Fix: open catch-up flatten wrongly flattened partially-filled fresh positions

Root cause of SSPC getting flattened on a mid-session restart (2026-06-24):
flatten_overnight_carries built its today's-buy set from orders with
status=="filled" only. But a marketable buy that PARTIALLY fills (SSPC: 84 of
88) cancels its unfilled remainder, so the order reads status=="canceled" even
though it opened 84 real shares. The carry-detector saw "no filled buy today"
for SSPC, tagged it an overnight carry, and market-closed a position opened ~6
min earlier. (Harmless this time — closed +$20 — but it could cut a runner or
realize a loss.) Marketable orders partial-fill far more than resting limits, so
flipping to marketable exposed this latent bug.

Fix: extract buy_fills_from_orders() (runtime/flatten.py) that counts a buy as a
real today-entry by filled_qty>0 + filled_at, NOT status=="filled" (scans legs
too). flatten_overnight_carries uses it. Pure + unit-tested: partial-fill counts,
full fill counts, zero-fill backout does not, and the partial-fill position is
no longer flagged a carry.

Note: only manifests on a mid-session restart (a clean session's EOD flatten
leaves the book flat, so the open finds no carries). Deploys on next restart.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

tests/unit/runtime/test_flatten_carries.py

@@ -2,7 +2,7 @@
 
 from datetime import date
 
-from runtime.flatten import find_overnight_carries
+from runtime.flatten import buy_fills_from_orders, find_overnight_carries
 
 TODAY = date(2026, 6, 22)
 
@@ -46,3 +46,34 @@ def test_no_open_positions_no_carries():
 def test_open_with_no_fills_at_all_is_a_carry():
     # open but we have zero buy-fill records for it -> treat as carried (fail safe)
     assert find_overnight_carries({"GHOST"}, [], TODAY) == ["GHOST"]
+
+
+# --- buy_fills_from_orders: which orders count as a real today-entry ----------
+def test_partial_fill_then_canceled_buy_counts_as_a_fill():
+    # SSPC-2026-06-24: marketable buy 88 filled 84, remainder canceled -> the
+    # ORDER status reads 'canceled' but it opened 84 real shares. Must count.
+    orders = [{"symbol": "SSPC", "side": "buy", "status": "canceled",
+               "filled_qty": "84", "filled_at": "2026-06-24T13:38:54Z", "legs": None}]
+    fills = buy_fills_from_orders(orders)
+    assert [f["symbol"] for f in fills] == ["SSPC"]
+
+
+def test_fully_filled_buy_counts():
+    orders = [{"symbol": "NOK", "side": "buy", "status": "filled",
+               "filled_qty": "1000", "filled_at": "2026-06-24T13:37:18Z"}]
+    assert [f["symbol"] for f in buy_fills_from_orders(orders)] == ["NOK"]
+
+
+def test_zero_fill_canceled_buy_is_not_a_fill():
+    # a backed-out entry that never filled any shares -> NOT a today-entry
+    orders = [{"symbol": "GRAB", "side": "buy", "status": "canceled",
+               "filled_qty": "0", "filled_at": None}]
+    assert buy_fills_from_orders(orders) == []
+
+
+def test_partial_fill_position_is_not_flattened_as_a_carry():
+    # end-to-end: the partial fill makes the position "bought today" -> NOT a carry
+    fills = buy_fills_from_orders(
+        [{"symbol": "SSPC", "side": "buy", "status": "canceled", "filled_qty": "84",
+          "filled_at": "2026-06-24T13:38:54Z"}])
+    assert find_overnight_carries({"SSPC"}, fills, date(2026, 6, 24)) == []