98 lines
3.8 KiB
Markdown
98 lines
3.8 KiB
Markdown
# Trading System Fixes Summary
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## Issues Identified
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After analyzing the trading data, we identified several critical issues in the trading system:
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1. **Duplicate Entry Prices**: The system was repeatedly entering trades at the same price ($3676.92 appeared in 9 out of 14 trades).
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2. **P&L Calculation Issues**: There were major discrepancies between the reported P&L and the expected P&L calculated from entry/exit prices and position size.
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3. **Trade Side Distribution**: All trades were SHORT positions, indicating a potential bias or configuration issue.
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4. **Rapid Consecutive Trades**: Several trades were executed within very short time frames (as low as 10-12 seconds apart).
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5. **Position Tracking Problems**: The system was not properly resetting position data between trades.
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## Root Causes
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1. **Price Caching**: The `current_prices` dictionary was not being properly updated between trades, leading to stale prices being used for trade entries.
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2. **P&L Calculation Formula**: The P&L calculation was not correctly accounting for position side (LONG vs SHORT).
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3. **Missing Trade Cooldown**: There was no mechanism to prevent rapid consecutive trades.
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4. **Incomplete Position Cleanup**: When closing positions, the system was not fully cleaning up position data.
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5. **Dashboard Display Issues**: The dashboard was displaying incorrect P&L values due to calculation errors.
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## Implemented Fixes
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### 1. Price Caching Fix
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- Added a timestamp-based cache invalidation system
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- Force price refresh if cache is older than 5 seconds
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- Added logging for price updates
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### 2. P&L Calculation Fix
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- Implemented correct P&L formula based on position side
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- For LONG positions: P&L = (exit_price - entry_price) * size
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- For SHORT positions: P&L = (entry_price - exit_price) * size
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- Added separate tracking for gross P&L, fees, and net P&L
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### 3. Trade Cooldown System
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- Added a 30-second cooldown between trades for the same symbol
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- Prevents rapid consecutive entries that could lead to overtrading
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- Added blocking mechanism with reason tracking
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### 4. Duplicate Entry Prevention
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- Added detection for entries at similar prices (within 0.1%)
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- Blocks trades that are too similar to recent entries
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- Added logging for blocked trades
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### 5. Position Tracking Fix
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- Ensured complete position cleanup after closing
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- Added validation for position data
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- Improved position synchronization between executor and dashboard
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### 6. Dashboard Display Fix
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- Fixed trade display to show accurate P&L values
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- Added validation for trade data
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- Improved error handling for invalid trades
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## How to Apply the Fixes
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1. Run the `apply_trading_fixes.py` script to prepare the fix files:
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```
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python apply_trading_fixes.py
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```
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2. Run the `apply_trading_fixes_to_main.py` script to apply the fixes to the main.py file:
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```
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python apply_trading_fixes_to_main.py
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```
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3. Run the trading system with the fixes applied:
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```
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python main.py
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```
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## Verification
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The fixes have been tested using the `test_trading_fixes.py` script, which verifies:
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- Price caching fix
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- Duplicate entry prevention
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- P&L calculation accuracy
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All tests pass, indicating that the fixes are working correctly.
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## Additional Recommendations
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1. **Implement Bidirectional Trading**: The system currently shows a bias toward SHORT positions. Consider implementing balanced logic for both LONG and SHORT positions.
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2. **Add Trade Validation**: Implement additional validation for trade parameters (price, size, etc.) before execution.
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3. **Enhance Logging**: Add more detailed logging for trade execution and P&L calculation to help diagnose future issues.
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4. **Implement Circuit Breakers**: Add circuit breakers to halt trading if unusual patterns are detected (e.g., too many losing trades in a row).
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5. **Regular Audit**: Implement a regular audit process to check for trading anomalies and ensure P&L calculations are accurate. |