QuantStrategyLab · Pigbibi · May 15, 2026 · May 15, 2026
@@ -103,9 +103,7 @@ For IBKR, keep `paper` as a single account-group entry. If you later add live ac
 | `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_STRATEGY_PLUGIN_MOUNTS_JSON` | No | Optional IBKR-side strategy plugin mount JSON. The plugin artifact controls mode; platform config must not set `mode`. |
-| `IBKR_FRACTIONAL_SHARES_ENABLED` | No | Defaults to `false`; set `true` only after verifying fractional order support for this account/API path. Orders that floor below roughly `0.01` shares are skipped because the IBKR API rejects them. |
-| `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`. |
+| `IBKR_MIN_ORDER_NOTIONAL_USD` | No | Minimum buy notional for limit buys; 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. |
 | `TELEGRAM_TOKEN` | Yes | Telegram bot token. For Cloud Run, prefer a Secret Manager reference instead of a literal env var. |
@@ -160,9 +158,7 @@ IBKR_FEATURE_SNAPSHOT_PATH=/var/data/tech_communication_pullback_enhancement_fea
 IBKR_FEATURE_SNAPSHOT_MANIFEST_PATH=/var/manifests/tech_communication_pullback_enhancement_feature_snapshot_latest.csv.manifest.json
 # IBKR_STRATEGY_CONFIG_PATH is optional; the bundled canonical default is used when unset.
 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=0.0001
+# IBKR orders run on whole shares only.
 GLOBAL_TELEGRAM_CHAT_ID=<telegram-chat-id>
 NOTIFY_LANG=zh
 ```
@@ -343,9 +339,7 @@ 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_STRATEGY_PLUGIN_MOUNTS_JSON` | 否 | 可选的 IBKR 侧策略插件挂载 JSON。插件 artifact 自带模式；平台配置不要设置 `mode`。 |
-| `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`。四舍五入后低于约 `0.01` 股的订单会跳过，因为 IBKR API 会拒单。 |
-| `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`。 |
+| `IBKR_MIN_ORDER_NOTIONAL_USD` | 否 | 限价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。 |
 | `TELEGRAM_TOKEN` | 是 | Telegram 机器人 Token。Cloud Run 上更推荐走 Secret Manager 引用，不要直接写成明文 env。 |

@@ -19,9 +19,6 @@
 )
 
 
-MIN_FRACTIONAL_ORDER_QUANTITY = 0.01
-
-
 def get_market_prices(
     ib,
     symbols,
@@ -433,10 +430,6 @@ def _floor_order_quantity(quantity, *, quantity_step):
     return normalize_order_quantity(floor_to_quantity_step(quantity, quantity_step))
 
 
-def _minimum_supported_order_quantity(quantity_step: float) -> float:
-    return 1.0 if float(quantity_step or 1.0) >= 1.0 else MIN_FRACTIONAL_ORDER_QUANTITY
-
-
 def _sell_order_quantity(
     *,
     current_value,
@@ -549,7 +542,6 @@ def execute_rebalance(
     threshold = equity * rebalance_threshold_ratio
     order_quantity_step = float(quantity_step or 1.0)
     minimum_order_notional = max(0.0, float(min_order_notional or 0.0))
-    minimum_supported_quantity = _minimum_supported_order_quantity(order_quantity_step)
     execution_summary["cash_reserve_dollars"] = float(reserved)
 
     all_symbols = set(target_weights.keys()) | set(positions.keys())
@@ -658,7 +650,6 @@ def execute_rebalance(
     insufficient_buying_power_symbols: list[str] = []
     min_notional_symbols: list[str] = []
     quantity_zero_symbols: list[str] = []
-    fractional_quantity_too_small_symbols: list[str] = []
     anticipated_buying_power = get_available_buying_power(
         ib,
         account_values.get("buying_power", 0),
@@ -709,18 +700,6 @@ def cash_sweep_sale_quantity_to_fund_buy(max_quantity: int, candidate_symbols: t
             quantity_step=order_quantity_step,
         )
         if qty > 0:
-            if qty < minimum_supported_quantity:
-                fractional_quantity_too_small_symbols.append(symbol)
-                execution_summary["orders_skipped"].append(
-                    {
-                        "symbol": symbol,
-                        "side": "sell",
-                        "reason": "fractional_quantity_too_small",
-                        "quantity": qty,
-                        "minimum_quantity": minimum_supported_quantity,
-                    }
-                )
-                continue
             has_sell_plan = True
             break
         quantity_zero_symbols.append(symbol)
@@ -769,18 +748,6 @@ def cash_sweep_sale_quantity_to_fund_buy(max_quantity: int, candidate_symbols: t
             else 0
         )
         if qty > 0:
-            if qty < minimum_supported_quantity:
-                fractional_quantity_too_small_symbols.append(symbol)
-                execution_summary["orders_skipped"].append(
-                    {
-                        "symbol": symbol,
-                        "side": "buy",
-                        "reason": "fractional_quantity_too_small",
-                        "quantity": qty,
-                        "minimum_quantity": minimum_supported_quantity,
-                    }
-                )
-                continue
             has_buy_plan = True
             break
         quantity_zero_symbols.append(symbol)
@@ -803,9 +770,6 @@ def cash_sweep_sale_quantity_to_fund_buy(max_quantity: int, candidate_symbols: t
         elif min_notional_symbols:
             symbols = ",".join(sorted(dict.fromkeys(min_notional_symbols)))
             reason = f"min_notional:{symbols}"
-        elif fractional_quantity_too_small_symbols:
-            symbols = ",".join(sorted(dict.fromkeys(fractional_quantity_too_small_symbols)))
-            reason = f"fractional_quantity_too_small:{symbols}"
         elif quantity_zero_symbols:
             symbols = ",".join(sorted(dict.fromkeys(quantity_zero_symbols)))
             reason = f"quantity_zero:{symbols}"
@@ -914,18 +878,6 @@ def cash_sweep_sale_quantity_to_fund_buy(max_quantity: int, candidate_symbols: t
             if qty <= 0:
                 execution_summary["orders_skipped"].append({"symbol": symbol, "side": "sell", "reason": "quantity_zero"})
                 continue
-            if qty < minimum_supported_quantity:
-                execution_summary["orders_skipped"].append(
-                    {
-                        "symbol": symbol,
-                        "side": "sell",
-                        "reason": "fractional_quantity_too_small",
-                        "quantity": qty,
-                        "minimum_quantity": minimum_supported_quantity,
-                    }
-                )
-                execution_summary["skipped_reasons"].append(f"fractional_quantity_too_small:{symbol}")
-                continue
         elif current > target + threshold:
             if not price:
                 execution_summary["orders_skipped"].append({"symbol": symbol, "side": "sell", "reason": "missing_price"})
@@ -941,18 +893,6 @@ def cash_sweep_sale_quantity_to_fund_buy(max_quantity: int, candidate_symbols: t
             if qty <= 0:
                 execution_summary["orders_skipped"].append({"symbol": symbol, "side": "sell", "reason": "quantity_zero"})
                 continue
-            if qty < minimum_supported_quantity:
-                execution_summary["orders_skipped"].append(
-                    {
-                        "symbol": symbol,
-                        "side": "sell",
-                        "reason": "fractional_quantity_too_small",
-                        "quantity": qty,
-                        "minimum_quantity": minimum_supported_quantity,
-                    }
-                )
-                execution_summary["skipped_reasons"].append(f"fractional_quantity_too_small:{symbol}")
-                continue
         else:
             continue
 
@@ -1028,18 +968,6 @@ def cash_sweep_sale_quantity_to_fund_buy(max_quantity: int, candidate_symbols: t
             if qty <= 0:
                 execution_summary["orders_skipped"].append({"symbol": symbol, "side": "buy", "reason": "quantity_zero"})
                 continue
-            if qty < minimum_supported_quantity:
-                execution_summary["orders_skipped"].append(
-                    {
-                        "symbol": symbol,
-                        "side": "buy",
-                        "reason": "fractional_quantity_too_small",
-                        "quantity": qty,
-                        "minimum_quantity": minimum_supported_quantity,
-                    }
-                )
-                execution_summary["skipped_reasons"].append(f"fractional_quantity_too_small:{symbol}")
-                continue
 
             if dry_run_only:
                 execution_summary["orders_submitted"].append(

@@ -10,7 +10,6 @@
     first_non_empty,
     resolve_bool_value,
     resolve_float_env,
-    resolve_quantity_step_env,
     resolve_strategy_runtime_path_settings,
 )
 from quant_platform_kit.common.runtime_target import (
@@ -146,13 +145,7 @@ def load_platform_runtime_settings(
         strategy_config_source=runtime_paths.strategy_config_source,
         reconciliation_output_path=runtime_paths.reconciliation_output_path,
         dry_run_only=resolve_bool_value(os.getenv("IBKR_DRY_RUN_ONLY")),
-        quantity_step=resolve_quantity_step_env(
-            os.environ,
-            step_env="IBKR_ORDER_QUANTITY_STEP",
-            fractional_env="IBKR_FRACTIONAL_SHARES_ENABLED",
-            fractional_default=False,
-            fractional_step=0.0001,
-        ),
+        quantity_step=1.0,
         min_order_notional=resolve_float_env(
             os.environ,
             "IBKR_MIN_ORDER_NOTIONAL_USD",

@@ -1,5 +1,4 @@
 from types import SimpleNamespace
-import math
 
 from application.execution_service import check_order_submitted, execute_rebalance
 from quant_platform_kit.common.models import OrderIntent
@@ -213,115 +212,6 @@ def accountValues(self):
         raise AssertionError("expected ValueError")
 
 
-def test_execute_rebalance_can_submit_fractional_buy_when_quantity_step_allows(monkeypatch, tmp_path):
-    class FakeIB:
-        def openTrades(self):
-            return []
-
-        def fills(self):
-            return []
-
-        def accountValues(self):
-            return [SimpleNamespace(tag="AvailableFunds", currency="USD", value="1000")]
-
-    submitted = []
-
-    def fake_submit_order_intent(_ib, intent):
-        submitted.append(intent)
-        return SimpleNamespace(broker_order_id="1", status="Submitted")
-
-    def fake_fetch_quote_snapshots(_ib, symbols):
-        return {symbol: SimpleNamespace(last_price=500.0) for symbol in symbols}
-
-    monkeypatch.setattr("application.execution_service.time.sleep", lambda _seconds: None)
-
-    _trade_logs, summary = execute_rebalance(
-        FakeIB(),
-        {"VOO": 0.15},
-        {},
-        {"equity": 1000.0, "buying_power": 1000.0},
-        fetch_quote_snapshots=fake_fetch_quote_snapshots,
-        submit_order_intent=fake_submit_order_intent,
-        order_intent_cls=OrderIntent,
-        translator=translate,
-        strategy_symbols=["VOO"],
-        strategy_profile="global_etf_rotation",
-        signal_metadata=_signal_metadata({"VOO": 0.15}, risk_symbols=("VOO",), trade_date="2026-04-01"),
-        dry_run_only=False,
-        cash_reserve_ratio=0.0,
-        rebalance_threshold_ratio=0.02,
-        limit_buy_premium=1.005,
-        quantity_step=0.0001,
-        min_order_notional=50.0,
-        sell_settle_delay_sec=0,
-        execution_lock_dir=tmp_path,
-        return_summary=True,
-    )
-
-    assert summary["execution_status"] == "executed"
-    assert len(submitted) == 1
-    assert math.isclose(submitted[0].quantity, 0.2985, rel_tol=0.0, abs_tol=1e-9)
-
-
-def test_execute_rebalance_skips_fractional_orders_below_ibkr_minimum_quantity(monkeypatch, tmp_path):
-    class FakeIB:
-        def openTrades(self):
-            return []
-
-        def fills(self):
-            return []
-
-        def accountValues(self):
-            return [SimpleNamespace(tag="AvailableFunds", currency="USD", value="1000")]
-
-    submitted = []
-
-    def fake_submit_order_intent(_ib, intent):
-        submitted.append(intent)
-        return SimpleNamespace(broker_order_id="1", status="Submitted")
-
-    def fake_fetch_quote_snapshots(_ib, symbols):
-        return {symbol: SimpleNamespace(last_price=724.32) for symbol in symbols}
-
-    monkeypatch.setattr("application.execution_service.time.sleep", lambda _seconds: None)
-
-    _trade_logs, summary = execute_rebalance(
-        FakeIB(),
-        {"QQQ": 0.002},
-        {},
-        {"equity": 1000.0, "buying_power": 1000.0},
-        fetch_quote_snapshots=fake_fetch_quote_snapshots,
-        submit_order_intent=fake_submit_order_intent,
-        order_intent_cls=OrderIntent,
-        translator=translate,
-        strategy_symbols=["QQQ"],
-        strategy_profile="global_etf_rotation",
-        signal_metadata=_signal_metadata({"QQQ": 0.002}, risk_symbols=("QQQ",), trade_date="2026-04-01"),
-        dry_run_only=False,
-        cash_reserve_ratio=0.0,
-        rebalance_threshold_ratio=0.0,
-        limit_buy_premium=1.005,
-        quantity_step=0.0001,
-        min_order_notional=1.0,
-        sell_settle_delay_sec=0,
-        execution_lock_dir=tmp_path,
-        return_summary=True,
-    )
-
-    assert summary["execution_status"] == "no_op"
-    assert summary["no_op_reason"] == "fractional_quantity_too_small:QQQ"
-    assert summary["orders_skipped"] == [
-        {
-            "symbol": "QQQ",
-            "side": "buy",
-            "reason": "fractional_quantity_too_small",
-            "quantity": 0.0027,
-            "minimum_quantity": 0.01,
-        }
-    ]
-    assert submitted == []
-
-
 def test_execute_rebalance_zero_target_sell_uses_position_quantity(monkeypatch, tmp_path):
     class FakeIB:
         def openTrades(self):

@@ -193,16 +193,15 @@ def test_load_platform_runtime_settings_supports_explicit_group_config_values(mo
     assert settings.notify_lang == "zh"
 
 
-def test_load_platform_runtime_settings_supports_fractional_quantity_step(monkeypatch):
+def test_load_platform_runtime_settings_uses_whole_share_quantity_step(monkeypatch):
     monkeypatch.setenv("RUNTIME_TARGET_JSON", runtime_target_json(SAMPLE_STRATEGY_PROFILE))
     monkeypatch.setenv("ACCOUNT_GROUP", "paper")
     monkeypatch.setenv("IB_ACCOUNT_GROUP_CONFIG_JSON", MINIMAL_GROUP_JSON)
-    monkeypatch.setenv("IBKR_FRACTIONAL_SHARES_ENABLED", "true")
     monkeypatch.setenv("IBKR_MIN_ORDER_NOTIONAL_USD", "5")
 
     settings = load_platform_runtime_settings(project_id_resolver=lambda: "project-1")
 
-    assert settings.quantity_step == 0.0001
+    assert settings.quantity_step == 1.0
     assert settings.min_order_notional == 5.0