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Retain existing leveraged ETF shares for small accounts #89

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Merged
Pigbibi merged 1 commit into from
Jun 18, 2026
Merged

Retain existing leveraged ETF shares for small accounts #89

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24 changes: 23 additions & 1 deletion application/execution_service.py
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Original file line number Diff line number Diff line change
Expand Up @@ -133,6 +133,7 @@ class ExecutionCycleResult:

DEFAULT_SAFE_HAVEN_CASH_SUBSTITUTE_THRESHOLD_USD = 1000.0
SMALL_ACCOUNT_SAFE_HAVEN_CASH_SUBSTITUTE_LIMIT_USD = 2000.0
SMALL_ACCOUNT_EXISTING_WHOLE_SHARE_RETENTION_SYMBOLS = frozenset({"TQQQ", "SOXL"})


def _floor_quantity(quantity: float) -> int:
Expand Down Expand Up @@ -246,9 +247,26 @@ def _apply_small_account_whole_share_compatibility(
price = _quote_price(market_data_port, str(symbol).strip().upper())
if price is not None:
prices[str(symbol).strip().upper()] = price
retained_symbols = []
quantities = {
str(symbol or "").strip().upper(): float(quantity or 0.0)
for symbol, quantity in dict(portfolio.get("quantities") or {}).items()
}
compatibility_targets = {
str(symbol or "").strip().upper(): float(value or 0.0)
for symbol, value in targets.items()
}
for symbol in candidate_symbols:
if symbol not in SMALL_ACCOUNT_EXISTING_WHOLE_SHARE_RETENTION_SYMBOLS:
continue
target_value = max(0.0, float(compatibility_targets.get(symbol, 0.0) or 0.0))
price = max(0.0, float(prices.get(symbol, 0.0) or 0.0))
if price > 0.0 and 0.0 < target_value < price and quantities.get(symbol, 0.0) >= 1.0:
compatibility_targets[symbol] = price
Comment on lines +264 to +265

@chatgpt-codex-connector chatgpt-codex-connector Bot Jun 18, 2026

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P2 Badge Account for the trade threshold when retaining one share

When the default $100 min-trade floor is used and TQQQ is below $100, an account holding exactly two TQQQ shares with a positive sub-share target gets its target raised to one quote here; the later threshold check then sees only a one-share delta (<$100) and skips the sell, leaving two leveraged shares instead of the intended single retained share. The added regression sets current_min_trade to 10, so it misses this production-default path.

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retained_symbols.append(symbol)
safe_haven_symbols = _safe_haven_cash_symbols(portfolio=portfolio, allocation=allocation)
compatibility = apply_small_account_cash_compatibility(
targets,
compatibility_targets,
prices,
candidate_symbols=candidate_symbols,
safe_haven_cash_symbols=safe_haven_symbols,
Expand All @@ -263,6 +281,10 @@ def _apply_small_account_whole_share_compatibility(
allocation["small_account_whole_share_substituted_symbols"] = substituted
if safe_haven_substituted:
allocation["small_account_safe_haven_cash_substituted_symbols"] = tuple(safe_haven_substituted)
if retained_symbols:
allocation["small_account_existing_whole_share_retained_symbols"] = tuple(
dict.fromkeys(retained_symbols)
)
if compatibility.cash_substitution_notes:
allocation["small_account_whole_share_cash_notes"] = tuple(compatibility.cash_substitution_notes)
adjusted_plan["allocation"] = allocation
Expand Down
26 changes: 26 additions & 0 deletions tests/test_execution_service.py
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Original file line number Diff line number Diff line change
Expand Up @@ -93,6 +93,32 @@ def test_execute_value_target_plan_uses_sellable_quantity_when_market_value_is_s
]


def test_execute_value_target_plan_keeps_existing_whole_share_when_positive_target_is_unbuyable():
execution_port = FakeExecutionPort()
result = execute_value_target_plan(
plan={
"allocation": {
"targets": {"TQQQ": 60.94, "QQQM": 320.0},
"risk_symbols": ("TQQQ", "QQQM"),
},
"portfolio": {
"market_values": {"TQQQ": 541.31, "QQQM": 0.0},
"quantities": {"TQQQ": 7.0, "QQQM": 0.0},
"sellable_quantities": {"TQQQ": 7.0, "QQQM": 0.0},
"liquid_cash": 539.70,
},
"execution": {"current_min_trade": 10.0, "investable_cash": 539.70},
},
market_data_port=FakeMarketDataPort({"TQQQ": 77.33, "QQQM": 297.19}),
execution_port=execution_port,
dry_run_only=True,
)

assert [(order.side, order.symbol, order.quantity) for order in execution_port.orders if order.side == "sell"] == [
("sell", "TQQQ", 6.0),
]


def test_execute_value_target_plan_skips_when_cap_cannot_buy_one_share():
execution_port = FakeExecutionPort()
result = execute_value_target_plan(
Expand Down