From ab703e93bab82b67b6366e00ce2e87cab5ed9028 Mon Sep 17 00:00:00 2001
From: claude_dev <claude-dev@sanguo.local>
Date: Wed, 8 Jul 2026 07:02:51 +0800
Subject: [PATCH] =?UTF-8?q?feat(matcher):=20=E9=9B=86=E5=90=88=E7=AB=9E?=
 =?UTF-8?q?=E4=BB=B7CALL=5FAUCTION=E6=92=AE=E5=90=88(=E5=88=86=E6=9C=9F?=
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 =?UTF-8?q?open)?=
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CALL_AUCTION枚举原拒单(unsupported), 现撮合用开盘价(open, 集合竞价确定开盘价).
当前定价同NEXT_OPEN(均为open); 未来区分开盘/尾盘集合竞价需扩枚举.
test: call_auction fills@open(原rejected用例改).
---
 sanguo_trader/matcher.py     | 4 ++++
 tests/trader/test_matcher.py | 9 +++++----
 2 files changed, 9 insertions(+), 4 deletions(-)

diff --git a/sanguo_trader/matcher.py b/sanguo_trader/matcher.py
index 3f19e8f..7640776 100644
--- a/sanguo_trader/matcher.py
+++ b/sanguo_trader/matcher.py
@@ -72,6 +72,10 @@ def cross_order(
         fill_price = float(match_bar["open"])
     elif order.match_session == MatchSession.CURRENT_CLOSE:
         fill_price = float(match_bar["close"])
+    elif order.match_session == MatchSession.CALL_AUCTION:
+        # 集合竞价开盘价（最大成交量原则 → open）。当前同 NEXT_OPEN 定价；
+        # 未来区分开盘/尾盘集合竞价需扩枚举（CALL_AUCTION_OPEN/CLOSE）。
+        fill_price = float(match_bar["open"])
     else:
         return PaperReject(
             order.strategy_id, symbol, "unsupported_match_session", bar_date
diff --git a/tests/trader/test_matcher.py b/tests/trader/test_matcher.py
index cd6d019..4a115c7 100644
--- a/tests/trader/test_matcher.py
+++ b/tests/trader/test_matcher.py
@@ -110,11 +110,12 @@ def test_st_5pct_limit_up():
     assert isinstance(r, PaperReject) and r.reason == "limit_up_locked"
 
 
-def test_call_auction_session_rejected():
-    """CALL_AUCTION 首版预留，不支持。"""
+def test_call_auction_fills_at_open():
+    """集合竞价撮合用开盘价（最大成交量原则 → open，分期项）。"""
     o = buy(market=True, session=MatchSession.CALL_AUCTION)
-    r = cross_order(o, mkbar(10.5, 11, 10.2, 10.8), PREV, CFG)
-    assert isinstance(r, PaperReject) and r.reason == "unsupported_match_session"
+    t = cross_order(o, mkbar(10.5, 11, 10.2, 10.8), PREV, CFG)
+    assert isinstance(t, PaperTrade)
+    assert t.price == 10.5   # 集合竞价开盘价 = open
 
 
 # ---- 限价单触价 ----