position history with fees
This commit is contained in:
Dobromir Popov
@ -49,18 +49,23 @@ class TradingSession:
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self.starting_balance = 100.0 # $100 USD starting balance
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self.current_balance = self.starting_balance
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self.total_pnl = 0.0
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self.total_fees = 0.0 # Track total fees paid (opening + closing)
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self.total_trades = 0
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self.winning_trades = 0
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self.losing_trades = 0
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self.positions = {} # symbol -> {'size': float, 'entry_price': float, 'side': str}
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self.positions = {} # symbol -> {'size': float, 'entry_price': float, 'side': str, 'fees': float}
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self.trade_history = []
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self.last_action = None
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self.trading_executor = trading_executor
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# Fee configuration - MEXC spot trading fees
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self.fee_rate = 0.001 # 0.1% trading fee (typical for MEXC spot)
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logger.info(f"NEW TRADING SESSION STARTED WITH MEXC INTEGRATION")
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logger.info(f"Session ID: {self.session_id}")
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logger.info(f"Starting Balance: ${self.starting_balance:.2f}")
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logger.info(f"MEXC Trading: {'ENABLED' if trading_executor and trading_executor.trading_enabled else 'DISABLED'}")
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logger.info(f"Trading Fee Rate: {self.fee_rate*100:.1f}%")
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logger.info(f"Start Time: {self.start_time.strftime('%Y-%m-%d %H:%M:%S')}")
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def execute_trade(self, action: TradingAction, current_price: float):
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@ -105,14 +110,20 @@ class TradingSession:
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if action.action == 'BUY':
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# Close any existing short position
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if symbol in self.positions and self.positions[symbol]['side'] == 'SHORT':
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self._close_position(symbol, current_price, 'BUY')
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pnl = self._close_position(symbol, current_price, 'BUY')
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trade_info['pnl'] = pnl
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# Open new long position with opening fee
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opening_fee = current_price * position_size * self.fee_rate
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self.total_fees += opening_fee
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# Open new long position
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self.positions[symbol] = {
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'size': position_size,
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'entry_price': current_price,
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'side': 'LONG'
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'side': 'LONG',
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'fees': opening_fee # Track opening fee
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}
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trade_info['opening_fee'] = opening_fee
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trade_info['pnl'] = 0 # No immediate P&L on entry
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elif action.action == 'SELL':
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@ -121,12 +132,17 @@ class TradingSession:
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pnl = self._close_position(symbol, current_price, 'SELL')
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trade_info['pnl'] = pnl
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else:
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# Open new short position
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# Open new short position with opening fee
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opening_fee = current_price * position_size * self.fee_rate
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self.total_fees += opening_fee
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self.positions[symbol] = {
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'size': position_size,
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'entry_price': current_price,
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'side': 'SHORT'
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'side': 'SHORT',
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'fees': opening_fee # Track opening fee
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}
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trade_info['opening_fee'] = opening_fee
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trade_info['pnl'] = 0
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elif action.action == 'HOLD':
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@ -154,7 +170,7 @@ class TradingSession:
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return None
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def _close_position(self, symbol: str, exit_price: float, close_action: str) -> float:
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"""Close an existing position and calculate P&L"""
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"""Close an existing position and calculate P&L with fees"""
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if symbol not in self.positions:
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return 0.0
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@ -162,18 +178,27 @@ class TradingSession:
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entry_price = position['entry_price']
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size = position['size']
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side = position['side']
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opening_fee = position.get('fees', 0.0)
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# Calculate P&L
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# Calculate closing fee
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closing_fee = exit_price * size * self.fee_rate
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total_fees = opening_fee + closing_fee
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self.total_fees += closing_fee
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# Calculate gross P&L
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if side == 'LONG':
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pnl = (exit_price - entry_price) * size
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gross_pnl = (exit_price - entry_price) * size
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else: # SHORT
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pnl = (entry_price - exit_price) * size
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gross_pnl = (entry_price - exit_price) * size
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# Calculate net P&L (after fees)
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net_pnl = gross_pnl - total_fees
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# Update session P&L
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self.total_pnl += pnl
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self.total_pnl += net_pnl
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# Track win/loss
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if pnl > 0:
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# Track win/loss based on net P&L
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if net_pnl > 0:
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self.winning_trades += 1
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else:
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self.losing_trades += 1
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@ -183,9 +208,10 @@ class TradingSession:
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logger.info(f"CHART: POSITION CLOSED: {side} {symbol}")
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logger.info(f"CHART: Entry: ${entry_price:.2f} | Exit: ${exit_price:.2f}")
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logger.info(f"MONEY: Trade P&L: ${pnl:+.2f}")
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logger.info(f"FEES: Opening: ${opening_fee:.4f} | Closing: ${closing_fee:.4f} | Total: ${total_fees:.4f}")
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logger.info(f"MONEY: Gross P&L: ${gross_pnl:+.2f} | Net P&L: ${net_pnl:+.2f}")
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return pnl
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return net_pnl
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def get_win_rate(self) -> float:
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"""Calculate current win rate"""
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@ -203,6 +229,7 @@ class TradingSession:
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'starting_balance': self.starting_balance,
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'current_balance': self.current_balance,
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'total_pnl': self.total_pnl,
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'total_fees': self.total_fees,
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'total_trades': self.total_trades,
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'winning_trades': self.winning_trades,
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'losing_trades': self.losing_trades,
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@ -605,22 +632,27 @@ class RealTimeScalpingDashboard:
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html.Div([
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html.H3(id="live-pnl", className="text-success"),
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html.P("Session P&L", className="text-white")
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], className="col-md-3 text-center"),
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], className="col-md-2 text-center"),
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html.Div([
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html.H3(id="total-fees", className="text-warning"),
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html.P("Total Fees", className="text-white")
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], className="col-md-2 text-center"),
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html.Div([
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html.H3(id="win-rate", className="text-info"),
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html.P("Win Rate", className="text-white")
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], className="col-md-3 text-center"),
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], className="col-md-2 text-center"),
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html.Div([
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html.H3(id="total-trades", className="text-primary"),
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html.P("Total Trades", className="text-white")
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], className="col-md-3 text-center"),
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], className="col-md-2 text-center"),
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html.Div([
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html.H3(id="last-action", className="text-warning"),
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html.P("Last Action", className="text-white")
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], className="col-md-3 text-center")
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], className="col-md-4 text-center")
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], className="col-md-4"),
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# Middle - Price displays (2 columns, 2/12 width)
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@ -732,6 +764,7 @@ class RealTimeScalpingDashboard:
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Output('session-duration', 'children'),
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Output('open-positions', 'children'),
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Output('live-pnl', 'children'),
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Output('total-fees', 'children'),
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Output('win-rate', 'children'),
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Output('total-trades', 'children'),
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Output('last-action', 'children'),
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@ -823,8 +856,8 @@ class RealTimeScalpingDashboard:
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# MEXC status
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if dashboard_instance.trading_executor and dashboard_instance.trading_executor.trading_enabled:
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mexc_status = "LIVE"
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elif dashboard_instance.trading_executor and dashboard_instance.trading_executor.dry_run:
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mexc_status = "DRY RUN"
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elif dashboard_instance.trading_executor and dashboard_instance.trading_executor.simulation_mode:
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mexc_status = f"{dashboard_instance.trading_executor.trading_mode.upper()} MODE"
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else:
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mexc_status = "OFFLINE"
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@ -2579,4 +2612,4 @@ def create_scalping_dashboard(data_provider=None, orchestrator=None, trading_exe
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return RealTimeScalpingDashboard(data_provider, orchestrator, trading_executor)
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# For backward compatibility
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ScalpingDashboard = RealTimeScalpingDashboard
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ScalpingDashboard = RealTimeScalpingDashboard
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