Add dry-run Firstrade strategy runtime#2
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| for symbol, delta_value, price in [item for item in tradable_deltas if item[1] > 0]: | ||
| buy_budget = min(float(delta_value), investable_cash, order_notional_cap) |
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execute_value_target_plan sells first but never credits sell proceeds back into investable_cash; buy sizing is computed from the pre-sell cash at this line and only reduced after buys. In rotations where starting cash is low and buys depend on same-cycle sells, the buy leg is skipped as buy_quantity_zero, leaving the portfolio unintentionally underinvested even though sells were submitted.
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| if "benchmark_history" in available_inputs: | ||
| inputs["benchmark_history"] = _build_price_history(market_data_port, benchmark_symbol) | ||
| if "qqq_history" in available_inputs: | ||
| inputs["qqq_history"] = _build_price_history(market_data_port, benchmark_symbol) |
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build_market_inputs currently fills qqq_history from benchmark_symbol. Since benchmark_history is already populated separately, any profile that overrides benchmark_symbol (for example to SPY) will silently receive the wrong instrument for qqq_history, which can alter strategy signals and resulting allocations.
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Summary
Tests