Keep safe haven cash for unbuyable small accounts (#95)

Author: Pigbibi

application/execution_service.py

@@ -125,6 +125,7 @@ class ExecutionCycleResult:
 
 
 DEFAULT_SAFE_HAVEN_CASH_SUBSTITUTE_THRESHOLD_USD = 1000.0
+SMALL_ACCOUNT_SAFE_HAVEN_CASH_SUBSTITUTE_LIMIT_USD = 2000.0
 
 
 def _noop_sleep(_seconds):
@@ -143,6 +144,16 @@ def _safe_haven_cash_symbols(*, portfolio: dict, allocation: dict) -> tuple[str,
     return tuple(dict.fromkeys(symbols))
 
 
+def _positive_target_total(targets: dict) -> float:
+    total = 0.0
+    for value in dict(targets or {}).values():
+        try:
+            total += max(0.0, float(value or 0.0))
+        except (TypeError, ValueError):
+            continue
+    return total
+
+
 def _apply_safe_haven_cash_substitution(
     *,
     plan,
@@ -266,14 +277,20 @@ def _apply_small_account_whole_share_compatibility(
     target_values = dict(allocation.get("targets") or {})
     candidate_symbols = tuple(
         dict.fromkeys(
-            tuple(allocation.get("risk_symbols", ()))
+            str(symbol or "").strip().upper()
+            for symbol in tuple(allocation.get("risk_symbols", ()))
             + tuple(allocation.get("income_symbols", ()))
+            if str(symbol or "").strip()
         )
     )
     if not candidate_symbols:
-        safe_haven_symbols = set(allocation.get("safe_haven_symbols", ()))
+        safe_haven_symbols = set(
+            _safe_haven_cash_symbols(portfolio=dict((plan or {}).get("portfolio") or {}), allocation=allocation)
+        )
         candidate_symbols = tuple(
-            symbol for symbol in target_values if symbol not in safe_haven_symbols
+            str(symbol or "").strip().upper()
+            for symbol in target_values
+            if str(symbol or "").strip().upper() not in safe_haven_symbols
         )
     quote_prices = {}
     for symbol in candidate_symbols:
@@ -289,11 +306,32 @@ def _apply_small_account_whole_share_compatibility(
         symbols=candidate_symbols,
         quantity_step=1.0,
     )
+    safe_haven_symbols = _safe_haven_cash_symbols(
+        portfolio=dict((plan or {}).get("portfolio") or {}),
+        allocation=allocation,
+    )
+    remaining_non_safe_targets = [
+        symbol
+        for symbol in candidate_symbols
+        if float(adjusted_targets.get(str(symbol or "").strip().upper(), 0.0) or 0.0) > 0.0
+    ]
+    safe_haven_substituted: list[str] = []
+    if (
+        substituted
+        and not remaining_non_safe_targets
+        and _positive_target_total(adjusted_targets) <= SMALL_ACCOUNT_SAFE_HAVEN_CASH_SUBSTITUTE_LIMIT_USD
+    ):
+        for symbol in safe_haven_symbols:
+            if float(adjusted_targets.get(symbol, 0.0) or 0.0) > 0.0:
+                adjusted_targets[symbol] = 0.0
+                safe_haven_substituted.append(symbol)
     adjusted_allocation = {**dict(allocation or {}), "targets": adjusted_targets}
     if substituted:
         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)
     adjusted_plan = dict(plan or {})
-    if substituted:
+    if substituted or safe_haven_substituted:
         adjusted_plan["allocation"] = adjusted_allocation
     return adjusted_plan, adjusted_allocation
 
@@ -830,10 +868,17 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
                 **note_kwargs,
             )
 
+    cash_sweep_substituted_to_cash = bool(
+        allocation.get("small_account_safe_haven_cash_substituted_symbols")
+    )
     if (
         not cash_sweep_sold_this_cycle
         and cash_sweep_symbol
         and cash_sweep_symbol in strategy_assets
+        and (
+            float(target_values.get(cash_sweep_symbol, 0.0) or 0.0) > 0.0
+            or not cash_sweep_substituted_to_cash
+        )
     ):
         cash_sweep_price = safe_quote_last_price(
             f"{cash_sweep_symbol}.US",

strategy_registry.py

@@ -22,8 +22,11 @@
 )
 
 LONGBRIDGE_PLATFORM = "longbridge"
+NASDAQ_SP500_SMART_DCA_PROFILE = "nasdaq_sp500_smart_dca"
 
-LONGBRIDGE_ROLLOUT_ALLOWLIST = get_runtime_enabled_profiles()
+LONGBRIDGE_ROLLOUT_ALLOWLIST = get_runtime_enabled_profiles() - frozenset(
+    {NASDAQ_SP500_SMART_DCA_PROFILE}
+)
 
 PLATFORM_SUPPORTED_DOMAINS: dict[str, frozenset[str]] = {
     LONGBRIDGE_PLATFORM: frozenset({US_EQUITY_DOMAIN}),
@@ -54,7 +57,7 @@
         profile,
         platform_id=LONGBRIDGE_PLATFORM,
     ),
-)
+) - frozenset({NASDAQ_SP500_SMART_DCA_PROFILE})
 LONGBRIDGE_ENABLED_PROFILES = derive_enabled_profiles_for_platform(
     STRATEGY_CATALOG,
     capability_matrix=PLATFORM_CAPABILITY_MATRIX,

tests/test_rebalance_service.py

@@ -695,7 +695,7 @@ def test_buy_skip_without_orders_is_sent_in_single_heartbeat_message(self):
         self.assertIn("可投资现金", sent_messages[0])
         self.assertIn("SOXX.US", sent_messages[0])
 
-    def test_strategy_target_rebuys_cash_sweep_symbol_after_buy_skip(self):
+    def test_strategy_target_keeps_cash_when_only_risk_target_is_unbuyable(self):
         plan = _build_plan(
             strategy_symbols=("SOXL", "SOXX", "BOXX"),
             risk_symbols=("SOXL", "SOXX"),
@@ -726,10 +726,10 @@ def test_strategy_target_rebuys_cash_sweep_symbol_after_buy_skip(self):
         self.assertIn("🔔 【调仓指令】", sent_messages[0])
         self.assertNotIn("SOXX.US 目标差额 $163.14", sent_messages[0])
         self.assertNotIn("可投资现金 $1191.03 不足买入 1 股", sent_messages[0])
-        self.assertNotIn("市价卖出] BOXX", sent_messages[0])
+        self.assertIn("市价卖出] BOXX: 6股", sent_messages[0])
         self.assertNotIn("市价买入] SOXX", sent_messages[0])
-        self.assertIn("市价买入] BOXX: 10股", sent_messages[0])
-        self.assertIn("BOXX.US 目标差额 $524.92", sent_messages[0])
+        self.assertNotIn("市价买入] BOXX", sent_messages[0])
+        self.assertNotIn("BOXX.US 目标差额 $524.92", sent_messages[0])
         self.assertNotIn("限价买入] SOXX", sent_messages[0])
 
     def test_target_gap_below_one_share_does_not_report_cash_shortage(self):