Files
nofx/logger
tinkle 1d356be402 Fix: Correct Sharpe Ratio calculation by using proper equity values
Critical bug fix in Sharpe Ratio calculation logic:

Problem:
- Previously calculated equity as TotalBalance + TotalUnrealizedProfit
- This was incorrect because TotalBalance already stores TotalEquity
- TotalUnrealizedProfit actually stores TotalPnL (not unrealized profit)
- This caused: equity = 2 * TotalEquity - InitialBalance (wrong!)

Root cause:
- Field naming mismatch between AccountSnapshot and actual stored values
- TotalBalance field actually contains TotalEquity (wallet + unrealized)
- TotalUnrealizedProfit field actually contains TotalPnL (equity - initial)

Solution:
- Use TotalBalance directly as it already represents complete account equity
- Added clear comments explaining the field name vs content mismatch
- Sharpe Ratio now correctly calculates risk-adjusted returns

Impact:
- Sharpe Ratio values are now mathematically accurate
- AI performance assessment is now reliable
- No changes needed to data storage or API layer

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-29 18:08:36 +08:00
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