Fix exchange rate handling in value-based stock order sizing

Author: DonLin123

rqalpha/mod/rqalpha_mod_sys_accounts/trade_utils.py

@@ -45,7 +45,7 @@ def get_amount_from_value(value: float, ins: Instrument, price: float, env: Envi
         amount = round_order_quantity(ins, amount)
         while amount > 0:
             estimate_transaction_cost = estimate_transaction_cost_calculator(env, ins, amount, price)
-            if amount * price + estimate_transaction_cost > value:
+            if amount * price * exchange_rates.ask_reference + estimate_transaction_cost > value:
                 amount = round_order_quantity(ins, amount - ins.order_step_size)
             else:
                 return amount

tests/unittest/test_mod/test_sys_accounts/test_trade_utils.py

@@ -0,0 +1,32 @@
+from datetime import datetime
+from types import SimpleNamespace
+
+from rqalpha.const import MARKET
+from rqalpha.interface import ExchangeRate, TransactionCost
+from rqalpha.mod.rqalpha_mod_sys_accounts.trade_utils import get_amount_from_value
+
+
+def test_get_amount_from_value_uses_ask_exchange_rate_for_buying_power():
+    env = SimpleNamespace(
+        trading_dt=datetime(2026, 1, 5),
+        data_proxy=SimpleNamespace(
+            get_exchange_rate=lambda _date, _market: ExchangeRate(
+                bid_reference=1,
+                ask_reference=2,
+                bid_settlement_sh=1,
+                ask_settlement_sh=2,
+                bid_settlement_sz=1,
+                ask_settlement_sz=2,
+            )
+        ),
+        calc_transaction_cost=lambda _args: TransactionCost.zero(),
+    )
+    ins = SimpleNamespace(
+        type="CS",
+        board_type="MAIN",
+        round_lot=100,
+        order_step_size=100,
+        market=MARKET.HK,
+    )
+
+    assert get_amount_from_value(100000, ins, 100, env, account_cash=200000) == 500