Preserve frozen reversal quantities and trim underfunded opens

[luisleo526]

What changed

• Preserve signal-time-quantized default quantities through ordinary MARKET reversals instead of flooring the same contracts value a second time.
• Track a narrowly scoped omitted-quantity, 100%-of-equity short-to-long reversal event.
• When that fill leaves a positive but sub-lot affordability deficit, apply TradingView's one-contract post-fill margin trim.
• Keep explicit quantities, priced/RAW orders, other sizing modes, and unrelated margin paths unchanged.
• Add boundary and negative-control regression tests for both behaviors.

Root cause

Default-sized MARKET orders are frozen and exchange-quantized at signal time. The ordinary reversal path sent that frozen binary64 value through the quantity-step floor again, which could reduce it by one lot. Correcting that exposed a second broker edge: TradingView closes one whole contract when an otherwise eligible 100%-equity reversal becomes microscopically underfunded at the next-open fill, even when the minimum restore amount is below one quantity step.

Validation

• Engine suite: 119/119 passed
• Focused quantity-freeze tests: 60/60 passed
• Focused margin-call tests: 315/315 passed
• Mutation proof: disabling the new reversal trim makes the natural-event assertions fail 7/7, while the explicit-quantity control remains 3/3 passed
• Production target + six collateral strategies: 7/7 exactly matched the preregistered R+B tapes and metrics, with no experimental matrix flags
• Forced-no-cache scraper sweep: 416/416 classified, 0 UP / 0 DOWN
  • board unchanged: 361 Excellent / 40 Strong / 4 Moderate / 2 Weak
• Engine corpus: 252/252 ran successfully
  • 247 Excellent / 4 Strong / 1 documented anomaly
• Independent implementation review found no correctness or public C ABI issue

This is intentionally score-neutral: it fixes two proven broker lifecycle defects without promoting broader experimental affordability rules that still have unresolved collateral interactions.

[Copilot]

Pull request overview

This PR refines TradingView-compatibility for default-sized MARKET reversals by (1) preserving signal-time frozen/quantized quantities through reversal execution (avoiding a second qty-step floor) and (2) modeling a narrowly scoped TradingView “one-contract trim” margin behavior for a specific underfunded 100%-equity SHORT→LONG reversal case, with regression coverage for both behaviors.

Changes:

• Preserve pre-quantized frozen default quantities through ordinary MARKET reversal execution (avoid a second qty-step floor).
• Add a tightly-scoped margin-call/affordability event flag to trigger TradingView’s “close exactly 1 contract” trim when a 100%-equity omitted-qty SHORT→LONG reversal becomes slightly underfunded post-fill.
• Add boundary + negative-control tests for frozen-quantity reversals and for the underfunded reversal trim behavior.

Reviewed changes

Copilot reviewed 5 out of 5 changed files in this pull request and generated 2 comments.

Show a summary per file

File	Description
src/engine_orders.cpp	Threads explicit_qty_prequantized into the flip-reversal path so frozen MARKET reversal qty isn’t floored a second time.
src/engine_fills.cpp	Adds a reversal-specific affordability event flag and uses it to enable the one-contract “floor-zero fallback” trim in margin-call processing.
include/pineforge/engine.hpp	Introduces opening_affordability_default_long_reversal_ state and extends the flip helper signature to accept the prequantized-qty flag.
tests/test_margin_call.cpp	Adds a pinned regression covering the one-contract post-fill trim for the underfunded omitted-qty 100%-equity reversal scenario (plus explicit-qty negative control).
tests/test_default_qty_signal_freeze.cpp	Adds reversal boundary regressions to ensure frozen default qty survives a MARKET reversal without being refloored (plus explicit-qty control).

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