty, ref_price=10.0)
+    assert err is None
+    assert len(paper.evaluate_intraday(tmp_path, {SYM: 10.0})) == 1
+    _, err = paper.create_order(tmp_path, SYM, "sell", qty=100)
+    assert err is not None and "可卖数量不足" in err
+
+
+def test_sell_next_day_without_rematerialize(tmp_path, monkeypatch):
+    """次日可卖: 中间不重建物化持仓 (生产环境跨日后没有任何路径会重建)。"""
+    _buy_intraday(tmp_path, monkeypatch, 100)
+    monkeypatch.setattr(paper, "cn_today", lambda: DAY + timedelta(days=1))
+    # 持仓表 (overview) 按当前交易日现算: 可卖 100
+    assert paper.overview(tmp_path)["holdings"][0]["available_qty"] == 100
+    sell, err = paper.create_order(tmp_path, SYM, "sell", qty=100)
+    assert err is None and sell["status"] == "pending"
+
+
+def test_sell_next_day_after_settle_fill(tmp_path, monkeypatch):
+    """盘后结算成交 (close 单) 的买入, 次日同样可卖。"""
+    monkeypatch.setattr(paper, "cn_today", lambda: DAY)
+    _write_daily(tmp_path, [(DAY - timedelta(days=1), 10.0, 10.0), (DAY, 10.2, 10.8)])
+    paper.create_account(tmp_path, 1_000_000)
+    _, err = paper.create_order(tmp_path, SYM, "buy", qty=100, order_type="close", ref_price=10.0)
+    assert err is None
+    assert paper.settle_day(tmp_path, DAY.isoformat())["filled"] == 1
+    monkeypatch.setattr(paper, "cn_today", lambda: DAY + timedelta(days=1))
+    sell, err = paper.create_order(tmp_path, SYM, "sell", qty=100)
+    assert err is None and sell["status"] == "pending"
+
+
+def test_pending_sell_quota_uses_current_day_availability(tmp_path, monkeypatch):
+    """超卖防护同样按当前交易日可卖数计: 可卖 200, 两张 100 股卖出单都能挂, 第三张拒。"""
+    _buy_intraday(tmp_path, monkeypatch, 200)
+    monkeypatch.setattr(paper, "cn_today", lambda: DAY + timedelta(days=1))
+    s1, err = paper.create_order(tmp_path, SYM, "sell", qty=100)
+    assert err is None and s1["status"] == "pending"
+    s2, err = paper.create_order(tmp_path, SYM, "sell", qty=100)
+    assert err is None and s2["status"] == "pending"
+    _, err = paper.create_order(tmp_path, SYM, "sell", qty=100)
+    assert err is not None and "可卖 200" in err and "待成交卖出 200" in err
+
+
+def test_api_sell_next_day_returns_200(tmp_path, monkeypatch):
+    """HTTP 层: 持仓接口显示可卖 100, 卖出下单应 200 而非 400「可卖 0」。"""
+    _buy_intraday(tmp_path, monkeypatch, 100)
+    monkeypatch.setattr(paper, "cn_today", lambda: DAY + timedelta(days=1))
+    app = FastAPI()
+    app.include_router(router)
+    app.state.repo = SimpleNamespace(
+        store=SimpleNamespace(data_dir=tmp_path),
+        resolve_asset_type=lambda s: "stock",
+    )
+    client = TestClient(app)
+    holdings = client.get("/api/paper/positions").json()["holdings"]
+    assert holdings[0]["available_qty"] == 100
+    r = client.post("/api/paper/orders", json={"symbol": SYM, "side": "sell", "qty": 100})
+    assert r.status_code == 200, r.text
+    assert r.json()["order"]["status"] == "pending"