refactor: switch longbridge to unified strategy runtime

.github/workflows/ci.yml

@@ -12,6 +12,40 @@ jobs:
       - name: Checkout
         uses: actions/checkout@v6
 
+      - name: Resolve QuantPlatformKit ref
+        id: quant-platform-kit-ref
+        run: |
+          set -euo pipefail
+          ref="main"
+          if [ -n "${GITHUB_HEAD_REF:-}" ] && git ls-remote --exit-code --heads https://github.com/QuantStrategyLab/QuantPlatformKit.git "${GITHUB_HEAD_REF}" >/dev/null 2>&1; then
+            ref="${GITHUB_HEAD_REF}"
+          fi
+          echo "ref=${ref}" >> "$GITHUB_OUTPUT"
+
+      - name: Resolve UsEquityStrategies ref
+        id: us-equity-strategies-ref
+        run: |
+          set -euo pipefail
+          ref="main"
+          if [ -n "${GITHUB_HEAD_REF:-}" ] && git ls-remote --exit-code --heads https://github.com/QuantStrategyLab/UsEquityStrategies.git "${GITHUB_HEAD_REF}" >/dev/null 2>&1; then
+            ref="${GITHUB_HEAD_REF}"
+          fi
+          echo "ref=${ref}" >> "$GITHUB_OUTPUT"
+
+      - name: Checkout QuantPlatformKit
+        uses: actions/checkout@v6
+        with:
+          repository: QuantStrategyLab/QuantPlatformKit
+          ref: ${{ steps.quant-platform-kit-ref.outputs.ref }}
+          path: external/QuantPlatformKit
+
+      - name: Checkout UsEquityStrategies
+        uses: actions/checkout@v6
+        with:
+          repository: QuantStrategyLab/UsEquityStrategies
+          ref: ${{ steps.us-equity-strategies-ref.outputs.ref }}
+          path: external/UsEquityStrategies
+
       - name: Setup Python
         uses: actions/setup-python@v6
         with:
@@ -23,6 +57,7 @@ jobs:
           python -m pip install --upgrade pip
           python -m pip install -r requirements.txt
           python -m pip install ruff
+          python -m pip install --no-deps -e external/QuantPlatformKit -e external/UsEquityStrategies
 
       - name: Run ruff
         run: |

application/rebalance_service.py

@@ -6,74 +6,20 @@
 import traceback
 from datetime import datetime
 
-from strategy.allocation import build_rebalance_plan
-
 
 def record_skip_log(skip_logs, *, translator, with_prefix, kind, detail):
     message = translator(kind, detail=detail)
     skip_logs.append(message)
     print(with_prefix(message), flush=True)
 
 
-def resolve_rebalance_plan(
-    *,
-    indicators,
-    account_state,
-    trend_ma_window,
-    translator,
-    cash_reserve_ratio,
-    min_trade_ratio,
-    min_trade_floor,
-    rebalance_threshold_ratio,
-    small_account_deploy_ratio,
-    mid_account_deploy_ratio,
-    large_account_deploy_ratio,
-    trade_layer_decay_coeff,
-    income_layer_start_usd,
-    income_layer_max_ratio,
-    income_layer_qqqi_weight,
-    income_layer_spyi_weight,
-):
-    return build_rebalance_plan(
-        indicators,
-        account_state,
-        trend_ma_window=trend_ma_window,
-        translator=translator,
-        cash_reserve_ratio=cash_reserve_ratio,
-        min_trade_ratio=min_trade_ratio,
-        min_trade_floor=min_trade_floor,
-        rebalance_threshold_ratio=rebalance_threshold_ratio,
-        small_account_deploy_ratio=small_account_deploy_ratio,
-        mid_account_deploy_ratio=mid_account_deploy_ratio,
-        large_account_deploy_ratio=large_account_deploy_ratio,
-        trade_layer_decay_coeff=trade_layer_decay_coeff,
-        income_layer_start_usd=income_layer_start_usd,
-        income_layer_max_ratio=income_layer_max_ratio,
-        income_layer_qqqi_weight=income_layer_qqqi_weight,
-        income_layer_spyi_weight=income_layer_spyi_weight,
-    )
-
-
 def run_strategy(
     *,
     project_id,
     secret_name,
-    trend_ma_window,
     token_refresh_threshold_days,
-    cash_reserve_ratio,
-    min_trade_ratio,
-    min_trade_floor,
-    rebalance_threshold_ratio,
     limit_sell_discount,
     limit_buy_premium,
-    small_account_deploy_ratio,
-    mid_account_deploy_ratio,
-    large_account_deploy_ratio,
-    trade_layer_decay_coeff,
-    income_layer_start_usd,
-    income_layer_max_ratio,
-    income_layer_qqqi_weight,
-    income_layer_spyi_weight,
     separator,
     translator,
     with_prefix,
@@ -82,8 +28,9 @@ def run_strategy(
     fetch_token_from_secret,
     refresh_token_if_needed,
     build_contexts,
-    calculate_rotation_indicators,
+    calculate_strategy_indicators,
     fetch_strategy_account_state,
+    resolve_rebalance_plan,
     fetch_last_price,
     estimate_max_purchase_quantity,
     submit_order_with_alert,
@@ -102,29 +49,14 @@ def run_strategy(
     app_secret = os.getenv("LONGPORT_APP_SECRET", "")
     quote_context, trade_context = build_contexts(app_key, app_secret, token)
 
-    indicators = calculate_rotation_indicators(quote_context, trend_window=trend_ma_window)
+    indicators = calculate_strategy_indicators(quote_context)
     if indicators is None:
         raise Exception("Quote data missing or API limited; cannot compute indicators")
 
-    strategy_assets = ["SOXL", "SOXX", "BOXX", "QQQI", "SPYI"]
-    account_state = fetch_strategy_account_state(quote_context, trade_context, strategy_assets)
+    account_state = fetch_strategy_account_state(quote_context, trade_context)
     plan = resolve_rebalance_plan(
         indicators=indicators,
         account_state=account_state,
-        trend_ma_window=trend_ma_window,
-        translator=translator,
-        cash_reserve_ratio=cash_reserve_ratio,
-        min_trade_ratio=min_trade_ratio,
-        min_trade_floor=min_trade_floor,
-        rebalance_threshold_ratio=rebalance_threshold_ratio,
-        small_account_deploy_ratio=small_account_deploy_ratio,
-        mid_account_deploy_ratio=mid_account_deploy_ratio,
-        large_account_deploy_ratio=large_account_deploy_ratio,
-        trade_layer_decay_coeff=trade_layer_decay_coeff,
-        income_layer_start_usd=income_layer_start_usd,
-        income_layer_max_ratio=income_layer_max_ratio,
-        income_layer_qqqi_weight=income_layer_qqqi_weight,
-        income_layer_spyi_weight=income_layer_spyi_weight,
     )
 
     logs = []
@@ -190,24 +122,10 @@ def run_strategy(
                 )
 
     if sell_submitted:
-        account_state = fetch_strategy_account_state(quote_context, trade_context, strategy_assets)
+        account_state = fetch_strategy_account_state(quote_context, trade_context)
         plan = resolve_rebalance_plan(
             indicators=indicators,
             account_state=account_state,
-            trend_ma_window=trend_ma_window,
-            translator=translator,
-            cash_reserve_ratio=cash_reserve_ratio,
-            min_trade_ratio=min_trade_ratio,
-            min_trade_floor=min_trade_floor,
-            rebalance_threshold_ratio=rebalance_threshold_ratio,
-            small_account_deploy_ratio=small_account_deploy_ratio,
-            mid_account_deploy_ratio=mid_account_deploy_ratio,
-            large_account_deploy_ratio=large_account_deploy_ratio,
-            trade_layer_decay_coeff=trade_layer_decay_coeff,
-            income_layer_start_usd=income_layer_start_usd,
-            income_layer_max_ratio=income_layer_max_ratio,
-            income_layer_qqqi_weight=income_layer_qqqi_weight,
-            income_layer_spyi_weight=income_layer_spyi_weight,
         )
         threshold_value = plan["threshold_value"]
         limit_order_symbols = set(plan["limit_order_symbols"])

decision_mapper.py

@@ -0,0 +1,82 @@
+from __future__ import annotations
+
+from collections.abc import Mapping
+from typing import Any
+
+from quant_platform_kit.strategy_contracts import StrategyDecision
+
+
+def _target_values(decision: StrategyDecision) -> dict[str, float]:
+    target_values: dict[str, float] = {}
+    for position in decision.positions:
+        if position.target_value is None:
+            raise ValueError(
+                "LongBridge decision mapper requires target_value positions; "
+                f"position {position.symbol!r} is missing target_value"
+            )
+        target_values[position.symbol] = float(position.target_value)
+    return target_values
+
+
+def _symbols_by_role(decision: StrategyDecision) -> tuple[list[str], list[str], list[str]]:
+    risk_symbols: list[str] = []
+    income_symbols: list[str] = []
+    safe_haven_symbols: list[str] = []
+    target_values = _target_values(decision)
+    for position in decision.positions:
+        if position.role == "safe_haven":
+            safe_haven_symbols.append(position.symbol)
+        elif position.role == "income":
+            income_symbols.append(position.symbol)
+        else:
+            risk_symbols.append(position.symbol)
+    risk_symbols = sorted(dict.fromkeys(risk_symbols))
+    income_symbols = sorted(
+        dict.fromkeys(income_symbols),
+        key=lambda symbol: (-target_values.get(symbol, 0.0), symbol),
+    )
+    safe_haven_symbols = sorted(dict.fromkeys(safe_haven_symbols))
+    return risk_symbols, income_symbols, safe_haven_symbols
+
+
+def map_strategy_decision_to_plan(
+    decision: StrategyDecision,
+    *,
+    account_state: Mapping[str, Any],
+    strategy_profile: str,
+) -> dict[str, Any]:
+    diagnostics = dict(decision.diagnostics)
+    target_values = _target_values(decision)
+    risk_symbols, income_symbols, safe_haven_symbols = _symbols_by_role(decision)
+    strategy_assets = tuple(risk_symbols + safe_haven_symbols + income_symbols)
+    portfolio_rows = tuple(
+        row
+        for row in (
+            tuple(risk_symbols),
+            tuple(income_symbols),
+            tuple(safe_haven_symbols),
+        )
+        if row
+    )
+
+    return {
+        "strategy_profile": strategy_profile,
+        "strategy_assets": strategy_assets,
+        "limit_order_symbols": tuple(risk_symbols + income_symbols),
+        "portfolio_rows": portfolio_rows,
+        "available_cash": float(account_state["available_cash"]),
+        "market_values": dict(account_state["market_values"]),
+        "quantities": dict(account_state["quantities"]),
+        "sellable_quantities": dict(account_state["sellable_quantities"]),
+        "total_strategy_equity": float(account_state["total_strategy_equity"]),
+        "current_min_trade": float(diagnostics["current_min_trade"]),
+        "targets": target_values,
+        "market_status": diagnostics["market_status"],
+        "signal_message": diagnostics["signal_message"],
+        "deploy_ratio_text": diagnostics["deploy_ratio_text"],
+        "income_ratio_text": diagnostics["income_ratio_text"],
+        "income_locked_ratio_text": diagnostics["income_locked_ratio_text"],
+        "active_risk_asset": diagnostics.get("active_risk_asset"),
+        "investable_cash": float(diagnostics["investable_cash"]),
+        "threshold_value": float(diagnostics["threshold_value"]),
+    }