From eae6f3239be562b022bd7309b7cef18916bcc5d5 Mon Sep 17 00:00:00 2001 From: Pigbibi <20649888+Pigbibi@users.noreply.github.com> Date: Sun, 10 May 2026 23:33:40 +0800 Subject: [PATCH] Add IBKR account-aware routing --- pyproject.toml | 2 +- setup.py | 2 +- src/quant_platform_kit/common/models.py | 2 + src/quant_platform_kit/ibkr/execution.py | 17 ++++++ src/quant_platform_kit/ibkr/portfolio.py | 44 ++++++++++++-- tests/test_ibkr_execution.py | 26 ++++++++ tests/test_ibkr_portfolio.py | 76 ++++++++++++++---------- 7 files changed, 130 insertions(+), 39 deletions(-) diff --git a/pyproject.toml b/pyproject.toml index 3ad1d35..c485d09 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta" [project] name = "quant-platform-kit" -version = "0.7.21" +version = "0.7.22" description = "Shared broker adapters, domain models, execution ports, and notification utilities for QuantStrategyLab strategies." readme = "README.md" requires-python = ">=3.9" diff --git a/setup.py b/setup.py index bcfc090..2ef6166 100644 --- a/setup.py +++ b/setup.py @@ -3,7 +3,7 @@ setup( name="quant-platform-kit", - version="0.7.21", + version="0.7.22", description="Shared broker adapters, domain models, execution ports, and notification utilities for QuantStrategyLab strategies.", package_dir={"": "src"}, packages=find_packages(where="src"), diff --git a/src/quant_platform_kit/common/models.py b/src/quant_platform_kit/common/models.py index da32c8b..a7e9395 100644 --- a/src/quant_platform_kit/common/models.py +++ b/src/quant_platform_kit/common/models.py @@ -42,6 +42,7 @@ class Position: market_value: float average_cost: float | None = None currency: str = "USD" + account_id: str | None = None @dataclass(frozen=True) @@ -62,6 +63,7 @@ class OrderIntent: order_type: str = "market" limit_price: float | None = None time_in_force: str | None = None + account_id: str | None = None metadata: dict[str, Any] = field(default_factory=dict) diff --git a/src/quant_platform_kit/ibkr/execution.py b/src/quant_platform_kit/ibkr/execution.py index 7718baf..5ff3b73 100644 --- a/src/quant_platform_kit/ibkr/execution.py +++ b/src/quant_platform_kit/ibkr/execution.py @@ -5,6 +5,11 @@ from quant_platform_kit.common.models import ExecutionReport, OrderIntent +def _normalize_account_id(value: str | None) -> str | None: + text = str(value or "").strip() + return text or None + + def _build_stock_contract( symbol: str, *, @@ -23,6 +28,7 @@ def submit_order_intent( ib: Any, order_intent: OrderIntent, *, + account_id: str | None = None, wait_seconds: float = 1.0, stock_factory: Callable[..., Any] | None = None, market_order_factory: Callable[..., Any] | None = None, @@ -55,6 +61,16 @@ def submit_order_intent( else: raise ValueError(f"Unsupported IBKR order type: {order_intent.order_type!r}") + intent_account_id = _normalize_account_id(order_intent.account_id) + explicit_account_id = _normalize_account_id(account_id) + if intent_account_id and explicit_account_id and intent_account_id != explicit_account_id: + raise ValueError( + "OrderIntent.account_id conflicts with submit_order_intent(account_id=...)." + ) + resolved_account_id = intent_account_id or explicit_account_id + if resolved_account_id: + order.account = resolved_account_id + trade = ib.placeOrder(contract, order) if wait_seconds: import time as time_module @@ -73,5 +89,6 @@ def submit_order_intent( raw_payload={ "order_type": order_type, "time_in_force": getattr(order, "tif", None), + "account_id": resolved_account_id, }, ) diff --git a/src/quant_platform_kit/ibkr/portfolio.py b/src/quant_platform_kit/ibkr/portfolio.py index acbcd3e..3695fc7 100644 --- a/src/quant_platform_kit/ibkr/portfolio.py +++ b/src/quant_platform_kit/ibkr/portfolio.py @@ -1,12 +1,39 @@ from __future__ import annotations from datetime import datetime -from typing import Any +from typing import Any, Iterable from quant_platform_kit.common.models import PortfolioSnapshot, Position -def fetch_portfolio_snapshot(ib: Any, *, wait_seconds: float = 1.0) -> PortfolioSnapshot: +def _normalize_account_ids(account_ids: Iterable[str] | str | None) -> tuple[str, ...]: + if account_ids is None: + return () + if isinstance(account_ids, str): + candidates = [account_ids] + else: + candidates = list(account_ids) + normalized = [] + for candidate in candidates: + text = str(candidate or "").strip() + if text: + normalized.append(text) + return tuple(dict.fromkeys(normalized)) + + +def _matches_account(account_id: str | None, selected_account_ids: tuple[str, ...]) -> bool: + if not selected_account_ids: + return True + return str(account_id or "").strip() in selected_account_ids + + +def fetch_portfolio_snapshot( + ib: Any, + *, + account_ids: Iterable[str] | str | None = None, + wait_seconds: float = 1.0, +) -> PortfolioSnapshot: + selected_account_ids = _normalize_account_ids(account_ids) ib.reqPositions() if wait_seconds: import time as time_module @@ -15,6 +42,9 @@ def fetch_portfolio_snapshot(ib: Any, *, wait_seconds: float = 1.0) -> Portfolio positions = [] for raw_position in ib.positions(): + account_id = str(getattr(raw_position, "account", "") or "").strip() or None + if not _matches_account(account_id, selected_account_ids): + continue if raw_position.position == 0: continue quantity = float(raw_position.position) @@ -25,22 +55,28 @@ def fetch_portfolio_snapshot(ib: Any, *, wait_seconds: float = 1.0) -> Portfolio quantity=quantity, market_value=quantity * average_cost, average_cost=average_cost, + account_id=account_id, ) ) total_equity = 0.0 buying_power = None for account_value in ib.accountValues(): + account_id = str(getattr(account_value, "account", "") or "").strip() or None + if not _matches_account(account_id, selected_account_ids): + continue if account_value.currency != "USD": continue if account_value.tag == "NetLiquidation": - total_equity = float(account_value.value) + total_equity += float(account_value.value) elif account_value.tag == "AvailableFunds": - buying_power = float(account_value.value) + value = float(account_value.value) + buying_power = value if buying_power is None else buying_power + value return PortfolioSnapshot( as_of=datetime.utcnow(), total_equity=total_equity, buying_power=buying_power, positions=tuple(positions), + metadata={"account_ids": selected_account_ids}, ) diff --git a/tests/test_ibkr_execution.py b/tests/test_ibkr_execution.py index 7f2a72c..817e034 100644 --- a/tests/test_ibkr_execution.py +++ b/tests/test_ibkr_execution.py @@ -87,6 +87,32 @@ def test_submit_limit_order_sets_time_in_force(self) -> None: self.assertEqual(report.raw_payload["time_in_force"], "DAY") self.assertEqual(ib.orders[0][1].tif, "DAY") + def test_submit_order_intent_sets_account_when_provided(self) -> None: + ib = FakeIB() + report = submit_order_intent( + ib, + OrderIntent(symbol="SPY", side="buy", quantity=5, account_id="U18308207"), + wait_seconds=0, + stock_factory=FakeContract, + market_order_factory=FakeMarketOrder, + ) + + self.assertEqual(ib.orders[0][1].account, "U18308207") + self.assertEqual(report.raw_payload["account_id"], "U18308207") + + def test_submit_order_intent_rejects_conflicting_account_id(self) -> None: + ib = FakeIB() + + with self.assertRaises(ValueError): + submit_order_intent( + ib, + OrderIntent(symbol="SPY", side="buy", quantity=5, account_id="U18308207"), + account_id="U15998061", + wait_seconds=0, + stock_factory=FakeContract, + market_order_factory=FakeMarketOrder, + ) + if __name__ == "__main__": unittest.main() diff --git a/tests/test_ibkr_portfolio.py b/tests/test_ibkr_portfolio.py index 8830e48..2d29343 100644 --- a/tests/test_ibkr_portfolio.py +++ b/tests/test_ibkr_portfolio.py @@ -1,56 +1,66 @@ from __future__ import annotations -from dataclasses import dataclass +from types import SimpleNamespace import unittest from quant_platform_kit.ibkr.portfolio import fetch_portfolio_snapshot -@dataclass -class FakeContract: - symbol: str - - -@dataclass -class FakePosition: - contract: FakeContract - position: int - avgCost: float - - -@dataclass -class FakeAccountValue: - tag: str - currency: str - value: str - - class FakeIB: + def __init__(self): + self.req_positions_called = False + def reqPositions(self): - self.positions_requested = True + self.req_positions_called = True def positions(self): return [ - FakePosition(contract=FakeContract("SPY"), position=10, avgCost=99.0), - FakePosition(contract=FakeContract("AGG"), position=0, avgCost=100.0), + SimpleNamespace( + account="U18308207", + contract=SimpleNamespace(symbol="TQQQ"), + position=3, + avgCost=100.0, + ), + SimpleNamespace( + account="U15998061", + contract=SimpleNamespace(symbol="AAPL"), + position=5, + avgCost=200.0, + ), ] def accountValues(self): return [ - FakeAccountValue(tag="NetLiquidation", currency="USD", value="100000"), - FakeAccountValue(tag="AvailableFunds", currency="USD", value="25000"), + SimpleNamespace(account="U18308207", tag="NetLiquidation", currency="USD", value="1000"), + SimpleNamespace(account="U18308207", tag="AvailableFunds", currency="USD", value="250"), + SimpleNamespace(account="U15998061", tag="NetLiquidation", currency="USD", value="2000"), + SimpleNamespace(account="U15998061", tag="AvailableFunds", currency="USD", value="500"), ] class IbkrPortfolioTests(unittest.TestCase): - def test_fetch_portfolio_snapshot_returns_equity_and_positions(self) -> None: - snapshot = fetch_portfolio_snapshot(FakeIB(), wait_seconds=0) - - self.assertEqual(snapshot.total_equity, 100000.0) - self.assertEqual(snapshot.buying_power, 25000.0) - self.assertEqual(len(snapshot.positions), 1) - self.assertEqual(snapshot.positions[0].symbol, "SPY") - self.assertEqual(snapshot.positions[0].market_value, 990.0) + def test_fetch_portfolio_snapshot_filters_by_account_id(self) -> None: + ib = FakeIB() + + snapshot = fetch_portfolio_snapshot(ib, account_ids=("U18308207",), wait_seconds=0) + + self.assertTrue(ib.req_positions_called) + self.assertEqual(snapshot.total_equity, 1000.0) + self.assertEqual(snapshot.buying_power, 250.0) + self.assertEqual(tuple(position.symbol for position in snapshot.positions), ("TQQQ",)) + self.assertEqual(snapshot.positions[0].account_id, "U18308207") + self.assertEqual(snapshot.metadata["account_ids"], ("U18308207",)) + + def test_fetch_portfolio_snapshot_sums_selected_accounts(self) -> None: + snapshot = fetch_portfolio_snapshot( + FakeIB(), + account_ids=("U18308207", "U15998061"), + wait_seconds=0, + ) + + self.assertEqual(snapshot.total_equity, 3000.0) + self.assertEqual(snapshot.buying_power, 750.0) + self.assertEqual(tuple(position.symbol for position in snapshot.positions), ("TQQQ", "AAPL")) if __name__ == "__main__":