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>

lib/db.ts

@@ -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(`

lib/tradovate-class.ts

@@ -5,6 +5,7 @@ import type { AccountItem, AuthLoginResponse, Contract } from './tradovate-helpe
 import { computeSec, randomUUIDV4 } from './tradovate-helpers';
 import { POINT_VALUES } from './trading-logic';
 import { getCachedContract, resolveContracts } from './contract-resolver';
+import { saveDailyPnL, loadDailyPnL } from './db';
 
 export class TradovateClient {
     private name: string;
@@ -391,9 +392,28 @@ export class TradovateClient {
             return typeof reportData?.data === 'string' ? reportData.data : '[]';
         };
 
+        // Merge fresh API entries on top of cached historical entries (fresh takes precedence for overlapping dates)
+        const mergePnL = (
+            cached: { date: string; pnl: number }[],
+            fresh: { date: string; pnl: number }[]
+        ): { date: string; pnl: number }[] => {
+            const map = new Map<string, number>();
+            for (const e of cached) map.set(e.date, e.pnl);
+            for (const e of fresh) map.set(e.date, e.pnl);
+            return Array.from(map.entries())
+                .map(([date, pnl]) => ({ date, pnl }))
+                .sort((a, b) => a.date.localeCompare(b.date));
+        };
+
         for (const account of this.accountList) {
+            // Load cache first — serves as both the startup baseline and the fallback if API fails
+            const cached = loadDailyPnL(account.id);
+            if (cached.length > 0) {
+                this.dailyPnL[account.id] = cached;
+                this.daysTraded[account.id] = cached.filter((d) => d.pnl !== 0).length;
+            }
+
             // --- Try Cash History first (true after-fee daily P&L) ---
-            let usedFallback = false;
             try {
                 const raw = await requestReport('Cash History', account.name);
                 const fixed = raw.replace(/"Date":\s*(\d{4}-\d{2}-\d{2})/g, '"Date": "$1"');
@@ -408,16 +428,18 @@ export class TradovateClient {
                     dailyMap[row['Date']] = (dailyMap[row['Date']] ?? 0) + delta;
                 }
 
-                const entries = Object.entries(dailyMap)
+                const fresh = Object.entries(dailyMap)
                     .map(([date, pnl]) => ({ date, pnl: Math.round(pnl * 100) / 100 }))
                     .sort((a, b) => a.date.localeCompare(b.date));
 
-                this.dailyPnL[account.id] = entries;
-                this.daysTraded[account.id] = entries.filter((d) => d.pnl !== 0).length;
+                const merged = mergePnL(cached, fresh);
+                this.dailyPnL[account.id] = merged;
+                this.daysTraded[account.id] = merged.filter((d) => d.pnl !== 0).length;
+                saveDailyPnL(account.id, account.name, fresh); // upsert only fresh entries — preserves older cached rows
                 delete this.lastFetchErrors[account.name];
                 continue;
             } catch {
-                usedFallback = true;
+                // fall through to Fills fallback
             }
 
             // --- Fallback: Fills report + FIFO (slightly pre-fee, used for passed accounts) ---
@@ -462,19 +484,27 @@ export class TradovateClient {
                     }
                 }
 
-                const entries = Object.entries(dailyMap)
+                const fresh = Object.entries(dailyMap)
                     .map(([date, pnl]) => ({ date, pnl: Math.round(pnl * 100) / 100 }))
                     .sort((a, b) => a.date.localeCompare(b.date));
 
-                this.dailyPnL[account.id] = entries;
-                this.daysTraded[account.id] = entries.filter((d) => d.pnl !== 0).length;
+                const merged = mergePnL(cached, fresh);
+                this.dailyPnL[account.id] = merged;
+                this.daysTraded[account.id] = merged.filter((d) => d.pnl !== 0).length;
+                saveDailyPnL(account.id, account.name, fresh); // upsert only fresh entries — preserves older cached rows
                 this.lastFetchErrors[account.name] = 'cash history unavailable (using fills fallback)';
             } catch (err) {
                 const msg = err instanceof Error ? err.message : String(err);
                 console.error(`[fetchDaysTraded] both reports failed for ${account.name}:`, msg);
-                this.lastFetchErrors[account.name] = msg;
-                this.dailyPnL[account.id] ??= [];
-                this.daysTraded[account.id] ??= 0;
+                // Cache already loaded at top of loop — just log the error
+                if (cached.length > 0) {
+                    this.lastFetchErrors[account.name] = `${msg} (using ${cached.length} cached entries from database)`;
+                    console.log(`[fetchDaysTraded] using ${cached.length} cached entries from DB for ${account.name}`);
+                } else {
+                    this.dailyPnL[account.id] ??= [];
+                    this.daysTraded[account.id] ??= 0;
+                    this.lastFetchErrors[account.name] = msg;
+                }
             }
         }
         this.fetchDaysComplete = true;