[codex] Add DCA runtime settings

requirements.txt

@@ -1,7 +1,7 @@
 flask
 gunicorn
 quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@b846c9d777a450e95d23c264853997d671f47dd9
-us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@22689494e922a8b18349562edcc6389d2faaed8f
+us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@361338f60900182e3be535cd5fd2be2b9a07b422
 hk-equity-strategies @ git+https://github.com/QuantStrategyLab/HkEquityStrategies.git@4007746ac21379f7ce7cf8e999d2bb37123f6767
 pandas
 requests

runtime_config_support.py

@@ -102,6 +102,8 @@ class PlatformRuntimeSettings:
     income_layer_enabled: bool | None = None
     income_layer_start_usd: float | None = None
     income_layer_max_ratio: float | None = None
+    dca_mode: str | None = None
+    dca_base_investment_usd: float | None = None
     runtime_execution_window_trading_days: int | None = None
     feature_snapshot_path: str | None = None
     feature_snapshot_manifest_path: str | None = None
@@ -291,6 +293,8 @@ def load_platform_runtime_settings(
         income_layer_enabled=_optional_bool_env("INCOME_LAYER_ENABLED"),
         income_layer_start_usd=_optional_non_negative_float_env("INCOME_LAYER_START_USD"),
         income_layer_max_ratio=_optional_ratio_env("INCOME_LAYER_MAX_RATIO"),
+        dca_mode=_optional_dca_mode_env("DCA_MODE"),
+        dca_base_investment_usd=_optional_positive_float_env("DCA_BASE_INVESTMENT_USD"),
         runtime_execution_window_trading_days=_runtime_execution_window_trading_days_env(
             strategy_definition.profile
         ),
@@ -413,6 +417,34 @@ def _optional_non_negative_float_env(name: str) -> float | None:
     return float(value)
 
 
+def _optional_positive_float_env(name: str) -> float | None:
+    value = resolve_optional_float_env(os.environ, name)
+    if value is None:
+        return None
+    if not math.isfinite(value):
+        raise ValueError(f"{name} must be finite, got {value}")
+    if value <= 0:
+        raise ValueError(f"{name} must be positive, got {value}")
+    return float(value)
+
+
+def _optional_dca_mode_env(name: str) -> str | None:
+    raw_value = os.getenv(name)
+    if raw_value is None or str(raw_value).strip() == "":
+        return None
+    value = str(raw_value).strip().lower()
+    aliases = {
+        "ordinary": "fixed",
+        "ordinary_dca": "fixed",
+        "fixed_dca": "fixed",
+        "smart_dca": "smart",
+    }
+    mode = aliases.get(value, value)
+    if mode not in {"fixed", "smart"}:
+        raise ValueError(f"{name} must be fixed or smart, got {raw_value!r}")
+    return mode
+
+
 def _resolve_non_negative_float_env(name: str, *, default: float) -> float:
     value = resolve_optional_float_env(os.environ, name)
     if value is None:

strategy_runtime.py

@@ -26,6 +26,7 @@
 
 
 _FEATURE_SNAPSHOT_INPUT = "feature_snapshot"
+DCA_PROFILES = frozenset({"nasdaq_sp500_smart_dca", "ibit_smart_dca"})
 
 
 @dataclass(frozen=True)
@@ -175,6 +176,7 @@ def _build_runtime_overrides(profile: str, runtime_settings: PlatformRuntimeSett
         overrides["income_layer_start_usd"] = income_layer_start_usd
     if income_layer_max_ratio is not None:
         overrides["income_layer_max_ratio"] = income_layer_max_ratio
+    _apply_dca_runtime_overrides(profile, runtime_settings, overrides)
     if profile == "tqqq_growth_income":
         if runtime_settings.income_threshold_usd is not None:
             overrides["income_threshold_usd"] = runtime_settings.income_threshold_usd
@@ -188,6 +190,22 @@ def _build_runtime_overrides(profile: str, runtime_settings: PlatformRuntimeSett
     return overrides
 
 
+def _apply_dca_runtime_overrides(
+    profile: str,
+    runtime_settings: PlatformRuntimeSettings,
+    overrides: dict[str, Any],
+) -> None:
+    if profile not in DCA_PROFILES:
+        return
+    dca_mode = getattr(runtime_settings, "dca_mode", None)
+    dca_base_investment_usd = getattr(runtime_settings, "dca_base_investment_usd", None)
+    if dca_mode is not None:
+        overrides["investment_amount_mode"] = "fixed"
+        overrides["smart_multiplier_enabled"] = dca_mode == "smart"
+    if dca_base_investment_usd is not None:
+        overrides["base_investment_usd"] = dca_base_investment_usd
+
+
 def load_strategy_runtime(
     raw_profile: str | None,
     *,

tests/test_strategy_runtime.py

@@ -33,6 +33,26 @@ def evaluate(self, ctx):
         return StrategyDecision(diagnostics={"signal_description": "tqqq"})
 
 
+class _NasdaqSp500DcaEntrypoint:
+    manifest = StrategyManifest(
+        profile="nasdaq_sp500_smart_dca",
+        domain="us_equity",
+        display_name="Nasdaq 100 / S&P 500 DCA",
+        description="test entrypoint",
+        required_inputs=frozenset({"market_history", "portfolio_snapshot"}),
+        default_config={
+            "managed_symbols": ("QQQM", "SPLG"),
+            "investment_amount_mode": "fixed",
+            "smart_multiplier_enabled": False,
+            "base_investment_usd": 1000.0,
+        },
+    )
+
+    def evaluate(self, ctx):
+        self.ctx = ctx
+        return StrategyDecision(diagnostics={"signal_description": "dca"})
+
+
 class _SemiconductorEntrypoint:
     def __init__(self):
         self.manifest = StrategyManifest(
@@ -103,6 +123,8 @@ def _build_runtime_settings(
     income_layer_enabled: bool | None = None,
     income_layer_start_usd: float | None = None,
     income_layer_max_ratio: float | None = None,
+    dca_mode: str | None = None,
+    dca_base_investment_usd: float | None = None,
     runtime_execution_window_trading_days: int | None = None,
 ) -> PlatformRuntimeSettings:
     return PlatformRuntimeSettings(
@@ -124,6 +146,8 @@ def _build_runtime_settings(
         income_layer_enabled=income_layer_enabled,
         income_layer_start_usd=income_layer_start_usd,
         income_layer_max_ratio=income_layer_max_ratio,
+        dca_mode=dca_mode,
+        dca_base_investment_usd=dca_base_investment_usd,
         runtime_execution_window_trading_days=runtime_execution_window_trading_days,
         feature_snapshot_path=feature_snapshot_path,
         feature_snapshot_manifest_path=None,
@@ -280,6 +304,31 @@ def test_load_strategy_runtime_applies_tqqq_income_overrides_from_settings(self)
         self.assertEqual(runtime.merged_runtime_config["income_layer_start_usd"], 250000.0)
         self.assertEqual(runtime.merged_runtime_config["income_layer_max_ratio"], 0.25)
 
+    def test_load_strategy_runtime_applies_dca_overrides_from_settings(self):
+        entrypoint = _NasdaqSp500DcaEntrypoint()
+
+        with patch.object(strategy_runtime_module, "load_strategy_entrypoint_for_profile", return_value=entrypoint):
+            with patch.object(
+                strategy_runtime_module,
+                "load_strategy_runtime_adapter_for_profile",
+                return_value=StrategyRuntimeAdapter(portfolio_input_name="portfolio_snapshot"),
+            ):
+                runtime = strategy_runtime_module.load_strategy_runtime(
+                    "nasdaq_sp500_smart_dca",
+                    runtime_settings=_build_runtime_settings(
+                        "nasdaq_sp500_smart_dca",
+                        dca_mode="smart",
+                        dca_base_investment_usd=500.0,
+                    ),
+                )
+
+        self.assertEqual(runtime.runtime_overrides["investment_amount_mode"], "fixed")
+        self.assertTrue(runtime.runtime_overrides["smart_multiplier_enabled"])
+        self.assertEqual(runtime.runtime_overrides["base_investment_usd"], 500.0)
+        self.assertEqual(runtime.merged_runtime_config["investment_amount_mode"], "fixed")
+        self.assertTrue(runtime.merged_runtime_config["smart_multiplier_enabled"])
+        self.assertEqual(runtime.merged_runtime_config["base_investment_usd"], 500.0)
+
     def test_load_strategy_runtime_applies_tech_execution_window_overrides_from_settings(self):
         entrypoint = _TechEntrypoint()