[codex] Add platform-aware small account order floors#154
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| min_order_notional = max(0.0, float(min_order_notional_usd or 0.0)) | ||
| current_min_trade = max(float(execution["current_min_trade"]), min_order_notional) |
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For HK runtimes, this compares LONGBRIDGE_MIN_ORDER_NOTIONAL_USD directly against execution["current_min_trade"] and the target/market deltas, but those execution values are in the configured trading currency: runtime_config_support.py defaults HK to trading_currency="HKD", and application/longbridge_portfolio.py builds cash and market values from HKD cash/quotes. As a result the default USD 100 floor becomes only HKD 100 for .HK orders, so HK buys/sells between HKD 100 and roughly USD 100 equivalent are still submitted despite the intended USD floor. Please convert the USD floor into the portfolio currency before taking the max, or keep the configured floor currency-specific.
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| investable_cash = float(execution["investable_cash"]) | ||
| current_min_trade = float(execution["current_min_trade"]) | ||
| min_order_notional = max(0.0, float(min_order_notional_usd or 0.0)) | ||
| current_min_trade = max(float(execution["current_min_trade"]), min_order_notional) |
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This raises the candidate threshold, but the actual buy size later comes from can_buy_value = min(diff, investable_cash). When a symbol is underweight by more than the floor but the remaining investable cash is below it (for example a $500 gap, $90 cash, and a $10 share price), the symbol passes this filter and the loop can still submit a ~$90 buy, defeating LONGBRIDGE_MIN_ORDER_NOTIONAL_USD. Please also reject buys whose available budget or final estimated order value is below the floor.
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| if _sell_delta_exceeds_floor( | ||
| current_value=market_values[symbol], | ||
| target_value=target_values[symbol], | ||
| threshold_value=threshold_value, | ||
| min_trade_value=current_min_trade, | ||
| ): |
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For positive-target rebalances, this gate compares the pre-rounding dollar delta with current_min_trade, but the order sent later is the floored whole-share quantity from _sell_order_quantity. When the account is overweight by more than the new platform floor but one whole-share sale is below that floor (for example current $220, target $110, price $60), this branch still submits a ~$60 ordinary sell even though min_order_notional_usd is 100. Please recheck quantity * submitted_price (while still exempting target-zero exits) before submitting the sell.
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Summary
LONGBRIDGE_MIN_ORDER_NOTIONAL_USDWhy
Small accounts need broker-aware execution filters, but risk-reduction sells must not be blocked by a platform minimum order floor.
Validation
python -m py_compile runtime_config_support.py application/runtime_composer.py application/runtime_dependencies.py application/rebalance_service.py application/execution_service.py main.py tests/test_rebalance_service.py tests/test_runtime_config_support.py tests/test_runtime_composer.pyPYTHONPATH=/home/ubuntu/Projects/LongBridgePlatform:/home/ubuntu/Projects/QuantPlatformKit/src python -m pytest tests/test_runtime_composer.py::test_runtime_composer_builds_runtime_and_config_from_local_builders tests/test_rebalance_service.py::RebalanceServiceNotificationTests::test_min_order_notional_skips_small_buy tests/test_rebalance_service.py::RebalanceServiceNotificationTests::test_min_order_notional_does_not_block_zero_target_risk_sellPYTHONPATH=/home/ubuntu/Projects/LongBridgePlatform:/home/ubuntu/Projects/QuantPlatformKit/src:/home/ubuntu/Projects/UsEquityStrategies/src:/home/ubuntu/Projects/HkEquityStrategies/src /tmp/qsl-platform-test-venv/bin/python -m pytest tests/test_runtime_config_support.py::RuntimeConfigSupportTests::test_min_order_notional_is_loaded_from_env tests/test_runtime_config_support.py::RuntimeConfigSupportTests::test_load_platform_runtime_settings_uses_defaults_with_explicit_strategy_profile