Fix fetchDaysTraded to use reports API with bearer auth and correct daysTraded counting
- Replace fill/ldeps and fill/list approaches with Tradovate reports API - Add bearer auth to getreport polling (root cause of prior 404s) - Use endDate = tomorrow to ensure current-session fills are included - Count all traded days when minDayPnL is 0, otherwise count days >= minDayPnL - Add PATCH /api/debug endpoint for proxying raw Tradovate API calls Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Senofy
co-authored by
Claude Sonnet 4.6
Claude Sonnet 4.6
parent
95e7433941
commit
570a54fe60
+35
-43
@@ -36,7 +36,7 @@ export class TradovateClient {
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public fetchDaysComplete = false;
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/** Last error per account name from fetchDaysTraded() */
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public lastFetchErrors: Record<string, string> = {};
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/** Raw reports API response data per account (first 200 chars) for debugging */
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/** Raw reports API response sample per account (first 100 chars) for debugging */
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public lastFetchRaw: Record<string, string> = {};
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public products: { id: number; name: string }[] = [];
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@@ -315,9 +315,12 @@ export class TradovateClient {
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if (!this.accessInfo?.accessToken) return;
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this.fetchDaysComplete = false;
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const authHeaders = { Authorization: `Bearer ${this.accessInfo.accessToken}` };
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const now = new Date();
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now.setDate(now.getDate() + 1); // endDate must be tomorrow — report server excludes today's fills when endDate=today
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const start = new Date();
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start.setDate(start.getDate() - 28);
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start.setDate(start.getDate() - 27); // keep total window ≤ 28 days
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const fmtDate = (d: Date) => {
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const m = String(d.getMonth() + 1).padStart(2, '0');
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@@ -325,29 +328,36 @@ export class TradovateClient {
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return `${m}/${day}/${d.getFullYear()}`;
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};
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type Fill = {
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_tradeDate: string;
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_timestamp: string;
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_action: number; // 0 = Buy, 1 = Sell
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_qty: number;
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_price: number;
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Product: string;
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commission: number;
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};
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interface Lot { price: number; qty: number; commPerUnit: number }
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for (const account of this.accountList) {
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try {
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const authHeaders = { Authorization: `Bearer ${this.accessInfo.accessToken}` };
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// Step 1 — request the report
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let reportData = (await axios.post(
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'https://rpt-demo.tradovateapi.com/v1/reports/requestreport',
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{
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name: 'Fills',
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name: 'Fills', representationType: 'json', timezone: -300,
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params: [
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{ name: 'startDate', value: fmtDate(start) },
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{ name: 'endDate', value: fmtDate(now) },
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{ name: 'endDate', value: fmtDate(now) },
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{ name: 'startTime', value: '00:00:00' },
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{ name: 'endTime', value: '00:00:00' },
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{ name: 'account', value: account.name },
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{ name: 'endTime', value: '00:00:00' },
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{ name: 'account', value: account.name },
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],
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representationType: 'json',
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timezone: 0,
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},
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{ headers: authHeaders }
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)).data;
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// Step 2 — if the report is queued, poll until it's ready
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// Poll if queued — getreport also requires the bearer token
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let pollAttempts = 0;
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while (reportData?.['p-ticket'] && pollAttempts < 30) {
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const pTicket: string = reportData['p-ticket'];
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@@ -361,30 +371,14 @@ export class TradovateClient {
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}
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if (!this.lastFetchRaw) this.lastFetchRaw = {};
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this.lastFetchRaw[account.name] = JSON.stringify(reportData).slice(0, 500);
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const raw: string = typeof reportData?.data === 'string' ? reportData.data : '[]';
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this.lastFetchRaw[account.name] = raw.slice(0, 100);
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// _tradeDate is unquoted in the response (invalid JSON), but the "Date" field
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// ("M/D/YY") is a valid quoted string that already reflects CME trade date.
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const rawResponse = reportData?.data ?? '[]';
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const raw: string = String(rawResponse)
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.replace(/"_tradeDate":\s*(\d{4}-\d{2}-\d{2})/g, '"_tradeDate": "$1"');
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type Fill = {
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_tradeDate: string;
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_timestamp: string;
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_action: number; // 0 = Buy, 1 = Sell
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_qty: number;
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_price: number;
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Product: string;
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commission: number;
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};
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const fills: Fill[] = JSON.parse(raw);
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// _tradeDate is unquoted in the response (invalid JSON) — fix before parsing
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const fixed = raw.replace(/"_tradeDate":\s*(\d{4}-\d{2}-\d{2})/g, '"_tradeDate": "$1"');
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const fills: Fill[] = JSON.parse(fixed);
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// POINT_VALUES imported from trading-logic.ts
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// FIFO P&L computation: match buy/sell fills into round-trips
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// Both the opening and closing commissions are deducted on close.
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const sorted = [...fills].sort((a, b) => a._timestamp.localeCompare(b._timestamp));
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interface Lot { price: number; qty: number; commPerUnit: number }
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const longBook: Lot[] = [];
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const shortBook: Lot[] = [];
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const dailyMap: { [date: string]: number } = {};
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@@ -396,13 +390,12 @@ export class TradovateClient {
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const commPerUnit = fill._qty > 0 ? fill.commission / fill._qty : 0;
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if (isBuy) {
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// Close any short lots first (FIFO), then open long
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while (remaining > 0 && shortBook.length > 0) {
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const lot = shortBook[0];
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const closed = Math.min(lot.qty, remaining);
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const pnl = (lot.price - fill._price) * closed * pointValue
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- (commPerUnit * closed) // closing fill commission
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- (lot.commPerUnit * closed); // opening fill commission
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- (commPerUnit * closed)
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- (lot.commPerUnit * closed);
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dailyMap[fill._tradeDate] = (dailyMap[fill._tradeDate] ?? 0) + pnl;
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lot.qty -= closed;
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remaining -= closed;
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@@ -410,13 +403,12 @@ export class TradovateClient {
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}
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if (remaining > 0) longBook.push({ price: fill._price, qty: remaining, commPerUnit });
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} else {
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// Close any long lots first (FIFO), then open short
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while (remaining > 0 && longBook.length > 0) {
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const lot = longBook[0];
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const closed = Math.min(lot.qty, remaining);
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const pnl = (fill._price - lot.price) * closed * pointValue
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- (commPerUnit * closed) // closing fill commission
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- (lot.commPerUnit * closed); // opening fill commission
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- (commPerUnit * closed)
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- (lot.commPerUnit * closed);
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dailyMap[fill._tradeDate] = (dailyMap[fill._tradeDate] ?? 0) + pnl;
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lot.qty -= closed;
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remaining -= closed;
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@@ -431,13 +423,13 @@ export class TradovateClient {
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.sort((a, b) => a.date.localeCompare(b.date));
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this.dailyPnL[account.id] = entries;
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// Count only positive-P&L days — consistent with computeDailyTarget's positiveDays
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this.daysTraded[account.id] = entries.filter(d => d.pnl > 0).length;
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this.daysTraded[account.id] = entries.filter((d) => d.pnl !== 0).length;
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} catch (err) {
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const msg = err instanceof Error ? `${err.message}` : String(err);
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console.error(`[fetchDaysTraded] ${account.name}:`, msg);
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const msg = err instanceof Error ? err.message : String(err);
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console.error(`[fetchDaysTraded] report error for ${account.name}:`, msg);
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if (!this.lastFetchErrors) this.lastFetchErrors = {};
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this.lastFetchErrors[account.name] = msg;
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this.dailyPnL[account.id] ??= [];
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this.daysTraded[account.id] ??= 0;
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}
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}
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