fix: preserve integer affordability boundary

src/ml4t/backtest/core/fill_engine.py

@@ -40,6 +40,22 @@ def get_max_affordable_quantity(self, order, fill_price: float) -> float:
         if fill_price <= 0 or order.quantity <= 0:
             return 0.0
 
+        if self.broker.share_type == ShareType.INTEGER:
+            high_int = int(order.quantity)
+            if high_int <= 0:
+                return 0.0
+            if self._can_afford_quantity(order, fill_price, float(high_int)):
+                return float(high_int)
+
+            low_int = 0
+            while low_int < high_int:
+                mid_int = (low_int + high_int + 1) // 2
+                if self._can_afford_quantity(order, fill_price, float(mid_int)):
+                    low_int = mid_int
+                else:
+                    high_int = mid_int - 1
+            return float(low_int)
+
         high = order.quantity
         if self._can_afford_quantity(order, fill_price, high):
             return high
@@ -51,8 +67,6 @@ def get_max_affordable_quantity(self, order, fill_price: float) -> float:
                 low = mid
             else:
                 high = mid
-        if self.broker.share_type == ShareType.INTEGER:
-            return low
         return max(0.0, low - CASH_TOLERANCE / fill_price)
 
     def try_partial_fill(self, order, fill_price: float) -> bool:

tests/test_config_wiring.py

@@ -498,6 +498,22 @@ def test_partial_fill_with_integer_shares(self):
         assert pos.quantity == int(pos.quantity)
         assert pos.quantity == 52.0  # floor(5250/100)
 
+    def test_integer_partial_fill_preserves_exact_affordability_boundary(self):
+        broker = _make_broker(
+            initial_cash=5_200.0,
+            partial_fills_allowed=True,
+            share_type=ShareType.INTEGER,
+        )
+        _set_prices(broker, {"AAPL": 100.0})
+
+        broker.submit_order("AAPL", 100, OrderSide.BUY)
+        broker._process_orders()
+
+        pos = broker.get_position("AAPL")
+        assert pos is not None
+        assert pos.quantity == 52.0
+        assert broker.cash == 0.0
+
     def test_partial_fill_accounts_for_commission_minimum(self):
         broker = _make_broker(
             initial_cash=5_005.0,