S2.2 moved max_hold to event-rate at step_resting_orders (cap is now
enforced — mean hold 432s → 58.43s, max 173893s → 96s). But it mirrored
the session-gap pattern `pos.position_lots = 0;` which intentionally
skips PnL ("cannot fill across halt"). Max_hold differs: the market is
live so the close SHOULD realize PnL via the current top-of-book.
Smoke t9msj (b92bd72c7) showed the consequence: 84% of trades record
$0 realised_pnl, win_rate dropped to 3.3%, total_pnl looks artificially
better (-$225k) only because losses aren't recorded.
Fix: route the force-close through apply_fill_to_pos by synthesizing a
closing fill at book.bid_px[0] (long) or book.ask_px[0] (short). The
existing counter-direction branch (realised = (avg_px − vwap) × dir ×
unwind) correctly realizes PnL on the unwound position. Top-of-book is
already validated by book_update_apply_snapshot's skip, so close_px is
guaranteed in range.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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