Floor option close at intrinsic to fix expiry garbage quotes.

Co-authored-by: Cursor <cursoragent@cursor.com>

backend/tests/test_p1_p2_rules.py

@@ -142,3 +142,40 @@ def test_expiry_close() -> None:
     assert d2.reason == "expiry"
     d3 = check_expiry_close(expiry_ms=1_000, now_ms=1_001)
     assert d3.should_close is True
+
+
+def test_option_intrinsic_and_close_bid_floor() -> None:
+    from app.sim.pricing import option_intrinsic, resolve_option_close_bid
+
+    assert option_intrinsic(option_side="call", strike=1860, spot=1882) == 22.0
+    assert option_intrinsic(option_side="put", strike=1860, spot=1882) == 0.0
+    assert option_intrinsic(option_side="put", strike=1860, spot=1840) == 20.0
+
+    # 到期垃圾买一 0.2，内在价值 22 → 抬到 22
+    assert (
+        resolve_option_close_bid(
+            bid=0.2, mark=0.2, intrinsic=22.0, bypass_liquidity=True
+        )
+        == 22.0
+    )
+    # 常规也有内在价值地板
+    assert (
+        resolve_option_close_bid(
+            bid=0.2, mark=0.2, intrinsic=22.0, bypass_liquidity=False
+        )
+        == 22.0
+    )
+    # 买一高于内在价值，保留买一
+    assert (
+        resolve_option_close_bid(
+            bid=25.0, mark=24.0, intrinsic=22.0, bypass_liquidity=True
+        )
+        == 25.0
+    )
+    # bypass 无买一，用标记与内在价值
+    assert (
+        resolve_option_close_bid(
+            bid=None, mark=3.0, intrinsic=22.0, bypass_liquidity=True
+        )
+        == 22.0
+    )