Randomize daily targets: split big days into legs, bump min-days

Big days (> $1700) now trade as multiple separate legs of random size
(each >= $800, $5-rounded), resumable across pauses since the remaining
target is derived from realized PnL against a day-anchored target.
Min-day targets get a deterministic random $0-25 bump seeded per
(account, trade date) so the dashboard, reporter, and orders agree.
Strict-consistency accounts randomize only their first trade ever.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-09-02 11:32:48 -05:00
co-authored by Claude Fable 5
parent 8350601cf0
commit de9cbffd83
4 changed files with 299 additions and 143 deletions
+14 -7
View File
@@ -3,12 +3,13 @@ import { loadDailyPnL } from '@/lib/db';
import { getClients } from '@/lib/clients'; import { getClients } from '@/lib/clients';
import { getCachedCatalog } from '@/lib/firm-catalog'; import { getCachedCatalog } from '@/lib/firm-catalog';
import { getAccountConfig, getInferredSize, matchAccountType } from '@/lib/account-type-resolver'; import { getAccountConfig, getInferredSize, matchAccountType } from '@/lib/account-type-resolver';
import { computeDailyTarget, resolveEffectiveConfig } from '@/lib/trading-logic'; import { computeDayPlan, resolveEffectiveConfig, currentTradeDateCT, LEG_COMPLETION_EPSILON } from '@/lib/trading-logic';
export async function GET() { export async function GET() {
try { try {
const firms = getCachedCatalog(); const firms = getCachedCatalog();
const clients = getClients(); const clients = getClients();
const tradeDate = currentTradeDateCT();
const state = firms.map((f) => { const state = firms.map((f) => {
const client = clients.get(f.id); const client = clients.get(f.id);
@@ -53,6 +54,7 @@ export async function GET() {
: false; : false;
let targetHit = false; let targetHit = false;
let dailyTarget: { amount: number; path: 'first_day' | 'normal_day' | 'reduced_day' } | null = null; let dailyTarget: { amount: number; path: 'first_day' | 'normal_day' | 'reduced_day' } | null = null;
let remainingToday: number | null = null;
let effectiveProfitTarget: number | null = null; let effectiveProfitTarget: number | null = null;
if (cfg && !isDead) { if (cfg && !isDead) {
const effective = resolveEffectiveConfig( const effective = resolveEffectiveConfig(
@@ -65,8 +67,12 @@ export async function GET() {
allFundTxns allFundTxns
); );
const equityProfit = cash.amount - cfg.accountSize; const equityProfit = cash.amount - cfg.accountSize;
const target = computeDailyTarget(effective.profitTarget, effective.consistency, dailyPnL, cfg.minDayPnL, effective.minTradingDays, equityProfit); const plan = computeDayPlan(
dailyTarget = target; acc.id, tradeDate, effective.profitTarget, effective.consistency,
dailyPnL, cfg.minDayPnL, effective.minTradingDays, equityProfit, cash.realizedPnL
);
dailyTarget = plan ? { amount: plan.dayTarget, path: plan.path } : null;
remainingToday = plan?.remainingToday ?? null;
// Effective profit target = max(stage target, consistency realTarget). // Effective profit target = max(stage target, consistency realTarget).
// If a big day forces the consistency rule, the account must reach maxDay/consistency // If a big day forces the consistency rule, the account must reach maxDay/consistency
@@ -77,11 +83,11 @@ export async function GET() {
? maxDay / effective.consistency : 0; ? maxDay / effective.consistency : 0;
effectiveProfitTarget = Math.max(effective.profitTarget, consistencyReal); effectiveProfitTarget = Math.max(effective.profitTarget, consistencyReal);
// Condition 1: profit target already exceeded (target=0), still need days → any activity counts // Condition 1: profit target already exceeded (target=0), still need days → any activity counts
// Condition 2: target > 0 → must have made at least the computed daily target // Condition 2: target > 0 → all legs done (day's remaining target used up)
if (target) { if (plan) {
targetHit = targetHit =
(target.amount === 0 && Math.abs(cash.realizedPnL) > 0 && client.daysTraded[acc.id] <= effective.minTradingDays) || (plan.dayTarget === 0 && Math.abs(cash.realizedPnL) > 0 && client.daysTraded[acc.id] <= effective.minTradingDays) ||
(cash.realizedPnL >= target.amount); (cash.realizedPnL > 0 && plan.remainingToday <= LEG_COMPLETION_EPSILON);
} }
} }
@@ -100,6 +106,7 @@ export async function GET() {
targetHit, targetHit,
stage, stage,
dailyTarget, dailyTarget,
remainingToday,
effectiveProfitTarget, effectiveProfitTarget,
dailyPnL, dailyPnL,
fullDailyPnL: client.fullDailyPnL?.[acc.id] ?? loadDailyPnL(acc.id), fullDailyPnL: client.fullDailyPnL?.[acc.id] ?? loadDailyPnL(acc.id),
+148 -127
View File
@@ -11,7 +11,11 @@ import { getInstruments } from './db';
import { getClients } from './clients'; import { getClients } from './clients';
import { getTradableFirms } from './firm-catalog'; import { getTradableFirms } from './firm-catalog';
import { getAccountConfig } from './account-type-resolver'; import { getAccountConfig } from './account-type-resolver';
import { computeDailyTarget, resolveEffectiveConfig, POINT_VALUES } from './trading-logic'; import {
computeDayPlan, pickLegAmount, resolveEffectiveConfig, currentTradeDateCT,
LEG_COMPLETION_EPSILON, MAX_LEGS_PER_DAY, POINT_VALUES,
type DayPlan,
} from './trading-logic';
import { getSetting, setSetting } from './db'; import { getSetting, setSetting } from './db';
// ── helpers ────────────────────────────────────────────────────────────────── // ── helpers ──────────────────────────────────────────────────────────────────
@@ -20,6 +24,98 @@ function isAccountDead(amount: number, autoLiqThreshold: number): boolean {
return autoLiqThreshold > 0 && amount <= autoLiqThreshold; return autoLiqThreshold > 0 && amount <= autoLiqThreshold;
} }
// In-memory runaway guard: legs fired per account per trade date. Resets on restart,
// which is fine — day completion is derived from realized PnL, not from this counter.
const _legCounts = new Map<number, { date: string; count: number }>();
function legsToday(accountId: number, tradeDate: string): number {
const entry = _legCounts.get(accountId);
return entry && entry.date === tradeDate ? entry.count : 0;
}
function recordLeg(accountId: number, tradeDate: string): void {
_legCounts.set(accountId, { date: tradeDate, count: legsToday(accountId, tradeDate) + 1 });
}
// ── per-account trade evaluation (shared by runTrade / copyTrade / hasRemaining…) ──
interface AccountEvaluation {
eligible: boolean;
reason: string;
plan: DayPlan | null;
isExtraDay: boolean;
cash: { amount: number; realizedPnL: number };
dailyPnL: { date: string; pnl: number }[];
daysTraded: number;
}
/**
* Evaluate whether an account can trade right now. Returns null when the account has no
* matching config (not ours). Split-allowed accounts stay eligible mid-day until
* remainingToday drops to LEG_COMPLETION_EPSILON or the leg cap is hit; extra-day and
* strict-consistency (past day 1) accounts keep the legacy one-trade-per-day gate.
*/
// eslint-disable-next-line @typescript-eslint/no-explicit-any
function evaluateAccountForTrade(client: any, acc: { id: number; name: string; active: boolean }, tradeDate: string): AccountEvaluation | null {
const cfg = getAccountConfig(acc.id).accountType;
if (!cfg) return null;
const cash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 };
const autoLiqThreshold = client.autoLiqThresholds[acc.id] ?? 0;
const dailyPnL: { date: string; pnl: number }[] = client.dailyPnL[acc.id] ?? [];
const daysTraded: number = client.daysTraded[acc.id] ?? 0;
const base = { plan: null, isExtraDay: false, cash, dailyPnL, daysTraded };
if (isAccountDead(cash.amount, autoLiqThreshold)) return { ...base, eligible: false, reason: 'dead' };
if (!acc.active) return { ...base, eligible: false, reason: 'inactive (DLL)' };
if (client.positions[acc.id]) return { ...base, eligible: false, reason: 'already in trade' };
const priorProfit = client.priorProfit?.[acc.id] ?? 0;
const allFundTxns = client.fundTransactions?.[acc.id] ?? [];
const effective = resolveEffectiveConfig(
cfg.profitTarget, cfg.consistency, cfg.minTradingDays, cfg.targetSameEquity, cfg.withdrawalStages, priorProfit, allFundTxns
);
const equityProfit = cash.amount - cfg.accountSize;
const plan = computeDayPlan(
acc.id, tradeDate, effective.profitTarget, effective.consistency,
dailyPnL, cfg.minDayPnL, effective.minTradingDays, equityProfit, cash.realizedPnL
);
if (!plan) return { ...base, eligible: false, reason: 'invalid balance' };
const totalProfit = dailyPnL.reduce((sum, d) => sum + d.pnl, 0);
const isExtraDay = cfg.minDayPnL <= 0
&& effective.minTradingDays > daysTraded
&& totalProfit >= effective.profitTarget;
const evaluated = { plan, isExtraDay, cash, dailyPnL, daysTraded };
if (isExtraDay || !plan.splitAllowed) {
// Legacy one-and-done gate: any realized PnL today means this account is finished.
if (cash.realizedPnL !== 0) {
return { ...evaluated, eligible: false, reason: `already traded today (realizedPnL=${cash.realizedPnL})` };
}
if (!isExtraDay && plan.remainingToday <= 0) {
return { ...evaluated, eligible: false, reason: `target=$${plan.dayTarget} (challenge complete)` };
}
} else {
// Split-leg mode: keep trading until the day's remaining target is used up.
// The epsilon only applies once a leg has completed, so tiny day-start targets still trade.
const doneThreshold = cash.realizedPnL === 0 ? 0 : LEG_COMPLETION_EPSILON;
if (plan.remainingToday <= doneThreshold) {
const reason = cash.realizedPnL === 0
? `target=$${plan.dayTarget} (challenge complete)`
: `day done ($${plan.remainingToday} left of $${plan.dayTarget})`;
return { ...evaluated, eligible: false, reason };
}
if (legsToday(acc.id, tradeDate) >= MAX_LEGS_PER_DAY) {
return { ...evaluated, eligible: false, reason: `leg cap reached (${MAX_LEGS_PER_DAY} today)` };
}
}
return { ...evaluated, eligible: true, reason: '' };
}
@@ -113,6 +209,7 @@ export async function runTrade(action: 'Buy' | 'Sell' | 'Auto', symbol: string)
const pointValue = POINT_VALUES[resolvedSymbol]; const pointValue = POINT_VALUES[resolvedSymbol];
if (!pointValue) throw new Error(`Unknown symbol: ${resolvedSymbol}`); if (!pointValue) throw new Error(`Unknown symbol: ${resolvedSymbol}`);
const tradeDate = currentTradeDateCT();
const maxConcurrent = parseInt(getSetting('max_concurrent_accounts') ?? '5', 10); const maxConcurrent = parseInt(getSetting('max_concurrent_accounts') ?? '5', 10);
const firms = getTradableFirms(); const firms = getTradableFirms();
const clients = getClients(); const clients = getClients();
@@ -127,6 +224,8 @@ export async function runTrade(action: 'Buy' | 'Sell' | 'Auto', symbol: string)
cash: { amount: number; realizedPnL: number }; cash: { amount: number; realizedPnL: number };
dailyPnL: { date: string; pnl: number }[]; dailyPnL: { date: string; pnl: number }[];
daysTraded: number; daysTraded: number;
plan: DayPlan;
isExtraDay: boolean;
}; };
const allEligible: EligibleItem[] = []; const allEligible: EligibleItem[] = [];
@@ -146,42 +245,14 @@ export async function runTrade(action: 'Buy' | 'Sell' | 'Auto', symbol: string)
if (!contract) return; if (!contract) return;
for (const acc of client.accountList) { for (const acc of client.accountList) {
const cash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 }; const ev = evaluateAccountForTrade(client, acc, tradeDate);
const autoLiqThreshold = client.autoLiqThresholds[acc.id] ?? 0; if (!ev || !ev.eligible || !ev.plan) continue;
const dailyPnL: { date: string; pnl: number }[] = client.dailyPnL[acc.id] ?? [];
const daysTraded: number = client.daysTraded[acc.id] ?? 0;
if (isAccountDead(cash.amount, autoLiqThreshold)) continue; allEligible.push({
if (!acc.active) continue; firmName: firm.name, client, acc, contract,
if (client.positions[acc.id]) continue; cash: ev.cash, dailyPnL: ev.dailyPnL, daysTraded: ev.daysTraded,
plan: ev.plan, isExtraDay: ev.isExtraDay,
const cfg = getAccountConfig(acc.id).accountType; });
if (!cfg) continue;
const totalProfit = dailyPnL.reduce((sum, d) => sum + d.pnl, 0);
// Only trade accounts that haven't traded yet today
if (cash.realizedPnL !== 0) continue;
const priorProfit = client.priorProfit?.[acc.id] ?? 0;
const allFundTxns = client.fundTransactions?.[acc.id] ?? [];
const effective = resolveEffectiveConfig(
cfg.profitTarget, cfg.consistency, cfg.minTradingDays, cfg.targetSameEquity, cfg.withdrawalStages, priorProfit, allFundTxns
);
// Use the same target formula as the dashboard — skip if $0 (challenge complete)
const equityProfit = cash.amount - cfg.accountSize;
const target = computeDailyTarget(effective.profitTarget, effective.consistency, dailyPnL, cfg.minDayPnL, effective.minTradingDays, equityProfit);
if (!target) continue; // skip accounts without a valid balance
// Allow through if it's an MNQ extra-day trade: no min day P&L, profit done, days still needed
const isMnqExtraDay = cfg.minDayPnL <= 0
&& effective.minTradingDays > daysTraded
&& totalProfit >= effective.profitTarget;
if (target.amount <= 0 && !isMnqExtraDay) continue;
allEligible.push({ firmName: firm.name, client, acc, contract, cash, dailyPnL, daysTraded });
} }
})); }));
@@ -197,22 +268,12 @@ export async function runTrade(action: 'Buy' | 'Sell' | 'Auto', symbol: string)
// ── Phase 2: fire the batch simultaneously ── // ── Phase 2: fire the batch simultaneously ──
const tradeResults = await Promise.allSettled(batch.map(async (item) => { const tradeResults = await Promise.allSettled(batch.map(async (item) => {
const { client, acc, contract, cash, dailyPnL, daysTraded } = item; const { client, acc, contract } = item;
const cfg = getAccountConfig(acc.id).accountType!; const cfg = getAccountConfig(acc.id).accountType!;
const totalProfit = dailyPnL.reduce((sum, d) => sum + d.pnl, 0);
const priorProfit = client.priorProfit?.[acc.id] ?? 0;
const allFundTxns = client.fundTransactions?.[acc.id] ?? [];
const effective = resolveEffectiveConfig(
cfg.profitTarget, cfg.consistency, cfg.minTradingDays, cfg.targetSameEquity, cfg.withdrawalStages, priorProfit, allFundTxns
);
// Extra-day mode: profit target already met, no min day P&L, days still needed. // Extra-day mode: profit target already met, no min day P&L, days still needed.
// Just trade 1 MNQ in and out at market immediately — P&L doesn't matter. // Just trade 1 MNQ in and out at market immediately — P&L doesn't matter.
const isExtraDay = cfg.minDayPnL <= 0 if (item.isExtraDay) {
&& effective.minTradingDays > daysTraded
&& totalProfit >= effective.profitTarget;
if (isExtraDay) {
const mnqContract = await client.findFrontMonthContract('MNQ'); const mnqContract = await client.findFrontMonthContract('MNQ');
if (!mnqContract) throw new Error('MNQ contract not found for extra-day trade'); if (!mnqContract) throw new Error('MNQ contract not found for extra-day trade');
@@ -237,22 +298,24 @@ export async function runTrade(action: 'Buy' | 'Sell' | 'Auto', symbol: string)
}; };
} }
const equityProfit = cash.amount - cfg.accountSize; // Trade one leg toward today's remaining target. Split-allowed big days carve a
const target = computeDailyTarget(effective.profitTarget, effective.consistency, dailyPnL, cfg.minDayPnL, effective.minTradingDays, equityProfit); // random ≥$800 piece; everything else trades the full remaining amount in one go.
if (!target) throw new Error(`${acc.name}: invalid balance, cannot compute target`); const legAmount = item.plan.splitAllowed ? pickLegAmount(item.plan.remainingToday) : item.plan.remainingToday;
recordLeg(acc.id, tradeDate);
const rawContracts = Math.max(1, Math.ceil(target.amount / 1000)); const rawContracts = Math.max(1, Math.ceil(legAmount / 1000));
const contracts = cfg.maxPositionSize > 0 ? Math.min(rawContracts, cfg.maxPositionSize) : rawContracts; const contracts = cfg.maxPositionSize > 0 ? Math.min(rawContracts, cfg.maxPositionSize) : rawContracts;
const fill = await client.sendOrder(acc.id, contract.name, contracts, resolvedAction, 'Market'); const fill = await client.sendOrder(acc.id, contract.name, contracts, resolvedAction, 'Market');
// Wait briefly for the cash balance WebSocket update to reflect entry commission // Wait briefly for the cash balance WebSocket update to reflect entry commission
await new Promise(r => setTimeout(r, 1000)); await new Promise(r => setTimeout(r, 1000));
const updatedCash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 }; const updatedCash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 };
// After entry, realizedPnL = -entryCommission (was 0 before), so abs = entry fee paid. // After entry, realizedPnL drops by the entry commission; the delta from the
// pre-entry value is the entry fee paid (pre-entry may be nonzero mid-day).
// Fall back to $2.50/contract if the WS hasn't updated yet (guarantees at least 1 extra tick). // Fall back to $2.50/contract if the WS hasn't updated yet (guarantees at least 1 extra tick).
const entryCommission = Math.abs(updatedCash.realizedPnL) || (2.5 * contracts); const entryCommission = Math.abs(updatedCash.realizedPnL - item.cash.realizedPnL) || (2.5 * contracts);
const totalCommission = entryCommission * 2; // entry + exit round-trip const totalCommission = entryCommission * 2; // entry + exit round-trip
const grossTarget = target.amount + totalCommission; const grossTarget = legAmount + totalCommission;
const targetPoints = grossTarget / (pointValue * contracts); const targetPoints = grossTarget / (pointValue * contracts);
const ticks = Math.ceil(targetPoints / contract.tickSize); const ticks = Math.ceil(targetPoints / contract.tickSize);
@@ -263,17 +326,19 @@ export async function runTrade(action: 'Buy' | 'Sell' | 'Auto', symbol: string)
const exitAction: 'Buy' | 'Sell' = resolvedAction === 'Buy' ? 'Sell' : 'Buy'; const exitAction: 'Buy' | 'Sell' = resolvedAction === 'Buy' ? 'Sell' : 'Buy';
const exitOrder = await client.placeOrderNoWait(acc.id, contract.name, contracts, exitAction, 'Limit', exitPrice); const exitOrder = await client.placeOrderNoWait(acc.id, contract.name, contracts, exitAction, 'Limit', exitPrice);
console.log(`[auto-trade] ${acc.name} (${item.firmName}) ${resolvedAction} ${contracts}x${resolvedSymbol} @ ${fill.price} | target $${target.amount} [${target.path}] (+$${totalCommission.toFixed(2)} comm) | exit @ ${exitPrice} (orderId=${exitOrder.orderId})`); console.log(`[auto-trade] ${acc.name} (${item.firmName}) ${resolvedAction} ${contracts}x${resolvedSymbol} @ ${fill.price} | leg $${legAmount} of day $${item.plan.dayTarget} (remaining $${item.plan.remainingToday}) [${item.plan.path}] (+$${totalCommission.toFixed(2)} comm) | exit @ ${exitPrice} (orderId=${exitOrder.orderId})`);
return { return {
account: acc.name, account: acc.name,
firm: item.firmName, firm: item.firmName,
status: 'filled', status: 'filled',
contracts, contracts,
target: target.amount, target: legAmount,
dayTarget: item.plan.dayTarget,
remainingBefore: item.plan.remainingToday,
grossTarget, grossTarget,
totalCommission, totalCommission,
targetPath: target.path, targetPath: item.plan.path,
entryPrice: fill.price, entryPrice: fill.price,
exitPrice, exitPrice,
commission: entryCommission, commission: entryCommission,
@@ -377,15 +442,17 @@ export async function copyTrade() {
return []; return [];
} }
const tradeDate = currentTradeDateCT();
// Collect eligible accounts (same logic as Phase 1 of runTrade) // Collect eligible accounts (same logic as Phase 1 of runTrade)
type CopyItem = { type CopyItem = {
firmName: string; firmName: string;
// eslint-disable-next-line @typescript-eslint/no-explicit-any
client: any; client: any;
acc: { id: number; name: string; active: boolean }; acc: { id: number; name: string; active: boolean };
contract: { name: string; tickSize: number }; contract: { name: string; tickSize: number };
cash: { amount: number; realizedPnL: number }; cash: { amount: number; realizedPnL: number };
dailyPnL: { date: string; pnl: number }[]; plan: DayPlan;
daysTraded: number;
}; };
const eligible: CopyItem[] = []; const eligible: CopyItem[] = [];
@@ -407,31 +474,13 @@ export async function copyTrade() {
} }
for (const acc of client.accountList) { for (const acc of client.accountList) {
if (client.positions[acc.id]) { console.log(`[copy-trade] ${acc.name}: already in trade — skip`); continue; } const ev = evaluateAccountForTrade(client, acc, tradeDate);
const cash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 }; if (!ev) { console.log(`[copy-trade] ${acc.name}: no matching config prefix — skip`); continue; }
const autoLiqThreshold = client.autoLiqThresholds[acc.id] ?? 0; if (!ev.eligible || !ev.plan) { console.log(`[copy-trade] ${acc.name}: ${ev.reason} — skip`); continue; }
if (isAccountDead(cash.amount, autoLiqThreshold)) { console.log(`[copy-trade] ${acc.name}: dead — skip`); continue; } // copyTrade has no extra-day branch — those accounts wait for the scheduler
if (!acc.active) { console.log(`[copy-trade] ${acc.name}: inactive (DLL) — skip`); continue; } if (ev.isExtraDay) { console.log(`[copy-trade] ${acc.name}: extra-day account — skip`); continue; }
const cfg = getAccountConfig(acc.id).accountType;
if (!cfg) { console.log(`[copy-trade] ${acc.name}: no matching config prefix — skip`); continue; }
if (cash.realizedPnL !== 0) { console.log(`[copy-trade] ${acc.name}: already traded today (realizedPnL=${cash.realizedPnL}) — skip`); continue; }
const dailyPnL: { date: string; pnl: number }[] = client.dailyPnL[acc.id] ?? []; eligible.push({ firmName: firm.name, client, acc, contract, cash: ev.cash, plan: ev.plan });
const daysTraded: number = client.daysTraded[acc.id] ?? 0;
const totalProfit = dailyPnL.reduce((sum, d) => sum + d.pnl, 0);
const priorProfit = client.priorProfit?.[acc.id] ?? 0;
const allFundTxns = client.fundTransactions?.[acc.id] ?? [];
const effective = resolveEffectiveConfig(
cfg.profitTarget, cfg.consistency, cfg.minTradingDays, cfg.targetSameEquity, cfg.withdrawalStages, priorProfit, allFundTxns
);
const equityProfit = cash.amount - cfg.accountSize;
const target = computeDailyTarget(effective.profitTarget, effective.consistency, dailyPnL, cfg.minDayPnL, effective.minTradingDays, equityProfit);
if (!target) { console.log(`[copy-trade] ${acc.name}: target=null (invalid balance) — skip`); continue; }
if (target.amount <= 0) { console.log(`[copy-trade] ${acc.name}: target=$${target.amount} (challenge complete) — skip`); continue; }
eligible.push({ firmName: firm.name, client, acc, contract, cash, dailyPnL, daysTraded });
} }
})); }));
@@ -445,28 +494,21 @@ export async function copyTrade() {
// Fire orders (same as Phase 2 of runTrade) // Fire orders (same as Phase 2 of runTrade)
const tradeResults = await Promise.allSettled(batch.map(async (item) => { const tradeResults = await Promise.allSettled(batch.map(async (item) => {
const { client, acc, contract, cash, dailyPnL } = item; const { client, acc, contract } = item;
const cfg = getAccountConfig(acc.id).accountType!; const cfg = getAccountConfig(acc.id).accountType!;
const totalProfit = dailyPnL.reduce((sum, d) => sum + d.pnl, 0);
const priorProfit = client.priorProfit?.[acc.id] ?? 0;
const allFundTxns = client.fundTransactions?.[acc.id] ?? [];
const effective = resolveEffectiveConfig(
cfg.profitTarget, cfg.consistency, cfg.minTradingDays, cfg.targetSameEquity, cfg.withdrawalStages, priorProfit, allFundTxns
);
const equityProfit = cash.amount - cfg.accountSize; const legAmount = item.plan.splitAllowed ? pickLegAmount(item.plan.remainingToday) : item.plan.remainingToday;
const target = computeDailyTarget(effective.profitTarget, effective.consistency, dailyPnL, cfg.minDayPnL, effective.minTradingDays, equityProfit); recordLeg(acc.id, tradeDate);
if (!target) throw new Error(`${acc.name}: invalid balance, cannot compute target`);
const rawContracts = Math.max(1, Math.ceil(target.amount / 1000)); const rawContracts = Math.max(1, Math.ceil(legAmount / 1000));
const contracts = cfg.maxPositionSize > 0 ? Math.min(rawContracts, cfg.maxPositionSize) : rawContracts; const contracts = cfg.maxPositionSize > 0 ? Math.min(rawContracts, cfg.maxPositionSize) : rawContracts;
const fill = await client.sendOrder(acc.id, contract.name, contracts, resolvedAction!, 'Market'); const fill = await client.sendOrder(acc.id, contract.name, contracts, resolvedAction!, 'Market');
await new Promise(r => setTimeout(r, 1000)); await new Promise(r => setTimeout(r, 1000));
const updatedCash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 }; const updatedCash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 };
const entryCommission = Math.abs(updatedCash.realizedPnL) || (2.5 * contracts); const entryCommission = Math.abs(updatedCash.realizedPnL - item.cash.realizedPnL) || (2.5 * contracts);
const totalCommission = entryCommission * 2; const totalCommission = entryCommission * 2;
const grossTarget = target.amount + totalCommission; const grossTarget = legAmount + totalCommission;
const targetPoints = grossTarget / (pointValue * contracts); const targetPoints = grossTarget / (pointValue * contracts);
const ticks = Math.ceil(targetPoints / contract.tickSize); const ticks = Math.ceil(targetPoints / contract.tickSize);
@@ -477,17 +519,19 @@ export async function copyTrade() {
const exitAction: 'Buy' | 'Sell' = resolvedAction === 'Buy' ? 'Sell' : 'Buy'; const exitAction: 'Buy' | 'Sell' = resolvedAction === 'Buy' ? 'Sell' : 'Buy';
const exitOrder = await client.placeOrderNoWait(acc.id, contract.name, contracts, exitAction, 'Limit', exitPrice); const exitOrder = await client.placeOrderNoWait(acc.id, contract.name, contracts, exitAction, 'Limit', exitPrice);
console.log(`[copy-trade] ${acc.name} (${item.firmName}) ${resolvedAction} ${contracts}x${resolvedSymbol} @ ${fill.price} | target $${target.amount} [${target.path}] | exit @ ${exitPrice} (orderId=${exitOrder.orderId})`); console.log(`[copy-trade] ${acc.name} (${item.firmName}) ${resolvedAction} ${contracts}x${resolvedSymbol} @ ${fill.price} | leg $${legAmount} of day $${item.plan.dayTarget} (remaining $${item.plan.remainingToday}) [${item.plan.path}] | exit @ ${exitPrice} (orderId=${exitOrder.orderId})`);
return { return {
account: acc.name, account: acc.name,
firm: item.firmName, firm: item.firmName,
status: 'filled', status: 'filled',
contracts, contracts,
target: target.amount, target: legAmount,
dayTarget: item.plan.dayTarget,
remainingBefore: item.plan.remainingToday,
grossTarget, grossTarget,
totalCommission, totalCommission,
targetPath: target.path, targetPath: item.plan.path,
entryPrice: fill.price, entryPrice: fill.price,
exitPrice, exitPrice,
commission: entryCommission, commission: entryCommission,
@@ -508,16 +552,16 @@ export async function copyTrade() {
// ── eligibility check ──────────────────────────────────────────────────────── // ── eligibility check ────────────────────────────────────────────────────────
/** Returns true if any configured account could still trade today (not dead, not inactive, hasn't traded, target > 0 or extra-day, or has open position). */ /** Returns true if any configured account could still trade today (eligible for a next leg / extra-day, or has an open position). */
function hasRemainingConfiguredAccounts(): boolean { function hasRemainingConfiguredAccounts(): boolean {
const firms = getTradableFirms(); const firms = getTradableFirms();
const clients = getClients(); const clients = getClients();
const tradeDate = currentTradeDateCT();
for (const firm of firms) { for (const firm of firms) {
const client = clients.get(firm.id); const client = clients.get(firm.id);
if (!client || client.accountList.length === 0) continue; if (!client || client.accountList.length === 0) continue;
for (const acc of client.accountList) { for (const acc of client.accountList) {
const cfg = getAccountConfig(acc.id).accountType; const cfg = getAccountConfig(acc.id).accountType;
if (!cfg) continue; // no config = not our account if (!cfg) continue; // no config = not our account
@@ -525,31 +569,8 @@ function hasRemainingConfiguredAccounts(): boolean {
// Account with open position = still in play // Account with open position = still in play
if (client.positions[acc.id]) return true; if (client.positions[acc.id]) return true;
const cash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 }; const ev = evaluateAccountForTrade(client, acc, tradeDate);
const autoLiqThreshold = client.autoLiqThresholds[acc.id] ?? 0; if (ev?.eligible) return true;
if (isAccountDead(cash.amount, autoLiqThreshold)) continue;
if (!acc.active) continue;
if (cash.realizedPnL !== 0) continue; // already traded today
const dailyPnL: { date: string; pnl: number }[] = client.dailyPnL[acc.id] ?? [];
const daysTraded: number = client.daysTraded[acc.id] ?? 0;
const totalProfit = dailyPnL.reduce((sum, d) => sum + d.pnl, 0);
const priorProfit = client.priorProfit?.[acc.id] ?? 0;
const allFundTxns = client.fundTransactions?.[acc.id] ?? [];
const effective = resolveEffectiveConfig(
cfg.profitTarget, cfg.consistency, cfg.minTradingDays, cfg.targetSameEquity, cfg.withdrawalStages, priorProfit, allFundTxns
);
const equityProfit = cash.amount - cfg.accountSize;
const target = computeDailyTarget(effective.profitTarget, effective.consistency, dailyPnL, cfg.minDayPnL, effective.minTradingDays, equityProfit);
if (!target) continue; // no valid balance → skip this account
const isMnqExtraDay = cfg.minDayPnL <= 0
&& effective.minTradingDays > daysTraded
&& totalProfit >= effective.profitTarget;
if (target.amount > 0 || isMnqExtraDay) return true;
} }
} }
+8 -5
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@@ -17,7 +17,7 @@ import { getClients } from './clients';
import { getTradableFirms } from './firm-catalog'; import { getTradableFirms } from './firm-catalog';
import { getAccountConfig } from './account-type-resolver'; import { getAccountConfig } from './account-type-resolver';
import { getSchedulerStatus } from './auto-trade'; import { getSchedulerStatus } from './auto-trade';
import { computeDailyTarget } from './trading-logic'; import { computeDayPlan, currentTradeDateCT, LEG_COMPLETION_EPSILON } from './trading-logic';
import type { AccountTypeStats } from './master-protocol'; import type { AccountTypeStats } from './master-protocol';
function collectFirmStats() { function collectFirmStats() {
@@ -83,10 +83,13 @@ function collectFirmStats() {
if (cfg) { if (cfg) {
const dailyPnL = client.dailyPnL[acc.id] ?? []; const dailyPnL = client.dailyPnL[acc.id] ?? [];
const equityProfit = cash.amount - cfg.accountSize; const equityProfit = cash.amount - cfg.accountSize;
const target = computeDailyTarget(cfg.profitTarget, cfg.consistency, dailyPnL, cfg.minDayPnL, cfg.minTradingDays, equityProfit); const plan = computeDayPlan(
const targetHit = !target ? false : acc.id, currentTradeDateCT(), cfg.profitTarget, cfg.consistency,
((target.amount === 0 && Math.abs(cash.realizedPnL) > 0 && (client.daysTraded[acc.id] ?? 0) <= cfg.minTradingDays) || dailyPnL, cfg.minDayPnL, cfg.minTradingDays, equityProfit, cash.realizedPnL
(cash.realizedPnL >= target.amount)); );
const targetHit = !plan ? false :
((plan.dayTarget === 0 && Math.abs(cash.realizedPnL) > 0 && (client.daysTraded[acc.id] ?? 0) <= cfg.minTradingDays) ||
(cash.realizedPnL > 0 && plan.remainingToday <= LEG_COMPLETION_EPSILON));
if (targetHit || cash.realizedPnL !== 0) { if (targetHit || cash.realizedPnL !== 0) {
accountsTraded++; accountsTraded++;
+129 -4
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@@ -48,6 +48,63 @@ export function resolveEffectiveProfitTarget(
return resolveEffectiveConfig(profitTarget, 0, 0, targetSameEquity, withdrawalStages, priorProfit, fundTransactions).profitTarget; return resolveEffectiveConfig(profitTarget, 0, 0, targetSameEquity, withdrawalStages, priorProfit, fundTransactions).profitTarget;
} }
// ── randomized targets / split legs ──────────────────────────────────────────
/** Split a day's target into multiple legs when it exceeds this. */
export const BIG_DAY_THRESHOLD = 1700;
/** Every split leg must be at least this. */
export const MIN_LEG = 800;
/** After at least one trade, a residual at or below this counts as "day done". */
export const LEG_COMPLETION_EPSILON = 25;
/** Safety valve: never fire more than this many legs per account per trade date. */
export const MAX_LEGS_PER_DAY = 8;
const round2 = (n: number) => Math.round(n * 100) / 100;
/**
* Deterministic random bump in {0, 5, 10, 15, 20, 25} for an (account, trade date) pair.
* Seeded (FNV-1a) rather than Math.random() so the dashboard, reporter, and trade path —
* which each compute the target independently — always agree on the same number.
*/
export function dailyBump(accountId: number, tradeDate: string): number {
const key = `${accountId}|${tradeDate}`;
let hash = 0x811c9dc5;
for (let i = 0; i < key.length; i++) {
hash ^= key.charCodeAt(i);
hash = Math.imul(hash, 0x01000193) >>> 0;
}
return (hash % 6) * 5;
}
/**
* Current Tradovate trade date as YYYY-MM-DD: the Chicago calendar date, rolled to the
* next day once the evening session opens (≥ 5:00 PM CT) — matching when Tradovate
* resets realizedPnL.
*/
export function currentTradeDateCT(now: Date = new Date()): string {
const parts = new Intl.DateTimeFormat('en-US', {
timeZone: 'America/Chicago',
year: 'numeric', month: '2-digit', day: '2-digit', hour: '2-digit', hour12: false,
}).formatToParts(now);
const get = (t: string) => parts.find((p) => p.type === t)?.value ?? '0';
let date = Date.UTC(Number(get('year')), Number(get('month')) - 1, Number(get('day')));
if (Number(get('hour')) % 24 >= 17) date += 24 * 60 * 60 * 1000;
return new Date(date).toISOString().slice(0, 10);
}
/**
* Pick the next leg to trade toward today's remaining target.
* remaining ≤ BIG_DAY_THRESHOLD → trade it all in one final leg; otherwise carve a random
* $5-rounded piece from [MIN_LEG, remaining − MIN_LEG] so the remainder also stays ≥ MIN_LEG.
*/
export function pickLegAmount(remainingToday: number, rand: () => number = Math.random): number {
if (remainingToday <= BIG_DAY_THRESHOLD) return round2(remainingToday);
const lo = MIN_LEG;
const hi = remainingToday - MIN_LEG;
const leg = Math.round((lo + rand() * (hi - lo)) / 5) * 5;
return Math.min(Math.max(leg, lo), hi);
}
/** Dollar-per-point value for common futures products. */ /** Dollar-per-point value for common futures products. */
export const POINT_VALUES: { [symbol: string]: number } = { export const POINT_VALUES: { [symbol: string]: number } = {
NQ: 20, MNQ: 2, ES: 50, MES: 5, NQ: 20, MNQ: 2, ES: 50, MES: 5,
@@ -83,7 +140,8 @@ export function computeDailyTarget(
dailyPnL: { date: string; pnl: number }[], dailyPnL: { date: string; pnl: number }[],
minDayPnL: number, // 0 = no minimum per day minDayPnL: number, // 0 = no minimum per day
minTradingDays: number, // 0 = no minimum trading days minTradingDays: number, // 0 = no minimum trading days
equityProfit: number | null | undefined // amount − accountSize. Null/undefined → skip (return null). 0 is valid. equityProfit: number | null | undefined, // amount − accountSize. Null/undefined → skip (return null). 0 is valid.
bump: number = 0 // random extra target. No consistency rule: applied when the min-day floor binds. Strict consistency: first trade ever only.
): { amount: number; path: 'first_day' | 'normal_day' | 'reduced_day' } | null { ): { amount: number; path: 'first_day' | 'normal_day' | 'reduced_day' } | null {
// Don't run if we don't have a real account balance to compute against — 0 is valid. // Don't run if we don't have a real account balance to compute against — 0 is valid.
if (typeof equityProfit !== 'number' || !Number.isFinite(equityProfit)) { if (typeof equityProfit !== 'number' || !Number.isFinite(equityProfit)) {
@@ -109,10 +167,14 @@ export function computeDailyTarget(
const remaining = Math.max(equityShortfall, consistencyShortfall); const remaining = Math.max(equityShortfall, consistencyShortfall);
const noConsistencyRule = consistency === 0 || consistency >= 1;
// 1. Both target and consistency already satisfied — coast on min-day if mandatory days remain. // 1. Both target and consistency already satisfied — coast on min-day if mandatory days remain.
if (remaining <= 0) { if (remaining <= 0) {
const needsMoreDays = minTradingDays > daysTraded; const needsMoreDays = minTradingDays > daysTraded;
return { amount: needsMoreDays ? effectiveMinDay : 0, path: 'reduced_day' }; let coastAmount = needsMoreDays ? effectiveMinDay : 0;
if (coastAmount > 0 && noConsistencyRule) coastAmount += bump;
return { amount: coastAmount, path: 'reduced_day' };
} }
// 2. Min-day reservation: future mandatory days each reserve minDayPnL. // 2. Min-day reservation: future mandatory days each reserve minDayPnL.
@@ -137,7 +199,7 @@ export function computeDailyTarget(
let consistencyCap: number; let consistencyCap: number;
let path: 'first_day' | 'normal_day' | 'reduced_day'; let path: 'first_day' | 'normal_day' | 'reduced_day';
if (consistency === 0 || consistency >= 1) { if (noConsistencyRule) {
consistencyCap = Infinity; consistencyCap = Infinity;
path = daysTraded === 0 ? 'first_day' : 'reduced_day'; path = daysTraded === 0 ? 'first_day' : 'reduced_day';
} else { } else {
@@ -157,7 +219,70 @@ export function computeDailyTarget(
// 4. Combine caps and apply min-day floor when mandatory days remain. // 4. Combine caps and apply min-day floor when mandatory days remain.
const raw = Math.min(consistencyCap, cappedByFuture); const raw = Math.min(consistencyCap, cappedByFuture);
const mustFloor = minTradingDays > daysTraded; const mustFloor = minTradingDays > daysTraded;
const amount = mustFloor ? Math.max(effectiveMinDay, raw) : Math.max(0, raw); let amount = mustFloor ? Math.max(effectiveMinDay, raw) : Math.max(0, raw);
// 5. Random bump. Without a consistency rule, bump the days where the min-day floor is
// what set the target (big days get their randomness from leg splitting instead).
// With a strict consistency rule, only the first trade ever gets a bump — a slight
// overshoot there just raises consistencyShortfall, which later days self-correct.
if (bump > 0) {
if (noConsistencyRule) {
if (mustFloor && raw <= effectiveMinDay && effectiveMinDay > 0) amount = effectiveMinDay + bump;
} else if (daysTraded === 0) {
amount += bump;
}
}
return { amount: Math.round(amount * 100) / 100, path }; return { amount: Math.round(amount * 100) / 100, path };
} }
export interface DayPlan {
/** Full target for this trade date (bump included) — a fixed anchor all day. */
dayTarget: number;
/** dayTarget minus what's already realized today; what's left to trade. */
remainingToday: number;
path: 'first_day' | 'normal_day' | 'reduced_day';
/** False for strict-consistency accounts past their first trade ever — single unsplit trade. */
splitAllowed: boolean;
}
/**
* Compute today's full target and what's still left of it, as of right now.
*
* Unlike calling computeDailyTarget directly, this anchors the day: today's PnL row (which
* the hourly Cash History refresh may write mid-day) is excluded, and day-start equity is
* reconstructed as equityProfit − realizedPnL. So the same (account, trade date) always
* yields the same dayTarget no matter when or where it's computed — the dashboard, the
* reporter, and the trade path agree, and completed legs only move remainingToday.
*/
export function computeDayPlan(
accountId: number,
tradeDate: string,
profitTarget: number,
consistency: number,
dailyPnL: { date: string; pnl: number }[],
minDayPnL: number,
minTradingDays: number,
equityProfit: number | null | undefined,
realizedPnL: number
): DayPlan | null {
if (typeof equityProfit !== 'number' || !Number.isFinite(equityProfit)) return null;
const priorDays = dailyPnL.filter((d) => d.date !== tradeDate);
const dayStartEquity = equityProfit - realizedPnL;
const target = computeDailyTarget(
profitTarget, consistency, priorDays, minDayPnL, minTradingDays,
dayStartEquity, dailyBump(accountId, tradeDate)
);
if (!target) return null;
const qualifyingDays = minDayPnL === 0 ? priorDays : priorDays.filter((d) => d.pnl >= minDayPnL);
const splitAllowed = consistency === 0 || consistency >= 1 || qualifyingDays.length === 0;
return {
dayTarget: target.amount,
remainingToday: round2(target.amount - realizedPnL),
path: target.path,
splitAllowed,
};
}