mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-13 15:57:01 +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Remove stale files: screenshots, .yml.old, pyproject.toml - Remove unused scripts/ and cmd/ directories - Remove broken/outdated test files (network-dependent, stale expectations)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
406
store/position_query.go
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406
store/position_query.go
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@@ -0,0 +1,406 @@
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package store
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import (
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"fmt"
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"math"
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"strings"
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)
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// TraderStats trading statistics metrics
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type TraderStats struct {
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TotalTrades int `json:"total_trades"`
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WinTrades int `json:"win_trades"`
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LossTrades int `json:"loss_trades"`
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WinRate float64 `json:"win_rate"`
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ProfitFactor float64 `json:"profit_factor"`
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SharpeRatio float64 `json:"sharpe_ratio"`
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TotalPnL float64 `json:"total_pnl"`
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TotalFee float64 `json:"total_fee"`
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AvgWin float64 `json:"avg_win"`
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AvgLoss float64 `json:"avg_loss"`
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MaxDrawdownPct float64 `json:"max_drawdown_pct"`
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}
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// GetPositionStats gets position statistics
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func (s *PositionStore) GetPositionStats(traderID string) (map[string]interface{}, error) {
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stats := make(map[string]interface{})
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type result struct {
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Total int
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Wins int
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TotalPnL float64
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TotalFee float64
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}
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var r result
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err := s.db.Model(&TraderPosition{}).
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Select("COUNT(*) as total, SUM(CASE WHEN realized_pnl > 0 THEN 1 ELSE 0 END) as wins, COALESCE(SUM(realized_pnl), 0) as total_pnl, COALESCE(SUM(fee), 0) as total_fee").
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Where("trader_id = ? AND status = ?", traderID, "CLOSED").
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Scan(&r).Error
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if err != nil {
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return nil, err
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}
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stats["total_trades"] = r.Total
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stats["win_trades"] = r.Wins
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stats["total_pnl"] = r.TotalPnL
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stats["total_fee"] = r.TotalFee
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if r.Total > 0 {
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stats["win_rate"] = float64(r.Wins) / float64(r.Total) * 100
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} else {
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stats["win_rate"] = 0.0
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}
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return stats, nil
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}
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// GetFullStats gets complete trading statistics
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func (s *PositionStore) GetFullStats(traderID string) (*TraderStats, error) {
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stats := &TraderStats{}
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var count int64
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if err := s.db.Model(&TraderPosition{}).Where("trader_id = ? AND status = ?", traderID, "CLOSED").Count(&count).Error; err != nil {
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return nil, err
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}
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if count == 0 {
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return stats, nil
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}
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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 ASC").
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Find(&positions).Error
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if err != nil {
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return nil, fmt.Errorf("failed to query position statistics: %w", err)
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}
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var pnls []float64
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var totalWin, totalLoss float64
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for _, pos := range positions {
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stats.TotalTrades++
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stats.TotalPnL += pos.RealizedPnL
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stats.TotalFee += pos.Fee
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pnls = append(pnls, pos.RealizedPnL)
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if pos.RealizedPnL > 0 {
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stats.WinTrades++
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totalWin += pos.RealizedPnL
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} else if pos.RealizedPnL < 0 {
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stats.LossTrades++
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totalLoss += -pos.RealizedPnL
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}
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}
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if stats.TotalTrades > 0 {
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stats.WinRate = float64(stats.WinTrades) / float64(stats.TotalTrades) * 100
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}
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if totalLoss > 0 {
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stats.ProfitFactor = totalWin / totalLoss
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}
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if stats.WinTrades > 0 {
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stats.AvgWin = totalWin / float64(stats.WinTrades)
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}
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if stats.LossTrades > 0 {
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stats.AvgLoss = totalLoss / float64(stats.LossTrades)
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}
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if len(pnls) > 1 {
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stats.SharpeRatio = calculateSharpeRatioFromPnls(pnls)
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}
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if len(pnls) > 0 {
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stats.MaxDrawdownPct = calculateMaxDrawdownFromPnls(pnls)
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}
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return stats, nil
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}
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// RecentTrade recent trade record
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type RecentTrade struct {
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Symbol string `json:"symbol"`
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Side string `json:"side"`
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EntryPrice float64 `json:"entry_price"`
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ExitPrice float64 `json:"exit_price"`
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RealizedPnL float64 `json:"realized_pnl"`
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PnLPct float64 `json:"pnl_pct"`
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EntryTime int64 `json:"entry_time"`
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ExitTime int64 `json:"exit_time"`
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HoldDuration string `json:"hold_duration"`
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}
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// GetRecentTrades gets recent closed trades
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func (s *PositionStore) GetRecentTrades(traderID string, limit int) ([]RecentTrade, error) {
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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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Limit(limit).
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Find(&positions).Error
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if err != nil {
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return nil, fmt.Errorf("failed to query recent trades: %w", err)
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}
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var trades []RecentTrade
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for _, pos := range positions {
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t := RecentTrade{
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Symbol: pos.Symbol,
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Side: strings.ToLower(pos.Side),
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EntryPrice: pos.EntryPrice,
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ExitPrice: pos.ExitPrice,
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RealizedPnL: pos.RealizedPnL,
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EntryTime: pos.EntryTime / 1000, // Convert ms to seconds for API compatibility
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}
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if pos.ExitTime > 0 {
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t.ExitTime = pos.ExitTime / 1000 // Convert ms to seconds
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durationMs := pos.ExitTime - pos.EntryTime
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t.HoldDuration = formatDurationMs(durationMs)
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}
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if pos.EntryPrice > 0 {
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if t.Side == "long" {
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t.PnLPct = (pos.ExitPrice - pos.EntryPrice) / pos.EntryPrice * 100 * float64(pos.Leverage)
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} else {
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t.PnLPct = (pos.EntryPrice - pos.ExitPrice) / pos.EntryPrice * 100 * float64(pos.Leverage)
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}
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}
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trades = append(trades, t)
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}
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return trades, nil
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}
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// calculateSharpeRatioFromPnls calculates Sharpe ratio
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func calculateSharpeRatioFromPnls(pnls []float64) float64 {
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if len(pnls) < 2 {
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return 0
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}
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var sum float64
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for _, pnl := range pnls {
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sum += pnl
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}
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mean := sum / float64(len(pnls))
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var variance float64
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for _, pnl := range pnls {
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variance += (pnl - mean) * (pnl - mean)
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}
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stdDev := math.Sqrt(variance / float64(len(pnls)-1))
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if stdDev == 0 {
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return 0
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}
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return mean / stdDev
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}
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// calculateMaxDrawdownFromPnls calculates maximum drawdown
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func calculateMaxDrawdownFromPnls(pnls []float64) float64 {
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if len(pnls) == 0 {
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return 0
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}
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const startingEquity = 10000.0
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equity := startingEquity
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peak := startingEquity
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var maxDD float64
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for _, pnl := range pnls {
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equity += pnl
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if equity > peak {
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peak = equity
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}
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if peak > 0 {
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dd := (peak - equity) / peak * 100
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if dd > maxDD {
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maxDD = dd
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}
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}
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}
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return maxDD
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}
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// SymbolStats per-symbol trading statistics
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type SymbolStats struct {
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Symbol string `json:"symbol"`
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TotalTrades int `json:"total_trades"`
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WinTrades int `json:"win_trades"`
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WinRate float64 `json:"win_rate"`
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TotalPnL float64 `json:"total_pnl"`
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AvgPnL float64 `json:"avg_pnl"`
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AvgHoldMins float64 `json:"avg_hold_mins"`
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}
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// GetSymbolStats gets per-symbol trading statistics
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func (s *PositionStore) GetSymbolStats(traderID string, limit int) ([]SymbolStats, error) {
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var positions []TraderPosition
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err := s.db.Where("trader_id = ? AND status = ?", traderID, "CLOSED").Find(&positions).Error
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if err != nil {
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return nil, fmt.Errorf("failed to query symbol stats: %w", err)
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}
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// Group by symbol
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symbolMap := make(map[string]*SymbolStats)
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symbolHoldMins := make(map[string][]float64)
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for _, pos := range positions {
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if _, ok := symbolMap[pos.Symbol]; !ok {
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symbolMap[pos.Symbol] = &SymbolStats{Symbol: pos.Symbol}
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symbolHoldMins[pos.Symbol] = []float64{}
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}
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s := symbolMap[pos.Symbol]
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s.TotalTrades++
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s.TotalPnL += pos.RealizedPnL
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if pos.RealizedPnL > 0 {
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s.WinTrades++
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}
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if pos.ExitTime > 0 {
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holdMins := float64(pos.ExitTime-pos.EntryTime) / 60000.0 // ms to minutes
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symbolHoldMins[pos.Symbol] = append(symbolHoldMins[pos.Symbol], holdMins)
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}
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}
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var stats []SymbolStats
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for symbol, s := range symbolMap {
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if s.TotalTrades > 0 {
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s.WinRate = float64(s.WinTrades) / float64(s.TotalTrades) * 100
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s.AvgPnL = s.TotalPnL / float64(s.TotalTrades)
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}
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if len(symbolHoldMins[symbol]) > 0 {
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var totalMins float64
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for _, m := range symbolHoldMins[symbol] {
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totalMins += m
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}
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s.AvgHoldMins = totalMins / float64(len(symbolHoldMins[symbol]))
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}
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stats = append(stats, *s)
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}
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// Sort by TotalPnL descending and limit
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for i := 0; i < len(stats)-1; i++ {
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for j := i + 1; j < len(stats); j++ {
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if stats[j].TotalPnL > stats[i].TotalPnL {
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stats[i], stats[j] = stats[j], stats[i]
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}
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}
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}
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if limit > 0 && len(stats) > limit {
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stats = stats[:limit]
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}
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return stats, nil
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}
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// HoldingTimeStats holding duration analysis
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type HoldingTimeStats struct {
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Range string `json:"range"`
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TradeCount int `json:"trade_count"`
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WinRate float64 `json:"win_rate"`
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AvgPnL float64 `json:"avg_pnl"`
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}
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// GetHoldingTimeStats analyzes performance by holding duration
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func (s *PositionStore) GetHoldingTimeStats(traderID string) ([]HoldingTimeStats, error) {
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var positions []TraderPosition
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err := s.db.Where("trader_id = ? AND status = ? AND exit_time > 0", traderID, "CLOSED").Find(&positions).Error
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if err != nil {
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return nil, fmt.Errorf("failed to query holding time stats: %w", err)
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}
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rangeStats := map[string]*struct {
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count int
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wins int
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totalPnL float64
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}{
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"<1h": {},
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"1-4h": {},
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"4-24h": {},
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">24h": {},
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}
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for _, pos := range positions {
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if pos.ExitTime == 0 {
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continue
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}
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holdHours := float64(pos.ExitTime-pos.EntryTime) / 3600000.0 // ms to hours
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var rangeKey string
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switch {
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case holdHours < 1:
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rangeKey = "<1h"
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case holdHours < 4:
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rangeKey = "1-4h"
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case holdHours < 24:
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rangeKey = "4-24h"
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default:
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rangeKey = ">24h"
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}
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r := rangeStats[rangeKey]
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r.count++
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r.totalPnL += pos.RealizedPnL
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if pos.RealizedPnL > 0 {
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r.wins++
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}
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}
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var stats []HoldingTimeStats
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for _, rangeKey := range []string{"<1h", "1-4h", "4-24h", ">24h"} {
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r := rangeStats[rangeKey]
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if r.count > 0 {
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stats = append(stats, HoldingTimeStats{
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Range: rangeKey,
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TradeCount: r.count,
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WinRate: float64(r.wins) / float64(r.count) * 100,
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AvgPnL: r.totalPnL / float64(r.count),
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})
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}
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}
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return stats, nil
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}
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// DirectionStats long/short performance comparison
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type DirectionStats struct {
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Side string `json:"side"`
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TradeCount int `json:"trade_count"`
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WinRate float64 `json:"win_rate"`
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TotalPnL float64 `json:"total_pnl"`
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AvgPnL float64 `json:"avg_pnl"`
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}
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// GetDirectionStats analyzes long vs short performance
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func (s *PositionStore) GetDirectionStats(traderID string) ([]DirectionStats, error) {
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var positions []TraderPosition
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err := s.db.Where("trader_id = ? AND status = ?", traderID, "CLOSED").Find(&positions).Error
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if err != nil {
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return nil, fmt.Errorf("failed to query direction stats: %w", err)
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}
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sideStats := make(map[string]*DirectionStats)
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for _, pos := range positions {
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if _, ok := sideStats[pos.Side]; !ok {
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sideStats[pos.Side] = &DirectionStats{Side: pos.Side}
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}
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s := sideStats[pos.Side]
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s.TradeCount++
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s.TotalPnL += pos.RealizedPnL
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if pos.RealizedPnL > 0 {
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s.WinRate++
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}
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}
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var stats []DirectionStats
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for _, s := range sideStats {
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if s.TradeCount > 0 {
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s.AvgPnL = s.TotalPnL / float64(s.TradeCount)
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s.WinRate = s.WinRate / float64(s.TradeCount) * 100
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}
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stats = append(stats, *s)
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}
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return stats, nil
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}
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