Merge pull request #424 from coding-kitties/feature/sqlite-decimal-precision

fix: sqlite decimal precision + portfolio sync bug fixes

Author: MDUYN

investing_algorithm_framework/__init__.py

@@ -18,7 +18,8 @@
     PortfolioConfiguration, RESOURCE_DIRECTORY, AWS_LAMBDA_LOGGING_CONFIG, \
     Trade, APP_MODE, AppMode, DATETIME_FORMAT, load_backtests_from_directory, \
     BacktestDateRange, convert_polars_to_pandas, BacktestRun, \
-    DEFAULT_LOGGING_CONFIG, DataType, DataProvider, StopLossRule, ScalingRule, TradingCost, \
+    DEFAULT_LOGGING_CONFIG, DataType, DataProvider, StopLossRule, \
+    ScalingRule, TradingCost, \
     TradeStatus, generate_backtest_summary_metrics, generate_algorithm_id, \
     APPLICATION_DIRECTORY, DataSource, OrderExecutor, PortfolioProvider, \
     SnapshotInterval, AWS_S3_STATE_BUCKET_NAME, BacktestEvaluationFocus, \

investing_algorithm_framework/cli/mcp_server.py

@@ -2297,7 +2297,10 @@ def main(directory: Optional[Union[str, List[str]]] = None):
         ),
     )
     args = parser.parse_args()
-    dirs = args.directory or ([directory] if isinstance(directory, str) else directory) or []
+    dirs = args.directory or (
+        [directory] if isinstance(directory, str)
+        else directory
+    ) or []
 
     if len(dirs) == 1:
         server = BacktestMCPServer(dirs[0])

investing_algorithm_framework/domain/models/risk_rules/scaling_rule.py

@@ -69,7 +69,9 @@ def __init__(
         if isinstance(scale_in_percentage, (int, float)):
             self._scale_in_percentages = [float(scale_in_percentage)]
         else:
-            self._scale_in_percentages = [float(v) for v in scale_in_percentage]
+            self._scale_in_percentages = [
+                float(v) for v in scale_in_percentage
+            ]
 
         if isinstance(scale_out_percentage, (int, float)):
             self._scale_out_percentages = [float(scale_out_percentage)]

investing_algorithm_framework/infrastructure/database/__init__.py

@@ -1,10 +1,11 @@
 from .sql_alchemy import Session, setup_sqlalchemy, SQLBaseModel, \
-    create_all_tables, clear_db
+    create_all_tables, clear_db, SqliteDecimal
 
 __all__ = [
     "Session",
     "setup_sqlalchemy",
     "SQLBaseModel",
     "create_all_tables",
-    "clear_db"
+    "clear_db",
+    "SqliteDecimal"
 ]

investing_algorithm_framework/infrastructure/database/sql_alchemy.py

@@ -1,8 +1,10 @@
 import logging
+from decimal import Decimal
 
-from sqlalchemy import create_engine, StaticPool
+from sqlalchemy import create_engine, StaticPool, String
 from sqlalchemy import inspect
 from sqlalchemy.orm import DeclarativeBase, sessionmaker
+from sqlalchemy import TypeDecorator
 
 from investing_algorithm_framework.domain import SQLALCHEMY_DATABASE_URI, \
     OperationalException
@@ -11,6 +13,39 @@
 logger = logging.getLogger("investing_algorithm_framework")
 
 
+class SqliteDecimal(TypeDecorator):
+    """
+    A type that stores Python numeric values as TEXT in SQLite for
+    exact precision. This avoids the lossy float conversion that
+    occurs with SQLAlchemy's Float/Numeric types on SQLite.
+
+    - On write: converts the value to its full-precision string
+      representation via Decimal, then stores as TEXT.
+    - On read: returns a Python float for backward compatibility
+      with existing arithmetic code.
+
+    The key benefit is lossless **storage**: the TEXT column preserves
+    the exact decimal representation. For example, a value like
+    12345678901234.567890123456789 is stored as that exact string
+    rather than being silently truncated to a 64-bit float.
+
+    Use this instead of Column(Float) for monetary values, balances,
+    prices, and amounts where storage precision matters.
+    """
+    impl = String
+    cache_ok = True
+
+    def process_bind_param(self, value, dialect):
+        if value is not None:
+            return str(Decimal(str(value)))
+        return None
+
+    def process_result_value(self, value, dialect):
+        if value is not None:
+            return float(Decimal(value))
+        return None
+
+
 class SQLAlchemyAdapter:
 
     def __init__(self, app):

investing_algorithm_framework/infrastructure/models/order/order.py

@@ -1,12 +1,14 @@
 import logging
 from datetime import datetime, timezone
 
-from sqlalchemy import Column, Integer, String, DateTime, ForeignKey, Float
+from sqlalchemy import Column, Integer, String, DateTime, ForeignKey
 from sqlalchemy.orm import relationship
 
 from investing_algorithm_framework.domain import OrderType, \
     OrderSide, Order, OrderStatus
-from investing_algorithm_framework.infrastructure.database import SQLBaseModel
+from investing_algorithm_framework.infrastructure.database import (
+    SQLBaseModel, SqliteDecimal
+)
 from investing_algorithm_framework.infrastructure.models.model_extension \
     import SQLAlchemyModelExtension
 from investing_algorithm_framework.infrastructure.models.\
@@ -33,21 +35,21 @@ class SQLOrder(Order, SQLBaseModel, SQLAlchemyModelExtension):
     trades = relationship(
         'SQLTrade', secondary=order_trade_association, back_populates='orders'
     )
-    price = Column(Float)
-    amount = Column(Float)
-    remaining = Column(Float, default=None)
-    filled = Column(Float, default=None)
-    cost = Column(Float, default=0)
+    price = Column(SqliteDecimal())
+    amount = Column(SqliteDecimal())
+    remaining = Column(SqliteDecimal(), default=None)
+    filled = Column(SqliteDecimal(), default=None)
+    cost = Column(SqliteDecimal(), default=0)
     status = Column(String, default=OrderStatus.CREATED.value)
     position_id = Column(Integer, ForeignKey('positions.id'))
     position = relationship("SQLPosition", back_populates="orders")
     created_at = Column(DateTime(timezone=True), default=utcnow)
     updated_at = Column(
         DateTime(timezone=True), default=utcnow, onupdate=utcnow
     )
-    order_fee = Column(Float, default=None)
+    order_fee = Column(SqliteDecimal(), default=None)
     order_fee_currency = Column(String, default=None)
-    order_fee_rate = Column(Float, default=None)
+    order_fee_rate = Column(SqliteDecimal(), default=None)
     sell_order_metadata_id = Column(Integer, ForeignKey('orders.id'))
     trade_allocations = relationship(
         'SQLTradeAllocation', back_populates='order'

investing_algorithm_framework/infrastructure/models/order/trade_allocation.py

@@ -1,9 +1,11 @@
 import logging
 
-from sqlalchemy import Column, Integer, ForeignKey, Float
+from sqlalchemy import Column, Integer, ForeignKey
 from sqlalchemy.orm import relationship
 
-from investing_algorithm_framework.infrastructure.database import SQLBaseModel
+from investing_algorithm_framework.infrastructure.database import (
+    SQLBaseModel, SqliteDecimal
+)
 from investing_algorithm_framework.infrastructure.models.model_extension \
     import SQLAlchemyModelExtension
 
@@ -55,13 +57,13 @@ class SQLTradeAllocation(SQLBaseModel, SQLAlchemyModelExtension):
     trade_id = Column(Integer)
     stop_loss_id = Column(Integer)
     take_profit_id = Column(Integer)
-    amount = Column(Float)
-    amount_pending = Column(Float)
-    open_price = Column(Float, default=0)
-    close_price = Column(Float, default=0)
-    buy_fee = Column(Float, default=0)
-    sell_fee = Column(Float, default=0)
-    net_gain_contribution = Column(Float, default=0)
+    amount = Column(SqliteDecimal())
+    amount_pending = Column(SqliteDecimal())
+    open_price = Column(SqliteDecimal(), default=0)
+    close_price = Column(SqliteDecimal(), default=0)
+    buy_fee = Column(SqliteDecimal(), default=0)
+    sell_fee = Column(SqliteDecimal(), default=0)
+    net_gain_contribution = Column(SqliteDecimal(), default=0)
 
     def __init__(
         self,

investing_algorithm_framework/infrastructure/models/portfolio/portfolio_snapshot.py

@@ -1,8 +1,10 @@
-from sqlalchemy import Column, Integer, String, DateTime, Float
+from sqlalchemy import Column, Integer, String, DateTime
 from sqlalchemy.orm import relationship
 
 from investing_algorithm_framework.domain import PortfolioSnapshot
-from investing_algorithm_framework.infrastructure.database import SQLBaseModel
+from investing_algorithm_framework.infrastructure.database import (
+    SQLBaseModel, SqliteDecimal
+)
 from investing_algorithm_framework.infrastructure.models.model_extension \
     import SQLAlchemyModelExtension
 
@@ -20,14 +22,14 @@ class SQLPortfolioSnapshot(
     id = Column(Integer, primary_key=True)
     portfolio_id = Column(String, nullable=False)
     trading_symbol = Column(String, nullable=False)
-    pending_value = Column(Float, nullable=False, default=0)
-    unallocated = Column(Float, nullable=False, default=0)
-    net_size = Column(Float, nullable=False, default=0)
-    total_net_gain = Column(Float, nullable=False, default=0)
-    total_revenue = Column(Float, nullable=False, default=0)
-    total_cost = Column(Float, nullable=False, default=0)
-    total_value = Column(Float, nullable=False, default=0)
-    cash_flow = Column(Float, nullable=False, default=0)
+    pending_value = Column(SqliteDecimal(), nullable=False, default=0)
+    unallocated = Column(SqliteDecimal(), nullable=False, default=0)
+    net_size = Column(SqliteDecimal(), nullable=False, default=0)
+    total_net_gain = Column(SqliteDecimal(), nullable=False, default=0)
+    total_revenue = Column(SqliteDecimal(), nullable=False, default=0)
+    total_cost = Column(SqliteDecimal(), nullable=False, default=0)
+    total_value = Column(SqliteDecimal(), nullable=False, default=0)
+    cash_flow = Column(SqliteDecimal(), nullable=False, default=0)
     created_at = Column(DateTime, nullable=False, default=0)
     position_snapshots = relationship(
         "SQLPositionSnapshot",

investing_algorithm_framework/infrastructure/models/portfolio/sql_portfolio.py

@@ -1,12 +1,14 @@
 from datetime import datetime, timezone
 
-from sqlalchemy import Column, Integer, String, DateTime, Float, Boolean
+from sqlalchemy import Column, Integer, String, DateTime, Boolean
 from sqlalchemy import UniqueConstraint
 from sqlalchemy.orm import relationship
 from sqlalchemy.orm import validates
 
 from investing_algorithm_framework.domain import Portfolio
-from investing_algorithm_framework.infrastructure.database import SQLBaseModel
+from investing_algorithm_framework.infrastructure.database import (
+    SQLBaseModel, SqliteDecimal
+)
 from investing_algorithm_framework.infrastructure.models.model_extension \
     import SQLAlchemyModelExtension
 
@@ -16,14 +18,14 @@ class SQLPortfolio(Portfolio, SQLBaseModel, SQLAlchemyModelExtension):
     id = Column(Integer, primary_key=True)
     identifier = Column(String, nullable=False, unique=True)
     trading_symbol = Column(String, nullable=False)
-    realized = Column(Float, nullable=False, default=0)
-    total_revenue = Column(Float, nullable=False, default=0)
-    total_cost = Column(Float, nullable=False, default=0)
-    total_net_gain = Column(Float, nullable=False, default=0)
-    total_trade_volume = Column(Float, nullable=False, default=0)
-    net_size = Column(Float, nullable=False, default=0)
-    unallocated = Column(Float, nullable=False, default=0)
-    initial_balance = Column(Float, nullable=True)
+    realized = Column(SqliteDecimal(), nullable=False, default=0)
+    total_revenue = Column(SqliteDecimal(), nullable=False, default=0)
+    total_cost = Column(SqliteDecimal(), nullable=False, default=0)
+    total_net_gain = Column(SqliteDecimal(), nullable=False, default=0)
+    total_trade_volume = Column(SqliteDecimal(), nullable=False, default=0)
+    net_size = Column(SqliteDecimal(), nullable=False, default=0)
+    unallocated = Column(SqliteDecimal(), nullable=False, default=0)
+    initial_balance = Column(SqliteDecimal(), nullable=True)
     market = Column(String, nullable=False)
     positions = relationship(
         "SQLPosition",

investing_algorithm_framework/infrastructure/models/position/position.py

@@ -1,9 +1,11 @@
-from sqlalchemy import Column, Integer, String, ForeignKey, Float
+from sqlalchemy import Column, Integer, String, ForeignKey
 from sqlalchemy import UniqueConstraint
 from sqlalchemy.orm import relationship, validates
 
 from investing_algorithm_framework.domain import Position
-from investing_algorithm_framework.infrastructure.database import SQLBaseModel
+from investing_algorithm_framework.infrastructure.database import (
+    SQLBaseModel, SqliteDecimal
+)
 from investing_algorithm_framework.infrastructure.models.model_extension \
     import SQLAlchemyModelExtension
 
@@ -12,8 +14,8 @@ class SQLPosition(SQLBaseModel, Position, SQLAlchemyModelExtension):
     __tablename__ = "positions"
     id = Column(Integer, primary_key=True, unique=True)
     symbol = Column(String)
-    amount = Column(Float)
-    cost = Column(Float)
+    amount = Column(SqliteDecimal())
+    cost = Column(SqliteDecimal())
     orders = relationship(
         "SQLOrder",
         back_populates="position",