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Merged
Pigbibi merged 1 commit into from
May 27, 2026
Merged

Keep safe haven cash for unbuyable small accounts #45

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40 changes: 37 additions & 3 deletions application/execution_service.py
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Original file line number Diff line number Diff line change
Expand Up @@ -53,6 +53,7 @@ class ExecutionCycleResult:


DEFAULT_SAFE_HAVEN_CASH_SUBSTITUTE_THRESHOLD_USD = 1000.0
SMALL_ACCOUNT_SAFE_HAVEN_CASH_SUBSTITUTE_LIMIT_USD = 2000.0


def _floor_quantity(quantity: float) -> int:
Expand Down Expand Up @@ -90,6 +91,16 @@ def _safe_haven_cash_symbols(*, portfolio: dict[str, Any], allocation: dict[str,
return tuple(dict.fromkeys(symbols))


def _positive_target_total(targets: dict[str, Any]) -> float:
total = 0.0
for value in dict(targets or {}).values():
try:
total += max(0.0, float(value or 0.0))
except (TypeError, ValueError):
continue
return total


def substitute_small_safe_haven_targets_with_cash(
plan: dict[str, Any],
*,
Expand Down Expand Up @@ -134,17 +145,22 @@ def _apply_small_account_whole_share_compatibility(
) -> dict[str, Any]:
adjusted_plan = dict(plan or {})
allocation = dict(adjusted_plan.get("allocation") or {})
portfolio = dict(adjusted_plan.get("portfolio") or {})
targets = dict(allocation.get("targets") or {})
candidate_symbols = tuple(
dict.fromkeys(
tuple(allocation.get("risk_symbols", ()))
str(symbol or "").strip().upper()
for symbol in tuple(allocation.get("risk_symbols", ()))
+ tuple(allocation.get("income_symbols", ()))
if str(symbol or "").strip()
)
)
if not candidate_symbols:
safe_haven_symbols = set(allocation.get("safe_haven_symbols", ()))
safe_haven_symbols = set(_safe_haven_cash_symbols(portfolio=portfolio, allocation=allocation))
candidate_symbols = tuple(
symbol for symbol in targets if symbol not in safe_haven_symbols
str(symbol or "").strip().upper()
for symbol in targets
if str(symbol or "").strip().upper() not in safe_haven_symbols
)
prices = {}
for symbol in candidate_symbols:
Expand All @@ -157,9 +173,27 @@ def _apply_small_account_whole_share_compatibility(
symbols=candidate_symbols,
quantity_step=1.0,
)
safe_haven_symbols = _safe_haven_cash_symbols(portfolio=portfolio, allocation=allocation)
remaining_non_safe_targets = [
symbol
for symbol in candidate_symbols
if float(adjusted_targets.get(str(symbol or "").strip().upper(), 0.0) or 0.0) > 0.0
]
Comment on lines +177 to +181

@chatgpt-codex-connector chatgpt-codex-connector Bot May 27, 2026

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P2 Badge Normalize candidate symbols before checking remaining targets

If risk_symbols/income_symbols arrive in a different case than the target keys, this lookup misses still-buyable non-safe targets after project_unbuyable_value_targets_to_cash normalizes target keys. In a mixed case plan such as risk_symbols=("soxl", "soxx") with uppercase targets where only SOXX is below one share, both lookups return zero here, so the code incorrectly treats all non-safe targets as gone and zeros the safe-haven target even though SOXL remains buyable. Normalize symbol for the adjusted_targets.get(...) check.

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safe_haven_substituted: list[str] = []
if (
substituted
and not remaining_non_safe_targets
and _positive_target_total(adjusted_targets) <= SMALL_ACCOUNT_SAFE_HAVEN_CASH_SUBSTITUTE_LIMIT_USD
):
Comment on lines +183 to +187

@chatgpt-codex-connector chatgpt-codex-connector Bot May 27, 2026

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P2 Badge Honor disabled safe-haven cash substitution

When FIRSTRADE_SAFE_HAVEN_CASH_SUBSTITUTE_THRESHOLD_USD is set to 0 (or otherwise below the BOXX/BIL target), the earlier helper intentionally leaves safe-haven targets unchanged, but this new branch still zeros them whenever a risk/income target was projected away and the adjusted total is <= $2,000. For example, with threshold 0, an unbuyable SOXX target and a $1,099.90 BOXX cash-sweep target, execution skips the BOXX buy anyway, so operators can no longer opt out of keeping safe-haven targets as cash via the documented setting.

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for symbol in safe_haven_symbols:
if float(adjusted_targets.get(symbol, 0.0) or 0.0) > 0.0:
adjusted_targets[symbol] = 0.0
safe_haven_substituted.append(symbol)
allocation["targets"] = adjusted_targets
if substituted:
allocation["small_account_whole_share_substituted_symbols"] = substituted
if safe_haven_substituted:
allocation["small_account_safe_haven_cash_substituted_symbols"] = tuple(safe_haven_substituted)
adjusted_plan["allocation"] = allocation
return adjusted_plan

Expand Down
89 changes: 89 additions & 0 deletions tests/test_execution_service.py
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Original file line number Diff line number Diff line change
Expand Up @@ -238,3 +238,92 @@ def test_execute_value_target_plan_projects_unbuyable_value_target_to_zero():
("sell", "SOXX", 1.0),
("buy", "SOXL", 1.0),
]


def test_execute_value_target_plan_keeps_safe_haven_cash_when_only_risk_target_is_unbuyable():
execution_port = FakeExecutionPort()
result = execute_value_target_plan(
plan={
"allocation": {
"strategy_symbols": ("SOXL", "SOXX", "BOXX"),
"risk_symbols": ("SOXL", "SOXX"),
"safe_haven_symbols": ("BOXX",),
"targets": {"SOXL": 0.0, "SOXX": 194.10, "BOXX": 1099.90},
},
"portfolio": {
"market_values": {"SOXL": 0.0, "SOXX": 0.0, "BOXX": 0.0},
"sellable_quantities": {"SOXL": 0.0, "SOXX": 0.0, "BOXX": 0.0},
"liquid_cash": 1294.00,
"cash_sweep_symbol": "BOXX",
},
"execution": {"current_min_trade": 100.0, "investable_cash": 1255.18},
},
market_data_port=FakeMarketDataPort({"SOXL": 175.0, "SOXX": 525.0, "BOXX": 116.83}),
execution_port=execution_port,
dry_run_only=True,
max_order_notional_usd=2000.0,
safe_haven_cash_substitute_threshold_usd=1000.0,
)

assert result.action_done is False
assert execution_port.orders == []


def test_execute_value_target_plan_uses_cash_sweep_symbol_for_small_safe_haven_cash():
execution_port = FakeExecutionPort()
result = execute_value_target_plan(
plan={
"allocation": {
"strategy_symbols": ("SOXX", "BOXX"),
"risk_symbols": ("SOXX",),
"targets": {"SOXX": 194.10, "BOXX": 1099.90},
},
"portfolio": {
"market_values": {"SOXX": 0.0, "BOXX": 0.0},
"sellable_quantities": {"SOXX": 0.0, "BOXX": 0.0},
"liquid_cash": 1294.00,
"cash_sweep_symbol": "BOXX",
},
"execution": {"current_min_trade": 100.0, "investable_cash": 1255.18},
},
market_data_port=FakeMarketDataPort({"SOXX": 525.0, "BOXX": 116.83}),
execution_port=execution_port,
dry_run_only=True,
max_order_notional_usd=2000.0,
safe_haven_cash_substitute_threshold_usd=1000.0,
)

assert result.action_done is False
assert execution_port.orders == []


def test_execute_value_target_plan_keeps_safe_haven_when_mixed_case_risk_target_remains_buyable():
execution_port = FakeExecutionPort()
result = execute_value_target_plan(
plan={
"allocation": {
"strategy_symbols": ("SOXL", "SOXX", "BOXX"),
"risk_symbols": ("soxl", "soxx"),
"safe_haven_symbols": ("BOXX",),
"targets": {"SOXL": 500.0, "SOXX": 194.10, "BOXX": 1000.0},
},
"portfolio": {
"market_values": {"SOXL": 0.0, "SOXX": 0.0, "BOXX": 0.0},
"sellable_quantities": {"SOXL": 0.0, "SOXX": 0.0, "BOXX": 0.0},
"liquid_cash": 2000.0,
"cash_sweep_symbol": "BOXX",
},
"execution": {"current_min_trade": 100.0, "investable_cash": 2000.0},
},
market_data_port=FakeMarketDataPort({"SOXL": 100.0, "SOXX": 525.0, "BOXX": 100.0}),
execution_port=execution_port,
dry_run_only=True,
max_order_notional_usd=2000.0,
safe_haven_cash_substitute_threshold_usd=1000.0,
)

assert result.action_done is True
assert [(order.side, order.symbol, order.quantity) for order in execution_port.orders] == [
("buy", "BOXX", 10.0),
("buy", "SOXL", 5.0),
]