From 789f44412e96e0386b97f6e8f03be6f6702e899a Mon Sep 17 00:00:00 2001
From: Codex <codex@users.noreply.github.com>
Date: Tue, 10 Nov 2026 03:55:08 +0800
Subject: [PATCH] fix: preserve IBKR fill time and currency

---
 src/quant_platform_kit/ibkr/order_outcome.py |  9 ++-
 tests/test_ibkr_order_outcome.py             | 59 +++++++++++++++++++-
 2 files changed, 66 insertions(+), 2 deletions(-)

diff --git a/src/quant_platform_kit/ibkr/order_outcome.py b/src/quant_platform_kit/ibkr/order_outcome.py
index 10cdc050..1ef60f81 100644
--- a/src/quant_platform_kit/ibkr/order_outcome.py
+++ b/src/quant_platform_kit/ibkr/order_outcome.py
@@ -18,6 +18,8 @@ class OutcomeFill:
     execution_id: str
     quantity: float
     price: float
+    occurred_at: str | None = None
+    currency: str | None = None
 
 
 @dataclass(frozen=True)
@@ -201,7 +203,12 @@ def resolve_order_outcome(
             at = _time(execution.time)
             if at.replace(microsecond=0) < since.replace(microsecond=0):
                 return unknown
-            fill = OutcomeFill(str(execution.execId), _number(execution.shares), _number(execution.price))
+            currency = getattr(item.contract, 'currency', None)
+            if not (isinstance(currency, str) and len(currency) == 3
+                    and currency.isascii() and currency.isalpha() and currency.isupper()):
+                currency = None
+            fill = OutcomeFill(str(execution.execId), _number(execution.shares), _number(execution.price),
+                               at.isoformat().replace('+00:00', 'Z'), currency)
             if not fill.execution_id or fill.quantity <= 0 or fill.price <= 0:
                 return unknown
             commission = None
diff --git a/tests/test_ibkr_order_outcome.py b/tests/test_ibkr_order_outcome.py
index 3b9bd691..c8f70de5 100644
--- a/tests/test_ibkr_order_outcome.py
+++ b/tests/test_ibkr_order_outcome.py
@@ -3,7 +3,7 @@
 
 import pytest
 
-from quant_platform_kit.ibkr.order_outcome import resolve_order_outcome, OrderOutcomeReadError
+from quant_platform_kit.ibkr.order_outcome import OutcomeFill, resolve_order_outcome, OrderOutcomeReadError
 
 NOW = datetime(2026, 11, 3, 14, 31, tzinfo=timezone.utc)
 
@@ -320,3 +320,60 @@ def failed(*args, **kwargs):
         assert decoder.logger is logger
     finally:
         logger.disabled = previous_disabled
+
+
+def test_fill_contract_is_backward_compatible_and_json_serializable():
+    from dataclasses import asdict
+    import json
+    legacy = OutcomeFill('synthetic', 1, 52)
+    assert legacy.occurred_at is None and legacy.currency is None
+    assert json.loads(json.dumps(asdict(legacy)))['occurred_at'] is None
+
+
+def test_execution_time_and_contract_currency_are_preserved():
+    from datetime import timedelta
+    execution = fill(time=NOW.astimezone(timezone(timedelta(hours=8))))
+    execution.contract.currency = 'USD'
+    result = resolve(Broker(executions=[execution]))
+    assert result.fills[0].occurred_at == '2026-11-03T14:31:00Z'
+    assert result.fills[0].currency == 'USD'
+    from dataclasses import asdict
+    import json
+    serialized = json.loads(json.dumps(asdict(result)))['fills'][0]
+    assert serialized['occurred_at'] == '2026-11-03T14:31:00Z'
+    assert serialized['currency'] == 'USD'
+
+
+@pytest.mark.parametrize('currency', [None, '', 'usd', 'US', 'USDT', 'U$D', 'ÜSD', 123])
+def test_absent_or_invalid_contract_currency_is_unknown(currency):
+    execution = fill()
+    execution.contract.currency = currency
+    result = resolve(Broker(executions=[execution]))
+    assert result.status == 'filled' and result.fills[0].currency is None
+
+
+def test_execution_contract_currency_conflict_is_unknown():
+    first, second = fill(), fill()
+    first.contract.currency, second.contract.currency = 'USD', 'EUR'
+    assert resolve(Broker(executions=[first, second])).status == 'unknown'
+
+
+def test_execution_time_conflict_is_unknown():
+    from datetime import timedelta
+    assert resolve(Broker(executions=[fill(), fill(time=NOW + timedelta(seconds=1))])).status == 'unknown'
+
+
+def test_missing_contract_currency_attribute_is_unknown():
+    result = resolve(Broker(executions=[fill()]))
+    assert result.status == 'filled'
+    assert result.fills[0].currency is None
+
+
+def test_equivalent_timezone_duplicate_execution_is_deduplicated():
+    from datetime import timedelta
+    first, second = fill(), fill(time=NOW.astimezone(timezone(timedelta(hours=8))))
+    first.contract.currency = second.contract.currency = 'USD'
+    result = resolve(Broker(executions=[first, second]))
+    assert result.status == 'filled'
+    assert len(result.fills) == 1
+    assert result.fills[0].occurred_at == '2026-11-03T14:31:00Z'