Add Firstrade platform cash reserve policy#23
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| runtime_metadata.setdefault( | ||
| "firstrade_execution_policy", | ||
| { | ||
| "reserved_cash_floor_usd": float(settings.reserved_cash_floor_usd or 0.0), | ||
| "reserved_cash_ratio": float(settings.reserved_cash_ratio or 0.0), | ||
| }, | ||
| ) |
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_runtime_metadata_with_execution_policy uses setdefault, so any strategy that returns a firstrade_execution_policy key in evaluation.metadata (even {} or zeros) prevents the platform env settings from being applied. In that case the configured FIRSTRADE_MIN_RESERVED_CASH_USD / FIRSTRADE_RESERVED_CASH_RATIO can be silently bypassed, which defeats this change’s platform-level cash safety control for affected strategies.
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@codex review |
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| if value < 0: | ||
| raise ValueError(f"{name} must be non-negative, got {value}") | ||
| return float(value) |
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_resolve_non_negative_float_env only checks < 0, so non-finite inputs like NaN/inf are accepted for FIRSTRADE_MIN_RESERVED_CASH_USD and FIRSTRADE_RESERVED_CASH_RATIO instead of failing fast. In production this can silently break execution policy: e.g., FIRSTRADE_RESERVED_CASH_RATIO=NaN passes validation and is later clamped in decision_mapper to an effective 1.0, which reserves all equity and drives buy budget to zero. Add an explicit finite-number guard before returning.
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Summary
This PR adds a platform-level cash reserve policy for Firstrade so the platform can keep a minimum amount of cash available without relying only on strategy annotations.
The change introduces
FIRSTRADE_MIN_RESERVED_CASH_USDandFIRSTRADE_RESERVED_CASH_RATIO, defaults both to zero, and applies the effective reserve as the maximum of the platform floor, the platform ratio, and any strategy-provided reserve. This preserves current behavior unless the new env vars are explicitly configured.It also wires the policy through the strategy cycle, updates Cloud Run env sync and
.env.example, and documents the behavior in English and Chinese without naming a live strategy.Validation
.venv/bin/python -m pytest tests/test_runtime_config_support.py tests/test_decision_mapper.py tests/test_rebalance_service.pygit diff --check