Remove LongBridge fractional order support

Author: Pigbibi

src/quant_platform_kit/longbridge/execution.py

@@ -12,7 +12,6 @@ def estimate_max_purchase_quantity(
     *,
     order_kind: str,
     ref_price: float,
-    fractional_shares: bool = False,
 ) -> float:
     from longport.openapi import OrderSide, OrderType
 
@@ -22,7 +21,6 @@ def estimate_max_purchase_quantity(
         order_type=order_type,
         side=OrderSide.Buy,
         price=Decimal(str(ref_price)),
-        fractional_shares=bool(fractional_shares),
     )
     cash_max_qty = getattr(response, "cash_max_qty", 0)
     return max(0.0, float(Decimal(str(cash_max_qty or "0"))))
@@ -42,15 +40,16 @@ def submit_order(
     order_type = OrderType.LO if order_kind == "limit" else OrderType.MO
     order_side = OrderSide.Buy if side == "buy" else OrderSide.Sell
     submitted_quantity = Decimal(str(quantity))
-    if submitted_quantity < Decimal("1"):
+    if submitted_quantity < Decimal("1") or submitted_quantity != submitted_quantity.to_integral_value():
         return ExecutionReport(
             symbol=symbol.split(".")[0],
             side=side,
             quantity=float(quantity),
             status="rejected",
             raw_payload={
                 "detail": (
-                    "LongBridge submitted_quantity must be at least 1 share; "
+                    "LongBridge submitted_quantity must be a whole-share quantity "
+                    "of at least 1 share; "
                     f"got {submitted_quantity}."
                 ),
                 "order_kind": order_kind,

tests/test_longbridge_execution.py

@@ -53,28 +53,23 @@ def test_estimate_max_purchase_quantity(self) -> None:
             quantity = estimate_max_purchase_quantity(ctx, "SOXL.US", order_kind="limit", ref_price=100.5)
 
         self.assertEqual(quantity, 12)
-        self.assertIs(ctx.estimate_kwargs["fractional_shares"], False)
+        self.assertNotIn("fractional_shares", ctx.estimate_kwargs)
 
-    def test_estimate_max_purchase_quantity_can_request_fractional_buying_power(self) -> None:
+    def test_submit_order(self) -> None:
         longport_module = types.ModuleType("longport")
         openapi_module = types.ModuleType("longport.openapi")
-        openapi_module.OrderSide = types.SimpleNamespace(Buy="Buy")
+        openapi_module.OrderSide = types.SimpleNamespace(Buy="Buy", Sell="Sell")
         openapi_module.OrderType = types.SimpleNamespace(LO="LO", MO="MO")
+        openapi_module.TimeInForceType = types.SimpleNamespace(Day="Day")
 
         ctx = FakeTradeContext()
         with patch.dict(sys.modules, {"longport": longport_module, "longport.openapi": openapi_module}):
-            quantity = estimate_max_purchase_quantity(
-                ctx,
-                "SOXX.US",
-                order_kind="limit",
-                ref_price=495.91,
-                fractional_shares=True,
-            )
+            report = submit_order(ctx, "SOXL.US", order_kind="limit", side="buy", quantity=5, submitted_price=100.25)
 
-        self.assertEqual(quantity, 12)
-        self.assertIs(ctx.estimate_kwargs["fractional_shares"], True)
+        self.assertEqual(report.status, "submitted")
+        self.assertEqual(report.broker_order_id, "OID-1")
 
-    def test_submit_order(self) -> None:
+    def test_submit_order_allows_whole_decimal_quantity(self) -> None:
         longport_module = types.ModuleType("longport")
         openapi_module = types.ModuleType("longport.openapi")
         openapi_module.OrderSide = types.SimpleNamespace(Buy="Buy", Sell="Sell")
@@ -83,12 +78,12 @@ def test_submit_order(self) -> None:
 
         ctx = FakeTradeContext()
         with patch.dict(sys.modules, {"longport": longport_module, "longport.openapi": openapi_module}):
-            report = submit_order(ctx, "SOXL.US", order_kind="limit", side="buy", quantity=5, submitted_price=100.25)
+            report = submit_order(ctx, "SOXL.US", order_kind="limit", side="buy", quantity=1.0, submitted_price=100.25)
 
         self.assertEqual(report.status, "submitted")
-        self.assertEqual(report.broker_order_id, "OID-1")
+        self.assertEqual(str(ctx.submit_args[3]), "1.0")
 
-    def test_submit_order_allows_decimal_quantity_at_or_above_one_share(self) -> None:
+    def test_submit_order_rejects_quantity_below_one_before_api_call(self) -> None:
         longport_module = types.ModuleType("longport")
         openapi_module = types.ModuleType("longport.openapi")
         openapi_module.OrderSide = types.SimpleNamespace(Buy="Buy", Sell="Sell")
@@ -97,12 +92,20 @@ def test_submit_order_allows_decimal_quantity_at_or_above_one_share(self) -> Non
 
         ctx = FakeTradeContext()
         with patch.dict(sys.modules, {"longport": longport_module, "longport.openapi": openapi_module}):
-            report = submit_order(ctx, "SOXL.US", order_kind="limit", side="buy", quantity=1.5, submitted_price=100.25)
+            report = submit_order(
+                ctx,
+                "SOXX.US",
+                order_kind="limit",
+                side="buy",
+                quantity=0.4326,
+                submitted_price=495.91,
+            )
 
-        self.assertEqual(report.status, "submitted")
-        self.assertEqual(str(ctx.submit_args[3]), "1.5")
+        self.assertEqual(report.status, "rejected")
+        self.assertIn("whole-share quantity of at least 1 share", report.raw_payload["detail"])
+        self.assertFalse(hasattr(ctx, "submit_args"))
 
-    def test_submit_order_rejects_quantity_below_one_before_api_call(self) -> None:
+    def test_submit_order_rejects_fractional_quantity_before_api_call(self) -> None:
         longport_module = types.ModuleType("longport")
         openapi_module = types.ModuleType("longport.openapi")
         openapi_module.OrderSide = types.SimpleNamespace(Buy="Buy", Sell="Sell")
@@ -116,12 +119,12 @@ def test_submit_order_rejects_quantity_below_one_before_api_call(self) -> None:
                 "SOXX.US",
                 order_kind="limit",
                 side="buy",
-                quantity=0.4326,
+                quantity=1.5,
                 submitted_price=495.91,
             )
 
         self.assertEqual(report.status, "rejected")
-        self.assertIn("at least 1 share", report.raw_payload["detail"])
+        self.assertIn("whole-share quantity of at least 1 share", report.raw_payload["detail"])
         self.assertFalse(hasattr(ctx, "submit_args"))
 
     def test_fetch_order_status(self) -> None: