Persist daily P&L beyond 28-day Tradovate window

Adds a daily_pnl SQLite table that accumulates trade history indefinitely.
On each hourly fetch, fresh API data is upserted (not replaced) so entries
older than Tradovate's 28-day limit are preserved. Cache is loaded at startup
and used as fallback when both report requests fail.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-03-21 03:40:37 -05:00
co-authored by Claude Sonnet 4.6
parent 131c9bca9f
commit 6b299f5359
3 changed files with 3882 additions and 11 deletions
+26
View File
@@ -201,6 +201,32 @@ export function setInstrumentEnabled(symbol: string, enabled: boolean): boolean
return result.changes > 0;
}
// ── Daily P&L Cache ──────────────────────────────────────────────────────────
db.exec(`
CREATE TABLE IF NOT EXISTS daily_pnl (
account_id INTEGER NOT NULL,
account_name TEXT NOT NULL,
date TEXT NOT NULL,
pnl REAL NOT NULL,
PRIMARY KEY (account_id, date)
);
`);
export function saveDailyPnL(accountId: number, accountName: string, entries: { date: string; pnl: number }[]): void {
const ins = db.prepare('INSERT OR REPLACE INTO daily_pnl (account_id, account_name, date, pnl) VALUES (?, ?, ?, ?)');
const txn = db.transaction(() => {
for (const e of entries) {
ins.run(accountId, accountName, e.date, e.pnl);
}
});
txn();
}
export function loadDailyPnL(accountId: number): { date: string; pnl: number }[] {
return (db.prepare('SELECT date, pnl FROM daily_pnl WHERE account_id = ? ORDER BY date').all(accountId) as { date: string; pnl: number }[]);
}
// ── Firm banned symbols ───────────────────────────────────────────────────────
db.exec(`