QuantStrategyLab · Pigbibi · May 6, 2026 · May 6, 2026
@@ -65,6 +65,10 @@ Telegram notifications include structured execution and heartbeat messages, with
 | `STRATEGY_PROFILE` | Yes | Strategy profile selector. Set explicitly per deployment; enabled values include `global_etf_rotation`, `mega_cap_leader_rotation_top50_balanced`, `russell_1000_multi_factor_defensive`, `soxl_soxx_trend_income`, `tech_communication_pullback_enhancement`, and `tqqq_growth_income` |
 | `ACCOUNT_REGION` | No | Account region marker for platform-style deployment (e.g. `HK`, `SG`; defaults to `ACCOUNT_PREFIX` / `DEFAULT`) |
 | `LONGBRIDGE_DRY_RUN_ONLY` | No | Set to `true` to keep the selected deployment in dry-run mode. |
+| `LONGBRIDGE_FRACTIONAL_SHARES_ENABLED` | No | Defaults to `true`; set `false` to force whole-share sizing. |
+| `LONGBRIDGE_ORDER_QUANTITY_STEP` | No | Explicit order quantity step override; e.g. `1` for whole shares or `0.000001` for fractional sizing. |
+| `LONGBRIDGE_MIN_ORDER_NOTIONAL_USD` | No | Minimum buy notional for fractional sizing; defaults to `1.0`. |
+| `LONGBRIDGE_DEBUG_POSITION_SNAPSHOT` | No | Set to `true` to log raw LongBridge position quantity and available quantity for troubleshooting. |
 | `INCOME_THRESHOLD_USD` | No | Optional override for the `tqqq_growth_income` income-layer threshold. Leave unset to use the strategy package default. |
 | `QQQI_INCOME_RATIO` | No | Optional override for QQQI's share of the `tqqq_growth_income` income layer, 0–1. |
 | `NOTIFY_LANG` | No | Notification language: `en` (English, default) or `zh` (Chinese) |
@@ -109,12 +113,12 @@ Recommended setup:
   - Optional fallback only: `TELEGRAM_TOKEN`
 - **GitHub Environment: `longbridge-hk`**
   - Variables: `CLOUD_RUN_REGION`, `CLOUD_RUN_SERVICE`, `ACCOUNT_PREFIX`, `ACCOUNT_REGION`, `STRATEGY_PROFILE`, `LONGPORT_SECRET_NAME`, `LONGPORT_APP_KEY_SECRET_NAME`, `LONGPORT_APP_SECRET_SECRET_NAME`
-  - Optional variables: `LONGBRIDGE_FEATURE_SNAPSHOT_PATH`, `LONGBRIDGE_FEATURE_SNAPSHOT_MANIFEST_PATH`, `LONGBRIDGE_STRATEGY_CONFIG_PATH`, `LONGBRIDGE_DRY_RUN_ONLY`, `INCOME_THRESHOLD_USD`, `QQQI_INCOME_RATIO`
+  - Optional variables: `LONGBRIDGE_FEATURE_SNAPSHOT_PATH`, `LONGBRIDGE_FEATURE_SNAPSHOT_MANIFEST_PATH`, `LONGBRIDGE_STRATEGY_CONFIG_PATH`, `LONGBRIDGE_DRY_RUN_ONLY`, `LONGBRIDGE_DEBUG_POSITION_SNAPSHOT`, `INCOME_THRESHOLD_USD`, `QQQI_INCOME_RATIO`
   - Current live example: `STRATEGY_PROFILE=tech_communication_pullback_enhancement`
   - Recommended secret-name values: `longport-app-key-hk`, `longport-app-secret-hk`
 - **GitHub Environment: `longbridge-sg`**
   - Variables: `CLOUD_RUN_REGION`, `CLOUD_RUN_SERVICE`, `ACCOUNT_PREFIX`, `ACCOUNT_REGION`, `STRATEGY_PROFILE`, `LONGPORT_SECRET_NAME`, `LONGPORT_APP_KEY_SECRET_NAME`, `LONGPORT_APP_SECRET_SECRET_NAME`
-  - Optional variables: `LONGBRIDGE_FEATURE_SNAPSHOT_PATH`, `LONGBRIDGE_FEATURE_SNAPSHOT_MANIFEST_PATH`, `LONGBRIDGE_STRATEGY_CONFIG_PATH`, `LONGBRIDGE_DRY_RUN_ONLY`, `INCOME_THRESHOLD_USD`, `QQQI_INCOME_RATIO`
+  - Optional variables: `LONGBRIDGE_FEATURE_SNAPSHOT_PATH`, `LONGBRIDGE_FEATURE_SNAPSHOT_MANIFEST_PATH`, `LONGBRIDGE_STRATEGY_CONFIG_PATH`, `LONGBRIDGE_DRY_RUN_ONLY`, `LONGBRIDGE_DEBUG_POSITION_SNAPSHOT`, `INCOME_THRESHOLD_USD`, `QQQI_INCOME_RATIO`
   - Current live example: `STRATEGY_PROFILE=soxl_soxx_trend_income`
   - Recommended secret-name values: `longport-app-key-sg`, `longport-app-secret-sg`
 
@@ -210,6 +214,10 @@ Telegram 通知包含结构化的调仓和心跳消息，支持中英文切换
 | `STRATEGY_PROFILE` | 是 | 策略档位选择。每个部署都要显式设置；已启用值包括 `global_etf_rotation`、`mega_cap_leader_rotation_top50_balanced`、`russell_1000_multi_factor_defensive`、`soxl_soxx_trend_income`、`tech_communication_pullback_enhancement` 和 `tqqq_growth_income` |
 | `ACCOUNT_REGION` | 否 | 平台化部署时的账户区域标记（如 `HK`、`SG`；默认按 `ACCOUNT_PREFIX` / `DEFAULT` 推断） |
 | `LONGBRIDGE_DRY_RUN_ONLY` | 否 | 设为 `true` 时，该部署保持 dry-run。 |
+| `LONGBRIDGE_FRACTIONAL_SHARES_ENABLED` | 否 | 默认 `true`；设为 `false` 时强制按整数股计算。 |
+| `LONGBRIDGE_ORDER_QUANTITY_STEP` | 否 | 显式覆盖下单数量步进；如 `1` 表示整数股，`0.000001` 表示碎股数量步进。 |
+| `LONGBRIDGE_MIN_ORDER_NOTIONAL_USD` | 否 | 碎股买入的最小名义金额；默认 `1.0`。 |
+| `LONGBRIDGE_DEBUG_POSITION_SNAPSHOT` | 否 | 设为 `true` 时输出 LongBridge 原始持仓数量和可卖数量，便于排查。 |
 | `INCOME_THRESHOLD_USD` | 否 | 可选的 `tqqq_growth_income` 收入层启动阈值覆盖。不填时使用策略包默认值。 |
 | `QQQI_INCOME_RATIO` | 否 | 可选的 QQQI 收入层占比覆盖，0–1。 |
 | `NOTIFY_LANG` | 否 | 通知语言: `en`（英文，默认）或 `zh`（中文） |
@@ -254,12 +262,12 @@ Secret Manager 中需存在 `LONGPORT_SECRET_NAME` 指定的密钥（默认: `lo
   - 仅保留为 fallback：`TELEGRAM_TOKEN`
 - **GitHub Environment: `longbridge-hk`**
   - Variables: `CLOUD_RUN_REGION`、`CLOUD_RUN_SERVICE`、`ACCOUNT_PREFIX`、`ACCOUNT_REGION`、`STRATEGY_PROFILE`、`LONGPORT_SECRET_NAME`、`LONGPORT_APP_KEY_SECRET_NAME`、`LONGPORT_APP_SECRET_SECRET_NAME`
-  - 可选 Variables: `LONGBRIDGE_FEATURE_SNAPSHOT_PATH`、`LONGBRIDGE_FEATURE_SNAPSHOT_MANIFEST_PATH`、`LONGBRIDGE_STRATEGY_CONFIG_PATH`、`LONGBRIDGE_DRY_RUN_ONLY`、`INCOME_THRESHOLD_USD`、`QQQI_INCOME_RATIO`
+  - 可选 Variables: `LONGBRIDGE_FEATURE_SNAPSHOT_PATH`、`LONGBRIDGE_FEATURE_SNAPSHOT_MANIFEST_PATH`、`LONGBRIDGE_STRATEGY_CONFIG_PATH`、`LONGBRIDGE_DRY_RUN_ONLY`、`LONGBRIDGE_DEBUG_POSITION_SNAPSHOT`、`INCOME_THRESHOLD_USD`、`QQQI_INCOME_RATIO`
   - 当前线上示例：`STRATEGY_PROFILE=tech_communication_pullback_enhancement`
   - 建议的 secret-name 值：`longport-app-key-hk`、`longport-app-secret-hk`
 - **GitHub Environment: `longbridge-sg`**
   - Variables: `CLOUD_RUN_REGION`、`CLOUD_RUN_SERVICE`、`ACCOUNT_PREFIX`、`ACCOUNT_REGION`、`STRATEGY_PROFILE`、`LONGPORT_SECRET_NAME`、`LONGPORT_APP_KEY_SECRET_NAME`、`LONGPORT_APP_SECRET_SECRET_NAME`
-  - 可选 Variables: `LONGBRIDGE_FEATURE_SNAPSHOT_PATH`、`LONGBRIDGE_FEATURE_SNAPSHOT_MANIFEST_PATH`、`LONGBRIDGE_STRATEGY_CONFIG_PATH`、`LONGBRIDGE_DRY_RUN_ONLY`、`INCOME_THRESHOLD_USD`、`QQQI_INCOME_RATIO`
+  - 可选 Variables: `LONGBRIDGE_FEATURE_SNAPSHOT_PATH`、`LONGBRIDGE_FEATURE_SNAPSHOT_MANIFEST_PATH`、`LONGBRIDGE_STRATEGY_CONFIG_PATH`、`LONGBRIDGE_DRY_RUN_ONLY`、`LONGBRIDGE_DEBUG_POSITION_SNAPSHOT`、`INCOME_THRESHOLD_USD`、`QQQI_INCOME_RATIO`
   - 当前线上示例：`STRATEGY_PROFILE=soxl_soxx_trend_income`
   - 建议的 secret-name 值：`longport-app-key-sg`、`longport-app-secret-sg`
 

@@ -6,6 +6,11 @@
 from collections.abc import Mapping
 from dataclasses import dataclass
 
+from quant_platform_kit.common.quantity import (
+    floor_to_quantity_step,
+    format_quantity,
+    normalize_order_quantity,
+)
 from quant_platform_kit.common.models import OrderIntent
 
 
@@ -67,6 +72,14 @@ def record_note_log(note_logs, *, translator, with_prefix, kind, **kwargs):
     print(with_prefix(message), flush=True)
 
 
+def _is_whole_share_step(quantity_step) -> bool:
+    return float(quantity_step or 1.0) >= 1.0
+
+
+def _floor_order_quantity(quantity, *, quantity_step):
+    return normalize_order_quantity(floor_to_quantity_step(quantity, quantity_step))
+
+
 def safe_quote_last_price(symbol, *, market_data_port, notify_issue):
     try:
         return float(market_data_port.get_quote(symbol).last_price)
@@ -119,6 +132,8 @@ def execute_rebalance_cycle(
     dry_run_only=False,
     post_sell_refresh_attempts=1,
     post_sell_refresh_interval_sec=0.0,
+    quantity_step=1.0,
+    min_order_notional=0.0,
     sleeper=_noop_sleep,
 ) -> ExecutionCycleResult:
     logs: list[str] = []
@@ -140,6 +155,8 @@ def execute_rebalance_cycle(
     cash_by_currency = _normalize_cash_by_currency(portfolio.get("cash_by_currency"))
     investable_cash = float(execution["investable_cash"])
     current_min_trade = float(execution["current_min_trade"])
+    order_quantity_step = float(quantity_step or 1.0)
+    minimum_order_notional = max(0.0, float(min_order_notional or 0.0))
 
     def append_order_id_suffix(log_message, order_id):
         order_id_text = str(order_id or "").strip()
@@ -224,18 +241,22 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
             )
             if price is None:
                 continue
-            quantity = min(
-                int(abs(diff) // price),
-                sellable_quantities[symbol],
+            quantity = _floor_order_quantity(
+                min(
+                    floor_to_quantity_step(abs(diff) / price, order_quantity_step),
+                    float(sellable_quantities[symbol]),
+                ),
+                quantity_step=order_quantity_step,
             )
             if quantity > 0:
+                quantity_text = format_quantity(quantity)
                 if symbol in limit_order_symbols:
                     limit_price = round(price * limit_sell_discount, 2)
                     if dry_run_only:
                         submitted = record_dry_run(
                             f"{symbol}.US",
                             "sell",
-                            quantity,
+                            quantity_text,
                             limit_price,
                             order_type="limit",
                         )
@@ -245,15 +266,15 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
                             "limit",
                             "sell",
                             quantity,
-                            translator("limit_sell", symbol=symbol, qty=quantity, price=limit_price),
+                            translator("limit_sell", symbol=symbol, qty=quantity_text, price=limit_price),
                             submitted_price=limit_price,
                         )
                 else:
                     if dry_run_only:
                         submitted = record_dry_run(
                             f"{symbol}.US",
                             "sell",
-                            quantity,
+                            quantity_text,
                             round(price, 2),
                             order_type="market",
                         )
@@ -263,7 +284,7 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
                             "market",
                             "sell",
                             quantity,
-                            translator("market_sell", symbol=symbol, qty=quantity, price=round(price, 2)),
+                            translator("market_sell", symbol=symbol, qty=quantity_text, price=round(price, 2)),
                         )
 
                 if submitted:
@@ -349,12 +370,21 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
         if price is None:
             continue
         can_buy_value = min(diff, investable_cash)
-        if can_buy_value > price:
+        if (
+            _is_whole_share_step(order_quantity_step)
+            and can_buy_value > price
+        ) or (
+            not _is_whole_share_step(order_quantity_step)
+            and can_buy_value >= minimum_order_notional
+        ):
             is_limit_order = symbol in limit_order_symbols
             order_kind = "limit" if is_limit_order else "market"
             ref_price = round(price * limit_buy_premium, 2) if is_limit_order else round(price, 2)
             budget_price = ref_price if is_limit_order else price
-            budget_quantity = int(can_buy_value // budget_price)
+            budget_quantity = floor_to_quantity_step(
+                can_buy_value / budget_price,
+                order_quantity_step,
+            )
             cash_limit_quantity = estimate_cash_buy_quantity_safe(
                 trade_context,
                 f"{symbol}.US",
@@ -365,8 +395,17 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
             )
             if cash_limit_quantity is None:
                 continue
-
-            quantity = min(budget_quantity, cash_limit_quantity)
+            effective_cash_limit_quantity = float(cash_limit_quantity)
+            if (
+                not _is_whole_share_step(order_quantity_step)
+                and effective_cash_limit_quantity <= 0
+            ):
+                effective_cash_limit_quantity = budget_quantity
+
+            quantity = _floor_order_quantity(
+                min(budget_quantity, effective_cash_limit_quantity),
+                quantity_step=order_quantity_step,
+            )
             cost_estimate = 0.0
             if quantity <= 0:
                 record_note_log(
@@ -376,16 +415,17 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
                     kind="buy_deferred_cash_limit",
                     symbol=f"{symbol}.US",
                     diff=f"{diff:.2f}",
-                    budget_qty=budget_quantity,
+                    budget_qty=format_quantity(budget_quantity),
                 )
                 continue
 
+            quantity_text = format_quantity(quantity)
             if is_limit_order:
                 if dry_run_only:
                     submitted = record_dry_run(
                         f"{symbol}.US",
                         "buy",
-                        quantity,
+                        quantity_text,
                         ref_price,
                         order_type="limit",
                     )
@@ -395,7 +435,7 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
                         "limit",
                         "buy",
                         quantity,
-                        translator("limit_buy", symbol=symbol, qty=quantity, price=ref_price),
+                        translator("limit_buy", symbol=symbol, qty=quantity_text, price=ref_price),
                         submitted_price=ref_price,
                     )
                 cost_estimate = quantity * budget_price
@@ -404,7 +444,7 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
                     submitted = record_dry_run(
                         f"{symbol}.US",
                         "buy",
-                        quantity,
+                        quantity_text,
                         round(price, 2),
                         order_type="market",
                     )
@@ -414,14 +454,14 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
                         "market",
                         "buy",
                         quantity,
-                        translator("market_buy", symbol=symbol, qty=quantity, price=round(price, 2)),
+                        translator("market_buy", symbol=symbol, qty=quantity_text, price=round(price, 2)),
                     )
                 cost_estimate = quantity * budget_price
 
             if submitted:
                 investable_cash = max(0, investable_cash - cost_estimate)
                 action_done = True
-        else:
+        elif _is_whole_share_step(order_quantity_step):
             record_note_log(
                 note_logs,
                 translator=translator,
@@ -432,6 +472,17 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
                 investable=f"{investable_cash:.2f}",
                 price=f"{price:.2f}",
             )
+        else:
+            record_note_log(
+                note_logs,
+                translator=translator,
+                with_prefix=with_prefix,
+                kind="buy_deferred_min_notional",
+                symbol=f"{symbol}.US",
+                diff=f"{diff:.2f}",
+                investable=f"{investable_cash:.2f}",
+                min_notional=f"{minimum_order_notional:.2f}",
+            )
 
     return ExecutionCycleResult(
         plan=dict(plan or {}),

@@ -213,6 +213,8 @@ def fetch_replanned_state():
         dry_run_only=config.dry_run_only,
         post_sell_refresh_attempts=config.post_sell_refresh_attempts,
         post_sell_refresh_interval_sec=config.post_sell_refresh_interval_sec,
+        quantity_step=config.quantity_step,
+        min_order_notional=config.min_order_notional,
         sleeper=config.sleeper or _noop_sleep,
     )
     execution = execution_result.execution

@@ -194,7 +194,7 @@ def build_execution_port(self, trade_context) -> ExecutionPort:
                 str(order_intent.symbol),
                 order_kind=str(order_intent.order_type),
                 side=str(order_intent.side),
-                quantity=int(order_intent.quantity),
+                quantity=float(order_intent.quantity),
                 submitted_price=order_intent.limit_price,
             )
         )

@@ -35,10 +35,12 @@ class LongBridgeRuntimeComposer:
     limit_buy_premium: float
     order_poll_interval_sec: int
     order_poll_max_attempts: int
+    quantity_step: float
+    min_order_notional: float
     dry_run_only: bool = False
     broker_adapters: Any = None
     strategy_adapters: Any = None
-    estimate_max_purchase_quantity_fn: Callable[..., int] | None = None
+    estimate_max_purchase_quantity_fn: Callable[..., float] | None = None
     fetch_order_status_fn: Callable[..., Any] | None = None
     fetch_token_from_secret_fn: Callable[..., str] | None = None
     refresh_token_if_needed_fn: Callable[..., str] | None = None
@@ -168,6 +170,8 @@ def build_rebalance_config(self) -> LongBridgeRebalanceConfig:
             dry_run_only=self.dry_run_only,
             post_sell_refresh_attempts=self.order_poll_max_attempts,
             post_sell_refresh_interval_sec=self.order_poll_interval_sec,
+            quantity_step=self.quantity_step,
+            min_order_notional=self.min_order_notional,
             sleeper=self.sleeper,
         )
 
@@ -194,10 +198,12 @@ def build_runtime_composer(
     limit_buy_premium: float,
     order_poll_interval_sec: int,
     order_poll_max_attempts: int,
+    quantity_step: float,
+    min_order_notional: float,
     dry_run_only: bool,
     broker_adapters: Any,
     strategy_adapters: Any,
-    estimate_max_purchase_quantity_fn: Callable[..., int],
+    estimate_max_purchase_quantity_fn: Callable[..., float],
     fetch_order_status_fn: Callable[..., Any],
     fetch_token_from_secret_fn: Callable[..., str],
     refresh_token_if_needed_fn: Callable[..., str],
@@ -233,6 +239,8 @@ def build_runtime_composer(
         limit_buy_premium=float(limit_buy_premium),
         order_poll_interval_sec=int(order_poll_interval_sec),
         order_poll_max_attempts=int(order_poll_max_attempts),
+        quantity_step=float(quantity_step),
+        min_order_notional=float(min_order_notional),
         dry_run_only=bool(dry_run_only),
         broker_adapters=broker_adapters,
         strategy_adapters=strategy_adapters,

@@ -20,6 +20,8 @@ class LongBridgeRebalanceConfig:
     dry_run_only: bool = False
     post_sell_refresh_attempts: int = 1
     post_sell_refresh_interval_sec: float = 0.0
+    quantity_step: float = 1.0
+    min_order_notional: float = 0.0
     sleeper: Callable[[float], None] | None = None
 
 
@@ -28,7 +30,7 @@ class LongBridgeRebalanceRuntime:
     bootstrap: Callable[[], tuple[Any, Any, Any]]
     resolve_rebalance_plan: Callable[..., dict[str, Any]]
     market_data_port_factory: Callable[[Any], MarketDataPort]
-    estimate_max_purchase_quantity: Callable[..., int]
+    estimate_max_purchase_quantity: Callable[..., float]
     notifications: NotificationPort
     notify_issue: Callable[[str, str], None]
     portfolio_port_factory: Callable[[Any, Any], PortfolioPort]