From 259e479b1837072fbb766e6e1ecdc45566b15202 Mon Sep 17 00:00:00 2001
From: cryptooda <crypto.oda@gmail.com>
Date: Fri, 18 Jul 2025 19:00:35 +0700
Subject: [PATCH] Fix random SL to respect RR

---
 src/Managing.Application/GeneticService.cs | 27 +++++++++++++++-------
 1 file changed, 19 insertions(+), 8 deletions(-)

diff --git a/src/Managing.Application/GeneticService.cs b/src/Managing.Application/GeneticService.cs
index c3ce964..4913098 100644
--- a/src/Managing.Application/GeneticService.cs
+++ b/src/Managing.Application/GeneticService.cs
@@ -532,10 +532,7 @@ public class TradingBotChromosome : ChromosomeBase
             return geneIndex switch
             {
                 0 => new Gene(GetRandomInRange((0.9, _maxTakeProfit))), // Take profit (0.9% to max TP)
-                1 => new Gene(
-                    GetRandomInRange(
-                        GeneticService.ParameterRanges
-                            ["stopLoss"])), // Stop loss (will be constrained during initialization)
+                1 => new Gene(GetRandomInRange((0.2, 50.0))), // Stop loss (will be constrained in GetTradingBotConfig)
                 2 => new Gene(GetRandomIntInRange(GeneticService.ParameterRanges["cooldownPeriod"])), // Cooldown period
                 3 => new Gene(GetRandomIntInRange(GeneticService.ParameterRanges["maxLossStreak"])), // Max loss streak
                 _ => new Gene(0)
@@ -708,9 +705,18 @@ public class TradingBotChromosome : ChromosomeBase
         // Get stop loss from chromosome (gene 1)
         var stopLoss = Convert.ToDouble(genes[1].Value);
 
-        // Only enforce minimum stop loss to cover fees, allow any risk-reward ratio above that
+        // Enforce proper risk-reward constraints
         var minStopLoss = 0.2; // Minimum 0.2% to cover fees
-        stopLoss = Math.Max(minStopLoss, stopLoss);
+        var maxStopLoss = takeProfit / 1.1; // Ensure risk-reward ratio is at least 1.1:1
+        
+        // Generate a random stop loss between min and max
+        var randomStopLoss = GetRandomInRange((minStopLoss, maxStopLoss));
+        
+        // Use the random value instead of clamping the original
+        stopLoss = randomStopLoss;
+        
+        // Log the generated values (for debugging)
+        Console.WriteLine($"Generated: TP={takeProfit:F2}%, SL={stopLoss:F2}% (RR={takeProfit/stopLoss:F2}:1)");
 
         // Get loopback period from gene 4
         var loopbackPeriod = Convert.ToInt32(genes[4].Value);
@@ -835,10 +841,15 @@ public class TradingBotChromosome : ChromosomeBase
         var takeProfit = GetRandomInRange((0.9, _maxTakeProfit));
         ReplaceGene(0, new Gene(takeProfit));
 
-        // Generate stop loss independently (gene 1) - only enforce minimum to cover fees
-        var stopLoss = GetRandomInRange(GeneticService.ParameterRanges["stopLoss"]);
+        // Generate stop loss with proper constraints (gene 1)
+        var minStopLoss = 0.2; // Minimum 0.2% to cover fees
+        var maxStopLoss = takeProfit / 1.1; // Ensure risk-reward ratio is at least 1.1:1
+        var stopLoss = GetRandomInRange((minStopLoss, maxStopLoss));
         ReplaceGene(1, new Gene(stopLoss));
 
+        // Log the initial values (for debugging)
+        Console.WriteLine($"Initialized: TP={takeProfit:F2}%, SL={stopLoss:F2}% (RR={takeProfit/stopLoss:F2}:1)");
+
         // Initialize remaining genes normally
         for (int i = 2; i < Length; i++)
         {