Fix test for trading metrics

2025-11-14 03:04:09 +07:00
parent 460a7bd559
commit b712cf8fc3
6 changed files with 303 additions and 157 deletions
--- a/.cursor/commands/update-test-todo.md
+++ b/.cursor/commands/update-test-todo.md
@@ -0,0 +1,199 @@
+# update-test-todo
+
+## When to Use
+
+Use this command when you need to:
+- Update TODO.md with current test results from a test project
+- Analyze test failures and identify business logic issues
+- Set priorities for fixing failing tests
+- Track progress on unit test development and bug fixes
+
+## Prerequisites
+
+- Test project exists and is runnable
+- TODO.md file exists in project root
+- Tests can be executed with `dotnet test`
+
+## Execution Steps
+
+### Step 1: Run Tests and Capture Results
+
+**Run the test project:**
+```bash
+cd src/YourTestProject
+dotnet test --verbosity minimal | tail -20
+```
+
+**Expected output format:**
+```
+Passed!  - Failed: X, Passed: Y, Skipped: Z, Total: T, Duration: D ms
+```
+
+### Step 2: Analyze Test Results
+
+**Count by category:**
+- Identify which test classes have the most failures
+- Group failures by business logic area (Trading, P&L, Signals, etc.)
+- Determine if failures indicate business logic bugs vs incorrect test expectations
+
+**Example analysis:**
+```
+MoneyManagementTests: 8 failures
+SignalProcessingTests: 9 failures
+TraderAnalysisTests: 3 failures
+TradingMetricsTests: 0 failures (✅ working)
+```
+
+### Step 3: Update TODO.md Structure
+
+**Update test summary:**
+```markdown
+## Test Results Summary
+**Total Tests:** T
+- **Passed:** Y ✅
+- **Failed:** X ❌ (Category1: A, Category2: B, ...)
+```
+
+**Update priority sections:**
+- Mark completed items as ✅ FIXED
+- Move next priority items to "High Priority - Next Focus"
+- Update investigation steps for current priority
+
+**Example:**
+```markdown
+### Critical Issues (High Priority) ✅ MOSTLY RESOLVED
+1. **Volume Calculations**: ✅ FIXED - All TradingMetrics volume calculations working correctly
+
+### High Priority - Next Focus
+5. **Money Management Optimization**: SL/TP calculations have incorrect logic (8 failing tests)
+```
+
+### Step 4: Set Next Priority
+
+**Choose next focus based on:**
+- Business impact (trading logic > display logic)
+- Number of failing tests
+- Core vs peripheral functionality
+
+**Priority order example:**
+1. **Money Management** (8 fails) - Core trading strategy logic
+2. **Signal Processing** (9 fails) - Trading signal generation
+3. **Trader Analysis** (3 fails) - Performance evaluation
+4. **P&L Tests** (2 fails) - Profit calculation edge cases
+
+### Step 5: Update Investigation Steps
+
+**For current priority, add specific debugging steps:**
+```markdown
+### Investigation Steps for [Current Priority]
+1. **Debug [MethodName]()** - Check [specific logic area]
+2. **Debug [Calculation]** - Verify [expected behavior]
+3. **Debug [Edge Case]** - Ensure [boundary condition]
+4. **Debug [Integration]** - Check [component interaction]
+```
+
+## Best Practices
+
+### Test Status Tracking
+- ✅ **Passed**: All tests in category working
+- 🔄 **In Progress**: Currently being fixed
+- ⏳ **Pending**: Known issues, not yet addressed
+- ❌ **Failed**: Tests failing, investigation needed
+
+### Priority Setting
+- **Critical**: Core trading calculations (P&L, volume, fees)
+- **High**: Trading strategy logic (signals, money management)
+- **Medium**: Performance evaluation (win rates, trader analysis)
+- **Low**: Edge cases and display logic
+
+### Business Logic vs Test Issues
+- **Business Logic Bug**: Tests fail because implementation is wrong
+- **Test Expectation Issue**: Tests fail because expectations don't match actual (correct) behavior
+- **Test Setup Issue**: Tests fail due to incorrect test data or mocking
+
+## Common Patterns
+
+### Trading Logic Priority
+1. **Money Management** - SL/TP optimization affects risk control
+2. **Signal Processing** - Signal generation affects trade entries
+3. **Volume/P&L Calculations** - Core metrics for performance analysis
+4. **Fee Calculations** - Cost analysis for profitability
+
+### Investigation Framework
+```
+1. **Reproduce Issue**: Run failing test individually
+2. **Debug Implementation**: Add logging to understand actual behavior
+3. **Compare Expectations**: Verify test assumptions vs business requirements
+4. **Fix Implementation**: Update code if business logic is wrong
+5. **Fix Tests**: Update test expectations if implementation is correct
+6. **Add Edge Cases**: Ensure comprehensive coverage
+```
+
+## Example Execution
+
+**User input:** Update TODO.md for Managing.Domain.Tests
+
+**AI execution:**
+
+1. **Run tests:**
+   ```bash
+   cd src/Managing.Domain.Tests
+   dotnet test --verbosity minimal | tail -5
+   ```
+   Output: `Failed: 22, Passed: 138, Skipped: 0, Total: 160`
+
+2. **Analyze failures:**
+   - MoneyManagementTests: 8 fails
+   - SignalProcessingTests: 9 fails
+   - TraderAnalysisTests: 3 fails
+   - ProfitLossTests: 2 fails
+
+3. **Update TODO.md:**
+   ```markdown
+   ## Test Results Summary
+   **Total Tests:** 160
+   - **Passed:** 138 ✅
+   - **Failed:** 22 ❌ (MoneyManagement: 8, SignalProcessing: 9, TraderAnalysis: 3, ProfitLoss: 2)
+
+   ### High Priority - Next Focus
+   5. **Money Management Optimization**: SL/TP calculations have incorrect logic (8 failing tests)
+   ```
+
+4. **Set investigation steps:**
+   ```markdown
+   ### Investigation Steps for Money Management
+   1. **Debug GetBestSltpForPosition()** - Check candle filtering logic with next position
+   2. **Debug Price Movement Calculations** - Verify min/max price detection for SL/TP
+   3. **Debug Percentage Calculations** - Ensure GetPercentageFromEntry() works correctly
+   4. **Debug Averaging Logic** - Check how multiple positions are averaged
+   ```
+
+## Important Notes
+
+- 📊 **Track Progress**: Update TODO.md after each significant fix
+- 🎯 **Prioritize Impact**: Focus on core trading logic first
+- 🔍 **Debug Thoroughly**: Understand root cause before fixing
+- ✅ **Verify Fixes**: Ensure fixes don't break other tests
+- 📈 **Comprehensive Coverage**: Add tests for edge cases found during debugging
+
+## Quick Commands
+
+**Update test results:**
+```bash
+cd src/YourTestProject && dotnet test --verbosity minimal | tail -5
+```
+
+**Run specific test category:**
+```bash
+dotnet test --filter "CategoryName" --verbosity normal
+```
+
+**Debug individual test:**
+```bash
+dotnet test --filter "FullyQualifiedTestName" --verbosity normal
+```
+
+**Generate coverage report:**
+```bash
+dotnet test /p:CollectCoverage=true /p:CoverletOutputFormat=cobertura
+```
--- a/TODO.md
+++ b/TODO.md
@@ -1,9 +1,9 @@
 # TradingBox Unit Tests - Business Logic Issues Analysis

 ## Test Results Summary
-**Total Tests:** 140
- **Passed:** 135 ✅ (TradingMetricsTests: 40/40 passing - added mixed time-based filtering test)
- **Failed:** 5 ❌ (mostly remaining MoneyManagement and SignalProcessing tests)
+**Total Tests:** 160
+- **Passed:** 140 ✅ (TradingMetricsTests: 40/40, ProfitLossTests: 21/21 ✅ FIXED)
+- **Failed:** 20 ❌ (MoneyManagement: 8, SignalProcessing: 9, TraderAnalysis: 3)

 ## Failed Test Categories & Potential Business Logic Issues

@@ -60,18 +60,20 @@
 **Business Logic Fix:**
 - Updated `TradingBox.GetWinRate()` to only consider `PositionStatus.Finished` positions
 - Win rate should only count closed positions, not open positions with unrealized P&L
+- Other metrics (P&L, fees, volume) correctly use `IsValidForMetrics()` to include both open and closed positions

 **Resolution:**
 - Modified GetWinRate method: `if (position.Status == PositionStatus.Finished)` instead of `if (position.IsValidForMetrics())`
+- `IsValidForMetrics()` includes: Filled (open), Finished (closed), and Flipped positions
+- Win rate is special - only considers completed trades (Finished status)
 - Updated test to expect only closed positions in win rate calculation
 - Win rate: 1 win out of 2 closed positions = 50% (integer division)

-**Possible Business Logic Problem:**
- `IsValidForMetrics()` method may be rejecting test positions
- `IsInProfit()` method logic may be incorrect
- Position validation criteria may be too restrictive
+**Important Distinction:**
+- **General Metrics** (P&L, fees, volume): Use `IsValidForMetrics()` to include open + closed positions
+- **Win Rate**: Use `Status == Finished` to include ONLY closed positions

-**Impact:** Win rate is a key performance indicator for trading strategies.
+**Impact:** Win rate is a key performance indicator for trading strategies and should reflect completed trades only.

 ### 5. Money Management Calculations (MoneyManagementTests)
 **Failed Tests:**
@@ -117,32 +119,39 @@

 ## Business Logic Issues Identified

-### Critical Issues (High Priority)
-1. **Volume Under-Reporting**: Trading volume metrics are significantly under-reported
-2. **Fee Calculation Failure**: No fees are being calculated, affecting cost analysis
-3. **P&L Calculation Failure**: Profit/Loss calculations are not working
-4. **Win Rate Calculation Failure**: Key performance metric is broken
+### Critical Issues (High Priority) ✅ MOSTLY RESOLVED
+1. **Volume Calculations**: ✅ FIXED - All TradingMetrics volume calculations working correctly
+2. **Fee Calculations**: ✅ FIXED - All TradingMetrics fee calculations working correctly
+3. **P&L Calculations**: ✅ FIXED - All TradingMetrics P&L calculations working correctly
+4. **Win Rate Calculations**: ✅ FIXED - Win rate now correctly excludes open positions

-### Medium Priority Issues
-5. **Money Management Optimization**: SL/TP calculations have incorrect logic
-6. **Signal Processing Logic**: Confidence filtering and signal generation may be too permissive
-7. **Position Validation**: Too restrictive validation may exclude valid positions
+### High Priority - Next Focus
+5. **Money Management Optimization**: SL/TP calculations have incorrect logic (8 failing tests)
+6. **Signal Processing Logic**: Confidence filtering and signal generation may be too permissive (9 failing tests)
+7. **Trader Analysis**: Trader evaluation logic issues (3 failing tests)
+
+### Resolved Issues
+8. **Profit/Loss Tests**: ✅ FIXED (21/21 passing) - Win rate now correctly considers only Finished positions

 ## Recommended Actions

-### Immediate Actions
-1. **Fix Volume Calculations**: Ensure all trade volumes (entry + exit) are included
-2. **Debug Fee Logic**: Investigate why fees return 0 for valid positions
-3. **Fix P&L Calculations**: Ensure ProfitAndLoss objects are properly created
-4. **Review Win Rate Logic**: Check position validation and profit detection
+### Immediate Actions ✅ MOSTLY COMPLETED
+1. **Volume Calculations**: ✅ FIXED - All TradingMetrics volume calculations working correctly
+2. **Fee Calculations**: ✅ FIXED - All TradingMetrics fee calculations working correctly
+3. **P&L Calculations**: ✅ FIXED - All TradingMetrics P&L calculations working correctly
+4. **Win Rate Logic**: ✅ FIXED - Win rate now correctly excludes open positions

-### Investigation Steps
-1. **Debug TradingBox.GetTotalVolumeTraded()** - Add logging to see what's being calculated
-2. **Debug TradingBox.GetTotalFees()** - Check fee calculation conditions
-3. **Debug TradingBox.GetTotalRealizedPnL()** - Verify ProfitAndLoss object creation
-4. **Debug TradingBox.GetWinRate()** - Check IsValidForMetrics() and IsInProfit() logic
-5. **Debug TradingBox.ComputeSignals()** - Check confidence filtering and signal generation logic
-6. **Debug LightIndicator initialization** - Ensure proper parameter setup in ScenarioHelpers
+### Next Priority Actions - Money Management Tests
+1. **Debug Money Management Logic**: Fix SL/TP optimization calculations (8 failing tests)
+2. **Fix GetBestSltpForPosition()**: Correct price movement calculations and candle processing
+3. **Fix GetBestMoneyManagement()**: Ensure proper averaging of SL/TP values
+4. **Debug Candle Range Logic**: Verify next position limiting works correctly
+
+### Investigation Steps for Money Management
+1. **Debug GetBestSltpForPosition()** - Check candle filtering logic with next position
+2. **Debug Price Movement Calculations** - Verify min/max price detection for SL/TP
+3. **Debug Percentage Calculations** - Ensure GetPercentageFromEntry() works correctly
+4. **Debug Averaging Logic** - Check how multiple positions are averaged

 ### Test Updates Needed
 1. **Update Fee Expectations**: Align test expectations with actual UI fee rates
@@ -158,12 +167,19 @@
 - **Low Risk**: Money management optimization affects risk control

 ## Next Steps
-1. Debug and fix the 4 critical calculation issues
-2. Debug signal processing confidence filtering and LightIndicator initialization
-3. Update unit tests to match corrected business logic
-4. Add integration tests to verify end-to-end calculations
-5. Review money management logic for edge cases
+1. **HIGH PRIORITY**: Fix Money Management tests (8 failing) - SL/TP optimization is core trading logic
+2. Debug and fix Signal Processing tests (9 failing) - confidence filtering and signal generation
+3. Fix Trader Analysis tests (3 failing) - trader evaluation logic
+4. ✅ **COMPLETED**: ProfitLoss tests fixed - Win rate now correctly considers only Finished positions
+5. Add integration tests to verify end-to-end calculations
 6. Consider adding more comprehensive test scenarios

+## Current Status
+- ✅ **TradingMetricsTests**: 40/40 passing - comprehensive trading metrics coverage complete
+- ✅ **ProfitLossTests**: 21/21 passing - All P&L and win rate tests fixed
+- 🔄 **MoneyManagementTests**: Next priority - 8 failing tests need investigation
+- ⏳ **SignalProcessingTests**: 9 failing tests - confidence filtering issues
+- ⏳ **TraderAnalysisTests**: 3 failing tests - evaluation logic issues
+
 ---
 *Generated from unit test results analysis - Tests reveal potential business logic issues in TradingBox implementation*
--- a/scripts/fix-backtest-finalpnl.sql
+++ b/scripts/fix-backtest-finalpnl.sql
@@ -1,69 +0,0 @@
-- Fix Backtest FinalPnl where it incorrectly equals NetPnl
-- This script updates records where FinalPnl was incorrectly set to the same value as NetPnl
-- Correct formula: FinalPnl = NetPnl + Fees (since NetPnl = FinalPnl - Fees)
--
-- IMPORTANT: Run this script in a transaction and verify results before committing!
-- Usage: psql -h <host> -U <user> -d <database> -f fix-backtest-finalpnl.sql
-
-BEGIN;
-
-- First, let's see how many records will be affected
-SELECT 
-    COUNT(*) as affected_records,
-    SUM("Fees") as total_fees_to_add,
-    AVG("Fees") as avg_fees
-FROM "Backtests"
-WHERE "FinalPnl" = "NetPnl" 
-  AND "Fees" > 0;
-
-- Show sample of records that will be updated (for verification)
-SELECT 
-    "Id",
-    "Identifier",
-    "FinalPnl" as current_final_pnl,
-    "NetPnl",
-    "Fees",
-    ("NetPnl" + "Fees") as new_final_pnl,
-    ("NetPnl" + "Fees" - "FinalPnl") as change_amount
-FROM "Backtests"
-WHERE "FinalPnl" = "NetPnl" 
-  AND "Fees" > 0
-ORDER BY "Id"
-LIMIT 10;
-
-- Update the records where FinalPnl equals NetPnl
-- Only update if Fees > 0 to avoid incorrect updates
-UPDATE "Backtests"
-SET 
-    "FinalPnl" = "NetPnl" + "Fees",
-    "UpdatedAt" = NOW()
-WHERE "FinalPnl" = "NetPnl" 
-  AND "Fees" > 0;
-
-- Verify the update - should return 0
-SELECT 
-    COUNT(*) as remaining_incorrect_records
-FROM "Backtests"
-WHERE "FinalPnl" = "NetPnl" 
-  AND "Fees" > 0;
-
-- Show a sample of updated records to verify
-SELECT 
-    "Id",
-    "Identifier",
-    "FinalPnl" as new_final_pnl,
-    "NetPnl",
-    "Fees",
-    ("FinalPnl" - "NetPnl") as difference_should_equal_fees
-FROM "Backtests"
-WHERE "FinalPnl" != "NetPnl" 
-  AND "Fees" > 0
-ORDER BY "UpdatedAt" DESC
-LIMIT 10;
-
-- If everything looks correct, uncomment the COMMIT line below
-- COMMIT;
-
-- If something is wrong, run ROLLBACK instead
-- ROLLBACK;
-
--- a/src/Managing.Domain.Tests/ProfitLossTests.cs
+++ b/src/Managing.Domain.Tests/ProfitLossTests.cs
@@ -1,14 +1,5 @@
 using FluentAssertions;
-using Managing.Common;
-using Managing.Domain.Accounts;
-using Managing.Domain.Candles;
-using Managing.Domain.Indicators;
-using Managing.Domain.MoneyManagements;
-using Managing.Domain.Scenarios;
 using Managing.Domain.Shared.Helpers;
-using Managing.Domain.Statistics;
-using Managing.Domain.Strategies;
-using Managing.Domain.Strategies.Base;
 using Managing.Domain.Trades;
 using Xunit;
 using static Managing.Common.Enums;
@@ -63,7 +54,7 @@ public class ProfitLossTests : TradingBoxTests
        // Arrange
        var validPosition = CreateTestPosition();
        var invalidPosition = CreateTestPosition();
-        invalidPosition.Status = Enums.PositionStatus.New; // Invalid for metrics
+        invalidPosition.Status = PositionStatus.New; // Invalid for metrics

        validPosition.ProfitAndLoss = new ProfitAndLoss { Realized = 100m };
        invalidPosition.ProfitAndLoss = new ProfitAndLoss { Realized = -50m };
@@ -156,19 +147,23 @@ public class ProfitLossTests : TradingBoxTests
    [Fact]
    public void GetWinRate_WithMixedResults_CalculatesCorrectPercentage()
    {
-        // Arrange
-        var winningPosition1 = CreateTestPosition();
-        var winningPosition2 = CreateTestPosition();
-        var losingPosition1 = CreateTestPosition();
-        var losingPosition2 = CreateTestPosition();
-        var invalidPosition = CreateTestPosition();
-        invalidPosition.Status = Enums.PositionStatus.New; // Invalid for metrics
+        // Arrange - Win rate only considers Finished positions (closed trades)
+        var winningPosition1 = CreateFinishedPosition();
+        var winningPosition2 = CreateFinishedPosition();
+        var losingPosition1 = CreateFinishedPosition();
+        var losingPosition2 = CreateFinishedPosition();
+        var openFilledPosition = CreateFilledPosition(); // Open position (Filled status) - should NOT count towards win rate
+        openFilledPosition.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
+        { Realized = 100m, Net = 100m }; // Has unrealized P&L but should not count

-        winningPosition1.ProfitAndLoss = new ProfitAndLoss { Realized = 50m };
-        winningPosition2.ProfitAndLoss = new ProfitAndLoss { Realized = 25m };
-        losingPosition1.ProfitAndLoss = new ProfitAndLoss { Realized = -30m };
-        losingPosition2.ProfitAndLoss = new ProfitAndLoss { Realized = -10m };
-        invalidPosition.ProfitAndLoss = new ProfitAndLoss { Realized = 100m };
+        winningPosition1.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
+        { Realized = 50m, Net = 50m };
+        winningPosition2.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
+        { Realized = 25m, Net = 25m };
+        losingPosition1.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
+        { Realized = -30m, Net = -30m };
+        losingPosition2.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
+        { Realized = -10m, Net = -10m };

        var positions = new Dictionary<Guid, Position>
        {
@@ -176,25 +171,27 @@ public class ProfitLossTests : TradingBoxTests
            { winningPosition2.Identifier, winningPosition2 },
            { losingPosition1.Identifier, losingPosition1 },
            { losingPosition2.Identifier, losingPosition2 },
-            { invalidPosition.Identifier, invalidPosition }
+            { openFilledPosition.Identifier, openFilledPosition } // Open position excluded from win rate
        };

        // Act
        var result = TradingBox.GetWinRate(positions);

        // Assert
-        result.Should().Be(50); // 2 wins out of 4 valid positions = 50%
+        result.Should().Be(50); // 2 wins out of 4 finished positions = 50% (open Filled position excluded)
    }

    [Fact]
    public void GetWinRate_WithAllWinningPositions_Returns100()
    {
-        // Arrange
-        var position1 = CreateTestPosition();
-        var position2 = CreateTestPosition();
+        // Arrange - Win rate only considers Finished positions (closed trades)
+        var position1 = CreateFinishedPosition();
+        var position2 = CreateFinishedPosition();

-        position1.ProfitAndLoss = new ProfitAndLoss { Realized = 50m };
-        position2.ProfitAndLoss = new ProfitAndLoss { Realized = 25m };
+        position1.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
+        { Realized = 50m, Net = 50m };
+        position2.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
+        { Realized = 25m, Net = 25m };

        var positions = new Dictionary<Guid, Position>
        {
@@ -206,18 +203,20 @@ public class ProfitLossTests : TradingBoxTests
        var result = TradingBox.GetWinRate(positions);

        // Assert
-        result.Should().Be(100);
+        result.Should().Be(100); // 2 wins out of 2 finished positions = 100%
    }

    [Fact]
    public void GetWinRate_WithAllLosingPositions_Returns0()
    {
-        // Arrange
-        var position1 = CreateTestPosition();
-        var position2 = CreateTestPosition();
+        // Arrange - Win rate only considers Finished positions (closed trades)
+        var position1 = CreateFinishedPosition();
+        var position2 = CreateFinishedPosition();

-        position1.ProfitAndLoss = new ProfitAndLoss { Realized = -50m };
-        position2.ProfitAndLoss = new ProfitAndLoss { Realized = -25m };
+        position1.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
+        { Realized = -50m, Net = -50m };
+        position2.ProfitAndLoss = new ProfitAndLoss(new List<Tuple<decimal, decimal>>(), TradeDirection.Long)
+        { Realized = -25m, Net = -25m };

        var positions = new Dictionary<Guid, Position>
        {
@@ -229,7 +228,7 @@ public class ProfitLossTests : TradingBoxTests
        var result = TradingBox.GetWinRate(positions);

        // Assert
-        result.Should().Be(0);
+        result.Should().Be(0); // 0 wins out of 2 finished positions = 0%
    }

    [Fact]
@@ -309,7 +308,7 @@ public class ProfitLossTests : TradingBoxTests
    public void GetProfitAndLoss_CalculatesLongPositionCorrectly()
    {
        // Arrange
-        var position = CreateTestPosition(openPrice: 100m, quantity: 1m, direction: Enums.TradeDirection.Long,
+        var position = CreateTestPosition(openPrice: 100m, quantity: 1m, direction: TradeDirection.Long,
            leverage: 1m);
        var quantity = 1m;
        var closePrice = 110m; // 10% profit
@@ -328,7 +327,7 @@ public class ProfitLossTests : TradingBoxTests
    public void GetProfitAndLoss_CalculatesShortPositionCorrectly()
    {
        // Arrange
-        var position = CreateTestPosition(openPrice: 100m, quantity: 1m, direction: Enums.TradeDirection.Short,
+        var position = CreateTestPosition(openPrice: 100m, quantity: 1m, direction: TradeDirection.Short,
            leverage: 1m);
        var quantity = 1m;
        var closePrice = 90m; // 10% profit
@@ -347,7 +346,7 @@ public class ProfitLossTests : TradingBoxTests
    public void GetProfitAndLoss_WithLeverage_AppliesLeverageMultiplier()
    {
        // Arrange
-        var position = CreateTestPosition(openPrice: 100m, quantity: 1m, direction: Enums.TradeDirection.Long,
+        var position = CreateTestPosition(openPrice: 100m, quantity: 1m, direction: TradeDirection.Long,
            leverage: 1m);
        var quantity = 1m;
        var closePrice = 105m; // 5% profit
--- a/src/Managing.Domain.Tests/TradingMetricsTests.cs
+++ b/src/Managing.Domain.Tests/TradingMetricsTests.cs
@@ -1,14 +1,7 @@
 using FluentAssertions;
 using Managing.Common;
-using Managing.Domain.Accounts;
 using Managing.Domain.Candles;
-using Managing.Domain.Indicators;
-using Managing.Domain.MoneyManagements;
-using Managing.Domain.Scenarios;
 using Managing.Domain.Shared.Helpers;
-using Managing.Domain.Statistics;
-using Managing.Domain.Strategies;
-using Managing.Domain.Strategies.Base;
 using Managing.Domain.Trades;
 using Xunit;
 using static Managing.Common.Enums;
@@ -513,6 +506,7 @@ public class TradingMetricsTests : TradingBoxTests
    public void GetTotalVolumeTraded_WithMixedPositionStatuses_IncludesOnlyValidPositions()
    {
        // Arrange - Mix of different position statuses
+        // IsValidForMetrics() returns true for: Filled (open), Finished (closed), and Flipped positions
        var finishedPosition = CreateFinishedPosition(openPrice: 50000m, quantity: 0.001m, leverage: 1m);
        var filledPosition = CreateFilledPosition(openPrice: 60000m, quantity: 0.002m, leverage: 1m);
        var newPosition = CreateNewPosition(openPrice: 40000m, quantity: 0.001m, leverage: 1m);
@@ -523,13 +517,13 @@ public class TradingMetricsTests : TradingBoxTests
        // Act
        var result = TradingBox.GetTotalVolumeTraded(positions);

-        // Assert - Should include finished + filled positions, exclude new + canceled
-        // Finished: 50000 * 0.001 * 1 + 52000 * 0.001 * 1 = 102
-        // Filled: 60000 * 0.002 * 1 = 120
-        // New: excluded
-        // Canceled: excluded
+        // Assert - GetTotalVolumeTraded only includes valid positions (uses IsValidForMetrics)
+        // Finished (valid): 50000 * 0.001 * 1 (open) + 52000 * 0.001 * 1 (TP1) = 102
+        // Filled (valid): 60000 * 0.002 * 1 = 120
+        // New (EXCLUDED - not valid for metrics): excluded
+        // Canceled (EXCLUDED - not valid for metrics): excluded
        // Total: 102 + 120 = 222
-        result.Should().Be(317m); // Actual calculation gives 317
+        result.Should().Be(222m);
    }

    [Fact]
--- a/src/Managing.Domain/Shared/Helpers/TradingBox.cs
+++ b/src/Managing.Domain/Shared/Helpers/TradingBox.cs
@@ -487,6 +487,7 @@ public static class TradingBox

    /// <summary>
    /// Calculates the total volume traded across all positions
+    /// Only includes valid positions (Filled, Finished, Flipped) - excludes New, Canceled, Rejected
    /// </summary>
    /// <param name="positions">List of positions to analyze</param>
    /// <returns>The total volume traded in decimal</returns>
@@ -496,6 +497,12 @@ public static class TradingBox

        foreach (var position in positions)
        {
+            // Only count volume for valid positions (Filled, Finished, Flipped)
+            if (!position.IsValidForMetrics())
+            {
+                continue;
+            }
+
            // Add entry volume
            totalVolume += position.Open.Quantity * position.Open.Price * position.Open.Leverage;