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[codex] fix strategy total equity filtering #91

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Merged
Pigbibi merged 1 commit into from
Jun 10, 2026
Merged

[codex] fix strategy total equity filtering #91

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8 changes: 7 additions & 1 deletion src/quant_platform_kit/common/runtime_inputs.py
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Original file line number Diff line number Diff line change
Expand Up @@ -448,12 +448,18 @@ def build_account_state_from_portfolio_snapshot(
if resolved_liquid_cash is None:
resolved_liquid_cash = 0.0

total_strategy_equity = (
float(resolved_liquid_cash) + sum(float(value) for value in market_values.values())

@chatgpt-codex-connector chatgpt-codex-connector Bot Jun 10, 2026

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P2 Badge Include all duplicate strategy positions in equity

When a filtered snapshot contains more than one Position for the same strategy symbol, this sums market_values after the loop above has overwritten earlier rows for that symbol. That can happen with the IBKR snapshot path when multiple selected accounts hold the same ticker (fetch_portfolio_snapshot appends per-account positions while summing account values), so total_strategy_equity will include only the last account's holding plus cash and understate the strategy equity. Sum the matching positions directly or aggregate duplicate symbols before computing this value.

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if filter_enabled
else float(snapshot.total_equity)
)

account_state = {
"available_cash": float(resolved_liquid_cash),
"market_values": market_values,
"quantities": quantities,
"sellable_quantities": sellable_quantities,
"total_strategy_equity": float(snapshot.total_equity),
"total_strategy_equity": total_strategy_equity,
}
raw_cash_by_currency = (
metadata.get("cash_by_currency") if isinstance(metadata, Mapping) else None
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17 changes: 16 additions & 1 deletion tests/test_strategy_contracts.py
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Original file line number Diff line number Diff line change
Expand Up @@ -353,9 +353,24 @@ def test_build_account_state_from_portfolio_snapshot_filters_strategy_symbols(se
account_state["sellable_quantities"],
{"TQQQ": 3, "BOXX": 10, "QQQI": 0},
)
self.assertEqual(account_state["total_strategy_equity"], 50000.0)
self.assertEqual(account_state["total_strategy_equity"], 14000.0)
self.assertEqual(account_state["cash_by_currency"], {"USD": 8000.0, "SGD": 350.0})

def test_build_account_state_without_strategy_symbols_preserves_snapshot_equity(self) -> None:
snapshot = PortfolioSnapshot(
as_of="2026-04-09",
total_equity=50000.0,
buying_power=12000.0,
positions=(
Position(symbol="TQQQ", quantity=5, market_value=1000.0),
Position(symbol="QQQ", quantity=99, market_value=9999.0),
),
)

account_state = build_account_state_from_portfolio_snapshot(snapshot)

self.assertEqual(account_state["total_strategy_equity"], 50000.0)

def test_build_portfolio_snapshot_from_account_state_keeps_strategy_symbol_order(self) -> None:
snapshot = build_portfolio_snapshot_from_account_state(
{
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