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Update closing trade date on SL or TP

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This commit is contained in:
cryptooda
2025-10-04 19:36:27 +07:00
parent 343b85dada
commit 5468b1e7f7
5 changed files with 54 additions and 66 deletions
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4
src/Managing.Application/Bots/TradingBotBase.cs
View File

@@ -450,6 +450,8 @@ public class TradingBotBase : ITradingBot
if (internalPosition.Status.Equals(PositionStatus.Filled))
{
internalPosition.Status = PositionStatus.Finished;
// Call HandleClosedPosition to ensure trade dates are properly updated
await HandleClosedPosition(internalPosition);
}
}
}
@@ -1161,6 +1163,8 @@ public class TradingBotBase : ITradingBot
{
// Trade close on exchange => Should close trade manually
await SetPositionStatus(signal.Identifier, PositionStatus.Finished);
// Ensure trade dates are properly updated even for canceled/rejected positions
await HandleClosedPosition(position);
}
}
}

85
src/Managing.Application/Grains/PlatformSummaryGrain.cs
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@@ -443,20 +443,21 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
}
/// <summary>
/// Calculates a daily snapshot from positions for a specific date
/// Calculates a CUMULATIVE daily snapshot from positions up to 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>
/// <param name="targetDate">The date to calculate the snapshot up to</param>
/// <returns>A cumulative 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
// For CUMULATIVE daily snapshots, we need to consider ALL positions to calculate:
// 1. TOTAL volume from all trades that occurred on or before this day
// 2. Open interest from positions that were active during this day
// So we'll process all positions and filter the relevant data
// 3. Cumulative position count up to this date
// So we'll process all positions and include relevant data cumulatively
// Calculate metrics for this specific day
var totalVolume = 0m;
@@ -499,84 +500,60 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
foreach (var position in positions)
{
// Calculate volume for trades that occurred on this specific day
var dayVolume = 0m;
// Calculate CUMULATIVE volume up to this point in time
// Include all positions that were opened on or before the target date
_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
// Add opening volume if position was opened on or before this day
// Use more flexible date comparison to handle timezone differences
if (position.Date.Date == targetDate ||
(position.Date >= targetDate && position.Date < targetDate.AddDays(1)))
if (position.Date.Date <= targetDate)
{
var openingVolume = position.Open.Price * position.Open.Quantity * position.Open.Leverage;
dayVolume += openingVolume;
_logger.LogDebug("Position {PositionId} opened on {TargetDate}: Opening volume = {OpeningVolume}",
totalVolume += openingVolume;
_logger.LogDebug("Position {PositionId} opened on/before {TargetDate}: Opening volume = {OpeningVolume}",
position.Identifier, targetDate, openingVolume);
}
// Add closing volume if position was closed on this day
// Add closing volume if position was closed on or before 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))))
if (position.StopLoss.Status == TradeStatus.Filled && position.StopLoss.Date.Date <= targetDate)
{
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}",
totalVolume += closingVolume;
_logger.LogDebug("Position {PositionId} closed on/before {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))))
if (position.TakeProfit1.Status == TradeStatus.Filled && position.TakeProfit1.Date.Date <= targetDate)
{
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}",
totalVolume += closingVolume;
_logger.LogDebug("Position {PositionId} closed on/before {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))))
if (position.TakeProfit2 != null && position.TakeProfit2.Status == TradeStatus.Filled && position.TakeProfit2.Date.Date <= targetDate)
{
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);
totalVolume += 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)
// Calculate CUMULATIVE fees and PnL for positions closed on or before this day
var wasClosedOnOrBeforeThisDay = 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)
if (wasClosedOnOrBeforeThisDay)
{
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)
// Count positions that were created on or before this day (CUMULATIVE position count)
if (position.Date.Date <= targetDate)
{
totalPositionCount++;
}
@@ -586,7 +563,7 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
var totalAgents = await _agentService.GetTotalAgentCount();
var totalStrategies = _state.State.TotalActiveStrategies;
_logger.LogInformation("Calculated daily snapshot for {TargetDate}: TotalVolume={TotalVolume}, MaxOpenInterest={MaxOpenInterest}, TotalPositionCount={TotalPositionCount}",
_logger.LogInformation("Calculated CUMULATIVE daily snapshot for {TargetDate}: CumVolume={TotalVolume}, MaxOpenInterest={MaxOpenInterest}, CumPositionCount={TotalPositionCount}",
targetDate, totalVolume, maxOpenInterest, totalPositionCount);
return new DailySnapshot

4
src/Managing.Infrastructure.Database/PostgreSql/PostgreSqlTradingRepository.cs
View File

@@ -438,13 +438,13 @@ public class PostgreSqlTradingRepository : ITradingRepository
/// <summary>
/// Updates a trade entity with data from a domain trade object
/// Only updates the date if the trade status is changing from Requested to Filled
/// Always updates the date when it changes to ensure accurate execution dates
/// </summary>
private void UpdateTradeEntity(TradeEntity entity, Trade trade)
{
// Only update the date if the trade status is changing from Requested to Filled
// This prevents overwriting dates for trades that are already filled
if (entity.Status != TradeStatus.Filled && trade.Status == TradeStatus.Filled)
if (entity.Status != trade.Status)
{
entity.Date = trade.Date;
}

14
src/Managing.WebApp/src/components/mollecules/TradesModal/TradesModal.tsx
View File

@@ -1,5 +1,9 @@
import React, {useEffect, useState} from 'react'
import type {ClosePositionRequest, Position, UserStrategyDetailsViewModel} from '../../../generated/ManagingApi'
import type {
ClosePositionRequest,
PositionViewModel,
UserStrategyDetailsViewModel
} from '../../../generated/ManagingApi'
import {BotClient, DataClient} from '../../../generated/ManagingApi'
import useApiUrlStore from '../../../app/store/apiStore'
import Modal from '../Modal/Modal'
@@ -9,6 +13,7 @@ interface TradesModalProps {
showModal: boolean
agentName: string | null
strategyName: string | null
botIdentifier: string | undefined
onClose: () => void
}
@@ -16,6 +21,7 @@ const TradesModal: React.FC<TradesModalProps> = ({
showModal,
strategyName,
agentName,
botIdentifier,
onClose,
}) => {
const { apiUrl } = useApiUrlStore()
@@ -49,7 +55,7 @@ const TradesModal: React.FC<TradesModalProps> = ({
}
}
const closePosition = async (position: Position) => {
const closePosition = async (position: PositionViewModel) => {
if (!agentName) return
try {
@@ -60,7 +66,7 @@ const TradesModal: React.FC<TradesModalProps> = ({
// Use BotClient instead of fetch
const botClient = new BotClient({}, apiUrl)
const request: ClosePositionRequest = {
identifier: position.initiatorIdentifier,
identifier: botIdentifier,
positionId: position.identifier
}
@@ -115,7 +121,7 @@ const TradesModal: React.FC<TradesModalProps> = ({
</thead>
<tbody>
{strategyData.positions && strategyData.positions.length > 0 ? (
strategyData.positions.map((position: Position) => (
strategyData.positions.map((position: PositionViewModel) => (
<tr key={position.identifier}>
<td>{new Date(position.date).toLocaleString()}</td>
<td className={position.originDirection === 'Long' ? 'text-success' : 'text-error'}>

13
src/Managing.WebApp/src/pages/botsPage/botList.tsx
View File

@@ -72,7 +72,7 @@ const BotList: React.FC<IBotList> = ({ list }) => {
const [showManualPositionModal, setShowManualPositionModal] = useState(false)
const [selectedBotForManualPosition, setSelectedBotForManualPosition] = useState<string | null>(null)
const [showTradesModal, setShowTradesModal] = useState(false)
const [selectedBotForTrades, setSelectedBotForTrades] = useState<{ name: string; agentName: string } | null>(null)
const [selectedBotForTrades, setSelectedBotForTrades] = useState<{ name: string; agentName: string; identifier: string } | null>(null)
const [showBotConfigModal, setShowBotConfigModal] = useState(false)
const [selectedBotForUpdate, setSelectedBotForUpdate] = useState<{
identifier: string
@@ -144,10 +144,10 @@ const BotList: React.FC<IBotList> = ({ list }) => {
)
}
function getTradesBadge(name: string, agentName: string) {
function getTradesBadge(name: string, agentName: string, botIdentifier: string) {
const classes = baseBadgeClass() + ' bg-secondary'
return (
<button className={classes} onClick={() => openTradesModal(name, agentName)}>
<button className={classes} onClick={() => openTradesModal(name, agentName, botIdentifier)}>
<p className="text-primary-content flex">
<ChartBarIcon width={15}></ChartBarIcon>
</p>
@@ -160,8 +160,8 @@ const BotList: React.FC<IBotList> = ({ list }) => {
setShowManualPositionModal(true)
}
function openTradesModal(name: string, agentName: string) {
setSelectedBotForTrades({ name: name, agentName })
function openTradesModal(name: string, agentName: string, botIdentifier: string) {
setSelectedBotForTrades({ name: name, agentName, identifier: botIdentifier })
setShowTradesModal(true)
}
@@ -311,7 +311,7 @@ const BotList: React.FC<IBotList> = ({ list }) => {
<div className={baseBadgeClass(true)}>
PNL {bot.profitAndLoss.toFixed(2).toString()} $
</div>
{getTradesBadge(bot.name, bot.agentName)}
{getTradesBadge(bot.name, bot.agentName, bot.identifier)}
</div>
</div>
</div>
@@ -337,6 +337,7 @@ const BotList: React.FC<IBotList> = ({ list }) => {
showModal={showTradesModal}
strategyName={selectedBotForTrades?.name ?? null}
agentName={selectedBotForTrades?.agentName ?? null}
botIdentifier={selectedBotForTrades?.identifier ?? undefined}
onClose={() => {
setShowTradesModal(false)
setSelectedBotForTrades(null)