Add per-stage withdrawal targets with consistency and min trading days
- Add withdrawal stage system: each stage defines profit target, consistency, and min trading days for post-withdrawal challenge cycles - Target Same Equity mode accounts for withdrawn amounts when computing effective profit target (profitTarget - remainingProfit) - Store fund transaction timestamps for time-aware cycle filtering (withdrawals before 9 AM CT include that day in new cycle) - Expose full P&L history (fullDailyPnL) for calendar/equity curve display across all cycles, with DB fallback for pre-restart data - Show stage number (#1, #2, etc.) on calendar cells - Hide consistency reference line when consistency is 0% or 100% - Settings UI: "After First W/D" column with same-equity checkbox, expandable stage sub-rows with profit/consistency/days inputs - Default target_same_equity to 1 for new and existing account configs Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
Brandon Li
co-authored by
Claude Opus 4.6
Claude Opus 4.6
parent
c54073e4b8
commit
70b1362d3e
+20
-7
@@ -9,7 +9,7 @@
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import { getFirms, isSymbolBanned, getInstruments } from './db';
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import { getClients } from './clients';
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import { computeDailyTarget, POINT_VALUES } from './trading-logic';
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import { computeDailyTarget, resolveEffectiveConfig, POINT_VALUES } from './trading-logic';
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import { getSetting } from './db';
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import type { FirmConfig, AccountConfig } from '@/types';
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import type { FirmWithAccounts } from './db';
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@@ -42,6 +42,8 @@ function mapFirmConfig(firm: FirmWithAccounts): FirmConfig {
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accountSize: a.account_size,
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maxLoss: a.max_loss,
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maxPositionSize: a.max_position_size,
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targetSameEquity: a.target_same_equity === 1,
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withdrawalStages: (() => { try { return JSON.parse(a.withdrawal_stages ?? '[]') as { profit: number; consistency: number; minTradingDays: number }[]; } catch { return []; } })(),
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})),
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};
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}
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@@ -176,13 +178,19 @@ export async function runTrade(action: 'Buy' | 'Sell' | 'Random', symbol: string
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// Only trade accounts that haven't traded yet today
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if (cash.realizedPnL !== 0) continue;
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const priorProfit = client.priorProfit?.[acc.id] ?? 0;
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const allFundTxns = client.fundTransactions?.[acc.id] ?? [];
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const effective = resolveEffectiveConfig(
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cfg.profitTarget, cfg.consistency, cfg.minTradingDays, cfg.targetSameEquity, cfg.withdrawalStages, priorProfit, allFundTxns
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);
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// Use the same target formula as the dashboard — skip if $0 (challenge complete)
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const target = computeDailyTarget(cfg.profitTarget, cfg.consistency, totalProfit, dailyPnL, cfg.minDayPnL, cfg.minTradingDays);
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const target = computeDailyTarget(effective.profitTarget, effective.consistency, totalProfit, dailyPnL, cfg.minDayPnL, effective.minTradingDays);
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// Allow through if it's an MNQ extra-day trade: no min day P&L, profit done, days still needed
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const isMnqExtraDay = cfg.minDayPnL <= 0
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&& cfg.minTradingDays > daysTraded
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&& totalProfit >= cfg.profitTarget;
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&& effective.minTradingDays > daysTraded
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&& totalProfit >= effective.profitTarget;
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if (target.amount <= 0 && !isMnqExtraDay) continue;
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@@ -205,12 +213,17 @@ export async function runTrade(action: 'Buy' | 'Sell' | 'Random', symbol: string
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const { client, acc, contract, firmConfig, dailyPnL, daysTraded } = item;
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const cfg = getAccountConfig(acc.name, firmConfig)!;
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const totalProfit = dailyPnL.reduce((sum, d) => sum + d.pnl, 0);
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const priorProfit = client.priorProfit?.[acc.id] ?? 0;
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const allFundTxns = client.fundTransactions?.[acc.id] ?? [];
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const effective = resolveEffectiveConfig(
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cfg.profitTarget, cfg.consistency, cfg.minTradingDays, cfg.targetSameEquity, cfg.withdrawalStages, priorProfit, allFundTxns
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);
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// Extra-day mode: profit target already met, no min day P&L, days still needed.
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// Just trade 1 MNQ in and out at market immediately — P&L doesn't matter.
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const isExtraDay = cfg.minDayPnL <= 0
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&& cfg.minTradingDays > daysTraded
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&& totalProfit >= cfg.profitTarget;
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&& effective.minTradingDays > daysTraded
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&& totalProfit >= effective.profitTarget;
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if (isExtraDay) {
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const mnqContract = await client.findFrontMonthContract('MNQ');
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@@ -237,7 +250,7 @@ export async function runTrade(action: 'Buy' | 'Sell' | 'Random', symbol: string
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};
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}
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const target = computeDailyTarget(cfg.profitTarget, cfg.consistency, totalProfit, dailyPnL, cfg.minDayPnL, cfg.minTradingDays);
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const target = computeDailyTarget(effective.profitTarget, effective.consistency, totalProfit, dailyPnL, cfg.minDayPnL, effective.minTradingDays);
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const rawContracts = Math.max(1, Math.ceil(target.amount / 1000));
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const contracts = cfg.maxPositionSize > 0 ? Math.min(rawContracts, cfg.maxPositionSize) : rawContracts;
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@@ -50,6 +50,20 @@ try {
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// Column already exists
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}
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// Migration: add target_same_equity flag
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try {
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db.exec('ALTER TABLE account_configs ADD COLUMN target_same_equity INTEGER NOT NULL DEFAULT 1');
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} catch {
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// Column already exists
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}
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// Migration: add withdrawal_stages JSON array
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try {
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db.exec("ALTER TABLE account_configs ADD COLUMN withdrawal_stages TEXT NOT NULL DEFAULT '[]'");
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} catch {
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// Column already exists
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}
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// ── Interfaces ─────────────────────────────────────────────────────────────
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@@ -65,6 +79,8 @@ export interface AccountConfigRow {
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account_size: number;
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max_loss: number;
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max_position_size: number;
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target_same_equity: number; // 0 | 1
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withdrawal_stages: string; // JSON { profit: number; consistency: number; minTradingDays: number }[]
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}
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export interface FirmRow {
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@@ -118,11 +134,13 @@ export function createAccountConfig(firmId: number, data: {
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accountSize: number;
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maxLoss: number;
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maxPositionSize: number;
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targetSameEquity?: boolean;
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withdrawalStages?: { profit: number; consistency: number; minTradingDays: number }[];
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}): AccountConfigRow {
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const stmt = db.prepare(
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'INSERT INTO account_configs (firm_id, prefix, profit_target, consistency, min_day_pnl, min_trading_days, account_size, max_loss, max_position_size) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?)'
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'INSERT INTO account_configs (firm_id, prefix, profit_target, consistency, min_day_pnl, min_trading_days, account_size, max_loss, max_position_size, target_same_equity, withdrawal_stages) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)'
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);
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const result = stmt.run(firmId, data.prefix, data.profitTarget, data.consistency, data.minDayPnL, data.minTradingDays, data.accountSize, data.maxLoss, data.maxPositionSize);
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const result = stmt.run(firmId, data.prefix, data.profitTarget, data.consistency, data.minDayPnL, data.minTradingDays, data.accountSize, data.maxLoss, data.maxPositionSize, data.targetSameEquity ? 1 : 0, JSON.stringify(data.withdrawalStages ?? []));
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return db.prepare('SELECT * FROM account_configs WHERE id = ?').get(result.lastInsertRowid) as AccountConfigRow;
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}
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@@ -140,12 +158,14 @@ export function updateAccountConfig(id: number, data: {
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accountSize: number;
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maxLoss: number;
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maxPositionSize: number;
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targetSameEquity?: boolean;
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withdrawalStages?: { profit: number; consistency: number; minTradingDays: number }[];
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}): boolean {
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const result = db.prepare(`
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UPDATE account_configs
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SET prefix = ?, profit_target = ?, consistency = ?, min_day_pnl = ?, min_trading_days = ?, account_size = ?, max_loss = ?, max_position_size = ?
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SET prefix = ?, profit_target = ?, consistency = ?, min_day_pnl = ?, min_trading_days = ?, account_size = ?, max_loss = ?, max_position_size = ?, target_same_equity = ?, withdrawal_stages = ?
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WHERE id = ?
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`).run(data.prefix, data.profitTarget, data.consistency, data.minDayPnL, data.minTradingDays, data.accountSize, data.maxLoss, data.maxPositionSize, id);
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`).run(data.prefix, data.profitTarget, data.consistency, data.minDayPnL, data.minTradingDays, data.accountSize, data.maxLoss, data.maxPositionSize, data.targetSameEquity ? 1 : 0, JSON.stringify(data.withdrawalStages ?? []), id);
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return result.changes > 0;
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}
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@@ -1,3 +1,54 @@
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/**
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* Resolve the effective profit target and consistency for an account based on its withdrawal strategy.
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*
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* Mode A (targetSameEquity=true): the account must reach the same cumulative equity level.
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* remainingProfit = priorProfit + totalWithdrawals (profit still in the account after payouts)
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* effectiveProfitTarget = profitTarget − remainingProfit
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*
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* Mode B (withdrawalStages non-empty): Stage 1 (no withdrawals yet) uses base profitTarget/consistency.
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* After the Nth withdrawal, use withdrawalStages[N-1]; last stage repeats.
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* Fallback: returns base profitTarget and consistency unchanged.
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*/
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export function resolveEffectiveConfig(
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profitTarget: number,
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consistency: number,
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minTradingDays: number,
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targetSameEquity: boolean,
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withdrawalStages: { profit: number; consistency: number; minTradingDays: number }[],
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priorProfit: number,
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fundTransactions: { date: string; amount: number }[]
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): { profitTarget: number; consistency: number; minTradingDays: number } {
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if (targetSameEquity) {
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// Withdrawals reduce the profit remaining in the account
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const totalWithdrawals = fundTransactions
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.filter((f) => f.amount < 0)
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.reduce((s, f) => s + f.amount, 0); // negative sum
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const remainingProfit = priorProfit + totalWithdrawals;
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return { profitTarget: Math.max(0, profitTarget - remainingProfit), consistency, minTradingDays };
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}
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if (withdrawalStages.length > 0) {
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const withdrawalCount = fundTransactions.filter((f) => f.amount < 0).length;
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if (withdrawalCount === 0) {
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return { profitTarget, consistency, minTradingDays }; // Stage 1 = base values
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}
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const idx = Math.min(withdrawalCount - 1, withdrawalStages.length - 1);
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const stage = withdrawalStages[idx];
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return { profitTarget: stage.profit, consistency: stage.consistency, minTradingDays: stage.minTradingDays };
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}
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return { profitTarget, consistency, minTradingDays };
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}
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/** @deprecated Use resolveEffectiveConfig instead */
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export function resolveEffectiveProfitTarget(
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profitTarget: number,
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targetSameEquity: boolean,
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withdrawalStages: { profit: number; consistency: number; minTradingDays: number }[],
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priorProfit: number,
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fundTransactions: { date: string; amount: number }[]
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): number {
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return resolveEffectiveConfig(profitTarget, 0, 0, targetSameEquity, withdrawalStages, priorProfit, fundTransactions).profitTarget;
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}
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/** Dollar-per-point value for common futures products. */
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export const POINT_VALUES: { [symbol: string]: number } = {
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NQ: 20, MNQ: 2, ES: 50, MES: 5,
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+78
-5
@@ -31,10 +31,14 @@ export class TradovateClient {
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public daysTraded: { [accountId: number]: number } = {};
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public dailyPnL: { [accountId: number]: { date: string; pnl: number }[] } = {};
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/** Full P&L history (all cycles) — used for calendar display */
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public fullDailyPnL: { [accountId: number]: { date: string; pnl: number }[] } = {};
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/** Date of the last fund transaction per account — days traded are counted from this date onwards */
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public lastFundDates: { [accountId: number]: string | null } = {};
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/** All fund transactions (deposits/withdrawals) per account */
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public fundTransactions: { [accountId: number]: { date: string; amount: number }[] } = {};
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/** Sum of daily P&L from before the last fund transaction — used for "Target Same Equity" mode */
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public priorProfit: { [accountId: number]: number } = {};
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/** Balance floor set by the prop firm — account is blown when amount <= this value (0 = not set) */
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public autoLiqThresholds: { [accountId: number]: number } = {};
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@@ -386,6 +390,43 @@ export class TradovateClient {
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});
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}
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/**
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* Returns true when a withdrawal happened before the trading session started,
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* meaning that day's trades belong to the NEW cycle.
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* Timestamp format from Tradovate: "MM/DD/YYYY HH:MM:SS" in Central Time.
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* Cutoff: before 9:00 AM CT → "before trading".
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*/
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private static isWithdrawalBeforeTrading(timestamp: string | null): boolean {
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if (!timestamp) return false;
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const match = timestamp.match(/\d{2}\/\d{2}\/\d{4}\s+(\d{2}):\d{2}:\d{2}/);
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if (!match) return false;
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return parseInt(match[1], 10) < 9;
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}
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/**
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* Filters daily PnL entries for the current cycle based on fund date and withdrawal timing.
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* - Deposit: include the fund date (trading can start same day)
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* - Withdrawal before trading session: include the fund date (day's trades are new cycle)
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* - Withdrawal during/after trading: exclude the fund date (day's trades are old cycle)
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*/
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private static filterActivePnL(
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entries: { date: string; pnl: number }[],
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fundDate: string | null,
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isWithdrawal: boolean,
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fundTimestamp: string | null
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): { active: { date: string; pnl: number }[]; prior: { date: string; pnl: number }[] } {
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if (!fundDate) return { active: entries, prior: [] };
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// Withdrawal before trading → day belongs to NEW cycle (use >=)
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// Withdrawal during/after trading → day belongs to OLD cycle (use >)
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// Deposit → always include the day (use >=)
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const excludeFundDate = isWithdrawal && !TradovateClient.isWithdrawalBeforeTrading(fundTimestamp);
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const active = entries.filter((d) => excludeFundDate ? d.date > fundDate : d.date >= fundDate);
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const prior = entries.filter((d) => excludeFundDate ? d.date <= fundDate : d.date < fundDate);
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return { active, prior };
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}
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public async fetchDaysTraded(): Promise<{ failedAccounts: number }> {
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if (!this.accessInfo?.accessToken) return { failedAccounts: 0 };
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this.fetchDaysComplete = false;
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@@ -457,8 +498,16 @@ export class TradovateClient {
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// Load cache first — serves as both the startup baseline and the fallback if API fails
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const cached = loadDailyPnL(account.id);
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const storedFundTimestamp = loadAccountMeta(account.id, 'last_fund_timestamp');
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if (cached.length > 0) {
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const active = storedFundDate ? cached.filter((d) => d.date >= storedFundDate) : cached;
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const storedFundTxns = this.fundTransactions[account.id] ?? [];
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const storedLastFundAmt = storedFundDate ? (storedFundTxns.find((f) => f.date === storedFundDate)?.amount ?? null) : null;
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const storedIsWithdrawal = storedLastFundAmt !== null && storedLastFundAmt < 0;
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const { active, prior: priorEntries } = TradovateClient.filterActivePnL(
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cached, storedFundDate, storedIsWithdrawal, storedFundTimestamp
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);
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this.priorProfit[account.id] = Math.round(priorEntries.reduce((s, d) => s + d.pnl, 0) * 100) / 100;
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this.fullDailyPnL[account.id] = cached;
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this.dailyPnL[account.id] = active;
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this.daysTraded[account.id] = active.filter((d) => d.pnl !== 0).length;
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}
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@@ -471,11 +520,15 @@ export class TradovateClient {
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this.lastFetchRaw[account.name] = rows.length > 0 ? JSON.stringify(rows[0]) : '(empty)';
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const fundMap: { [date: string]: number } = {};
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const fundTimestampMap: { [date: string]: string } = {};
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const dailyMap: { [date: string]: number } = {};
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for (const row of rows) {
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if ((row['Cash Change Type'] ?? '').trim() === 'Fund Transaction') {
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const delta = parseFloat((row['Delta'] ?? '0').replace(/,/g, ''));
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if (!isNaN(delta)) fundMap[row['Date']] = (fundMap[row['Date']] ?? 0) + delta;
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if (!isNaN(delta)) {
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fundMap[row['Date']] = (fundMap[row['Date']] ?? 0) + delta;
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if (row['Timestamp']) fundTimestampMap[row['Date']] = row['Timestamp'];
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}
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continue;
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}
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const delta = parseFloat((row['Delta'] ?? '0').replace(/,/g, ''));
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@@ -497,6 +550,9 @@ export class TradovateClient {
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if (lastFundDate) {
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saveAccountMeta(account.id, 'last_fund_date', lastFundDate);
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this.lastFundDates[account.id] = lastFundDate;
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if (fundTimestampMap[lastFundDate]) {
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saveAccountMeta(account.id, 'last_fund_timestamp', fundTimestampMap[lastFundDate]);
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}
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}
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const fundDate = this.lastFundDates[account.id];
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@@ -505,7 +561,16 @@ export class TradovateClient {
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.sort((a, b) => a.date.localeCompare(b.date));
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const merged = mergePnL(cached, fresh);
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const active = fundDate ? merged.filter((d) => d.date >= fundDate) : merged;
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const lastFundAmt = fundDate ? (fundMap[fundDate] ?? null) : null;
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const isWithdrawal = lastFundAmt !== null && lastFundAmt < 0;
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const lastFundTs = fundDate ? (fundTimestampMap[fundDate] ?? loadAccountMeta(account.id, 'last_fund_timestamp')) : null;
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const { active, prior: priorEntries } = TradovateClient.filterActivePnL(
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merged, fundDate, isWithdrawal, lastFundTs
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);
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this.priorProfit[account.id] = Math.round(priorEntries.reduce((s, d) => s + d.pnl, 0) * 100) / 100;
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this.fullDailyPnL[account.id] = merged;
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this.dailyPnL[account.id] = active;
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this.daysTraded[account.id] = active.filter((d) => d.pnl !== 0).length;
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saveDailyPnL(account.id, account.name, fresh); // upsert only fresh entries — preserves older cached rows
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@@ -557,15 +622,23 @@ export class TradovateClient {
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}
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}
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// Fills report has no fund transaction data — use stored fund date
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// Fills report has no fund transaction data — use stored fund date and stored fund transactions
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const fundDate = this.lastFundDates[account.id];
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const storedFundTxns = this.fundTransactions[account.id] ?? [];
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const lastFundAmt = fundDate ? (storedFundTxns.find((f) => f.date === fundDate)?.amount ?? null) : null;
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const isWithdrawalFills = lastFundAmt !== null && lastFundAmt < 0;
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const fresh = Object.entries(dailyMap)
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.map(([date, pnl]) => ({ date, pnl: Math.round(pnl * 100) / 100 }))
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.sort((a, b) => a.date.localeCompare(b.date));
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const merged = mergePnL(cached, fresh);
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const active = fundDate ? merged.filter((d) => d.date >= fundDate) : merged;
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const fillsFundTs = loadAccountMeta(account.id, 'last_fund_timestamp');
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const { active, prior: priorEntries } = TradovateClient.filterActivePnL(
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merged, fundDate, isWithdrawalFills, fillsFundTs
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);
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this.priorProfit[account.id] = Math.round(priorEntries.reduce((s, d) => s + d.pnl, 0) * 100) / 100;
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this.fullDailyPnL[account.id] = merged;
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this.dailyPnL[account.id] = active;
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this.daysTraded[account.id] = active.filter((d) => d.pnl !== 0).length;
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saveDailyPnL(account.id, account.name, fresh); // upsert only fresh entries — preserves older cached rows
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