fix(shadow): 双轨对账count_match改按票+方向聚合总量——QMT部分成交拆行致27vs5恒False纯计数噪音 [vps]

08-24实录: momentum一笔3800股被QMT拆19笔fill,对账27vs5恒count_match=False,总量却分毫不差。旧口径按原始行数比(注释自称'差异如实呈现待归因',实则部分成交属成交粒度非分歧)。修=按聚合桶live_volume==shadow_volume判;原始行数保留在live_count/shadow_count供归因。真量差仍判False(新增测试钉死)。trader 254绿。

tests/trader/test_shadow_reconcile_report.py

@@ -148,7 +148,11 @@ class TestBuildReconcileReport:
         assert r["nav"]["mtd_deviation_pct"] == pytest.approx(0, abs=1e-9)
         assert r["passed"] is True
 
-    def test_count_mismatch_fails(self, db):
+    def test_partial_fill_split_same_total_volume_matches(self, db):
+        """QMT 部分成交拆多行 vs 影子一行,总量一致 → count_match=True。
+
+        2026-08-24 修订:旧口径按原始行数比(27 vs 5 恒 False,000887 一笔
+        3800 股被拆 19 行)纯计数噪音;改按 票+方向 聚合总量比。"""
         _add_live_account(db)
         _add_shadow_account(db)
         _add_live_trade(db, 5, "510300.SH", "buy", 4.00, 1000, f"{D} 09:35:00")
@@ -156,7 +160,18 @@ class TestBuildReconcileReport:
         _add_paper_trade(db, 39, "510300.XSHG", "long", 4.00, 1500,
                          f"{D} 09:35:00", D)
         r = build_reconcile_report(db, 5, 39, D)
-        assert r["trades"]["count_match"] is False  # 2 vs 1
+        assert r["trades"]["count_match"] is True  # 聚合总量 1500 == 1500
+        assert r["trades"]["live_count"] == 2 and r["trades"]["shadow_count"] == 1  # 原始行数仍如实呈现
+
+    def test_aggregated_volume_mismatch_fails(self, db):
+        """聚合总量不一致(真缺一笔/量差)→ count_match=False。"""
+        _add_live_account(db)
+        _add_shadow_account(db)
+        _add_live_trade(db, 5, "510300.SH", "buy", 4.00, 1500, f"{D} 09:35:00")
+        _add_paper_trade(db, 39, "510300.XSHG", "long", 4.00, 1200,
+                         f"{D} 09:35:00", D)
+        r = build_reconcile_report(db, 5, 39, D)
+        assert r["trades"]["count_match"] is False  # 1500 != 1200
 
     def test_price_diff_over_10bps_fails(self, db):
         _add_live_account(db)