mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-18 09:54:35 +08:00
refactor: split large files and clean up project structure
- Rename experience/ to telemetry/ for clarity - Split 15+ large Go files (800-2200 lines) into focused modules: kernel/engine.go, backtest/runner.go, market/data.go, store/position.go, api/handler_trader.go, trader/auto_trader_grid.go, and 9 exchange traders - Split frontend monoliths: types.ts, api.ts, AITradersPage.tsx, BacktestPage.tsx into domain-specific modules with barrel re-exports - Remove stale files: screenshots, .yml.old, pyproject.toml - Remove unused scripts/ and cmd/ directories - Remove broken/outdated test files (network-dependent, stale expectations)
This commit is contained in:
tinkle-community
308
store/position_history.go
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308
store/position_history.go
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@@ -0,0 +1,308 @@
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package store
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import (
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"fmt"
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"strings"
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"time"
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"gorm.io/gorm"
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)
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// HistorySummary comprehensive trading history for AI context
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type HistorySummary struct {
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TotalTrades int `json:"total_trades"`
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WinRate float64 `json:"win_rate"`
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TotalPnL float64 `json:"total_pnl"`
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AvgTradeReturn float64 `json:"avg_trade_return"`
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BestSymbols []SymbolStats `json:"best_symbols"`
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WorstSymbols []SymbolStats `json:"worst_symbols"`
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LongWinRate float64 `json:"long_win_rate"`
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ShortWinRate float64 `json:"short_win_rate"`
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LongPnL float64 `json:"long_pnl"`
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ShortPnL float64 `json:"short_pnl"`
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AvgHoldingMins float64 `json:"avg_holding_mins"`
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BestHoldRange string `json:"best_hold_range"`
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RecentWinRate float64 `json:"recent_win_rate"`
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RecentPnL float64 `json:"recent_pnl"`
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CurrentStreak int `json:"current_streak"`
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MaxWinStreak int `json:"max_win_streak"`
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MaxLoseStreak int `json:"max_lose_streak"`
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}
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// GetHistorySummary generates comprehensive AI context summary
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func (s *PositionStore) GetHistorySummary(traderID string) (*HistorySummary, error) {
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summary := &HistorySummary{}
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fullStats, err := s.GetFullStats(traderID)
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if err != nil {
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return nil, err
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}
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summary.TotalTrades = fullStats.TotalTrades
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summary.WinRate = fullStats.WinRate
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summary.TotalPnL = fullStats.TotalPnL
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if fullStats.TotalTrades > 0 {
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summary.AvgTradeReturn = fullStats.TotalPnL / float64(fullStats.TotalTrades)
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}
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symbolStats, _ := s.GetSymbolStats(traderID, 20)
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if len(symbolStats) > 0 {
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for i := 0; i < len(symbolStats) && i < 3; i++ {
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if symbolStats[i].TotalPnL > 0 {
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summary.BestSymbols = append(summary.BestSymbols, symbolStats[i])
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}
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}
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for i := len(symbolStats) - 1; i >= 0 && len(summary.WorstSymbols) < 3; i-- {
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if symbolStats[i].TotalPnL < 0 {
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summary.WorstSymbols = append(summary.WorstSymbols, symbolStats[i])
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}
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}
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}
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dirStats, _ := s.GetDirectionStats(traderID)
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for _, d := range dirStats {
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if d.Side == "LONG" {
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summary.LongWinRate = d.WinRate
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summary.LongPnL = d.TotalPnL
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} else if d.Side == "SHORT" {
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summary.ShortWinRate = d.WinRate
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summary.ShortPnL = d.TotalPnL
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}
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}
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holdStats, _ := s.GetHoldingTimeStats(traderID)
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var bestHoldWinRate float64
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for _, h := range holdStats {
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if h.WinRate > bestHoldWinRate && h.TradeCount >= 3 {
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bestHoldWinRate = h.WinRate
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summary.BestHoldRange = h.Range
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}
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}
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// Calculate average holding time
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var positions []TraderPosition
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s.db.Where("trader_id = ? AND status = ? AND exit_time > 0", traderID, "CLOSED").Find(&positions)
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if len(positions) > 0 {
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var totalMins float64
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for _, pos := range positions {
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if pos.ExitTime > 0 {
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totalMins += float64(pos.ExitTime-pos.EntryTime) / 60000.0 // ms to minutes
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}
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}
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summary.AvgHoldingMins = totalMins / float64(len(positions))
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}
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// Recent 20 trades
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var recent []TraderPosition
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s.db.Where("trader_id = ? AND status = ?", traderID, "CLOSED").
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Order("exit_time DESC").Limit(20).Find(&recent)
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for _, pos := range recent {
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summary.RecentPnL += pos.RealizedPnL
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if pos.RealizedPnL > 0 {
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summary.RecentWinRate++
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}
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}
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if len(recent) > 0 {
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summary.RecentWinRate = summary.RecentWinRate / float64(len(recent)) * 100
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}
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// Calculate streaks
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s.calculateStreaks(traderID, summary)
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return summary, nil
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}
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// calculateStreaks calculates win/loss streaks
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func (s *PositionStore) calculateStreaks(traderID string, summary *HistorySummary) {
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var positions []TraderPosition
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err := s.db.Where("trader_id = ? AND status = ?", traderID, "CLOSED").
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Order("exit_time DESC").
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Find(&positions).Error
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if err != nil || len(positions) == 0 {
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return
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}
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var currentStreak, maxWin, maxLose int
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var prevWin *bool
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isFirst := true
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for _, pos := range positions {
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isWin := pos.RealizedPnL > 0
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if isFirst {
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if isWin {
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currentStreak = 1
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} else {
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currentStreak = -1
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}
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isFirst = false
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}
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if prevWin == nil {
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prevWin = &isWin
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} else if *prevWin == isWin {
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if isWin {
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currentStreak++
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if currentStreak > maxWin {
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maxWin = currentStreak
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}
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} else {
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currentStreak--
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if -currentStreak > maxLose {
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maxLose = -currentStreak
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}
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}
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} else {
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if isWin {
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currentStreak = 1
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} else {
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currentStreak = -1
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}
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*prevWin = isWin
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}
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}
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summary.CurrentStreak = currentStreak
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summary.MaxWinStreak = maxWin
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summary.MaxLoseStreak = maxLose
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}
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// ClosedPnLRecord represents a closed position record from exchange
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// All time fields use int64 millisecond timestamps (UTC)
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type ClosedPnLRecord struct {
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Symbol string
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Side string
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EntryPrice float64
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ExitPrice float64
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Quantity float64
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RealizedPnL float64
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Fee float64
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Leverage int
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EntryTime int64 // Unix milliseconds UTC
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ExitTime int64 // Unix milliseconds UTC
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OrderID string
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CloseType string
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ExchangeID string
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}
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// CreateFromClosedPnL creates a closed position record from exchange data
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func (s *PositionStore) CreateFromClosedPnL(traderID, exchangeID, exchangeType string, record *ClosedPnLRecord) (bool, error) {
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if record.Symbol == "" {
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return false, nil
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}
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side := strings.ToUpper(record.Side)
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if side == "LONG" || side == "BUY" {
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side = "LONG"
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} else if side == "SHORT" || side == "SELL" {
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side = "SHORT"
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} else {
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return false, nil
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}
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if record.Quantity <= 0 || record.ExitPrice <= 0 || record.EntryPrice <= 0 {
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return false, nil
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}
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exchangePositionID := record.ExchangeID
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if exchangePositionID == "" {
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exchangePositionID = fmt.Sprintf("%s_%s_%d_%.8f", record.Symbol, side, record.ExitTime, record.RealizedPnL)
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}
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exists, err := s.ExistsWithExchangePositionID(exchangeID, exchangePositionID)
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if err != nil {
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return false, err
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}
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if exists {
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return false, nil
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}
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exitTimeMs := record.ExitTime
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entryTimeMs := record.EntryTime
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// Validate timestamps (must be after year 2000 = ~946684800000 ms)
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minValidTime := int64(946684800000) // 2000-01-01 UTC in milliseconds
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if exitTimeMs < minValidTime {
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return false, nil
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}
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if entryTimeMs < minValidTime {
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entryTimeMs = exitTimeMs
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}
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if entryTimeMs > exitTimeMs {
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entryTimeMs = exitTimeMs
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}
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nowMs := time.Now().UTC().UnixMilli()
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pos := &TraderPosition{
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TraderID: traderID,
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ExchangeID: exchangeID,
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ExchangeType: exchangeType,
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ExchangePositionID: exchangePositionID,
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Symbol: record.Symbol,
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Side: side,
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Quantity: record.Quantity,
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EntryQuantity: record.Quantity,
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EntryPrice: record.EntryPrice,
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EntryTime: entryTimeMs,
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ExitPrice: record.ExitPrice,
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ExitOrderID: record.OrderID,
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ExitTime: exitTimeMs,
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RealizedPnL: record.RealizedPnL,
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Fee: record.Fee,
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Leverage: record.Leverage,
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Status: "CLOSED",
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CloseReason: record.CloseType,
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Source: "sync",
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CreatedAt: nowMs,
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UpdatedAt: nowMs,
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}
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err = s.db.Create(pos).Error
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if err != nil {
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if strings.Contains(err.Error(), "UNIQUE constraint failed") {
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return false, nil
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}
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return false, fmt.Errorf("failed to create position from closed PnL: %w", err)
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}
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return true, nil
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}
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// GetLastClosedPositionTime gets the most recent exit time (Unix ms)
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func (s *PositionStore) GetLastClosedPositionTime(traderID string) (int64, error) {
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var pos TraderPosition
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err := s.db.Where("trader_id = ? AND status = ? AND exit_time > 0", traderID, "CLOSED").
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Order("exit_time DESC").
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First(&pos).Error
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if err == gorm.ErrRecordNotFound || pos.ExitTime == 0 {
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return time.Now().UTC().Add(-30 * 24 * time.Hour).UnixMilli(), nil
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}
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if err != nil {
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return 0, fmt.Errorf("failed to get last closed position time: %w", err)
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}
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return pos.ExitTime, nil
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}
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// SyncClosedPositions syncs closed positions from exchange
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func (s *PositionStore) SyncClosedPositions(traderID, exchangeID, exchangeType string, records []ClosedPnLRecord) (int, int, error) {
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created, skipped := 0, 0
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for _, record := range records {
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rec := record
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wasCreated, err := s.CreateFromClosedPnL(traderID, exchangeID, exchangeType, &rec)
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if err != nil {
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return created, skipped, fmt.Errorf("failed to sync position: %w", err)
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}
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if wasCreated {
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created++
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} else {
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skipped++
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}
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}
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return created, skipped, nil
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}
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