package store import ( "database/sql" "fmt" "time" ) // EquityStore account equity storage (for plotting return curves) type EquityStore struct { db *sql.DB } // EquitySnapshot equity snapshot type EquitySnapshot struct { ID int64 `json:"id"` TraderID string `json:"trader_id"` Timestamp time.Time `json:"timestamp"` TotalEquity float64 `json:"total_equity"` // Account equity (balance + unrealized PnL) Balance float64 `json:"balance"` // Account balance UnrealizedPnL float64 `json:"unrealized_pnl"` // Unrealized profit and loss PositionCount int `json:"position_count"` // Position count MarginUsedPct float64 `json:"margin_used_pct"` // Margin usage percentage } // initTables initializes equity tables func (s *EquityStore) initTables() error { queries := []string{ // Equity snapshot table - specifically for return curves `CREATE TABLE IF NOT EXISTS trader_equity_snapshots ( id INTEGER PRIMARY KEY AUTOINCREMENT, trader_id TEXT NOT NULL, timestamp DATETIME NOT NULL, total_equity REAL NOT NULL DEFAULT 0, balance REAL NOT NULL DEFAULT 0, unrealized_pnl REAL NOT NULL DEFAULT 0, position_count INTEGER DEFAULT 0, margin_used_pct REAL DEFAULT 0, created_at DATETIME DEFAULT CURRENT_TIMESTAMP )`, // Indexes `CREATE INDEX IF NOT EXISTS idx_equity_trader_time ON trader_equity_snapshots(trader_id, timestamp DESC)`, `CREATE INDEX IF NOT EXISTS idx_equity_timestamp ON trader_equity_snapshots(timestamp DESC)`, } for _, query := range queries { if _, err := s.db.Exec(query); err != nil { return fmt.Errorf("failed to execute SQL: %w", err) } } return nil } // Save saves equity snapshot func (s *EquityStore) Save(snapshot *EquitySnapshot) error { if snapshot.Timestamp.IsZero() { snapshot.Timestamp = time.Now().UTC() } else { snapshot.Timestamp = snapshot.Timestamp.UTC() } result, err := s.db.Exec(` INSERT INTO trader_equity_snapshots ( trader_id, timestamp, total_equity, balance, unrealized_pnl, position_count, margin_used_pct ) VALUES (?, ?, ?, ?, ?, ?, ?) `, snapshot.TraderID, snapshot.Timestamp.Format(time.RFC3339), snapshot.TotalEquity, snapshot.Balance, snapshot.UnrealizedPnL, snapshot.PositionCount, snapshot.MarginUsedPct, ) if err != nil { return fmt.Errorf("failed to save equity snapshot: %w", err) } id, _ := result.LastInsertId() snapshot.ID = id return nil } // GetLatest gets the latest N equity records for specified trader (sorted in ascending chronological order: old to new) func (s *EquityStore) GetLatest(traderID string, limit int) ([]*EquitySnapshot, error) { rows, err := s.db.Query(` SELECT id, trader_id, timestamp, total_equity, balance, unrealized_pnl, position_count, margin_used_pct FROM trader_equity_snapshots WHERE trader_id = ? ORDER BY timestamp DESC LIMIT ? `, traderID, limit) if err != nil { return nil, fmt.Errorf("failed to query equity records: %w", err) } defer rows.Close() var snapshots []*EquitySnapshot for rows.Next() { snap := &EquitySnapshot{} var timestampStr string err := rows.Scan( &snap.ID, &snap.TraderID, ×tampStr, &snap.TotalEquity, &snap.Balance, &snap.UnrealizedPnL, &snap.PositionCount, &snap.MarginUsedPct, ) if err != nil { continue } snap.Timestamp, _ = time.Parse(time.RFC3339, timestampStr) snapshots = append(snapshots, snap) } // Reverse the array to sort time from old to new (suitable for plotting curves) for i, j := 0, len(snapshots)-1; i < j; i, j = i+1, j-1 { snapshots[i], snapshots[j] = snapshots[j], snapshots[i] } return snapshots, nil } // GetByTimeRange gets equity records within specified time range func (s *EquityStore) GetByTimeRange(traderID string, start, end time.Time) ([]*EquitySnapshot, error) { rows, err := s.db.Query(` SELECT id, trader_id, timestamp, total_equity, balance, unrealized_pnl, position_count, margin_used_pct FROM trader_equity_snapshots WHERE trader_id = ? AND timestamp >= ? AND timestamp <= ? ORDER BY timestamp ASC `, traderID, start.Format(time.RFC3339), end.Format(time.RFC3339)) if err != nil { return nil, fmt.Errorf("failed to query equity records: %w", err) } defer rows.Close() var snapshots []*EquitySnapshot for rows.Next() { snap := &EquitySnapshot{} var timestampStr string err := rows.Scan( &snap.ID, &snap.TraderID, ×tampStr, &snap.TotalEquity, &snap.Balance, &snap.UnrealizedPnL, &snap.PositionCount, &snap.MarginUsedPct, ) if err != nil { continue } snap.Timestamp, _ = time.Parse(time.RFC3339, timestampStr) snapshots = append(snapshots, snap) } return snapshots, nil } // GetAllTradersLatest gets latest equity for all traders (for leaderboards) func (s *EquityStore) GetAllTradersLatest() (map[string]*EquitySnapshot, error) { rows, err := s.db.Query(` SELECT e.id, e.trader_id, e.timestamp, e.total_equity, e.balance, e.unrealized_pnl, e.position_count, e.margin_used_pct FROM trader_equity_snapshots e INNER JOIN ( SELECT trader_id, MAX(timestamp) as max_ts FROM trader_equity_snapshots GROUP BY trader_id ) latest ON e.trader_id = latest.trader_id AND e.timestamp = latest.max_ts `) if err != nil { return nil, fmt.Errorf("failed to query latest equity: %w", err) } defer rows.Close() result := make(map[string]*EquitySnapshot) for rows.Next() { snap := &EquitySnapshot{} var timestampStr string err := rows.Scan( &snap.ID, &snap.TraderID, ×tampStr, &snap.TotalEquity, &snap.Balance, &snap.UnrealizedPnL, &snap.PositionCount, &snap.MarginUsedPct, ) if err != nil { continue } snap.Timestamp, _ = time.Parse(time.RFC3339, timestampStr) result[snap.TraderID] = snap } return result, nil } // CleanOldRecords cleans old records from N days ago func (s *EquityStore) CleanOldRecords(traderID string, days int) (int64, error) { cutoffTime := time.Now().AddDate(0, 0, -days).Format(time.RFC3339) result, err := s.db.Exec(` DELETE FROM trader_equity_snapshots WHERE trader_id = ? AND timestamp < ? `, traderID, cutoffTime) if err != nil { return 0, fmt.Errorf("failed to clean old records: %w", err) } return result.RowsAffected() } // GetCount gets record count for specified trader func (s *EquityStore) GetCount(traderID string) (int, error) { var count int err := s.db.QueryRow(` SELECT COUNT(*) FROM trader_equity_snapshots WHERE trader_id = ? `, traderID).Scan(&count) return count, err } // MigrateFromDecision migrates data from old decision_account_snapshots table func (s *EquityStore) MigrateFromDecision() (int64, error) { // Check if migration is needed (whether new table is empty) var count int s.db.QueryRow(`SELECT COUNT(*) FROM trader_equity_snapshots`).Scan(&count) if count > 0 { return 0, nil // Already has data, skip migration } // Check if old table exists var tableName string err := s.db.QueryRow(` SELECT name FROM sqlite_master WHERE type='table' AND name='decision_account_snapshots' `).Scan(&tableName) if err != nil { return 0, nil // Old table doesn't exist, skip } // Migrate data: join query from decision_records + decision_account_snapshots result, err := s.db.Exec(` INSERT INTO trader_equity_snapshots ( trader_id, timestamp, total_equity, balance, unrealized_pnl, position_count, margin_used_pct ) SELECT dr.trader_id, dr.timestamp, das.total_balance, das.available_balance, das.total_unrealized_profit, das.position_count, das.margin_used_pct FROM decision_records dr JOIN decision_account_snapshots das ON dr.id = das.decision_id ORDER BY dr.timestamp ASC `) if err != nil { return 0, fmt.Errorf("failed to migrate data: %w", err) } return result.RowsAffected() }