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PigbibiPigbibi
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Reuse shared value-target plan payloads
1 parent c301f49 commit 562f5ee

2 files changed

Lines changed: 70 additions & 67 deletions

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‎decision_mapper.py‎

Lines changed: 69 additions & 66 deletions
Original file line numberDiff line numberDiff line change
@@ -3,40 +3,13 @@
33
from collections.abc import Mapping
44
from typing import Any
55

6-
from quant_platform_kit.strategy_contracts import StrategyDecision
7-
8-
9-
def _target_values(decision: StrategyDecision) -> dict[str, float]:
10-
target_values: dict[str, float] = {}
11-
for position in decision.positions:
12-
if position.target_value is None:
13-
raise ValueError(
14-
"LongBridge decision mapper requires target_value positions; "
15-
f"position {position.symbol!r} is missing target_value"
16-
)
17-
target_values[position.symbol] = float(position.target_value)
18-
return target_values
19-
20-
21-
def _symbols_by_role(decision: StrategyDecision) -> tuple[list[str], list[str], list[str]]:
22-
risk_symbols: list[str] = []
23-
income_symbols: list[str] = []
24-
safe_haven_symbols: list[str] = []
25-
target_values = _target_values(decision)
26-
for position in decision.positions:
27-
if position.role == "safe_haven":
28-
safe_haven_symbols.append(position.symbol)
29-
elif position.role == "income":
30-
income_symbols.append(position.symbol)
31-
else:
32-
risk_symbols.append(position.symbol)
33-
risk_symbols = sorted(dict.fromkeys(risk_symbols))
34-
income_symbols = sorted(
35-
dict.fromkeys(income_symbols),
36-
key=lambda symbol: (-target_values.get(symbol, 0.0), symbol),
37-
)
38-
safe_haven_symbols = sorted(dict.fromkeys(safe_haven_symbols))
39-
return risk_symbols, income_symbols, safe_haven_symbols
6+
from quant_platform_kit.strategy_contracts import (
7+
StrategyDecision,
8+
build_value_target_execution_annotations,
9+
build_value_target_execution_plan,
10+
build_value_target_plan_payload,
11+
build_value_target_portfolio_plan,
12+
)
4013

4114

4215
def map_strategy_decision_to_plan(
@@ -45,38 +18,68 @@ def map_strategy_decision_to_plan(
4518
account_state: Mapping[str, Any],
4619
strategy_profile: str,
4720
) -> dict[str, Any]:
48-
diagnostics = dict(decision.diagnostics)
49-
target_values = _target_values(decision)
50-
risk_symbols, income_symbols, safe_haven_symbols = _symbols_by_role(decision)
51-
strategy_assets = tuple(risk_symbols + safe_haven_symbols + income_symbols)
52-
portfolio_rows = tuple(
53-
row
54-
for row in (
55-
tuple(risk_symbols),
56-
tuple(income_symbols),
57-
tuple(safe_haven_symbols),
58-
)
59-
if row
21+
execution_plan = build_value_target_execution_plan(
22+
decision,
23+
strategy_profile=strategy_profile,
24+
)
25+
annotations = build_value_target_execution_annotations(decision)
26+
portfolio_plan = build_value_target_portfolio_plan(
27+
execution_plan,
28+
market_values=dict(account_state["market_values"]),
29+
quantities=dict(account_state["quantities"]),
30+
sellable_quantities=dict(account_state["sellable_quantities"]),
31+
total_equity=float(account_state["total_strategy_equity"]),
32+
liquid_cash=float(account_state["available_cash"]),
33+
strategy_symbols_order="risk_safe_income",
34+
portfolio_rows_layout=("risk", "income", "safe"),
35+
)
36+
plan = build_value_target_plan_payload(
37+
strategy_profile=strategy_profile,
38+
portfolio_plan=portfolio_plan,
39+
annotations=annotations,
40+
include_sellable_quantities=True,
41+
execution_fields=(
42+
"trade_threshold_value",
43+
"signal_display",
44+
"status_display",
45+
"deploy_ratio_text",
46+
"income_ratio_text",
47+
"income_locked_ratio_text",
48+
"active_risk_asset",
49+
"investable_cash",
50+
"current_min_trade",
51+
),
52+
execution_defaults={
53+
"signal_display": "",
54+
"status_display": "",
55+
"deploy_ratio_text": "",
56+
"income_ratio_text": "",
57+
"income_locked_ratio_text": "",
58+
"current_min_trade": 0.0,
59+
"investable_cash": portfolio_plan.liquid_cash,
60+
},
6061
)
62+
risk_symbols = list(portfolio_plan.risk_symbols)
63+
income_symbols = list(portfolio_plan.income_symbols)
6164

62-
return {
63-
"strategy_profile": strategy_profile,
64-
"strategy_assets": strategy_assets,
65+
plan.update({
66+
"strategy_assets": portfolio_plan.strategy_symbols,
6567
"limit_order_symbols": tuple(risk_symbols + income_symbols),
66-
"portfolio_rows": portfolio_rows,
67-
"available_cash": float(account_state["available_cash"]),
68-
"market_values": dict(account_state["market_values"]),
69-
"quantities": dict(account_state["quantities"]),
70-
"sellable_quantities": dict(account_state["sellable_quantities"]),
71-
"total_strategy_equity": float(account_state["total_strategy_equity"]),
72-
"current_min_trade": float(diagnostics["current_min_trade"]),
73-
"targets": target_values,
74-
"market_status": diagnostics["market_status"],
75-
"signal_message": diagnostics["signal_message"],
76-
"deploy_ratio_text": diagnostics["deploy_ratio_text"],
77-
"income_ratio_text": diagnostics["income_ratio_text"],
78-
"income_locked_ratio_text": diagnostics["income_locked_ratio_text"],
79-
"active_risk_asset": diagnostics.get("active_risk_asset"),
80-
"investable_cash": float(diagnostics["investable_cash"]),
81-
"threshold_value": float(diagnostics["threshold_value"]),
82-
}
68+
"portfolio_rows": portfolio_plan.portfolio_rows,
69+
"available_cash": portfolio_plan.liquid_cash,
70+
"market_values": dict(portfolio_plan.market_values),
71+
"quantities": dict(portfolio_plan.quantities),
72+
"sellable_quantities": dict(portfolio_plan.sellable_quantities or {}),
73+
"total_strategy_equity": portfolio_plan.total_equity,
74+
"current_min_trade": float(annotations.current_min_trade or 0.0),
75+
"targets": dict(portfolio_plan.target_values),
76+
"market_status": annotations.status_display or "",
77+
"signal_message": annotations.signal_display or "",
78+
"deploy_ratio_text": annotations.deploy_ratio_text or "",
79+
"income_ratio_text": annotations.income_ratio_text or "",
80+
"income_locked_ratio_text": annotations.income_locked_ratio_text or "",
81+
"active_risk_asset": annotations.active_risk_asset,
82+
"investable_cash": float(annotations.investable_cash or portfolio_plan.liquid_cash),
83+
"threshold_value": float(annotations.trade_threshold_value),
84+
})
85+
return plan

‎requirements.txt‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -1,6 +1,6 @@
11
flask
22
gunicorn
3-
quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@v0.7.2
3+
quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@v0.7.6
44
us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@v0.7.2
55
pandas
66
requests

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