Decline unaffordable explicit-qty flat market entries at fill

[luisleo526]

What

TV re-checks an explicit-qty MARKET entry at its fill: an entry placed true-flat whose quantity notional at the slipped next-open fill exceeds placement-time equity is declined outright, with zero slack — commission plays no part (fee-only overage is admitted and entry-bar-trimmed as before). The engine previously admitted every explicit entry that passed the signal-time gate, so all-in idioms (qty = min(risk, equity/close) floored to step) opened phantom positions on every adverse one-tick gap.

Implementation: disjoint fill-time branch scoped to explicit-qty (non-NaN) MARKET entries created flat with no same-bar paired close; margin-scaled arithmetic; the slipped-signal-close notional floors the threshold so process_orders_on_close and no-gap fills are structural no-ops. Signal-time gate unchanged. The frozen-default path (own rules, one-lot slack — pinned separately) is intentionally not unified.

Evidence

• New clean-room probe (committed): floor-quantized all-in, zero commission, 4,740 from-flat attempts — TV admits 0 above-slack and 0 in-band overshoots vs 566 in-band rejects; decline iff fill notional > equity, 99.94% concordance. Kills commission-scoping.
• Exemplar strategy: perfect 306/306 admit/decline separation; converges moderate → excellent (pnl p90 22.65% → 0.12%, entry set 100%).
• A previously-documented TV-anomaly probe with a different (round-half-up) sizing idiom remains quarantined; its expected small tape movement was pre-declared and it stays anomaly-classified.

Gates (author + independent fresh-context R7, both green)

• REDs by stash-cycle: new suite 24/5 and repurposed fixtures 152/7 pre-fix → 29/29 + 159/159 post.
• Full ctest 90/90; corpus 252/252 — 240 excellent / 11 strong / 1 anomaly, stash-isolation proof shows exactly ONE tape moved (the pre-declared anomaly probe).
• Private validation sweeps: targeted 1 UP (the exemplar, moderate→excellent) / 0 DOWN with every sentinel holding tier; full 412 inventory stable, 0 further movement.
• Four legacy synthetic fixtures asserting fill-then-trim/hold for this exact class repurposed to the TV-pinned decline (Lead-adjudicated; trim semantics remain pinned by frozen-path/default-sized suites).

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