From 938926254f0d7ebf7fe3bab4a869787174983118 Mon Sep 17 00:00:00 2001
From: tinkle-community <tinklefund@gmail.com>
Date: Wed, 29 Oct 2025 15:30:32 +0800
Subject: [PATCH] =?UTF-8?q?Fix:=20Correct=20PnL=20calculation=20in=20trade?=
 =?UTF-8?q?=20history=20analysis=20Fixed=20critical=20issues=20in=20histor?=
 =?UTF-8?q?ical=20trade=20record=20and=20performance=20analysis:=201.=20Pn?=
 =?UTF-8?q?L=20Calculation:=20Changed=20from=20percentage-only=20to=20actu?=
 =?UTF-8?q?al=20USDT=20amount=20=20=20=20-=20Now=20correctly=20calculates:?=
 =?UTF-8?q?=20positionValue=20=C3=97=20priceChange%=20=C3=97=20leverage=20?=
 =?UTF-8?q?=20=20=20-=20Previously:=20100U@5%=20and=201000U@5%=20both=20sh?=
 =?UTF-8?q?owed=205.0=20=20=20=20-=20Now:=20Properly=20reflects=20differen?=
 =?UTF-8?q?t=20position=20sizes=20and=20leverage=202.=20Position=20Trackin?=
 =?UTF-8?q?g:=20Added=20quantity=20and=20leverage=20to=20open=20position?=
 =?UTF-8?q?=20records=20=20=20=20-=20Store=20complete=20trade=20data=20for?=
 =?UTF-8?q?=20accurate=20PnL=20calculation=20=20=20=20-=20Previously=20onl?=
 =?UTF-8?q?y=20stored:=20side,=20openPrice,=20openTime=20=20=20=20-=20Now?=
 =?UTF-8?q?=20includes:=20quantity,=20leverage=20for=20proper=20accounting?=
 =?UTF-8?q?=203.=20Position=20Key:=20Fixed=20to=20distinguish=20long/short?=
 =?UTF-8?q?=20positions=20=20=20=20-=20Changed=20from=20symbol=20to=20symb?=
 =?UTF-8?q?ol=5Fside=20(e.g.,=20BTCUSDT=5Flong)=20=20=20=20-=20Prevents=20?=
 =?UTF-8?q?conflicts=20when=20holding=20both=20long=20and=20short=20positi?=
 =?UTF-8?q?ons=204.=20Sharpe=20Ratio:=20Replaced=20custom=20Newton's=20met?=
 =?UTF-8?q?hod=20with=20math.Sqrt=20=20=20=20-=20Simplified=20standard=20d?=
 =?UTF-8?q?eviation=20calculation=20=20=20=20-=20More=20reliable=20and=20m?=
 =?UTF-8?q?aintainable=20Impact:=20Win=20rate,=20profit=20factor,=20and=20?=
 =?UTF-8?q?Sharpe=20ratio=20now=20based=20on=20accurate=20USDT=20amounts?=
 =?UTF-8?q?=20Co-Authored-By:=20tinkle-community=20<tinklefund@gmail.com>?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 logger/decision_logger.go | 37 ++++++++++++++++++++++---------------
 1 file changed, 22 insertions(+), 15 deletions(-)

diff --git a/logger/decision_logger.go b/logger/decision_logger.go
index 7ac07c85..ee5bb2af 100644
--- a/logger/decision_logger.go
+++ b/logger/decision_logger.go
@@ -4,6 +4,7 @@ import (
 	"encoding/json"
 	"fmt"
 	"io/ioutil"
+	"math"
 	"os"
 	"path/filepath"
 	"time"
@@ -326,7 +327,7 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
 		SymbolStats:  make(map[string]*SymbolPerformance),
 	}
 
-	// 追踪持仓状态：symbol -> {side, openPrice, openTime}
+	// 追踪持仓状态：symbol_side -> {side, openPrice, openTime, quantity, leverage}
 	openPositions := make(map[string]map[string]interface{})
 
 	// 遍历所有记录
@@ -337,15 +338,23 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
 			}
 
 			symbol := action.Symbol
-			posKey := symbol // 使用symbol作为key（假设同一时间一个币种只有一个方向的仓位）
+			side := ""
+			if action.Action == "open_long" || action.Action == "close_long" {
+				side = "long"
+			} else if action.Action == "open_short" || action.Action == "close_short" {
+				side = "short"
+			}
+			posKey := symbol + "_" + side // 使用symbol_side作为key，区分多空持仓
 
 			switch action.Action {
 			case "open_long", "open_short":
-				// 记录开仓
+				// 记录开仓（包括数量和杠杆）
 				openPositions[posKey] = map[string]interface{}{
-					"side":      action.Action[5:], // "long" or "short"
+					"side":      side,
 					"openPrice": action.Price,
 					"openTime":  action.Timestamp,
+					"quantity":  action.Quantity,
+					"leverage":  action.Leverage,
 				}
 
 			case "close_long", "close_short":
@@ -354,16 +363,21 @@ func (l *DecisionLogger) AnalyzePerformance(lookbackCycles int) (*PerformanceAna
 					openPrice := openPos["openPrice"].(float64)
 					openTime := openPos["openTime"].(time.Time)
 					side := openPos["side"].(string)
+					quantity := openPos["quantity"].(float64)
+					leverage := openPos["leverage"].(int)
 
-					// 计算盈亏
-					pnl := 0.0
+					// 计算盈亏百分比
 					pnlPct := 0.0
 					if side == "long" {
 						pnlPct = ((action.Price - openPrice) / openPrice) * 100
 					} else {
 						pnlPct = ((openPrice - action.Price) / openPrice) * 100
 					}
-					pnl = pnlPct // 简化：用百分比代表盈亏
+
+					// 计算实际盈亏（USDT）
+					// PnL = 仓位价值 × 价格变化百分比 × 杠杆倍数
+					positionValue := quantity * openPrice
+					pnl := positionValue * (pnlPct / 100) * float64(leverage)
 
 					// 记录交易结果
 					outcome := TradeOutcome{
@@ -513,14 +527,7 @@ func (l *DecisionLogger) calculateSharpeRatio(records []*DecisionRecord) float64
 		sumSquaredDiff += diff * diff
 	}
 	variance := sumSquaredDiff / float64(len(returns))
-	stdDev := 0.0
-	if variance > 0 {
-		stdDev = 1.0
-		// 简单的平方根计算（牛顿迭代法）
-		for i := 0; i < 10; i++ {
-			stdDev = (stdDev + variance/stdDev) / 2
-		}
-	}
+	stdDev := math.Sqrt(variance)
 
 	// 避免除以零
 	if stdDev == 0 {