Support algo order pricing in smart portfolio rebalances

This commit is contained in:
boris
2026-04-23 18:48:14 -07:00
parent ac308c8d68
commit 58836a1c37
7 changed files with 427 additions and 28 deletions

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@@ -16,7 +16,7 @@ current alignment pass.
- [x] `order_to` / target-shares style explicit order primitive
- [x] `order_target_portfolio(_smart)` style public API surface
- [ ] richer explicit order styles exposed to platform scripts
- [x] richer explicit order styles exposed to platform scripts
### Phase 2: Scheduling and execution surface
@@ -37,13 +37,13 @@ current alignment pass.
- [x] `VWAPOrder` first-class explicit action parity (`order.vwap_value/percent`)
- [x] `TWAPOrder` first-class explicit action parity (`order.twap_value/percent`)
- [ ] `order_target_portfolio_smart(..., order_prices=AlgoOrder, valuation_prices=...)`
- [x] `order_target_portfolio_smart(..., order_prices=AlgoOrder, valuation_prices=...)`
### Phase 5: Position accounting parity
- [ ] `trading_pnl`
- [ ] `position_pnl`
- [ ] `dividend_receivable`
- [x] `trading_pnl`
- [x] `position_pnl`
- [x] `dividend_receivable`
- [ ] richer position lifecycle fields exposed to strategy runtime
## Execution Order
@@ -57,4 +57,5 @@ current alignment pass.
## Current Step
Active implementation target: Phase 4, algo-order styles.
Active implementation target: Phase 2/3 follow-up, finer `1m`/`tick`
strategy execution entrypoints and subscription guards.