Support fractional order quantities

Author: Pigbibi

src/quant_platform_kit/common/execution_translation.py

@@ -20,10 +20,10 @@
 @dataclass(frozen=True)
 class ValueTargetPortfolioInputs:
     market_values: Mapping[str, float]
-    quantities: Mapping[str, int]
+    quantities: Mapping[str, float]
     total_equity: float
     liquid_cash: float
-    sellable_quantities: Mapping[str, int] | None = None
+    sellable_quantities: Mapping[str, float] | None = None
 
 
 def build_value_target_portfolio_inputs_from_snapshot(
@@ -34,24 +34,24 @@ def build_value_target_portfolio_inputs_from_snapshot(
 ) -> ValueTargetPortfolioInputs:
     metadata = getattr(snapshot, "metadata", {}) or {}
     raw_sellable_quantities = metadata.get("sellable_quantities") if isinstance(metadata, Mapping) else None
-    resolved_sellable_quantities: dict[str, int] = {}
+    resolved_sellable_quantities: dict[str, float] = {}
     if isinstance(raw_sellable_quantities, Mapping):
         resolved_sellable_quantities = {
-            str(symbol): int(quantity)
+            str(symbol): float(quantity)
             for symbol, quantity in raw_sellable_quantities.items()
         }
     market_values: dict[str, float] = {}
-    quantities: dict[str, int] = {}
-    sellable_quantities: dict[str, int] | None = (
+    quantities: dict[str, float] = {}
+    sellable_quantities: dict[str, float] | None = (
         {} if include_sellable_quantities else None
     )
     for position in getattr(snapshot, "positions", ()) or ():
         symbol = str(position.symbol)
-        quantity = int(position.quantity)
+        quantity = float(position.quantity)
         market_values[symbol] = float(position.market_value)
         quantities[symbol] = quantity
         if sellable_quantities is not None:
-            sellable_quantities[symbol] = int(resolved_sellable_quantities.get(symbol, quantity))
+            sellable_quantities[symbol] = float(resolved_sellable_quantities.get(symbol, quantity))
 
     resolved_liquid_cash = liquid_cash
     if resolved_liquid_cash is None:
@@ -77,7 +77,7 @@ def build_value_target_portfolio_inputs_from_account_state(
     sellable_quantities = None
     if isinstance(raw_sellable_quantities, Mapping):
         sellable_quantities = {
-            str(symbol): int(quantity)
+            str(symbol): float(quantity)
             for symbol, quantity in raw_sellable_quantities.items()
         }
 
@@ -87,7 +87,7 @@ def build_value_target_portfolio_inputs_from_account_state(
             for symbol, value in dict(account_state["market_values"]).items()
         },
         quantities={
-            str(symbol): int(quantity)
+            str(symbol): float(quantity)
             for symbol, quantity in dict(account_state["quantities"]).items()
         },
         total_equity=float(account_state["total_strategy_equity"]),

src/quant_platform_kit/common/quantity.py

@@ -0,0 +1,42 @@
+from __future__ import annotations
+
+from decimal import Decimal, InvalidOperation, ROUND_DOWN
+
+
+def normalize_quantity_step(quantity_step: float | int | str | None) -> Decimal:
+    try:
+        step = Decimal(str(quantity_step if quantity_step is not None else "1"))
+    except (InvalidOperation, ValueError):
+        step = Decimal("1")
+    if step <= 0:
+        return Decimal("1")
+    return step
+
+
+def floor_to_quantity_step(
+    quantity: float | int | str | Decimal,
+    quantity_step: float | int | str | Decimal | None,
+) -> float:
+    step = normalize_quantity_step(quantity_step)
+    try:
+        value = Decimal(str(quantity))
+    except (InvalidOperation, ValueError):
+        return 0.0
+    if value <= 0:
+        return 0.0
+    units = (value / step).to_integral_value(rounding=ROUND_DOWN)
+    return float(units * step)
+
+
+def normalize_order_quantity(quantity: float | int | str | Decimal) -> int | float:
+    value = float(quantity or 0.0)
+    if value.is_integer():
+        return int(value)
+    return value
+
+
+def format_quantity(quantity: float | int | str | Decimal) -> str:
+    value = normalize_order_quantity(quantity)
+    if isinstance(value, int):
+        return str(value)
+    return f"{value:g}"

src/quant_platform_kit/common/runtime_inputs.py

@@ -105,10 +105,10 @@ def build_account_state_from_portfolio_snapshot(
 ) -> dict[str, Any]:
     metadata = getattr(snapshot, "metadata", {}) or {}
     raw_sellable_quantities = metadata.get("sellable_quantities") if isinstance(metadata, Mapping) else None
-    resolved_sellable_quantities: dict[str, int] = {}
+    resolved_sellable_quantities: dict[str, float] = {}
     if isinstance(raw_sellable_quantities, Mapping):
         resolved_sellable_quantities = {
-            str(symbol).strip().upper(): int(quantity)
+            str(symbol).strip().upper(): float(quantity)
             for symbol, quantity in raw_sellable_quantities.items()
             if str(symbol).strip()
         }
@@ -117,25 +117,25 @@ def build_account_state_from_portfolio_snapshot(
 
     if filter_enabled:
         market_values = {symbol: 0.0 for symbol in normalized_symbols}
-        quantities = {symbol: 0 for symbol in normalized_symbols}
-        sellable_quantities = {symbol: 0 for symbol in normalized_symbols}
+        quantities = {symbol: 0.0 for symbol in normalized_symbols}
+        sellable_quantities = {symbol: 0.0 for symbol in normalized_symbols}
     else:
         market_values: dict[str, float] = {}
-        quantities: dict[str, int] = {}
-        sellable_quantities: dict[str, int] = {}
+        quantities: dict[str, float] = {}
+        sellable_quantities: dict[str, float] = {}
 
     for position in getattr(snapshot, "positions", ()) or ():
         symbol = str(position.symbol).strip().upper()
         if filter_enabled and symbol not in market_values:
             continue
         if symbol not in market_values:
             market_values[symbol] = 0.0
-            quantities[symbol] = 0
-            sellable_quantities[symbol] = 0
+            quantities[symbol] = 0.0
+            sellable_quantities[symbol] = 0.0
 
-        quantity = int(position.quantity)
+        quantity = float(position.quantity)
         quantities[symbol] = quantity
-        sellable_quantities[symbol] = int(resolved_sellable_quantities.get(symbol, quantity))
+        sellable_quantities[symbol] = float(resolved_sellable_quantities.get(symbol, quantity))
         market_values[symbol] = float(position.market_value)
 
     resolved_liquid_cash = liquid_cash
@@ -179,7 +179,7 @@ def build_portfolio_snapshot_from_account_state(
 
     positions: list[Position] = []
     for symbol in symbols:
-        quantity = int(quantities.get(symbol, 0))
+        quantity = float(quantities.get(symbol, 0.0))
         market_value = float(market_values.get(symbol, 0.0))
         if quantity <= 0 and market_value <= 0.0:
             continue
@@ -208,7 +208,7 @@ def build_portfolio_snapshot_from_account_state(
     raw_sellable_quantities = account_state.get("sellable_quantities")
     if isinstance(raw_sellable_quantities, Mapping):
         sellable_quantities = {
-            str(symbol).strip().upper(): int(quantity)
+            str(symbol).strip().upper(): float(quantity)
             for symbol, quantity in raw_sellable_quantities.items()
             if str(symbol).strip()
         }

src/quant_platform_kit/common/strategy_contracts.py

@@ -99,8 +99,8 @@ class ValueTargetPortfolioPlan:
     strategy_symbols: tuple[str, ...]
     portfolio_rows: tuple[tuple[str, ...], ...]
     market_values: Mapping[str, float]
-    quantities: Mapping[str, int]
-    sellable_quantities: Mapping[str, int] | None
+    quantities: Mapping[str, float]
+    sellable_quantities: Mapping[str, float] | None
     total_equity: float
     liquid_cash: float
     cash_sweep_symbol: str | None = None
@@ -791,10 +791,10 @@ def build_value_target_portfolio_plan(
     execution_plan: ValueTargetExecutionPlan,
     *,
     market_values: Mapping[str, float],
-    quantities: Mapping[str, int],
+    quantities: Mapping[str, float],
     total_equity: float,
     liquid_cash: float,
-    sellable_quantities: Mapping[str, int] | None = None,
+    sellable_quantities: Mapping[str, float] | None = None,
     strategy_symbols_order: str = "risk_safe_income",
     portfolio_rows_layout: tuple[str, ...] = ("risk_safe", "income"),
 ) -> ValueTargetPortfolioPlan:
@@ -838,14 +838,14 @@ def build_value_target_portfolio_plan(
         for symbol in strategy_symbols
     }
     normalized_quantities = {
-        symbol: int(quantities.get(symbol, 0))
+        symbol: float(quantities.get(symbol, 0.0))
         for symbol in strategy_symbols
     }
     normalized_sellable_quantities = (
         None
         if sellable_quantities is None
         else {
-            symbol: int(sellable_quantities.get(symbol, 0))
+            symbol: float(sellable_quantities.get(symbol, 0.0))
             for symbol in strategy_symbols
         }
     )

src/quant_platform_kit/longbridge/execution.py

@@ -12,7 +12,7 @@ def estimate_max_purchase_quantity(
     *,
     order_kind: str,
     ref_price: float,
-) -> int:
+) -> float:
     from longport.openapi import OrderSide, OrderType
 
     order_type = OrderType.LO if order_kind == "limit" else OrderType.MO
@@ -23,7 +23,7 @@ def estimate_max_purchase_quantity(
         price=Decimal(str(ref_price)),
     )
     cash_max_qty = getattr(response, "cash_max_qty", 0)
-    return max(0, int(Decimal(str(cash_max_qty or "0"))))
+    return max(0.0, float(Decimal(str(cash_max_qty or "0"))))
 
 
 def submit_order(
@@ -32,7 +32,7 @@ def submit_order(
     *,
     order_kind: str,
     side: str,
-    quantity: int,
+    quantity: float,
     submitted_price: float | None = None,
 ) -> ExecutionReport:
     from longport.openapi import OrderSide, OrderType, TimeInForceType

src/quant_platform_kit/longbridge/portfolio.py

@@ -1,6 +1,6 @@
 from __future__ import annotations
 
-from typing import Any, Iterable
+from typing import Any, Callable, Iterable
 
 from .market_data import fetch_last_price
 
@@ -9,6 +9,8 @@ def fetch_strategy_account_state(
     q_ctx: Any,
     t_ctx: Any,
     strategy_assets: Iterable[str],
+    *,
+    position_log_fn: Callable[[str], None] | None = None,
 ) -> dict[str, Any]:
     available_cash = 0.0
     cash_by_currency: dict[str, float] = {}
@@ -25,8 +27,8 @@ def fetch_strategy_account_state(
 
     assets = [str(symbol).strip().upper() for symbol in strategy_assets if str(symbol).strip()]
     market_values = {symbol: 0.0 for symbol in assets}
-    quantities = {symbol: 0 for symbol in assets}
-    sellable_quantities = {symbol: 0 for symbol in assets}
+    quantities = {symbol: 0.0 for symbol in assets}
+    sellable_quantities = {symbol: 0.0 for symbol in assets}
     filter_enabled = bool(assets)
 
     positions_response = t_ctx.stock_positions()
@@ -39,19 +41,41 @@ def fetch_strategy_account_state(
                     continue
                 if root_symbol not in market_values:
                     market_values[root_symbol] = 0.0
-                    quantities[root_symbol] = 0
-                    sellable_quantities[root_symbol] = 0
+                    quantities[root_symbol] = 0.0
+                    sellable_quantities[root_symbol] = 0.0
+
+                raw_quantity = getattr(position, "quantity", 0)
+                raw_available_quantity = getattr(position, "available_quantity", raw_quantity)
+                if raw_quantity is None:
+                    raw_quantity = 0
+                if raw_available_quantity is None:
+                    raw_available_quantity = raw_quantity
+                if position_log_fn is not None:
+                    position_log_fn(
+                        "[position_snapshot] raw "
+                        f"symbol={root_symbol} full_symbol={full_symbol} "
+                        f"quantity={raw_quantity} available_quantity={raw_available_quantity}"
+                    )
 
                 last_price = fetch_last_price(q_ctx, full_symbol)
                 if last_price is None:
                     continue
 
-                quantity = int(getattr(position, "quantity", 0))
-                available_quantity = int(getattr(position, "available_quantity", quantity))
+                quantity = float(raw_quantity)
+                available_quantity = float(raw_available_quantity)
                 market_values[root_symbol] += quantity * last_price
                 quantities[root_symbol] += quantity
                 sellable_quantities[root_symbol] += available_quantity
 
+    if position_log_fn is not None:
+        for symbol in assets or tuple(sorted(quantities)):
+            position_log_fn(
+                "[position_snapshot] aggregate "
+                f"symbol={symbol} quantity={quantities.get(symbol, 0.0)} "
+                f"sellable_quantity={sellable_quantities.get(symbol, 0.0)} "
+                f"market_value={market_values.get(symbol, 0.0):.2f}"
+            )
+
     return {
         "available_cash": available_cash,
         "cash_by_currency": cash_by_currency,

tests/test_longbridge_portfolio.py

@@ -77,6 +77,36 @@ def test_fetch_strategy_account_state_includes_all_positions_when_assets_empty(s
         self.assertEqual(state["sellable_quantities"], {"SOXL": 3, "QQQI": 1})
         self.assertEqual(state["total_strategy_equity"], 1190.0)
 
+    def test_fetch_strategy_account_state_preserves_fractional_position_quantity(self) -> None:
+        class FractionalPositionsResponse:
+            def __init__(self):
+                self.channels = [FakeChannel([FakePosition("SOXL.US", 1.999999)])]
+
+        class FractionalTradeContext(FakeTradeContext):
+            def stock_positions(self):
+                return FractionalPositionsResponse()
+
+        position_logs = []
+        state = fetch_strategy_account_state(
+            FakeQuoteContext(),
+            FractionalTradeContext(),
+            ["SOXL"],
+            position_log_fn=position_logs.append,
+        )
+
+        self.assertEqual(state["quantities"]["SOXL"], 1.999999)
+        self.assertEqual(state["sellable_quantities"]["SOXL"], 1.999999)
+        self.assertAlmostEqual(state["market_values"]["SOXL"], 99.99995)
+        self.assertEqual(
+            position_logs,
+            [
+                "[position_snapshot] raw symbol=SOXL full_symbol=SOXL.US quantity=1.999999 "
+                "available_quantity=1.999999",
+                "[position_snapshot] aggregate symbol=SOXL quantity=1.999999 "
+                "sellable_quantity=1.999999 market_value=100.00",
+            ],
+        )
+
 
 if __name__ == "__main__":
     unittest.main()