fix: sell cash sweep on longbridge when buying power is short

Author: Pigbibi

application/execution_service.py

@@ -31,9 +31,7 @@ def estimate_cash_sweep_sale_quantity_to_fund_buy(
             quote_price = float(ask_price or 0.0)
             if needed_value <= 0.0 or quote_price <= 0.0:
                 continue
-            max_buy_quantity = int(needed_value // quote_price)
-            if max_buy_quantity <= 0:
-                continue
+            max_buy_quantity = max(1, int(needed_value // quote_price))
             required_buying_power = max_buy_quantity * quote_price
             if current_buying_power >= required_buying_power:
                 return 0
@@ -529,6 +527,53 @@ def cash_sweep_sale_quantity_to_fund_buy(max_quantity, candidate_symbols):
                 sell_submitted = True
                 cash_sweep_sold_this_cycle = True
 
+    if (
+        not sell_submitted
+        and funding_buy_candidates
+        and cash_sweep_symbol
+        and sellable_quantities.get(cash_sweep_symbol, 0.0) > 0.0
+    ):
+        sweep_quantity = cash_sweep_sale_quantity_to_fund_buy(
+            int(sellable_quantities[cash_sweep_symbol]),
+            funding_buy_candidates,
+        )
+        if sweep_quantity <= 0:
+            sweep_quantity = 1
+        sweep_price = safe_quote_last_price(
+            f"{cash_sweep_symbol}.US",
+            market_data_port=market_data_port,
+            notify_issue=notify_issue,
+        )
+        if sweep_price is not None and sweep_price > 0.0:
+            quantity_text = format_quantity(sweep_quantity)
+            if dry_run_only:
+                submitted = record_dry_run(
+                    f"{cash_sweep_symbol}.US",
+                    "sell",
+                    quantity_text,
+                    round(sweep_price, 2),
+                    order_type="market",
+                )
+                if submitted:
+                    dry_run_sale_proceeds += float(sweep_quantity) * round(sweep_price, 2)
+            else:
+                submitted = submit_order_via_port(
+                    f"{cash_sweep_symbol}.US",
+                    "market",
+                    "sell",
+                    sweep_quantity,
+                    translator(
+                        "market_sell",
+                        symbol=cash_sweep_symbol,
+                        qty=quantity_text,
+                        price=round(sweep_price, 2),
+                    ),
+                )
+            if submitted:
+                action_done = True
+                sell_submitted = True
+                cash_sweep_sold_this_cycle = True
+
     if sell_submitted:
         if dry_run_only and dry_run_sale_proceeds > 0.0:
             simulated_cash = float(dry_run_sale_proceeds)

requirements.txt

@@ -1,7 +1,7 @@
 flask
 gunicorn
-quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@8769362096227320bc05c791b5244d4b3e88db50
-us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@ed55a6af0245323dbed82060e89be96d8f77f756
+quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@663e80be60b0da80e81513b711c579d221a2111d
+us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@b189190cd32a64206178c40038aa51d65c904648
 pandas
 requests
 pytz

tests/test_rebalance_service.py

@@ -1071,6 +1071,64 @@ def test_cash_sweep_symbol_can_fund_buy_when_investable_cash_is_positive_but_sho
         self.assertIn("限价买入", sent_messages[0])
         self.assertIn("SOXL", sent_messages[0])
 
+    def test_cash_sweep_symbol_sells_even_when_underweight_is_below_one_share(self):
+        initial_plan = _build_plan(
+            strategy_symbols=("SOXL", "SOXX", "BOXX"),
+            risk_symbols=("SOXL", "SOXX"),
+            safe_haven_symbols=("BOXX",),
+            targets={"SOXL": 167.79, "SOXX": 0.0, "BOXX": 1000.0},
+            market_values={"SOXL": 0.0, "SOXX": 0.0, "BOXX": 1000.0},
+            sellable_quantities={"SOXL": 0, "SOXX": 0, "BOXX": 1},
+            quantities={"SOXL": 0, "SOXX": 0, "BOXX": 1},
+            current_min_trade=100.0,
+            trade_threshold_value=100.0,
+            investable_cash=14.46,
+            market_status="🧯 过热降档（SOXX）",
+            deploy_ratio_text="15.0%",
+            income_ratio_text="0.0%",
+            income_locked_ratio_text="0.0%",
+            signal_message="SOXX 仍在 140 日门槛线上方，但触发过热降档，目标仓位 SOXL 15.0%",
+            available_cash=14.46,
+            total_strategy_equity=1000.0,
+            portfolio_rows=(("SOXL", "SOXX"), ("BOXX",)),
+        )
+        refreshed_plan = _build_plan(
+            strategy_symbols=("SOXL", "SOXX", "BOXX"),
+            risk_symbols=("SOXL", "SOXX"),
+            safe_haven_symbols=("BOXX",),
+            targets={"SOXL": 167.79, "SOXX": 0.0, "BOXX": 1000.0},
+            market_values={"SOXL": 0.0, "SOXX": 0.0, "BOXX": 900.0},
+            sellable_quantities={"SOXL": 0, "SOXX": 0, "BOXX": 0},
+            quantities={"SOXL": 0, "SOXX": 0, "BOXX": 0},
+            current_min_trade=100.0,
+            trade_threshold_value=100.0,
+            investable_cash=114.46,
+            market_status="🧯 过热降档（SOXX）",
+            deploy_ratio_text="15.0%",
+            income_ratio_text="0.0%",
+            income_locked_ratio_text="0.0%",
+            signal_message="SOXX 仍在 140 日门槛线上方，但触发过热降档，目标仓位 SOXL 15.0%",
+            available_cash=114.46,
+            total_strategy_equity=1000.0,
+            portfolio_rows=(("SOXL", "SOXX"), ("BOXX",)),
+        )
+        before_sell_snapshot = _build_snapshot(initial_plan, phase="before_cash_sweep_small_gap")
+        after_sell_snapshot = _build_snapshot(refreshed_plan, phase="after_cash_sweep_small_gap")
+        sent_messages, observed_snapshots, observed_plan_inputs = self._run_strategy(
+            initial_plan,
+            refreshed_plan=refreshed_plan,
+            portfolio_snapshots=[before_sell_snapshot, after_sell_snapshot],
+            prices={"SOXL.US": 167.79, "SOXX.US": 200.0, "BOXX.US": 100.0},
+            estimate_max_purchase_quantity_value=10,
+        )
+
+        self.assertEqual(observed_snapshots, [before_sell_snapshot, after_sell_snapshot])
+        self.assertEqual(len(observed_plan_inputs), 2)
+        self.assertEqual(len(sent_messages), 1)
+        self.assertIn("BOXX", sent_messages[0])
+        self.assertIn("市价卖出", sent_messages[0])
+        self.assertNotIn("买入跳过", sent_messages[0])
+
     def test_dry_run_cash_sweep_can_simulate_buy_after_sell_settlement(self):
         initial_plan = _build_plan(
             strategy_symbols=("SOXL", "SOXX", "BOXX"),