Add small-account whole-share compatibility

src/quant_platform_kit/common/small_account_compatibility.py

@@ -0,0 +1,58 @@
+"""Helpers for whole-share execution on small accounts."""
+
+from __future__ import annotations
+
+from collections.abc import Iterable, Mapping
+
+
+__all__ = ["project_unbuyable_value_targets_to_cash"]
+
+
+def _normalize_symbol(value: object) -> str:
+    return str(value or "").strip().upper()
+
+
+def project_unbuyable_value_targets_to_cash(
+    target_values: Mapping[str, object],
+    prices: Mapping[str, object],
+    *,
+    symbols: Iterable[str] | None = None,
+    quantity_step: float = 1.0,
+) -> tuple[dict[str, float], tuple[str, ...]]:
+    """Zero value targets that cannot buy one execution quantity step.
+
+    This keeps strategy output intact while letting whole-share execution layers
+    avoid preserving a single oversized share for a sleeve whose target is less
+    than one tradable unit.
+    """
+
+    adjusted = {
+        _normalize_symbol(symbol): float(value or 0.0)
+        for symbol, value in dict(target_values or {}).items()
+    }
+    step = max(0.0, float(quantity_step or 0.0))
+    if step <= 0.0:
+        return adjusted, ()
+
+    if symbols is None:
+        candidate_symbols = tuple(adjusted)
+    else:
+        candidate_symbols = tuple(dict.fromkeys(_normalize_symbol(symbol) for symbol in symbols))
+
+    substituted: list[str] = []
+    normalized_prices = {
+        _normalize_symbol(symbol): float(price or 0.0)
+        for symbol, price in dict(prices or {}).items()
+    }
+    for symbol in candidate_symbols:
+        if not symbol:
+            continue
+        target_value = max(0.0, float(adjusted.get(symbol, 0.0) or 0.0))
+        price = max(0.0, float(normalized_prices.get(symbol, 0.0) or 0.0))
+        if price <= 0.0:
+            continue
+        if 0.0 < target_value < (price * step):
+            adjusted[symbol] = 0.0
+            substituted.append(symbol)
+
+    return adjusted, tuple(dict.fromkeys(substituted))

tests/test_small_account_compatibility.py

@@ -0,0 +1,33 @@
+import unittest
+
+from quant_platform_kit.common.small_account_compatibility import (
+    project_unbuyable_value_targets_to_cash,
+)
+
+
+class SmallAccountCompatibilityTests(unittest.TestCase):
+    def test_projects_value_targets_below_one_share_to_cash(self):
+        adjusted, substituted = project_unbuyable_value_targets_to_cash(
+            {"SOXL": 541.58, "SOXX": 154.74, "BOXX": 0.0},
+            {"SOXL": 191.15, "SOXX": 536.88, "BOXX": 100.0},
+        )
+
+        self.assertEqual(adjusted["SOXL"], 541.58)
+        self.assertEqual(adjusted["SOXX"], 0.0)
+        self.assertEqual(adjusted["BOXX"], 0.0)
+        self.assertEqual(substituted, ("SOXX",))
+
+    def test_keeps_targets_that_can_buy_one_quantity_step(self):
+        adjusted, substituted = project_unbuyable_value_targets_to_cash(
+            {"AAA": 100.0, "BBB": 99.99},
+            {"AAA": 50.0, "BBB": 50.0},
+            quantity_step=2.0,
+        )
+
+        self.assertEqual(adjusted["AAA"], 100.0)
+        self.assertEqual(adjusted["BBB"], 0.0)
+        self.assertEqual(substituted, ("BBB",))
+
+
+if __name__ == "__main__":
+    unittest.main()