Fix platform summary + add recalculation of the dailySnapshots

src/Managing.Application/Grains/PlatformSummaryGrain.cs

@@ -4,6 +4,7 @@ using Managing.Application.Abstractions.Services;
 using Managing.Application.Orleans;
 using Managing.Domain.Candles;
 using Managing.Domain.Shared.Helpers;
+using Managing.Domain.Trades;
 using Microsoft.Extensions.Logging;
 using static Managing.Common.Enums;
 
@@ -49,10 +50,25 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
         // Daily reminder - runs at midnight (00:00 UTC)
         var nextDailyTime = CandleHelpers.GetNextExpectedCandleTime(Timeframe.OneDay, now);
         var timeUntilNextDay = nextDailyTime - now;
+        
+        // Ensure dueTime is never negative - if it is, schedule for next day
+        if (timeUntilNextDay <= TimeSpan.Zero)
+        {
+            timeUntilNextDay = TimeSpan.FromDays(1).Add(TimeSpan.FromMinutes(3));
+            _logger.LogWarning("Due time was negative or zero, scheduling reminder for next day instead");
+        }
+        
         await this.RegisterOrUpdateReminder(_dailySnapshotReminder,
             timeUntilNextDay, TimeSpan.FromDays(1).Add(TimeSpan.FromMinutes(3)));
 
-        _logger.LogInformation("Daily reminder scheduled - Next daily: {NextDaily}", nextDailyTime);
+        _logger.LogInformation("Daily reminder scheduled - Next daily: {NextDaily}, Due time: {DueTime}", 
+            nextDailyTime, timeUntilNextDay);
+
+        // Wipe daily snapshots except for the first day
+        await WipeDailySnapshotsExceptFirstAsync();
+
+        // Fill missing daily snapshots before initial data load
+        await FillMissingDailySnapshotsAsync();
 
         // Initial data load if state is empty
         if (_state.State.LastUpdated == default)
@@ -81,7 +97,6 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
                 _logger.LogInformation("Created initial empty daily snapshot for {Date}", today);
             }
 
-
             await RefreshDataAsync();
         }
 
@@ -125,10 +140,11 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
                 var positionVolume = TradingHelpers.GetVolumeForPosition(position);
                 totalVolume += positionVolume;
 
-                // Add to open interest for active positions only
+                // Add to open interest for active positions only (only opening volume)
                 if (!position.IsFinished())
                 {
-                    totalOpenInterest += positionVolume;
+                    var openingVolume = position.Open.Price * position.Open.Quantity * position.Open.Leverage;
+                    totalOpenInterest += openingVolume;
                 }
 
                 // Calculate fees and PnL for all positions
@@ -313,4 +329,277 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
         var timeSinceLastUpdate = DateTime.UtcNow - _state.State.LastUpdated;
         return timeSinceLastUpdate > TimeSpan.FromMinutes(5);
     }
+
+    /// <summary>
+    /// Wipes all daily snapshots except for the first day
+    /// </summary>
+    private async Task WipeDailySnapshotsExceptFirstAsync()
+    {
+        try
+        {
+            if (!_state.State.DailySnapshots.Any())
+            {
+                _logger.LogInformation("No daily snapshots to wipe");
+                return;
+            }
+
+            var originalCount = _state.State.DailySnapshots.Count;
+            
+            // Keep only the first day snapshot
+            var firstSnapshot = _state.State.DailySnapshots.OrderBy(s => s.Date).First();
+            _state.State.DailySnapshots.Clear();
+            _state.State.DailySnapshots.Add(firstSnapshot);
+
+            // Update last snapshot date to the first snapshot date
+            _state.State.LastSnapshot = firstSnapshot.Date;
+
+            await _state.WriteStateAsync();
+            
+            _logger.LogInformation("Wiped {WipedCount} daily snapshots, kept first snapshot from {FirstDate}", 
+                originalCount - 1, firstSnapshot.Date);
+        }
+        catch (Exception ex)
+        {
+            _logger.LogError(ex, "Error wiping daily snapshots except first");
+        }
+    }
+
+    /// <summary>
+    /// Fills missing daily snapshots by recalculating them from position data
+    /// </summary>
+    private async Task FillMissingDailySnapshotsAsync()
+    {
+        try
+        {
+            _logger.LogInformation("Checking for missing daily snapshots");
+
+            // Get all positions to calculate missing snapshots
+            var positions = await _tradingService.GetAllDatabasePositionsAsync();
+            
+            if (!positions.Any())
+            {
+                _logger.LogInformation("No positions found, skipping gap filling");
+                return;
+            }
+
+            // Find the date range we need to cover
+            var earliestPositionDate = positions.Min(p => p.Date).Date;
+            var latestPositionDate = positions.Max(p => p.Date).Date;
+            var today = DateTime.UtcNow.Date;
+
+            // Determine the start date for gap filling
+            var startDate = _state.State.DailySnapshots.Any() 
+                ? _state.State.DailySnapshots.Max(s => s.Date).AddDays(1)
+                : earliestPositionDate;
+
+            // Don't go beyond today
+            var endDate = today > latestPositionDate ? today : latestPositionDate;
+
+            _logger.LogInformation("Gap filling from {StartDate} to {EndDate}", startDate, endDate);
+
+            var missingDates = new List<DateTime>();
+            for (var date = startDate; date <= endDate; date = date.AddDays(1))
+            {
+                if (!_state.State.DailySnapshots.Any(s => s.Date.Date == date))
+                {
+                    missingDates.Add(date);
+                }
+            }
+
+            if (!missingDates.Any())
+            {
+                _logger.LogInformation("No missing daily snapshots found");
+                return;
+            }
+
+            _logger.LogInformation("Found {Count} missing daily snapshots to fill", missingDates.Count);
+
+            // Calculate and add missing snapshots
+            foreach (var missingDate in missingDates)
+            {
+                var snapshot = await CalculateDailySnapshotFromPositionsAsync(positions.ToList(), missingDate);
+                _state.State.DailySnapshots.Add(snapshot);
+                
+                _logger.LogInformation("Created missing daily snapshot for {Date}: Volume={Volume}, PnL={PnL}, Positions={Positions}", 
+                    missingDate, snapshot.TotalVolume, snapshot.TotalPnL, snapshot.TotalLifetimePositionCount);
+            }
+
+            // Sort snapshots by date
+            _state.State.DailySnapshots.Sort((a, b) => a.Date.CompareTo(b.Date));
+
+            // Update last snapshot date
+            if (_state.State.DailySnapshots.Any())
+            {
+                _state.State.LastSnapshot = _state.State.DailySnapshots.Max(s => s.Date);
+            }
+
+            await _state.WriteStateAsync();
+            _logger.LogInformation("Successfully filled {Count} missing daily snapshots", missingDates.Count);
+        }
+        catch (Exception ex)
+        {
+            _logger.LogError(ex, "Error filling missing daily snapshots");
+        }
+    }
+
+    /// <summary>
+    /// Calculates a daily snapshot from positions for a specific date
+    /// </summary>
+    /// <param name="positions">All positions to analyze</param>
+    /// <param name="targetDate">The date to calculate the snapshot for</param>
+    /// <returns>A daily snapshot for the specified date</returns>
+    private async Task<DailySnapshot> CalculateDailySnapshotFromPositionsAsync(List<Position> positions, DateTime targetDate)
+    {
+        var dayStart = targetDate;
+        var dayEnd = targetDate.AddDays(1);
+
+        // For daily snapshots, we need to consider ALL positions to calculate:
+        // 1. Volume from trades that occurred on this specific day
+        // 2. Open interest from positions that were active during this day
+        // So we'll process all positions and filter the relevant data
+
+        // Calculate metrics for this specific day
+        var totalVolume = 0m;
+        var totalFees = 0m;
+        var totalPnL = 0m;
+        var maxOpenInterest = 0m;
+        var totalPositionCount = 0;
+
+        // Calculate open interest at different points during the day to find the maximum
+        var hourlyOpenInterest = new List<decimal>();
+        
+        // Check open interest at each hour of the day (0-23)
+        for (int hour = 0; hour < 24; hour++)
+        {
+            var hourDateTime = targetDate.AddHours(hour);
+            var hourlyOI = 0m;
+
+            foreach (var position in positions)
+            {
+                // Check if position was active at this hour
+                var wasActiveAtThisHour = position.Date <= hourDateTime && 
+                    (!position.IsFinished() || 
+                     (position.StopLoss.Status == TradeStatus.Filled && position.StopLoss.Date > hourDateTime) ||
+                     (position.TakeProfit1.Status == TradeStatus.Filled && position.TakeProfit1.Date > hourDateTime) ||
+                     (position.TakeProfit2 != null && position.TakeProfit2.Status == TradeStatus.Filled && position.TakeProfit2.Date > hourDateTime));
+
+                if (wasActiveAtThisHour)
+                {
+                    // For open interest, only count the opening volume (not closing trades)
+                    var openingVolume = position.Open.Price * position.Open.Quantity * position.Open.Leverage;
+                    hourlyOI += openingVolume;
+                }
+            }
+            
+            hourlyOpenInterest.Add(hourlyOI);
+        }
+
+        // Find the maximum open interest during the day
+        maxOpenInterest = hourlyOpenInterest.Max();
+
+        foreach (var position in positions)
+        {
+            // Calculate volume for trades that occurred on this specific day
+            var dayVolume = 0m;
+            
+            _logger.LogDebug("Checking position {PositionId}: Position.Date={PositionDate}, TargetDate={TargetDate}, Position.Date.Date={PositionDateOnly}", 
+                position.Identifier, position.Date, targetDate, position.Date.Date);
+            
+            // Add opening volume if position was opened on this day
+            // Use more flexible date comparison to handle timezone differences
+            if (position.Date.Date == targetDate || 
+                (position.Date >= targetDate && position.Date < targetDate.AddDays(1)))
+            {
+                var openingVolume = position.Open.Price * position.Open.Quantity * position.Open.Leverage;
+                dayVolume += openingVolume;
+                _logger.LogDebug("Position {PositionId} opened on {TargetDate}: Opening volume = {OpeningVolume}", 
+                    position.Identifier, targetDate, openingVolume);
+            }
+
+            // Add closing volume if position was closed on this day
+            if (position.IsFinished())
+            {
+                if (position.StopLoss.Status == TradeStatus.Filled && 
+                    (position.StopLoss.Date.Date == targetDate || 
+                     (position.StopLoss.Date >= targetDate && position.StopLoss.Date < targetDate.AddDays(1))))
+                {
+                    var closingVolume = position.StopLoss.Price * position.StopLoss.Quantity * position.StopLoss.Leverage;
+                    dayVolume += closingVolume;
+                    _logger.LogDebug("Position {PositionId} closed on {TargetDate} via StopLoss: Closing volume = {ClosingVolume}", 
+                        position.Identifier, targetDate, closingVolume);
+                }
+                if (position.TakeProfit1.Status == TradeStatus.Filled && 
+                    (position.TakeProfit1.Date.Date == targetDate || 
+                     (position.TakeProfit1.Date >= targetDate && position.TakeProfit1.Date < targetDate.AddDays(1))))
+                {
+                    var closingVolume = position.TakeProfit1.Price * position.TakeProfit1.Quantity * position.TakeProfit1.Leverage;
+                    dayVolume += closingVolume;
+                    _logger.LogDebug("Position {PositionId} closed on {TargetDate} via TakeProfit1: Closing volume = {ClosingVolume}", 
+                        position.Identifier, targetDate, closingVolume);
+                }
+                if (position.TakeProfit2 != null && position.TakeProfit2.Status == TradeStatus.Filled && 
+                    (position.TakeProfit2.Date.Date == targetDate || 
+                     (position.TakeProfit2.Date >= targetDate && position.TakeProfit2.Date < targetDate.AddDays(1))))
+                {
+                    var closingVolume = position.TakeProfit2.Price * position.TakeProfit2.Quantity * position.TakeProfit2.Leverage;
+                    dayVolume += closingVolume;
+                    _logger.LogDebug("Position {PositionId} closed on {TargetDate} via TakeProfit2: Closing volume = {ClosingVolume}", 
+                        position.Identifier, targetDate, closingVolume);
+                }
+            }
+
+            if (dayVolume > 0)
+            {
+                _logger.LogDebug("Position {PositionId} contributed {DayVolume} to {TargetDate} total volume", 
+                    position.Identifier, dayVolume, targetDate);
+            }
+
+            totalVolume += dayVolume;
+
+            // Calculate fees and PnL for positions closed on this day
+            var wasClosedOnThisDay = position.IsFinished() && (
+                (position.StopLoss.Status == TradeStatus.Filled && position.StopLoss.Date.Date == targetDate) ||
+                (position.TakeProfit1.Status == TradeStatus.Filled && position.TakeProfit1.Date.Date == targetDate) ||
+                (position.TakeProfit2 != null && position.TakeProfit2.Status == TradeStatus.Filled && position.TakeProfit2.Date.Date == targetDate)
+            );
+
+            if (wasClosedOnThisDay)
+            {
+                totalFees += position.CalculateTotalFees();
+                totalPnL += position.ProfitAndLoss?.Realized ?? 0;
+            }
+
+            // Count positions that were active on this day (opened on or before, closed on or after)
+            var wasActiveOnThisDay = position.Date.Date <= targetDate && 
+                (!position.IsFinished() || 
+                 (position.StopLoss.Status == TradeStatus.Filled && position.StopLoss.Date.Date >= targetDate) ||
+                 (position.TakeProfit1.Status == TradeStatus.Filled && position.TakeProfit1.Date.Date >= targetDate) ||
+                 (position.TakeProfit2 != null && position.TakeProfit2.Status == TradeStatus.Filled && position.TakeProfit2.Date.Date >= targetDate));
+
+            if (wasActiveOnThisDay)
+            {
+                totalPositionCount++;
+            }
+        }
+
+        // Get current agent and strategy counts (these are current state, not historical)
+        var totalAgents = await _agentService.GetTotalAgentCount();
+        var totalStrategies = _state.State.TotalActiveStrategies;
+
+        _logger.LogInformation("Calculated daily snapshot for {TargetDate}: TotalVolume={TotalVolume}, MaxOpenInterest={MaxOpenInterest}, TotalPositionCount={TotalPositionCount}", 
+            targetDate, totalVolume, maxOpenInterest, totalPositionCount);
+
+        return new DailySnapshot
+        {
+            Date = targetDate,
+            TotalAgents = totalAgents,
+            TotalStrategies = totalStrategies,
+            TotalVolume = totalVolume,
+            TotalPnL = totalPnL,
+            NetPnL = totalPnL - totalFees,
+            TotalOpenInterest = maxOpenInterest,
+            TotalLifetimePositionCount = totalPositionCount,
+            TotalPlatformFees = (int)totalFees,
+        };
+    }
 }