Harden IB quote snapshot fallbacks

Author: Pigbibi

pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "quant-platform-kit"
-version = "0.7.3"
+version = "0.7.4"
 description = "Shared broker adapters, domain models, execution ports, and notification utilities for QuantStrategyLab strategies."
 readme = "README.md"
 requires-python = ">=3.9"

src/quant_platform_kit/__init__.py

@@ -1,6 +1,6 @@
 """QuantPlatformKit public package surface."""
 
-__version__ = "0.7.3"
+__version__ = "0.7.4"
 
 from .common.models import (
     ExecutionReport,
@@ -21,26 +21,40 @@
     StrategyEntrypoint,
     StrategyManifest,
     StrategyRuntimeAdapter,
+    ValueTargetExecutionAnnotations,
+    ValueTargetExecutionPlan,
+    ValueTargetPortfolioPlan,
+    build_value_target_execution_annotations,
+    build_value_target_portfolio_plan,
+    build_strategy_context_from_available_inputs,
+    build_value_target_execution_plan,
     validate_strategy_decision,
     validate_strategy_manifest,
     validate_strategy_runtime_adapter,
 )
 from .common.strategies import (
     CRYPTO_DOMAIN,
+    PlatformCapabilityMatrix,
     PlatformStrategyPolicy,
+    StrategyArtifactPaths,
     StrategyCatalog,
     StrategyDefinition,
     StrategyEntrypointDefinition,
     StrategyMetadata,
     US_EQUITY_DOMAIN,
     build_platform_profile_matrix,
+    build_platform_profile_status_matrix,
     build_profile_aliases,
     build_strategy_catalog,
+    derive_eligible_profiles_for_platform,
+    derive_enabled_profiles_for_platform,
+    derive_strategy_artifact_paths,
     build_strategy_index_rows,
     build_strategy_manifest,
     get_catalog_compatible_platforms,
     get_catalog_strategy_definition,
     get_catalog_strategy_metadata,
+    get_catalog_target_mode,
     get_enabled_profiles_for_platform,
     load_strategy_entrypoint,
     normalize_profile_name,
@@ -53,6 +67,7 @@
     "BudgetIntent",
     "CRYPTO_DOMAIN",
     "ExecutionReport",
+    "PlatformCapabilityMatrix",
     "PlatformStrategyPolicy",
     "OrderIntent",
     "PortfolioSnapshot",
@@ -61,6 +76,7 @@
     "PricePoint",
     "PriceSeries",
     "QuoteSnapshot",
+    "StrategyArtifactPaths",
     "StrategyCatalog",
     "StrategyContext",
     "StrategyContractDecision",
@@ -72,15 +88,27 @@
     "StrategyManifest",
     "StrategyMetadata",
     "StrategyRuntimeAdapter",
+    "ValueTargetExecutionAnnotations",
+    "ValueTargetExecutionPlan",
+    "ValueTargetPortfolioPlan",
+    "build_value_target_execution_annotations",
     "US_EQUITY_DOMAIN",
+    "build_value_target_portfolio_plan",
+    "build_strategy_context_from_available_inputs",
+    "build_value_target_execution_plan",
     "build_platform_profile_matrix",
+    "build_platform_profile_status_matrix",
     "build_profile_aliases",
     "build_strategy_catalog",
+    "derive_eligible_profiles_for_platform",
+    "derive_enabled_profiles_for_platform",
+    "derive_strategy_artifact_paths",
     "build_strategy_index_rows",
     "build_strategy_manifest",
     "get_catalog_compatible_platforms",
     "get_catalog_strategy_definition",
     "get_catalog_strategy_metadata",
+    "get_catalog_target_mode",
     "get_enabled_profiles_for_platform",
     "load_strategy_entrypoint",
     "normalize_profile_name",

src/quant_platform_kit/ibkr/market_data.py

@@ -65,17 +65,33 @@ def fetch_historical_price_series(
     return PriceSeries(symbol=symbol, currency=currency, points=points)
 
 
-def _extract_market_price(ticker: Any) -> float | None:
-    price = ticker.marketPrice()
-    if price is None:
+def _coerce_positive_price(value: Any) -> float | None:
+    if value is None:
         return None
-    if isinstance(price, float) and isnan(price):
-        price = getattr(ticker, "close", None)
-    if price is None:
+    if isinstance(value, float) and isnan(value):
         return None
-    if isinstance(price, float) and isnan(price):
+    try:
+        numeric = float(value)
+    except (TypeError, ValueError):
         return None
-    return float(price) if price > 0 else None
+    return numeric if numeric > 0 else None
+
+
+def _extract_market_price(ticker: Any) -> float | None:
+    for candidate in (
+        ticker.marketPrice(),
+        getattr(ticker, "last", None),
+        getattr(ticker, "close", None),
+    ):
+        price = _coerce_positive_price(candidate)
+        if price is not None:
+            return price
+
+    bid = _coerce_positive_price(getattr(ticker, "bid", None))
+    ask = _coerce_positive_price(getattr(ticker, "ask", None))
+    if bid is not None and ask is not None:
+        return float((bid + ask) / 2.0)
+    return bid or ask
 
 
 def fetch_quote_snapshots(

tests/test_ibkr_market_data.py

@@ -21,11 +21,20 @@ class FakeBar:
 
 
 class FakeTicker:
-    def __init__(self, market_price: float, close: float, bid: float | None = None, ask: float | None = None):
+    def __init__(
+        self,
+        market_price: float,
+        close: float,
+        bid: float | None = None,
+        ask: float | None = None,
+        *,
+        last: float | None = None,
+    ):
         self._market_price = market_price
         self.close = close
         self.bid = bid
         self.ask = ask
+        self.last = last
 
     def marketPrice(self) -> float:
         return self._market_price
@@ -83,5 +92,38 @@ def test_fetch_quote_snapshots_returns_last_price(self) -> None:
         self.assertEqual(len(ib.cancelled), 1)
 
 
+    def test_fetch_quote_snapshots_falls_back_to_close_when_market_price_is_negative(self) -> None:
+        class NegativePriceIB(FakeIB):
+            def reqMktData(self, contract, *_args):
+                self.last_market_data_contract = contract
+                return FakeTicker(-1.0, close=101.8, bid=None, ask=None)
+
+        ib = NegativePriceIB()
+        snapshots = fetch_quote_snapshots(
+            ib,
+            {"SPY"},
+            wait_seconds=0,
+            stock_factory=FakeContract,
+        )
+
+        self.assertEqual(snapshots["SPY"].last_price, 101.8)
+
+    def test_fetch_quote_snapshots_falls_back_to_bid_ask_mid_when_last_and_close_missing(self) -> None:
+        class BidAskOnlyIB(FakeIB):
+            def reqMktData(self, contract, *_args):
+                self.last_market_data_contract = contract
+                return FakeTicker(-1.0, close=float("nan"), bid=102.4, ask=102.6)
+
+        ib = BidAskOnlyIB()
+        snapshots = fetch_quote_snapshots(
+            ib,
+            {"SPY"},
+            wait_seconds=0,
+            stock_factory=FakeContract,
+        )
+
+        self.assertEqual(snapshots["SPY"].last_price, 102.5)
+
+
 if __name__ == "__main__":
     unittest.main()