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Fix ROI calculation for Strategy

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This commit is contained in:
cryptooda
2025-10-08 19:37:24 +07:00
parent 76b087a6e4
commit 1a99224d18
5 changed files with 41 additions and 36 deletions
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4
src/Managing.Application/Bots/Grains/AgentGrain.cs
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@@ -182,8 +182,8 @@ public class AgentGrain : Grain, IAgentGrain
_state.State.TotalFees = totalFees;
// Calculate wins/losses from position PnL
var totalWins = positions.Count(p => (p.ProfitAndLoss?.Realized ?? 0) > 0);
var totalLosses = positions.Count(p => (p.ProfitAndLoss?.Realized ?? 0) <= 0);
var totalWins = positions.Count(p => (p.ProfitAndLoss?.Net ?? 0) > 0);
var totalLosses = positions.Count(p => (p.ProfitAndLoss?.Net ?? 0) <= 0);
// Calculate ROI based on PnL minus fees
var netPnL = totalPnL - totalFees;

14
src/Managing.Application/Bots/Grains/LiveTradingBotGrain.cs
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@@ -791,12 +791,18 @@ public class LiveTradingBotGrain : Grain, ILiveTradingBotGrain, IRemindable
}
}
var positionForMetrics = _tradingBot.Positions.Where(p => p.Value.IsValidForMetrics())
.Select(p => p.Value).ToList();
var positionForMetrics = await ServiceScopeHelpers.WithScopedService<ITradingService, List<Position>>(
_scopeFactory,
async tradingService =>
{
return (await tradingService.GetPositionsByInitiatorIdentifierAsync(this.GetPrimaryKey()))
.Where(p => p.IsValidForMetrics()).ToList();
});
// Calculate statistics using TradingBox helpers
var (tradeWins, tradeLosses) = TradingBox.GetWinLossCount(positionForMetrics);
var pnl = _tradingBot.GetProfitAndLoss();
var fees = _tradingBot.GetTotalFees();
var pnl = positionForMetrics.Sum(p => p.ProfitAndLoss.Realized);
var fees = positionForMetrics.Sum(p => p.CalculateTotalFees());
var netPnl = pnl - fees; // Net PnL after fees
var volume = TradingBox.GetTotalVolumeTraded(positionForMetrics);

19
src/Managing.Application/Bots/TradingBotBase.cs
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@@ -400,8 +400,8 @@ public class TradingBotBase : ITradingBot
}
Position internalPosition = null;
List<Position> brokerPositions = null;
await ServiceScopeHelpers.WithScopedService<ITradingService>(_scopeFactory, async tradingService =>
var brokerPositions = await ServiceScopeHelpers.WithScopedService<ITradingService, List<Position>>(
_scopeFactory, async tradingService =>
{
internalPosition = Config.IsForBacktest
? positionForSignal
@@ -409,13 +409,16 @@ public class TradingBotBase : ITradingBot
if (Config.IsForBacktest)
{
brokerPositions = new List<Position> { internalPosition };
return new List<Position> { internalPosition };
}
else
{
brokerPositions = await ServiceScopeHelpers.WithScopedService<IExchangeService, List<Position>>(
return await ServiceScopeHelpers.WithScopedService<IExchangeService, List<Position>>(
_scopeFactory,
async exchangeService => { return [.. await exchangeService.GetBrokerPositions(Account)]; });
async exchangeService =>
{
return [.. await exchangeService.GetBrokerPositions(Account)];
});
}
});
@@ -629,7 +632,7 @@ public class TradingBotBase : ITradingBot
});
var currentTime = Config.IsForBacktest ? lastCandle.Date : DateTime.UtcNow;
var currentPnl = positionForSignal.ProfitAndLoss?.Realized ?? 0;
var currentPnl = positionForSignal.ProfitAndLoss?.Net ?? 0;
var pnlPercentage = positionForSignal.Open.Price * positionForSignal.Open.Quantity != 0
? Math.Round((currentPnl / (positionForSignal.Open.Price * positionForSignal.Open.Quantity)) * 100,
2)
@@ -1592,11 +1595,11 @@ public class TradingBotBase : ITradingBot
if (position.Open?.Status == TradeStatus.Filled)
{
Logger.LogInformation(
$"✅ Position Closed Successfully\nPosition: `{position.SignalIdentifier}`\nPnL: `${position.ProfitAndLoss?.Realized:F2}`");
$"✅ Position Closed Successfully\nPosition: `{position.SignalIdentifier}`\nPnL: `${position.ProfitAndLoss?.Net:F2}`");
if (position.ProfitAndLoss != null)
{
Config.BotTradingBalance += position.ProfitAndLoss.Realized;
Config.BotTradingBalance += position.ProfitAndLoss.Net;
Logger.LogInformation(
string.Format("💰 Balance Updated\nNew bot trading balance: `${0:F2}`",

12
src/Managing.Application/Grains/PlatformSummaryGrain.cs
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@@ -142,13 +142,6 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
var positionVolume = TradingHelpers.GetVolumeForPosition(position);
totalVolume += positionVolume;
// Add to open interest for active positions only (only opening volume)
if (position.Status.Equals(PositionStatus.Filled))
{
var openingVolume = position.Open.Price * position.Open.Quantity * position.Open.Leverage;
totalOpenInterest += openingVolume;
}
// Calculate fees and PnL for all positions
totalFees += position.CalculateTotalFees();
totalPnL += position.ProfitAndLoss?.Realized ?? 0;
@@ -177,8 +170,11 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
_state.State.PositionCountByAsset[ticker]++;
// Position count breakdown by direction - only count finished positions
if (position.IsValidForMetrics())
if (position.IsOpen())
{
var openingVolume = position.Open.Price * position.Open.Quantity * position.Open.Leverage;
totalOpenInterest += openingVolume;
if (!_state.State.PositionCountByDirection.ContainsKey(direction))
{
_state.State.PositionCountByDirection[direction] = 0;

2
src/Managing.Web3Proxy/test/plugins/close-position.test.ts
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@@ -4,7 +4,7 @@ import {closeGmxPositionImpl, getClientForAddress} from '../../src/plugins/custo
import {TradeDirection} from '../../src/generated/ManagingApiTypes'
test('GMX Position Closing', async (t) => {
await t.test('should close a long position for BTC', async () => {
await t.test('should close position', async () => {
const sdk = await getClientForAddress('0x932167388dD9aad41149b3cA23eBD489E2E2DD78')
const result = await closeGmxPositionImpl(