DXtrade: count closed-trade P&L, week-long volatility, broker leverage caps, swap in the take-profit

- Transfers: a close books its SETTLEMENT and COMMISSION under one
  transaction code, and keying by the code alone let the commission
  overwrite the P&L. Keys now carry the type, so the day-start balance,
  daily-loss room, realized P&L, daily history and books check all see
  closed-trade profit and loss.
- Volatility from a week of hourly closes (was 48 h), still measured once
  per trade date, so one quiet weekend can't triple a hold estimate.
- Each symbol's margin rate from the account's instrument details caps
  the position at available funds / rate (Tradeify: 5:1 crypto, 2:1
  stocks); the account type's max notional stays as an optional ceiling.
- Firms with overnight financing add the swap a winning leg is expected
  to pay (the winners' mean hold, (A²+2AB)/3σ²) to its take-profit, and
  the sizing and hold estimate count it.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-09-26 18:11:42 -05:00
co-authored by Claude Opus 5.5
parent 675b4c89f8
commit a2d9df5ba4
10 changed files with 309 additions and 81 deletions
+4
View File
@@ -103,6 +103,10 @@ export interface AccountState {
notional: number;
volatilityPerDay: number;
winProbability: number | null;
/** Expected swap a winning leg pays, added to its take-profit. */
swapReserve: number;
/** The broker's leverage on the symbol (5 = 5:1); null when unstated. */
leverage: number | null;
} | null;
/** Actual profit target to hit — max(stage profit target, consistency realTarget = maxDay/consistency). */
effectiveProfitTarget: number | null;