UI and stability
This commit is contained in:
Dobromir Popov
@ -1247,27 +1247,23 @@ class TradingExecutor:
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taker_fee_rate = trading_fees.get('taker_fee', trading_fees.get('default_fee', 0.0006))
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simulated_fees = position.quantity * current_price * taker_fee_rate
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# Calculate P&L for short position and hold time
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pnl = position.calculate_pnl(current_price)
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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 from dashboard or config
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# Get current leverage setting
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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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# Calculate gross PnL (before fees) with leverage
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if position.side == 'SHORT':
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gross_pnl = (position.entry_price - current_price) * position.quantity * leverage
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else: # LONG
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gross_pnl = (current_price - position.entry_price) * position.quantity * leverage
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gross_pnl = (current_price - position.entry_price) * position.quantity * leverage
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# Calculate net PnL (after fees)
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net_pnl = gross_pnl - simulated_fees
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# Create trade record with enhanced PnL calculations
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# Calculate hold time
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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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# Create trade record with corrected PnL calculations
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trade_record = TradeRecord(
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symbol=symbol,
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side='SHORT',
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@ -1287,16 +1283,16 @@ class TradingExecutor:
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)
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self.trade_history.append(trade_record)
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self.trade_records.append(trade_record) # Add to trade records for success rate tracking
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self.daily_loss += max(0, -pnl) # Add to daily loss if negative
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self.trade_records.append(trade_record)
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self.daily_loss += max(0, -net_pnl) # Use net_pnl instead of pnl
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# Adjust profitability reward multiplier based on recent performance
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self._adjust_profitability_reward_multiplier()
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# Update consecutive losses
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if pnl < -0.001: # A losing trade
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# Update consecutive losses using net_pnl
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if net_pnl < -0.001: # A losing trade
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self.consecutive_losses += 1
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elif pnl > 0.001: # A winning trade
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elif net_pnl > 0.001: # A winning trade
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self.consecutive_losses = 0
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else: # Breakeven trade
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self.consecutive_losses = 0
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@ -1306,7 +1302,7 @@ class TradingExecutor:
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self.last_trade_time[symbol] = datetime.now()
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self.daily_trades += 1
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logger.info(f"Position closed - P&L: ${pnl:.2f}")
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logger.info(f"SHORT position closed - Gross P&L: ${gross_pnl:.2f}, Net P&L: ${net_pnl:.2f}, Fees: ${simulated_fees:.3f}")
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return True
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try:
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@ -1342,27 +1338,23 @@ class TradingExecutor:
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# Calculate fees using real API data when available
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fees = self._calculate_real_trading_fees(order, symbol, position.quantity, current_price)
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# Calculate P&L, fees, and hold time
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pnl = position.calculate_pnl(current_price)
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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 from dashboard or config
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# Get current leverage setting
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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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# Calculate gross PnL (before fees) with leverage
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if position.side == 'SHORT':
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gross_pnl = (position.entry_price - current_price) * position.quantity * leverage
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else: # LONG
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gross_pnl = (current_price - position.entry_price) * position.quantity * leverage
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gross_pnl = (current_price - position.entry_price) * position.quantity * leverage
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# Calculate net PnL (after fees)
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net_pnl = gross_pnl - fees
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# Create trade record with enhanced PnL calculations
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# Calculate hold time
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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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# Create trade record with corrected PnL calculations
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trade_record = TradeRecord(
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symbol=symbol,
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side='SHORT',
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@ -1382,16 +1374,16 @@ class TradingExecutor:
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)
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self.trade_history.append(trade_record)
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self.trade_records.append(trade_record) # Add to trade records for success rate tracking
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self.daily_loss += max(0, -(pnl - fees)) # Add to daily loss if negative
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self.trade_records.append(trade_record)
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self.daily_loss += max(0, -net_pnl) # Use net_pnl instead of pnl
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# Adjust profitability reward multiplier based on recent performance
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self._adjust_profitability_reward_multiplier()
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# Update consecutive losses
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if pnl < -0.001: # A losing trade
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# Update consecutive losses using net_pnl
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if net_pnl < -0.001: # A losing trade
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self.consecutive_losses += 1
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elif pnl > 0.001: # A winning trade
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elif net_pnl > 0.001: # A winning trade
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self.consecutive_losses = 0
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else: # Breakeven trade
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self.consecutive_losses = 0
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@ -1402,7 +1394,7 @@ class TradingExecutor:
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self.daily_trades += 1
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logger.info(f"SHORT close order executed: {order}")
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logger.info(f"SHORT position closed - P&L: ${pnl - fees:.2f}")
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logger.info(f"SHORT position closed - Gross P&L: ${gross_pnl:.2f}, Net P&L: ${net_pnl:.2f}, Fees: ${fees:.3f}")
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return True
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else:
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logger.error("Failed to place SHORT close order")
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@ -1417,7 +1409,7 @@ class TradingExecutor:
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if symbol not in self.positions:
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logger.warning(f"No position to close in {symbol}")
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return False
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position = self.positions[symbol]
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if position.side != 'LONG':
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logger.warning(f"Position in {symbol} is not LONG, cannot close with SELL")
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@ -1429,15 +1421,27 @@ class TradingExecutor:
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if self.simulation_mode:
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logger.info(f"SIMULATION MODE ({self.trading_mode.upper()}) - Long close logged but not executed")
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# Calculate simulated fees in simulation mode
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taker_fee_rate = self.mexc_config.get('trading_fees', {}).get('taker_fee', 0.0006)
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trading_fees = self.exchange_config.get('trading_fees', {})
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taker_fee_rate = trading_fees.get('taker_fee', trading_fees.get('default_fee', 0.0006))
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simulated_fees = position.quantity * current_price * taker_fee_rate
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# Calculate P&L for long position and hold time
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pnl = position.calculate_pnl(current_price)
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# Get current leverage setting
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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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# Calculate gross PnL (before fees) with leverage
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gross_pnl = (current_price - position.entry_price) * position.quantity * leverage
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# Calculate net PnL (after fees)
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net_pnl = gross_pnl - simulated_fees
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# Calculate hold time
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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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# Create trade record
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# Create trade record with corrected PnL calculations
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trade_record = TradeRecord(
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symbol=symbol,
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side='LONG',
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@ -1446,23 +1450,27 @@ class TradingExecutor:
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exit_price=current_price,
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entry_time=position.entry_time,
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exit_time=exit_time,
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pnl=pnl,
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pnl=net_pnl, # Store net PnL as the main PnL value
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fees=simulated_fees,
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confidence=confidence,
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hold_time_seconds=hold_time_seconds
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hold_time_seconds=hold_time_seconds,
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leverage=leverage,
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position_size_usd=position_size_usd,
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gross_pnl=gross_pnl,
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net_pnl=net_pnl
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)
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self.trade_history.append(trade_record)
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self.trade_records.append(trade_record) # Add to trade records for success rate tracking
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self.daily_loss += max(0, -pnl) # Add to daily loss if negative
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self.trade_records.append(trade_record)
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self.daily_loss += max(0, -net_pnl) # Use net_pnl instead of pnl
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# Adjust profitability reward multiplier based on recent performance
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self._adjust_profitability_reward_multiplier()
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# Update consecutive losses
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if pnl < -0.001: # A losing trade
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# Update consecutive losses using net_pnl
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if net_pnl < -0.001: # A losing trade
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self.consecutive_losses += 1
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elif pnl > 0.001: # A winning trade
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elif net_pnl > 0.001: # A winning trade
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self.consecutive_losses = 0
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else: # Breakeven trade
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self.consecutive_losses = 0
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@ -1472,7 +1480,7 @@ class TradingExecutor:
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self.last_trade_time[symbol] = datetime.now()
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self.daily_trades += 1
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logger.info(f"Position closed - P&L: ${pnl:.2f}")
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logger.info(f"LONG position closed - Gross P&L: ${gross_pnl:.2f}, Net P&L: ${net_pnl:.2f}, Fees: ${simulated_fees:.3f}")
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return True
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try:
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@ -1508,12 +1516,23 @@ class TradingExecutor:
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# Calculate fees using real API data when available
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fees = self._calculate_real_trading_fees(order, symbol, position.quantity, current_price)
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# Calculate P&L, fees, and hold time
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pnl = position.calculate_pnl(current_price)
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# Get current leverage setting
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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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# Calculate gross PnL (before fees) with leverage
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gross_pnl = (current_price - position.entry_price) * position.quantity * leverage
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# Calculate net PnL (after fees)
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net_pnl = gross_pnl - fees
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# Calculate hold time
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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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# Create trade record
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# Create trade record with corrected PnL calculations
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trade_record = TradeRecord(
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symbol=symbol,
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side='LONG',
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@ -1522,23 +1541,27 @@ class TradingExecutor:
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exit_price=current_price,
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entry_time=position.entry_time,
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exit_time=exit_time,
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pnl=pnl - fees,
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pnl=net_pnl, # Store net PnL as the main PnL value
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fees=fees,
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confidence=confidence,
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hold_time_seconds=hold_time_seconds
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hold_time_seconds=hold_time_seconds,
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leverage=leverage,
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position_size_usd=position_size_usd,
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gross_pnl=gross_pnl,
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net_pnl=net_pnl
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)
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self.trade_history.append(trade_record)
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self.trade_records.append(trade_record) # Add to trade records for success rate tracking
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self.daily_loss += max(0, -(pnl - fees)) # Add to daily loss if negative
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self.trade_records.append(trade_record)
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self.daily_loss += max(0, -net_pnl) # Use net_pnl instead of pnl
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# Adjust profitability reward multiplier based on recent performance
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self._adjust_profitability_reward_multiplier()
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# Update consecutive losses
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if pnl < -0.001: # A losing trade
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# Update consecutive losses using net_pnl
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if net_pnl < -0.001: # A losing trade
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self.consecutive_losses += 1
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elif pnl > 0.001: # A winning trade
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elif net_pnl > 0.001: # A winning trade
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self.consecutive_losses = 0
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else: # Breakeven trade
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self.consecutive_losses = 0
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@ -1549,7 +1572,7 @@ class TradingExecutor:
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self.daily_trades += 1
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logger.info(f"LONG close order executed: {order}")
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logger.info(f"LONG position closed - P&L: ${pnl - fees:.2f}")
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logger.info(f"LONG position closed - Gross P&L: ${gross_pnl:.2f}, Net P&L: ${net_pnl:.2f}, Fees: ${fees:.3f}")
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return True
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else:
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logger.error("Failed to place LONG close order")
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@ -2406,6 +2429,44 @@ class TradingExecutor:
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else:
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logger.info("TRADING EXECUTOR: Test mode disabled - normal safety checks active")
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def set_trading_mode(self, mode: str) -> bool:
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"""Set trading mode (simulation/live) and update all related settings
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Args:
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mode: Trading mode ('simulation' or 'live')
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Returns:
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bool: True if mode was set successfully
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"""
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try:
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if mode not in ['simulation', 'live']:
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logger.error(f"Invalid trading mode: {mode}. Must be 'simulation' or 'live'")
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return False
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# Store original mode if not already stored
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if not hasattr(self, 'original_trading_mode'):
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self.original_trading_mode = self.trading_mode
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# Update trading mode
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self.trading_mode = mode
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self.simulation_mode = (mode == 'simulation')
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# Update primary config if available
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if hasattr(self, 'primary_config') and self.primary_config:
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self.primary_config['trading_mode'] = mode
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# Log the change
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if mode == 'live':
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logger.warning("TRADING EXECUTOR: MODE CHANGED TO LIVE - Real orders will be executed!")
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else:
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logger.info("TRADING EXECUTOR: MODE CHANGED TO SIMULATION - Orders are simulated")
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return True
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except Exception as e:
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logger.error(f"Error setting trading mode to {mode}: {e}")
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return False
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def get_status(self) -> Dict[str, Any]:
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"""Get trading executor status with safety feature information"""
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try:
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@ -2731,3 +2792,85 @@ class TradingExecutor:
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import traceback
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logger.error(f"CORRECTIVE: Full traceback: {traceback.format_exc()}")
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return False
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def recalculate_all_trade_records(self):
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"""Recalculate all existing trade records with correct leverage and PnL"""
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logger.info("Recalculating all trade records with correct leverage and PnL...")
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updated_count = 0
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for i, trade in enumerate(self.trade_history):
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try:
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# Get current leverage setting
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leverage = self.get_leverage()
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# Calculate position size in USD
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position_size_usd = trade.entry_price * trade.quantity
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# Calculate gross PnL (before fees) with leverage
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if trade.side == 'LONG':
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gross_pnl = (trade.exit_price - trade.entry_price) * trade.quantity * leverage
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else: # SHORT
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gross_pnl = (trade.entry_price - trade.exit_price) * trade.quantity * leverage
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# Calculate fees (0.1% open + 0.1% close = 0.2% total)
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entry_value = trade.entry_price * trade.quantity
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exit_value = trade.exit_price * trade.quantity
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fees = (entry_value + exit_value) * 0.001
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# Calculate net PnL (after fees)
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net_pnl = gross_pnl - fees
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# Update trade record with corrected values
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trade.leverage = leverage
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trade.position_size_usd = position_size_usd
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trade.gross_pnl = gross_pnl
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trade.net_pnl = net_pnl
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trade.pnl = net_pnl # Main PnL field
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trade.fees = fees
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updated_count += 1
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except Exception as e:
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logger.error(f"Error recalculating trade record {i}: {e}")
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continue
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logger.info(f"Updated {updated_count} trade records with correct leverage and PnL calculations")
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# Also update trade_records list if it exists
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if hasattr(self, 'trade_records') and self.trade_records:
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logger.info("Updating trade_records list...")
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for i, trade in enumerate(self.trade_records):
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try:
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# Get current leverage setting
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leverage = self.get_leverage()
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# Calculate position size in USD
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position_size_usd = trade.entry_price * trade.quantity
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# Calculate gross PnL (before fees) with leverage
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if trade.side == 'LONG':
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gross_pnl = (trade.exit_price - trade.entry_price) * trade.quantity * leverage
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else: # SHORT
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gross_pnl = (trade.entry_price - trade.exit_price) * trade.quantity * leverage
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# Calculate fees (0.1% open + 0.1% close = 0.2% total)
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entry_value = trade.entry_price * trade.quantity
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exit_value = trade.exit_price * trade.quantity
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fees = (entry_value + exit_value) * 0.001
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# Calculate net PnL (after fees)
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net_pnl = gross_pnl - fees
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# Update trade record with corrected values
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trade.leverage = leverage
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trade.position_size_usd = position_size_usd
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trade.gross_pnl = gross_pnl
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trade.net_pnl = net_pnl
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trade.pnl = net_pnl # Main PnL field
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trade.fees = fees
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except Exception as e:
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logger.error(f"Error recalculating trade_records entry {i}: {e}")
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continue
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logger.info("Trade record recalculation completed")
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