Report DLL-locked accounts as finished at a loss
An account Tradovate flips to liquidate-only at the daily loss limit is done for the day, but the reporter only counted a loss when the booked realizedPnL was already negative — so a locked-out account whose P&L hadn't caught up (or that had no matching config) showed as still to trade. Count inactive accounts as traded at a loss. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
co-authored by
Claude Fable 5
parent
5d2f4d607a
commit
0d01539338
@@ -16,7 +16,8 @@ export interface AccountTypeStats {
|
|||||||
inTrade: number;
|
inTrade: number;
|
||||||
/** Of the accounts that finished trading today (traded, no open position):
|
/** Of the accounts that finished trading today (traded, no open position):
|
||||||
* how many ended with the day's profit target hit, in profit but short of
|
* how many ended with the day's profit target hit, in profit but short of
|
||||||
* the target, or at a realized loss. Optional so an older master simply
|
* the target, or at a realized loss (an account locked out at the daily
|
||||||
|
* loss limit counts as a loss). Optional so an older master simply
|
||||||
* ignores them. */
|
* ignores them. */
|
||||||
targetHit?: number;
|
targetHit?: number;
|
||||||
partial?: number;
|
partial?: number;
|
||||||
|
|||||||
@@ -88,6 +88,17 @@ function collectFirmStats() {
|
|||||||
continue;
|
continue;
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// DLL lockout: Tradovate flips the account to liquidate-only, so
|
||||||
|
// its day is over at a loss even when the booked realizedPnL
|
||||||
|
// hasn't caught up yet (or the account has no matching config).
|
||||||
|
if (!acc.active) {
|
||||||
|
accountsTraded++;
|
||||||
|
slice.accountsTraded++;
|
||||||
|
lossCount++;
|
||||||
|
slice.loss = (slice.loss ?? 0) + 1;
|
||||||
|
continue;
|
||||||
|
}
|
||||||
|
|
||||||
// Check if target was hit today
|
// Check if target was hit today
|
||||||
if (cfg) {
|
if (cfg) {
|
||||||
// Same combined-day view as the trade path: for a combining
|
// Same combined-day view as the trade path: for a combining
|
||||||
|
|||||||
Reference in New Issue
Block a user