Merge pull request #50 from QuantStrategyLab/codex/fractional-step-precision

Use four-decimal fractional quantity steps

Author: Pigbibi

README.md

@@ -104,7 +104,7 @@ The selected `ACCOUNT_GROUP` is now the runtime identity. Keep broker-specific i
 | `ACCOUNT_GROUP` | Yes | Account-group selector. Set explicitly for each deployment. |
 | `IBKR_FEATURE_SNAPSHOT_PATH` | Conditionally required | Required for snapshot-backed profiles such as `russell_1000_multi_factor_defensive`, `tech_communication_pullback_enhancement`, and `mega_cap_leader_rotation_top50_balanced`. Path to the latest feature snapshot file (`.csv`, `.json`, `.jsonl`, `.parquet`). |
 | `IBKR_FRACTIONAL_SHARES_ENABLED` | No | Defaults to `false`; set `true` only after verifying fractional order support for this account/API path. |
-| `IBKR_ORDER_QUANTITY_STEP` | No | Explicit order quantity step override; e.g. `1` for whole shares or `0.000001` for fractional sizing. Takes precedence over `IBKR_FRACTIONAL_SHARES_ENABLED`. |
+| `IBKR_ORDER_QUANTITY_STEP` | No | Explicit order quantity step override; e.g. `1` for whole shares or `0.0001` for fractional sizing. Takes precedence over `IBKR_FRACTIONAL_SHARES_ENABLED`. |
 | `IBKR_MIN_ORDER_NOTIONAL_USD` | No | Minimum buy notional for fractional sizing; defaults to `50.0`. |
 | `IB_ACCOUNT_GROUP_CONFIG_SECRET_NAME` | Yes for Cloud Run | Secret Manager secret name for account-group config JSON. Recommended production source. |
 | `IB_ACCOUNT_GROUP_CONFIG_JSON` | No | Local/dev JSON fallback for account-group config. Not recommended for production Cloud Run. |
@@ -162,7 +162,7 @@ IBKR_FEATURE_SNAPSHOT_MANIFEST_PATH=/var/manifests/tech_communication_pullback_e
 IBKR_DRY_RUN_ONLY=true
 # Keep whole-share sizing unless fractional API support has been verified for this account/API path.
 # IBKR_FRACTIONAL_SHARES_ENABLED=true
-# IBKR_ORDER_QUANTITY_STEP=0.000001
+# IBKR_ORDER_QUANTITY_STEP=0.0001
 GLOBAL_TELEGRAM_CHAT_ID=<telegram-chat-id>
 NOTIFY_LANG=zh
 ```
@@ -351,7 +351,7 @@ IBKR 账户
 | `ACCOUNT_GROUP` | 是 | 账号组选择器，每个部署都要显式设置。 |
 | `IBKR_FEATURE_SNAPSHOT_PATH` | 条件必填 | `russell_1000_multi_factor_defensive`、`tech_communication_pullback_enhancement`、`mega_cap_leader_rotation_top50_balanced` 等快照策略需要。指向最新特征快照文件（`.csv`、`.json`、`.jsonl`、`.parquet`）。 |
 | `IBKR_FRACTIONAL_SHARES_ENABLED` | 否 | 默认 `false`；只有确认当前账户/API 路径支持碎股单后再设为 `true`。 |
-| `IBKR_ORDER_QUANTITY_STEP` | 否 | 显式覆盖下单数量步进；如 `1` 表示整数股，`0.000001` 表示碎股数量步进。优先级高于 `IBKR_FRACTIONAL_SHARES_ENABLED`。 |
+| `IBKR_ORDER_QUANTITY_STEP` | 否 | 显式覆盖下单数量步进；如 `1` 表示整数股，`0.0001` 表示碎股数量步进。优先级高于 `IBKR_FRACTIONAL_SHARES_ENABLED`。 |
 | `IBKR_MIN_ORDER_NOTIONAL_USD` | 否 | 碎股买入的最小名义金额；默认 `50.0`。 |
 | `IB_ACCOUNT_GROUP_CONFIG_SECRET_NAME` | Cloud Run 建议必填 | 账号组配置 JSON 在 Secret Manager 里的密钥名。生产环境推荐使用。 |
 | `IB_ACCOUNT_GROUP_CONFIG_JSON` | 否 | 本地开发用的账号组配置 JSON fallback。不建议在生产 Cloud Run 直接使用。 |

requirements.txt

@@ -1,7 +1,7 @@
 flask
 gunicorn
-quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@08ed04ae9796f54a2218ffb700f97e0e33bf312f
-us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@c9ec484c9a12cdffedf7d87c8906b93b21f50b1c
+quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@268171a74a1b522f03940af399f71c37e9a32c70
+us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@47685bce6187b5e7d3f93bab72b72a7fc0d119d7
 pandas
 numpy
 requests

runtime_config_support.py

@@ -144,6 +144,7 @@ def load_platform_runtime_settings(
             step_env="IBKR_ORDER_QUANTITY_STEP",
             fractional_env="IBKR_FRACTIONAL_SHARES_ENABLED",
             fractional_default=False,
+            fractional_step=0.0001,
         ),
         min_order_notional=resolve_float_env(
             os.environ,

tests/test_execution_service.py

@@ -168,7 +168,7 @@ def fake_fetch_quote_snapshots(_ib, symbols):
         cash_reserve_ratio=0.0,
         rebalance_threshold_ratio=0.02,
         limit_buy_premium=1.005,
-        quantity_step=0.000001,
+        quantity_step=0.0001,
         min_order_notional=50.0,
         sell_settle_delay_sec=0,
         execution_lock_dir=tmp_path,
@@ -177,7 +177,7 @@ def fake_fetch_quote_snapshots(_ib, symbols):
 
     assert summary["execution_status"] == "executed"
     assert len(submitted) == 1
-    assert math.isclose(submitted[0].quantity, 0.298507, rel_tol=0.0, abs_tol=0.000001)
+    assert math.isclose(submitted[0].quantity, 0.2985, rel_tol=0.0, abs_tol=1e-9)
 
 
 def test_execute_rebalance_zero_target_sell_uses_position_quantity(monkeypatch, tmp_path):

tests/test_runtime_config_support.py

@@ -148,7 +148,7 @@ def test_load_platform_runtime_settings_supports_fractional_quantity_step(monkey
 
     settings = load_platform_runtime_settings(project_id_resolver=lambda: "project-1")
 
-    assert settings.quantity_step == 0.000001
+    assert settings.quantity_step == 0.0001
     assert settings.min_order_notional == 5.0