| عنوان | GitHub WonderTrader 0.9.9 Expected Behavior Violation |
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| الوصف | WonderTrader updates _undone_qty with the full strategy signal before ActionPolicy determines the actual order quantity. When ActionPolicy clips or blocks an order, the internal pending-order state can retain phantom volume that does not correspond to any broker-side live order. Execution modules such as TWAP, VWAP, and MinImpact trust this stale pending volume when deciding whether to cancel existing orders or submit new ones. During a later target-position reduction, the executor can treat the phantom volume as an opposite live order, call the cancellation path, and return before generating the required reducing order. This causes internal order state to diverge from actual broker state and prevents the intended position adjustment during that execution cycle. |
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| المصدر | ⚠️ https://my.feishu.cn/wiki/VbQqwEcrJiYOd0khs0Jchw76nhd?from=from_copylink |
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| المستخدم | sannomiya (UID 98147) |
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| ارسال | 21/06/2026 04:38 PM (2 أشهر منذ) |
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| الاعتدال | 07/08/2026 10:39 AM (2 months later) |
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| الحالة | تمت الموافقة |
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| إدخال VulDB | 386958 [WonderTrader حتى 0.9.9 Pending Order TraderAdapter.h _undone_qty getUndoneQty تجاوز الصلاحيات] |
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| النقاط | 20 |
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