fix: bridge filled sell proceeds for follow-up buy

Co-Authored-By: Codex <noreply@openai.com>

Author: Pigbibi

application/execution_service.py

@@ -423,6 +423,100 @@ def _should_bootstrap_whole_share_buy(symbol, *, target_value, limit_price) -> b
     return max(0.0, float(target_value or 0.0)) >= effective_limit_price * float(min_target_share_ratio)
 
 
+def _should_top_up_existing_whole_share_buy(
+    symbol,
+    *,
+    target_value,
+    current_value,
+    quantity=0.0,
+    limit_price,
+    quantity_step: float = 1.0,
+) -> bool:
+    del symbol
+    if abs(float(quantity_step or 0.0) - 1.0) > 1e-9:
+        return False
+    held_quantity = max(0.0, float(quantity or 0.0))
+    effective_limit_price = max(0.0, float(limit_price or 0.0))
+    if held_quantity < 1.0 or effective_limit_price <= 0.0:
+        return False
+    remaining_value = max(0.0, float(target_value or 0.0) - float(current_value or 0.0))
+    if remaining_value <= 0.0 or remaining_value >= effective_limit_price:
+        return False
+    held_whole_shares = int(held_quantity)
+    if held_whole_shares <= 0:
+        return False
+    target_quantity = max(0.0, float(target_value or 0.0)) / effective_limit_price
+    return target_quantity >= held_whole_shares + 0.5
+
+
+def _planned_whole_share_buy_quantity(
+    symbol,
+    *,
+    target_value,
+    current_value,
+    quantity=0.0,
+    buy_budget,
+    available_buying_power,
+    ref_price,
+    quantity_step: float = 1.0,
+    allow_top_up=False,
+):
+    effective_ref_price = max(0.0, float(ref_price or 0.0))
+    if effective_ref_price <= 0.0:
+        return 0
+    planned_quantity = _normalize_buy_quantity(
+        max(0.0, float(buy_budget or 0.0)) / effective_ref_price,
+        quantity_step=quantity_step,
+    )
+    if planned_quantity > 0:
+        return planned_quantity
+    if not allow_top_up:
+        return 0
+    if max(0.0, float(available_buying_power or 0.0)) < effective_ref_price:
+        return 0
+    if _should_top_up_existing_whole_share_buy(
+        symbol,
+        target_value=target_value,
+        current_value=current_value,
+        quantity=quantity,
+        limit_price=effective_ref_price,
+        quantity_step=quantity_step,
+    ):
+        return _normalize_buy_quantity(1.0, quantity_step=quantity_step)
+    return 0
+
+
+def _filled_sell_release_value(
+    *,
+    trade_context,
+    submitted_sell_orders,
+    fetch_order_status,
+) -> float:
+    if fetch_order_status is None:
+        return 0.0
+    released_value = 0.0
+    for order in tuple(submitted_sell_orders or ()):
+        broker_order_id = str((order or {}).get("broker_order_id") or "").strip()
+        if not broker_order_id:
+            continue
+        try:
+            status_payload = fetch_order_status(trade_context, broker_order_id)
+        except Exception:
+            continue
+        if not isinstance(status_payload, Mapping):
+            continue
+        status = str(status_payload.get("status") or "").strip()
+        try:
+            executed_qty = max(0.0, float(status_payload.get("executed_qty") or 0.0))
+            executed_price = max(0.0, float(status_payload.get("executed_price") or 0.0))
+        except (TypeError, ValueError):
+            continue
+        if status not in {"Filled", "PartiallyFilled", "Partial"} and executed_qty <= 0.0:
+            continue
+        released_value += executed_qty * executed_price
+    return released_value
+
+
 def _normalize_cash_by_currency(raw_cash) -> dict[str, float]:
     if not isinstance(raw_cash, Mapping):
         return {}
@@ -864,6 +958,7 @@ def execute_rebalance_cycle(
     market_data_port,
     estimate_max_purchase_quantity,
     execution_port,
+    fetch_order_status=None,
     post_submit_order=None,
     notify_issue,
     translator,
@@ -889,6 +984,7 @@ def execute_rebalance_cycle(
     note_logs: list[str] = []
     submitted_orders: list[dict] = []
     dry_run_orders: list[dict] = []
+    submitted_sell_orders: list[dict[str, Any]] = []
     quote_snapshots_by_symbol: dict[str, dict] = {}
     small_account_cash_note_keys: set[str] = set()
     small_account_bootstrap_note_keys: set[str] = set()
@@ -1080,6 +1176,8 @@ def submit_order_via_port(symbol, order_type, side, quantity, log_message, *, su
         if report.broker_order_id:
             order_payload["broker_order_id"] = report.broker_order_id
         submitted_orders.append(order_payload)
+        if str(side or "").strip().lower() == "sell":
+            submitted_sell_orders.append(order_payload)
         if post_submit_order is not None:
             try:
                 post_submit_order(trade_context, order_intent, report)
@@ -1309,12 +1407,21 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
             refresh_interval = max(0.0, float(post_sell_refresh_interval_sec or 0.0))
             best_refreshed_state = None
             best_investable_cash = previous_investable_cash
+            projected_sell_release_value = 0.0
             for attempt in range(refresh_attempts):
                 if attempt > 0:
                     sleeper(refresh_interval)
                 refreshed_state = fetch_replanned_state()
                 refreshed_execution = refreshed_state[2]
                 refreshed_investable_cash = float(refreshed_execution["investable_cash"])
+                projected_sell_release_value = max(
+                    projected_sell_release_value,
+                    _filled_sell_release_value(
+                        trade_context=trade_context,
+                        submitted_sell_orders=submitted_sell_orders,
+                        fetch_order_status=fetch_order_status,
+                    ),
+                )
                 if best_refreshed_state is None or refreshed_investable_cash > best_investable_cash:
                     best_refreshed_state = refreshed_state
                     best_investable_cash = refreshed_investable_cash
@@ -1370,7 +1477,10 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
             target_values = dict(allocation["targets"])
             available_cash = float(portfolio["liquid_cash"])
             cash_by_currency = _normalize_cash_by_currency(portfolio.get("cash_by_currency"))
-            investable_cash = float(execution["investable_cash"])
+            investable_cash = max(
+                float(execution["investable_cash"]),
+                previous_investable_cash + projected_sell_release_value,
+            )
             if fractional_buy_execution:
                 current_min_trade = max(float(execution["current_min_trade"]), MIN_FRACTIONAL_BUY_NOTIONAL_USD)
             else:
@@ -1415,14 +1525,25 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
                 if can_buy_value >= MIN_FRACTIONAL_BUY_NOTIONAL_USD:
                     estimated_buy_cost += can_buy_value
                 continue
-            if can_buy_value <= price:
-                continue
-            limit_price = _limit_buy_price(
-                symbol, price, limit_buy_premium, limit_buy_premium_by_symbol
+            is_limit_order = symbol in limit_order_symbols or symbol == cash_sweep_symbol
+            ref_price = (
+                _limit_buy_price(symbol, price, limit_buy_premium, limit_buy_premium_by_symbol)
+                if is_limit_order
+                else round(price, 2)
+            )
+            quantity = _planned_whole_share_buy_quantity(
+                symbol,
+                target_value=target_values[symbol],
+                current_value=market_values[symbol],
+                quantity=quantities.get(symbol, 0.0),
+                buy_budget=can_buy_value,
+                available_buying_power=investable_cash,
+                ref_price=ref_price,
+                quantity_step=_buy_step_for(market_symbol(symbol)),
+                allow_top_up=sell_submitted,
             )
-            quantity = int(can_buy_value // limit_price) if limit_price > 0 else 0
             if quantity > 0:
-                estimated_buy_cost += quantity * limit_price
+                estimated_buy_cost += quantity * ref_price
         if estimated_buy_cost > investable_cash:
             buys_blocked_reason = "pending_sell_release"
             message = translator(
@@ -1455,29 +1576,45 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
         if price is None:
             continue
         can_buy_value = min(diff, investable_cash)
+        planned_quantity = 0
+        effective_can_buy_value = can_buy_value
+        is_limit_order = (
+            False
+            if fractional_buy_execution
+            else (symbol in limit_order_symbols or symbol == cash_sweep_symbol)
+        )
+        ref_price = (
+            _limit_buy_price(symbol, price, limit_buy_premium, limit_buy_premium_by_symbol)
+            if is_limit_order
+            else round(price, 2)
+        )
+        if not fractional_buy_execution:
+            planned_quantity = _planned_whole_share_buy_quantity(
+                symbol,
+                target_value=target_values[symbol],
+                current_value=market_values[symbol],
+                quantity=quantities.get(symbol, 0.0),
+                buy_budget=can_buy_value,
+                available_buying_power=investable_cash,
+                ref_price=ref_price,
+                quantity_step=_buy_step_for(market_symbol(symbol)),
+                allow_top_up=sell_submitted,
+            )
+            if planned_quantity > 0:
+                effective_can_buy_value = max(can_buy_value, planned_quantity * ref_price)
         can_afford_buy = (
             can_buy_value >= MIN_FRACTIONAL_BUY_NOTIONAL_USD
             if fractional_buy_execution
-            else can_buy_value > price
+            else planned_quantity > 0
         )
         if can_afford_buy:
-            is_limit_order = (
-                False
-                if fractional_buy_execution
-                else (symbol in limit_order_symbols or symbol == cash_sweep_symbol)
-            )
             limit_order_kind = "limit" if is_limit_order else "market"
-            limit_ref_price = (
-                _limit_buy_price(symbol, price, limit_buy_premium, limit_buy_premium_by_symbol)
-                if is_limit_order
-                else round(price, 2)
-            )
             limit_candidate = _estimate_buy_quantity_candidate(
                 trade_context,
                 market_symbol(symbol),
                 limit_order_kind,
-                limit_ref_price,
-                can_buy_value=can_buy_value,
+                ref_price,
+                can_buy_value=effective_can_buy_value,
                 estimate_max_purchase_quantity=estimate_max_purchase_quantity,
                 notify_issue=notify_issue,
                 dry_run_only=dry_run_only,
@@ -1492,7 +1629,6 @@ def record_dry_run(symbol, side, quantity, price, *, order_type):
                 quantity_step=_buy_step_for(market_symbol(symbol)),
             )
             order_kind = limit_order_kind
-            ref_price = limit_ref_price
             quantity = limit_quantity
             cost_estimate = 0.0
             if quantity <= 0:

application/rebalance_service.py

@@ -361,6 +361,7 @@ def fetch_replanned_state():
             market_data_port=market_data_port,
             estimate_max_purchase_quantity=runtime.estimate_max_purchase_quantity,
             execution_port=execution_port,
+            fetch_order_status=runtime.fetch_order_status,
             post_submit_order=runtime.post_submit_order,
             notify_issue=runtime.notify_issue,
             translator=config.translator,

application/runtime_composer.py

@@ -199,6 +199,7 @@ def build_rebalance_runtime(
             portfolio_port_factory=self.broker_adapters.build_portfolio_port,
             execution_port_factory=self.broker_adapters.build_execution_port,
             post_submit_order=notification_adapters.post_submit_order,
+            fetch_order_status=self.fetch_order_status_fn,
         )
 
     def build_rebalance_config(

application/runtime_dependencies.py

@@ -50,3 +50,4 @@ class LongBridgeRebalanceRuntime:
     portfolio_port_factory: Callable[[Any, Any], PortfolioPort]
     execution_port_factory: Callable[[Any], ExecutionPort]
     post_submit_order: Callable[[Any, Any, Any], None] | None = None
+    fetch_order_status: Callable[..., Any] | None = None

tests/test_rebalance_service.py

@@ -425,6 +425,80 @@ def test_min_order_notional_does_not_block_zero_target_risk_sell(self):
             [("SOXL.US", "sell", 1)],
         )
 
+    def test_sell_fill_bridge_can_top_up_existing_position_after_stale_refresh(self):
+        submitted_orders = []
+        stale_plan = _build_plan(
+            strategy_symbols=("SOXL", "SOXX"),
+            risk_symbols=("SOXL", "SOXX"),
+            targets={"SOXL": 0.0, "SOXX": 260.0},
+            market_values={"SOXL": 120.0, "SOXX": 200.0},
+            sellable_quantities={"SOXL": 3, "SOXX": 0},
+            quantities={"SOXL": 3, "SOXX": 2},
+            current_min_trade=10.0,
+            trade_threshold_value=10.0,
+            investable_cash=10.0,
+            market_status="rotation",
+            deploy_ratio_text="",
+            income_ratio_text="",
+            income_locked_ratio_text="",
+            signal_message="sell then top up",
+            available_cash=10.0,
+            total_strategy_equity=330.0,
+            portfolio_rows=(("SOXL", "SOXX"),),
+        )
+
+        result = execute_rebalance_cycle(
+            trade_context=object(),
+            plan=stale_plan,
+            portfolio=stale_plan["portfolio"],
+            execution=stale_plan["execution"],
+            allocation=stale_plan["allocation"],
+            fetch_replanned_state=lambda: (
+                stale_plan,
+                stale_plan["portfolio"],
+                stale_plan["execution"],
+                stale_plan["allocation"],
+            ),
+            market_data_port=CallableMarketDataPort(
+                quote_loader=lambda symbol: QuoteSnapshot(
+                    symbol=symbol,
+                    as_of="2026-07-10",
+                    last_price={"SOXL.US": 40.0, "SOXX.US": 100.0}[symbol],
+                )
+            ),
+            estimate_max_purchase_quantity=lambda *_args, **_kwargs: 10,
+            execution_port=CallableExecutionPort(
+                lambda order_intent: (
+                    submitted_orders.append(order_intent),
+                    ExecutionReport(
+                        symbol=order_intent.symbol,
+                        side=order_intent.side,
+                        quantity=order_intent.quantity,
+                        status="accepted",
+                        broker_order_id=f"order-{len(submitted_orders)}",
+                    ),
+                )[-1]
+            ),
+            fetch_order_status=lambda _ctx, order_id: {
+                "status": "Filled",
+                "executed_qty": "3",
+                "executed_price": "40",
+            }
+            if order_id == "order-1"
+            else None,
+            notify_issue=lambda _title, _detail: None,
+            translator=build_translator("zh"),
+            with_prefix=lambda message: message,
+            limit_sell_discount=0.995,
+            limit_buy_premium=1.0,
+        )
+
+        self.assertTrue(result.action_done)
+        self.assertEqual(
+            [(order.symbol, order.side, order.quantity) for order in submitted_orders],
+            [("SOXL.US", "sell", 3), ("SOXX.US", "buy", 1)],
+        )
+
     def test_small_account_whole_share_layer_sells_unbuyable_soxx_sleeve(self):
         submitted_orders = []
         prices = {"SOXL": 191.15, "SOXX": 536.88, "BOXX": 100.0}

tests/test_runtime_composer.py

@@ -137,6 +137,7 @@ def fake_cycle_sender(**kwargs):
     assert runtime.resolve_rebalance_plan == "resolve-plan"
     assert runtime.market_data_port_factory == "market-data-port-factory"
     assert runtime.notifications == "notification-port"
+    assert runtime.fetch_order_status == "fetch-order-status"
     silent_runtime.notifications.send_text("precheck heartbeat")
     assert observed["sent_message"] == ("tg-token", "chat-id", "[HK] hello")
     assert runtime.post_submit_order == "post-submit-order"