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Retain existing leveraged ETF shares for small accounts #163

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

Retain existing leveraged ETF shares for small accounts #163

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29 changes: 26 additions & 3 deletions application/execution_service.py
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Original file line number Diff line number Diff line change
Expand Up @@ -253,6 +253,7 @@ 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 _noop_sleep(_seconds):
Expand Down Expand Up @@ -520,12 +521,30 @@ def _apply_small_account_whole_share_compatibility(
continue
if price > 0.0:
quote_prices[symbol] = price
retained_symbols = []
portfolio = dict((plan or {}).get("portfolio") or {})
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 target_values.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(quote_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

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

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P2 Badge Avoid retaining an extra share when quotes tick up

When the order quote is even slightly above the portfolio snapshot's per-share valuation, setting the retained target to exactly price makes _sell_order_quantity compute (current_value - price) / price and then floor it below held - 1; for example, 7 TQQQ shares valued at $541.31 with a fresh quote of $77.34 sells only 5 shares, leaving 2 instead of the intended minimum whole share. Derive the retained target/order quantity from the held quantity, or otherwise account for quote/snapshot drift before flooring.

Useful? React with 👍 / 👎.

retained_symbols.append(symbol)
safe_haven_symbols = _safe_haven_cash_symbols(
portfolio=dict((plan or {}).get("portfolio") or {}),
portfolio=portfolio,
allocation=allocation,
)
compatibility = apply_small_account_cash_compatibility(
target_values,
compatibility_targets,
quote_prices,
candidate_symbols=candidate_symbols,
safe_haven_cash_symbols=safe_haven_symbols,
Expand Down Expand Up @@ -554,10 +573,14 @@ def _apply_small_account_whole_share_compatibility(
adjusted_allocation["small_account_whole_share_substituted_symbols"] = substituted
if safe_haven_substituted:
adjusted_allocation["small_account_safe_haven_cash_substituted_symbols"] = tuple(safe_haven_substituted)
if retained_symbols:
adjusted_allocation["small_account_existing_whole_share_retained_symbols"] = tuple(
dict.fromkeys(retained_symbols)
)
if cash_substitution_notes:
adjusted_allocation["small_account_whole_share_cash_notes"] = cash_substitution_notes
adjusted_plan = dict(plan or {})
if substituted or safe_haven_substituted:
if substituted or safe_haven_substituted or retained_symbols:
adjusted_plan["allocation"] = adjusted_allocation
return adjusted_plan, adjusted_allocation

Expand Down
69 changes: 69 additions & 0 deletions tests/test_rebalance_service.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1355,6 +1355,75 @@ def test_tqqq_delevered_qqqm_target_is_executable_for_small_account(self):
self.assertIn("限价买入] QQQM: 1股", sent_messages[0])
self.assertNotIn("QQQM.US 目标金额 $507.87 低于 1 股价格", sent_messages[0])

def test_existing_tqqq_retention_below_one_share_keeps_min_whole_share(self):
plan = _build_plan(
strategy_profile="tqqq_growth_income",
strategy_symbols=("TQQQ", "QQQM", "BOXX", "SCHD", "DGRO", "SGOV", "SPYI", "QQQI"),
risk_symbols=("TQQQ", "QQQM"),
income_symbols=("SCHD", "DGRO", "SGOV", "SPYI", "QQQI"),
safe_haven_symbols=("BOXX",),
targets={
"TQQQ": 60.94,
"QQQM": 320.00,
"BOXX": 0.0,
"SCHD": 0.0,
"DGRO": 0.0,
"SGOV": 0.0,
"SPYI": 0.0,
"QQQI": 0.0,
},
market_values={
"TQQQ": 541.31,
"QQQM": 0.0,
"BOXX": 0.0,
"SCHD": 0.0,
"DGRO": 0.0,
"SGOV": 0.0,
"SPYI": 0.0,
"QQQI": 0.0,
},
sellable_quantities={"TQQQ": 7, "QQQM": 0, "BOXX": 0, "SCHD": 0, "DGRO": 0, "SGOV": 0, "SPYI": 0, "QQQI": 0},
quantities={"TQQQ": 7, "QQQM": 0, "BOXX": 0, "SCHD": 0, "DGRO": 0, "SGOV": 0, "SPYI": 0, "QQQI": 0},
current_min_trade=100.0,
trade_threshold_value=100.0,
investable_cash=528.91,
market_status="",
deploy_ratio_text="",
income_ratio_text="",
income_locked_ratio_text="",
signal_message="🚀 入场信号",
available_cash=539.70,
total_strategy_equity=539.70,
portfolio_rows=(("TQQQ", "QQQM", "BOXX"), ("SCHD", "DGRO", "SGOV", "SPYI", "QQQI")),
benchmark_symbol="QQQ",
benchmark_price=722.05,
long_trend_value=626.87,
exit_line=626.87,
)

sent_messages, _, _ = self._run_strategy(
plan,
prices={
"TQQQ.US": 77.33,
"QQQM.US": 297.19,
"BOXX.US": 116.95,
"SCHD.US": 80.0,
"DGRO.US": 65.0,
"SGOV.US": 100.0,
"SPYI.US": 52.0,
"QQQI.US": 52.0,
},
estimate_max_purchase_quantity_value=10,
strategy_display_name="TQQQ 增长收益",
)

self.assertEqual(len(sent_messages), 1)
self.assertIn("🔔 【调仓指令】", sent_messages[0])
self.assertIn("限价卖出] TQQQ: 6股 @ $76.94", sent_messages[0])
self.assertNotIn("限价卖出] TQQQ: 7股", sent_messages[0])
self.assertIn("限价买入] QQQM: 1股 @ $298.68", sent_messages[0])
self.assertNotIn("TQQQ.US 目标金额 $60.94 低于 1 股价格", sent_messages[0])

def test_target_gap_below_one_share_does_not_report_cash_shortage(self):
plan = _build_plan(
strategy_symbols=("SOXL", "SOXX", "BOXX", "QQQI", "SPYI"),
Expand Down