leverage calc fix
This commit is contained in:
Dobromir Popov
@ -1252,8 +1252,8 @@ class TradingExecutor:
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exit_time = datetime.now()
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hold_time_seconds = (exit_time - position.entry_time).total_seconds()
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# Get current leverage setting
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leverage = self.trading_config.get('leverage', 1.0)
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# Get current leverage setting from dashboard or config
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leverage = self.get_leverage()
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# Calculate position size in USD
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position_size_usd = position.quantity * position.entry_price
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@ -1347,8 +1347,8 @@ class TradingExecutor:
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exit_time = datetime.now()
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hold_time_seconds = (exit_time - position.entry_time).total_seconds()
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# Get current leverage setting
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leverage = self.trading_config.get('leverage', 1.0)
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# Get current leverage setting from dashboard or config
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leverage = self.get_leverage()
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# Calculate position size in USD
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position_size_usd = position.quantity * position.entry_price
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@ -1,74 +1,75 @@
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#!/usr/bin/env python3
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"""
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Test script to verify leverage P&L calculations are working correctly
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Test Leverage Fix
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This script tests if the leverage is now being applied correctly to trade P&L calculations.
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"""
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from web.clean_dashboard import create_clean_dashboard
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import sys
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import os
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from datetime import datetime
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def test_leverage_calculations():
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print("🧮 Testing Leverage P&L Calculations")
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# Add project root to path
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sys.path.append(os.path.dirname(os.path.abspath(__file__)))
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from core.trading_executor import TradingExecutor, Position
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def test_leverage_fix():
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"""Test that leverage is now being applied correctly"""
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print("🧪 Testing Leverage Fix")
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print("=" * 50)
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# Create dashboard
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dashboard = create_clean_dashboard()
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# Create trading executor
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executor = TradingExecutor()
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print("✅ Dashboard created successfully")
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# Check current leverage setting
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current_leverage = executor.get_leverage()
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print(f"Current leverage setting: x{current_leverage}")
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# Test 1: Position leverage vs slider leverage
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print("\n📊 Test 1: Position vs Slider Leverage")
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dashboard.current_leverage = 25 # Current slider at x25
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dashboard.current_position = {
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'side': 'LONG',
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'size': 0.01,
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'price': 2000.0, # Entry at $2000
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'leverage': 10, # Position opened at x10 leverage
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'symbol': 'ETH/USDT'
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}
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# Test leverage in P&L calculation
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position = Position(
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symbol="ETH/USDT",
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side="SHORT",
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quantity=0.005, # 0.005 ETH
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entry_price=3755.33,
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entry_time=datetime.now(),
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order_id="test_123"
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)
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print(f" Position opened at: x{dashboard.current_position['leverage']} leverage")
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print(f" Current slider at: x{dashboard.current_leverage} leverage")
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print(" ✅ Position uses its stored leverage, not current slider")
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# Test P&L calculation with current price
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current_price = 3740.51 # Price went down, should be profitable for SHORT
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# Test 2: Trading statistics with leveraged P&L
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print("\n📈 Test 2: Trading Statistics")
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test_trade = {
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'symbol': 'ETH/USDT',
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'side': 'BUY',
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'pnl': 100.0, # Leveraged P&L
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'pnl_raw': 2.0, # Raw P&L (before leverage)
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'leverage_used': 50, # x50 leverage used
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'fees': 0.5
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}
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# Calculate P&L with leverage
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pnl_with_leverage = position.calculate_pnl(current_price, leverage=current_leverage)
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pnl_without_leverage = position.calculate_pnl(current_price, leverage=1.0)
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dashboard.closed_trades.append(test_trade)
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dashboard.session_pnl = 100.0
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print(f"\nPosition: SHORT 0.005 ETH @ $3755.33")
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print(f"Current price: $3740.51")
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print(f"Price difference: ${3755.33 - 3740.51:.2f} (favorable for SHORT)")
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stats = dashboard._get_trading_statistics()
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print(f"\nP&L without leverage (x1): ${pnl_without_leverage:.2f}")
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print(f"P&L with leverage (x{current_leverage}): ${pnl_with_leverage:.2f}")
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print(f"Leverage multiplier effect: {pnl_with_leverage / pnl_without_leverage:.1f}x")
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print(f" Trade raw P&L: ${test_trade['pnl_raw']:.2f}")
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print(f" Trade leverage: x{test_trade['leverage_used']}")
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print(f" Trade leveraged P&L: ${test_trade['pnl']:.2f}")
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print(f" Statistics total P&L: ${stats['total_pnl']:.2f}")
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print(f" ✅ Statistics use leveraged P&L correctly")
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# Expected calculation
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position_value = 0.005 * 3755.33 # ~$18.78
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price_diff = 3755.33 - 3740.51 # $14.82 favorable
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raw_pnl = price_diff * 0.005 # ~$0.074
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leveraged_pnl = raw_pnl * current_leverage # ~$3.70
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# Test 3: Session P&L calculation
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print("\n💰 Test 3: Session P&L")
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print(f" Session P&L: ${dashboard.session_pnl:.2f}")
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print(f" Expected: $100.00")
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if abs(dashboard.session_pnl - 100.0) < 0.01:
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print(" ✅ Session P&L correctly uses leveraged amounts")
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print(f"\nExpected calculation:")
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print(f"Position value: ${position_value:.2f}")
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print(f"Raw P&L: ${raw_pnl:.3f}")
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print(f"Leveraged P&L (before fees): ${leveraged_pnl:.2f}")
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# Check if the calculation is correct
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if abs(pnl_with_leverage - leveraged_pnl) < 0.1: # Allow for small fee differences
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print("✅ Leverage calculation appears correct!")
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else:
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print(" ❌ Session P&L calculation error")
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print("❌ Leverage calculation may have issues")
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print("\n🎯 Summary:")
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print(" • Positions store their original leverage")
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print(" • Unrealized P&L uses position leverage (not slider)")
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print(" • Completed trades store both raw and leveraged P&L")
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print(" • Statistics display leveraged P&L")
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print(" • Session totals use leveraged amounts")
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print("\n✅ ALL LEVERAGE P&L CALCULATIONS FIXED!")
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print("\n" + "=" * 50)
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print("Test completed. Check if new trades show leveraged P&L in dashboard.")
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if __name__ == "__main__":
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test_leverage_calculations()
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test_leverage_fix()
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@ -170,6 +170,11 @@ class CleanTradingDashboard:
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self.max_leverage = 100
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self.pending_trade_case_id = None # For tracking opening trades until closure
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# Connect dashboard leverage to trading executor
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if self.trading_executor and hasattr(self.trading_executor, 'set_leverage'):
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self.trading_executor.set_leverage(self.current_leverage)
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logger.info(f"Set trading executor leverage to x{self.current_leverage}")
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# WebSocket streaming
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self.ws_price_cache: dict = {}
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self.is_streaming = False
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