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Merged
Pigbibi merged 1 commit into from
May 23, 2026
Merged

Apply small-account whole-share compatibility #71

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95 changes: 94 additions & 1 deletion application/execution_service.py
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Original file line number Diff line number Diff line change
Expand Up @@ -68,6 +68,42 @@ def should_sell_cash_sweep_to_fund_whole_share_buy(
if current_buying_power + sweep_capacity >= quote_price:
return True
return False
try:
from quant_platform_kit.common.small_account_compatibility import (
project_unbuyable_value_targets_to_cash,
)
except ImportError: # pragma: no cover - compatibility with older pinned shared wheels
def project_unbuyable_value_targets_to_cash(
target_values,
prices,
*,
symbols=None,
quantity_step=1.0,
):
adjusted = {
str(symbol or "").strip().upper(): float(value or 0.0)
for symbol, value in dict(target_values or {}).items()
}
step = max(0.0, float(quantity_step or 0.0))
if step <= 0.0:
return adjusted, ()
candidate_symbols = (
tuple(adjusted)
if symbols is None
else tuple(dict.fromkeys(str(symbol or "").strip().upper() for symbol in symbols))
)
normalized_prices = {
str(symbol or "").strip().upper(): float(price or 0.0)
for symbol, price in dict(prices or {}).items()
}
substituted = []
for symbol in candidate_symbols:
target_value = max(0.0, float(adjusted.get(symbol, 0.0) or 0.0))
price = max(0.0, float(normalized_prices.get(symbol, 0.0) or 0.0))
if price > 0.0 and 0.0 < target_value < (price * step):
adjusted[symbol] = 0.0
substituted.append(symbol)
return adjusted, tuple(dict.fromkeys(substituted))
from quant_platform_kit.common.quantity import (
floor_to_quantity_step,
format_quantity,
Expand Down Expand Up @@ -219,6 +255,49 @@ def safe_quote_last_price(symbol, *, market_data_port, notify_issue):
return None


def _apply_small_account_whole_share_compatibility(
*,
plan,
allocation,
strategy_assets,
market_data_port,
notify_issue,
) -> tuple[dict, dict]:
target_values = dict(allocation.get("targets") or {})
candidate_symbols = tuple(
dict.fromkeys(
tuple(allocation.get("risk_symbols", ()))
+ tuple(allocation.get("income_symbols", ()))
)
)
if not candidate_symbols:
safe_haven_symbols = set(allocation.get("safe_haven_symbols", ()))
candidate_symbols = tuple(
symbol for symbol in target_values if symbol not in safe_haven_symbols
Comment on lines +274 to +276

@chatgpt-codex-connector chatgpt-codex-connector Bot May 23, 2026

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P2 Badge Normalize safe-haven symbols before candidate filtering

When risk_symbols/income_symbols are empty, this branch compares targets keys to safe_haven_symbols without case normalization, so mixed-case plans (for example targets using "BOXX" and safe_haven_symbols containing "boxx") will incorrectly treat safe-haven assets as substitution candidates. In that case, the new small-account projection can zero a safe-haven target below 1 share price, which skips intended cash-substitute buys and leaves cash idle for pure safe-haven allocations.

Useful? React with 👍 / 👎.

)
quote_prices = {}
for symbol in candidate_symbols:
try:
price = float(market_data_port.get_quote(f"{symbol}.US").last_price)
except Exception:
continue
if price > 0.0:
quote_prices[symbol] = price
adjusted_targets, substituted = project_unbuyable_value_targets_to_cash(
target_values,
quote_prices,
symbols=candidate_symbols,
quantity_step=1.0,
)
adjusted_allocation = {**dict(allocation or {}), "targets": adjusted_targets}
if substituted:
adjusted_allocation["small_account_whole_share_substituted_symbols"] = substituted
adjusted_plan = dict(plan or {})
if substituted:
adjusted_plan["allocation"] = adjusted_allocation
return adjusted_plan, adjusted_allocation


def estimate_cash_buy_quantity_safe(
trade_context,
symbol,
Expand Down Expand Up @@ -314,8 +393,15 @@ def execute_rebalance_cycle(
allocation=allocation,
threshold_usd=safe_haven_cash_substitute_threshold_usd,
)
target_values = dict(allocation["targets"])
cash_sweep_symbol = str(portfolio.get("cash_sweep_symbol") or "").strip().upper()
plan, allocation = _apply_small_account_whole_share_compatibility(
plan=plan,
allocation=allocation,
strategy_assets=strategy_assets,
market_data_port=market_data_port,
notify_issue=notify_issue,
)
target_values = dict(allocation["targets"])
available_cash = float(portfolio["liquid_cash"])
cash_by_currency = _normalize_cash_by_currency(portfolio.get("cash_by_currency"))
investable_cash = float(execution["investable_cash"])
Expand Down Expand Up @@ -589,6 +675,13 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
allocation=allocation,
threshold_usd=safe_haven_cash_substitute_threshold_usd,
)
plan, allocation = _apply_small_account_whole_share_compatibility(
plan=plan,
allocation=allocation,
strategy_assets=tuple(allocation["strategy_symbols"]),
market_data_port=market_data_port,
notify_issue=notify_issue,
)
threshold_value = float(execution["trade_threshold_value"])
limit_order_symbols = set(
allocation.get("risk_symbols", ()) + allocation.get("income_symbols", ())
Expand Down
100 changes: 97 additions & 3 deletions tests/test_rebalance_service.py
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Original file line number Diff line number Diff line change
Expand Up @@ -211,6 +211,101 @@ def test_safe_haven_target_below_cash_substitute_threshold_stays_cash(self):
self.assertEqual(submitted_orders, [])
self.assertEqual(result.allocation["targets"]["BOXX"], 0.0)

def test_small_account_whole_share_layer_sells_unbuyable_soxx_sleeve(self):
submitted_orders = []
prices = {"SOXL": 191.15, "SOXX": 536.88, "BOXX": 100.0}
plan = _build_plan(
strategy_symbols=("SOXL", "SOXX", "BOXX"),
risk_symbols=("SOXL", "SOXX"),
safe_haven_symbols=("BOXX",),
targets={"SOXL": 541.58, "SOXX": 154.74, "BOXX": 77.37},
market_values={"SOXL": 0.0, "SOXX": 536.88, "BOXX": 0.0},
sellable_quantities={"SOXL": 0, "SOXX": 1, "BOXX": 0},
quantities={"SOXL": 0, "SOXX": 1, "BOXX": 0},
current_min_trade=7.74,
trade_threshold_value=7.74,
investable_cash=213.60,
market_status="Risk on",
deploy_ratio_text="90.0%",
income_ratio_text="0.0%",
income_locked_ratio_text="0.0%",
signal_message="SOXX above gate",
available_cash=236.81,
total_strategy_equity=773.69,
portfolio_rows=(("SOXL", "SOXX"), ("BOXX",)),
)
refreshed_plan = _build_plan(
strategy_symbols=("SOXL", "SOXX", "BOXX"),
risk_symbols=("SOXL", "SOXX"),
safe_haven_symbols=("BOXX",),
targets={"SOXL": 541.58, "SOXX": 154.74, "BOXX": 77.37},
market_values={"SOXL": 0.0, "SOXX": 0.0, "BOXX": 0.0},
sellable_quantities={"SOXL": 0, "SOXX": 0, "BOXX": 0},
quantities={"SOXL": 0, "SOXX": 0, "BOXX": 0},
current_min_trade=7.74,
trade_threshold_value=7.74,
investable_cash=750.48,
market_status="Risk on",
deploy_ratio_text="90.0%",
income_ratio_text="0.0%",
income_locked_ratio_text="0.0%",
signal_message="SOXX above gate",
available_cash=773.69,
total_strategy_equity=773.69,
portfolio_rows=(("SOXL", "SOXX"), ("BOXX",)),
)

result = execute_rebalance_cycle(
trade_context=object(),
plan=plan,
portfolio=plan["portfolio"],
execution=plan["execution"],
allocation=plan["allocation"],
fetch_replanned_state=lambda: (
refreshed_plan,
refreshed_plan["portfolio"],
refreshed_plan["execution"],
refreshed_plan["allocation"],
),
market_data_port=CallableMarketDataPort(
quote_loader=lambda symbol: QuoteSnapshot(
symbol=symbol,
as_of="2026-05-22",
last_price=prices[str(symbol).replace(".US", "")],
)
),
estimate_max_purchase_quantity=lambda *_args, **_kwargs: 10,
execution_port=CallableExecutionPort(
lambda order_intent: (
submitted_orders.append(order_intent),
ExecutionReport(
symbol=order_intent.symbol,
side=order_intent.side,
quantity=order_intent.quantity,
status="accepted",
broker_order_id=f"order-{len(submitted_orders)}",
),
)[-1]
),
notify_issue=lambda _title, _detail: None,
translator=build_translator("zh"),
with_prefix=lambda message: message,
limit_sell_discount=1.0,
limit_buy_premium=1.0,
safe_haven_cash_substitute_threshold_usd=1000.0,
)

self.assertTrue(result.action_done)
self.assertEqual(result.allocation["targets"]["SOXX"], 0.0)
self.assertEqual(
result.allocation["small_account_whole_share_substituted_symbols"],
("SOXX",),
)
self.assertEqual([(order.symbol, order.side, order.quantity) for order in submitted_orders], [
("SOXX.US", "sell", 1),
("SOXL.US", "buy", 2),
])

def test_run_strategy_prefers_portfolio_port_runtime_path(self):
sent_messages = []
observed = {}
Expand Down Expand Up @@ -629,13 +724,12 @@ def test_strategy_target_rebuys_cash_sweep_symbol_after_buy_skip(self):

self.assertEqual(len(sent_messages), 1)
self.assertIn("🔔 【调仓指令】", sent_messages[0])
self.assertIn("SOXX.US 目标差额 $163.14", sent_messages[0])
self.assertIn("SOXX.US 目标差额 $163.14 未超过 1 股价格 $504.60", sent_messages[0])
self.assertNotIn("SOXX.US 目标差额 $163.14", sent_messages[0])
self.assertNotIn("可投资现金 $1191.03 不足买入 1 股", sent_messages[0])
self.assertNotIn("市价卖出] BOXX", sent_messages[0])
self.assertNotIn("市价买入] SOXX", sent_messages[0])
self.assertIn("市价买入] BOXX: 10股", sent_messages[0])
self.assertIn("买入说明", sent_messages[0])
self.assertIn("BOXX.US 目标差额 $524.92", sent_messages[0])
self.assertNotIn("限价买入] SOXX", sent_messages[0])

def test_target_gap_below_one_share_does_not_report_cash_shortage(self):
Expand Down