Fix stale tick prices for stacked bars

When a bar is delivered from _barstack via _fromstack (commonly the final
bar flushed by _last() in resampled / replayed feeds), the data.tick_*
attributes were not synchronized to the bar's OHLC values. Instead they
retained values from the previous bar, producing a stale-tick effect that
caused broker._try_exec to misprice market orders against the most recent
bar.

This patch adds a self._tick_fill(force=True) call at the end of
_fromstack() so the tick_* attributes always reflect the bar that was
just delivered.

Author: cloudQuant

README.md

@@ -19,6 +19,18 @@
 
 ---
 
+## 🐛 Recent Bug Fixes / 最近修复
+
+### Stacked Bar Tick Refresh (2026-05-28)
+
+**Bug**: 在 `cerebro.resampledata()` / `cerebro.replaydata()` 场景下，当 resampler 通过 `_fromstack` 弹出暂存的 bar 时（特别是数据耗尽时由 `_last()` 刷出的最后一根 bar），`data.tick_open / tick_high / tick_low / tick_close` 不会同步更新到当前 bar 的 OHLC，而是保留前一根 bar 的值（"stale tick"）。这导致 broker 在用 `tick_open` 估值未平仓位的市价单时使用了过时的价格。
+
+**Fix**: 在 `backtrader/feed.py::_fromstack()` 末尾添加 `self._tick_fill(force=True)`，确保从栈中弹出的 bar 立刻同步 `tick_*` 属性到当前 bar 的 OHLC。
+
+**Impact**: 修复后，使用 `cerebro.resampledata()` 时未平仓位的市价单成交价更准确地反映当前 bar 的 OHLC，而不是上一根 bar 的过时值。
+
+---
+
 ## English
 
 ### Introduction

backtrader/feed.py

@@ -652,6 +652,13 @@ def _fromstack(self, forward=False, stash=False):
             for line, val in zip(self.itersize(), coll.popleft()):
                 line[0] = val
 
+            # Bug fix: refresh tick_* attributes when delivering a bar from
+            # the stack. Without this, the tick_open / tick_high / tick_low /
+            # tick_close attributes can retain values from the previous bar,
+            # producing a "stale tick" effect that misprices market orders
+            # executed against bars delivered via _last() / _fromstack
+            # (typically the final bar in resampled / replayed feeds).
+            self._tick_fill(force=True)
             return True
 
         return False