Support enable_fractional_shares option in calc_target_shares

When enable_fractional_shares is set to True, do not convert calc_target_shares to int.

src/pybroker/context.py

@@ -236,7 +236,7 @@ def _verify_pos_type(self, pos_type: str):
 
     def calc_target_shares(
         self, target_size: float, price: float, cash: Optional[float] = None
-    ) -> int:
+    ) -> Union[Decimal, int]:
         r"""Calculates the number of shares given a ``target_size`` allocation
         and share ``price``.
 
@@ -250,14 +250,18 @@ def calc_target_shares(
                 is used to calculate the number of shares.
 
         Returns:
-            Number of shares given ``target_size`` and share ``price``.
+            Number of shares given ``target_size`` and share ``price``. If
+            :attr:`pybroker.config.StrategyConfig.enable_fractional_shares` is
+            ``True``, then a Decimal is returned.
         """
-        shares = int(
+        shares = (
             (to_decimal(cash) if cash is not None else self._portfolio.equity)
             * to_decimal(target_size)
             / to_decimal(price)
         )
-        return max(shares, 0)
+        if self.config.enable_fractional_shares:
+            return shares.max(0)
+        return max(int(shares), 0)
 
     def model(self, name: str, symbol: str) -> Any:
         r"""Returns a trained model.
@@ -972,7 +976,7 @@ def calc_target_shares(
         target_size: float,
         price: Optional[float] = None,
         cash: Optional[float] = None,
-    ) -> int:
+    ) -> Union[Decimal, int]:
         r"""Calculates the number of shares given a ``target_size`` allocation
         and share ``price``.
 
@@ -988,7 +992,9 @@ def calc_target_shares(
                 is used to calculate the number of shares.
 
         Returns:
-            Number of shares given ``target_size`` and share ``price``.
+            Number of shares given ``target_size`` and share ``price``. If
+            :attr:`pybroker.config.StrategyConfig.enable_fractional_shares` is
+            ``True``, then a Decimal is returned.
         """
         price = self.close[-1] if price is None else price
         return super().calc_target_shares(target_size, price, cash)

tests/test_context.py

@@ -461,6 +461,36 @@ def test_calc_target_shares(ctx):
     assert ctx.calc_target_shares(0.5, 33.50) == 50_000 // 33.5
 
 
+def test_calc_target_shares_when_enable_fractional_shares(
+    col_scope,
+    ind_scope,
+    input_scope,
+    pred_scope,
+    pending_order_scope,
+    portfolio,
+    trained_models,
+    sym_end_index,
+    session,
+    symbol,
+):
+    ctx = ExecContext(
+        symbol=symbol,
+        config=StrategyConfig(enable_fractional_shares=True),
+        portfolio=portfolio,
+        col_scope=col_scope,
+        ind_scope=ind_scope,
+        input_scope=input_scope,
+        pred_scope=pred_scope,
+        pending_order_scope=pending_order_scope,
+        models=trained_models,
+        sym_end_index=sym_end_index,
+        session=session,
+    )
+    assert ctx.calc_target_shares(0.5, 33.50) == Decimal("50_000") / Decimal(
+        "33.5"
+    )
+
+
 def test_calc_target_shares_with_cash(ctx):
     assert ctx.calc_target_shares(1 / 3, 20, 10_000) == 166