Add DCA runtime settings (#105)

Author: Pigbibi

pyproject.toml

@@ -15,7 +15,7 @@ authors = [
 dependencies = [
   "firstrade==0.0.39",
   "quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@b846c9d777a450e95d23c264853997d671f47dd9",
-  "us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@d08492ea4b4055515606ae386e59a31a943a7fec",
+  "us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@361338f60900182e3be535cd5fd2be2b9a07b422",
   "google-cloud-storage",
   "requests",
 ]

requirements.txt

@@ -2,7 +2,7 @@ flask
 gunicorn
 firstrade==0.0.39
 quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@b846c9d777a450e95d23c264853997d671f47dd9
-us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@22689494e922a8b18349562edcc6389d2faaed8f
+us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@361338f60900182e3be535cd5fd2be2b9a07b422
 google-cloud-storage
 requests
 pytest

runtime_config_support.py

@@ -56,6 +56,8 @@ class PlatformRuntimeSettings:
     income_layer_enabled: bool | None = None
     income_layer_start_usd: float | None = None
     income_layer_max_ratio: float | None = None
+    dca_mode: str | None = None
+    dca_base_investment_usd: float | None = None
     runtime_execution_window_trading_days: int | None = None
     feature_snapshot_path: str | None = None
     feature_snapshot_manifest_path: str | None = None
@@ -172,6 +174,8 @@ def load_platform_runtime_settings(
         income_layer_enabled=_optional_bool_env("INCOME_LAYER_ENABLED"),
         income_layer_start_usd=_optional_non_negative_float_env("INCOME_LAYER_START_USD"),
         income_layer_max_ratio=_optional_ratio_env("INCOME_LAYER_MAX_RATIO"),
+        dca_mode=_optional_dca_mode_env("DCA_MODE"),
+        dca_base_investment_usd=_optional_positive_float_env("DCA_BASE_INVESTMENT_USD"),
         runtime_execution_window_trading_days=_runtime_execution_window_trading_days_env(
             strategy_definition.profile
         ),
@@ -314,6 +318,34 @@ def _optional_non_negative_float_env(name: str) -> float | None:
     return float(value)
 
 
+def _optional_positive_float_env(name: str) -> float | None:
+    value = resolve_optional_float_env(os.environ, name)
+    if value is None:
+        return None
+    if not math.isfinite(value):
+        raise ValueError(f"{name} must be finite, got {value}")
+    if value <= 0:
+        raise ValueError(f"{name} must be positive, got {value}")
+    return float(value)
+
+
+def _optional_dca_mode_env(name: str) -> str | None:
+    raw_value = os.getenv(name)
+    if raw_value is None or str(raw_value).strip() == "":
+        return None
+    value = str(raw_value).strip().lower()
+    aliases = {
+        "ordinary": "fixed",
+        "ordinary_dca": "fixed",
+        "fixed_dca": "fixed",
+        "smart_dca": "smart",
+    }
+    mode = aliases.get(value, value)
+    if mode not in {"fixed", "smart"}:
+        raise ValueError(f"{name} must be fixed or smart, got {raw_value!r}")
+    return mode
+
+
 def _resolve_non_negative_float_env(name: str, *, default: float) -> float:
     value = resolve_optional_float_env(os.environ, name)
     if value is None:

strategy_runtime.py

@@ -24,6 +24,7 @@
 )
 
 _FEATURE_SNAPSHOT_INPUT = "feature_snapshot"
+DCA_PROFILES = frozenset({"nasdaq_sp500_smart_dca", "ibit_smart_dca"})
 
 
 @dataclass(frozen=True)
@@ -152,6 +153,14 @@ def _build_runtime_overrides(profile: str, runtime_settings: PlatformRuntimeSett
         overrides["income_layer_start_usd"] = income_layer_start_usd
     if income_layer_max_ratio is not None:
         overrides["income_layer_max_ratio"] = income_layer_max_ratio
+    if profile in DCA_PROFILES:
+        dca_mode = getattr(runtime_settings, "dca_mode", None)
+        dca_base_investment_usd = getattr(runtime_settings, "dca_base_investment_usd", None)
+        if dca_mode is not None:
+            overrides["investment_amount_mode"] = "fixed"
+            overrides["smart_multiplier_enabled"] = dca_mode == "smart"
+        if dca_base_investment_usd is not None:
+            overrides["base_investment_usd"] = dca_base_investment_usd
     if profile == "tqqq_growth_income":
         if runtime_settings.income_threshold_usd is not None:
             overrides["income_threshold_usd"] = runtime_settings.income_threshold_usd

tests/test_strategy_runtime.py

@@ -61,3 +61,23 @@ def test_income_layer_overrides_apply_to_runtime_config():
         "income_layer_start_usd": 250000.0,
         "income_layer_max_ratio": 0.25,
     }
+
+
+def test_dca_overrides_apply_to_runtime_config():
+    settings = _runtime_settings(
+        strategy_profile="nasdaq_sp500_smart_dca",
+        dca_mode="smart",
+        dca_base_investment_usd=500.0,
+    )
+
+    assert _build_runtime_overrides("nasdaq_sp500_smart_dca", settings) == {
+        "investment_amount_mode": "fixed",
+        "smart_multiplier_enabled": True,
+        "base_investment_usd": 500.0,
+    }
+
+
+def test_dca_overrides_ignore_non_dca_profiles():
+    settings = _runtime_settings(dca_mode="smart", dca_base_investment_usd=500.0)
+
+    assert _build_runtime_overrides("global_etf_rotation", settings) == {}