Fix consistency bug, rename Random to Auto, add stop-after-all, direction pills, copy-trade
Bug fixes: - Fix computeDailyTarget when consistency is 0% or 100%: treat as no constraint, letting min-day reservation or full remaining profit drive the target - Rename 'Random' to 'Auto' across entire codebase (types, API, UI, scheduler) Features: - Add "Stop after all eligible" checkbox: auto-stops scheduler when all configured accounts are dead, inactive, already traded, or challenge complete - Show position direction in status pill: "Long" (green) / "Short" (red) instead of generic "In Trade" (blue) - Add "Copy to Max" button: copies current trade direction to remaining eligible accounts up to max_concurrent_accounts limit 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
8d9a9a5ea9
commit
df793bfd70
+246
-7
@@ -107,20 +107,20 @@ function isInNoTradeWindow(): boolean {
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// ── core trade logic ──────────────────────────────────────────────────────────
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export async function runTrade(action: 'Buy' | 'Sell' | 'Random', symbol: string) {
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export async function runTrade(action: 'Buy' | 'Sell' | 'Auto', symbol: string) {
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if (isInNoTradeWindow()) {
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console.log('[auto-trade] CME market closed — skipping');
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return [];
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}
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// Resolve 'Random' symbol once per batch so all accounts trade the same symbol
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// Resolve 'Auto' symbol once per batch so all accounts trade the same symbol
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let resolvedSymbol = symbol;
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if (symbol === 'Random') {
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if (symbol === 'Auto') {
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const enabled = getInstruments().filter((i) => i.enabled).map((i) => i.symbol);
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resolvedSymbol = enabled.length > 0 ? enabled[Math.floor(Math.random() * enabled.length)] : 'NQ';
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console.log(`[auto-trade] random symbol resolved to: ${resolvedSymbol}`);
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}
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// Resolve Random action once per batch so all accounts trade the same direction
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const resolvedAction: 'Buy' | 'Sell' = action === 'Random'
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const resolvedAction: 'Buy' | 'Sell' = action === 'Auto'
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? (Math.random() < 0.5 ? 'Buy' : 'Sell')
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: action;
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const pointValue = POINT_VALUES[resolvedSymbol];
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@@ -307,14 +307,245 @@ export async function runTrade(action: 'Buy' | 'Sell' | 'Random', symbol: string
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return Array.from(firmResultsMap.entries()).map(([firm, results]) => ({ firm, results }));
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}
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// ── copy trade ───────────────────────────────────────────────────────────────
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/**
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* Copy the current trade direction to up to maxConcurrent accounts.
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* Finds accounts with open positions, determines direction, then fires
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* orders for eligible accounts that haven't traded yet.
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*/
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export async function copyTrade() {
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if (isInNoTradeWindow()) {
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console.log('[copy-trade] outside trading hours — skipping');
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return [];
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}
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const firms = getFirms();
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const clients = getClients();
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const maxConcurrent = Math.max(1, parseInt(getSetting('max_concurrent_accounts') ?? '5', 10));
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// Find all accounts with open positions to determine direction + symbol
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let resolvedAction: 'Buy' | 'Sell' | null = null;
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let resolvedSymbol: string | null = null;
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let positionedCount = 0;
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for (const firm of firms) {
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const client = clients.get(firm.id);
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if (!client) continue;
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for (const acc of client.accountList) {
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const pos = client.positions[acc.id];
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if (!pos) continue;
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positionedCount++;
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if (!resolvedAction) {
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resolvedAction = pos.netPos > 0 ? 'Buy' : 'Sell';
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}
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// Determine the symbol from the scheduler state (positions only have contractId)
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if (!resolvedSymbol) {
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const state = getState();
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resolvedSymbol = state.symbol === 'Auto' ? null : state.symbol;
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}
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}
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}
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if (!resolvedAction || positionedCount === 0) {
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console.log('[copy-trade] no open positions to copy from');
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return [];
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}
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// Fall back to enabled instruments if symbol unknown
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if (!resolvedSymbol) {
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const instruments = getInstruments();
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const enabled = instruments.filter(i => i.enabled).map(i => i.symbol);
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resolvedSymbol = enabled[0] ?? 'NQ';
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}
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const pointValue = POINT_VALUES[resolvedSymbol];
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if (!pointValue) {
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console.log(`[copy-trade] unknown symbol ${resolvedSymbol}`);
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return [];
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}
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const slotsAvailable = maxConcurrent - positionedCount;
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if (slotsAvailable <= 0) {
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console.log(`[copy-trade] already at max concurrent (${positionedCount}/${maxConcurrent})`);
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return [];
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}
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// Collect eligible accounts (same logic as Phase 1 of runTrade)
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type CopyItem = {
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firmName: string;
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client: any;
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acc: { id: number; name: string; active: boolean };
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contract: { name: string; tickSize: number };
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firmConfig: FirmConfig;
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dailyPnL: { date: string; pnl: number }[];
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daysTraded: number;
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};
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const eligible: CopyItem[] = [];
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await Promise.all(firms.map(async (firm) => {
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const client = clients.get(firm.id);
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if (!client || client.accountList.length === 0) return;
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if (isSymbolBanned(firm.id, resolvedSymbol!)) return;
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const firmConfig = mapFirmConfig(firm);
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const contract = await client.findFrontMonthContract(resolvedSymbol!);
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if (!contract) return;
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for (const acc of client.accountList) {
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if (client.positions[acc.id]) continue; // already in a trade
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const cash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 };
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const autoLiqThreshold = client.autoLiqThresholds[acc.id] ?? 0;
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if (isAccountDead(cash.amount, autoLiqThreshold)) continue;
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if (!acc.active) continue;
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const cfg = getAccountConfig(acc.name, firmConfig);
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if (!cfg) continue;
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if (cash.realizedPnL !== 0) continue; // already traded today
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const dailyPnL: { date: string; pnl: number }[] = client.dailyPnL[acc.id] ?? [];
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const daysTraded: number = client.daysTraded[acc.id] ?? 0;
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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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const target = computeDailyTarget(effective.profitTarget, effective.consistency, totalProfit, dailyPnL, cfg.minDayPnL, effective.minTradingDays);
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if (target.amount <= 0) continue;
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eligible.push({ firmName: firm.name, client, acc, contract, firmConfig, dailyPnL, daysTraded });
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}
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}));
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const batch = eligible.slice(0, slotsAvailable);
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if (batch.length === 0) {
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console.log('[copy-trade] no eligible accounts to copy to');
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return [];
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}
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console.log(`[copy-trade] copying ${resolvedAction} ${resolvedSymbol} to ${batch.length} account(s)`);
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// Fire orders (same as Phase 2 of runTrade)
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const tradeResults = await Promise.allSettled(batch.map(async (item) => {
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const { client, acc, contract, firmConfig, dailyPnL } = 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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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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const fill = await client.sendOrder(acc.id, contract.name, contracts, resolvedAction!, 'Market');
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await new Promise(r => setTimeout(r, 1000));
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const updatedCash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 };
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const entryCommission = Math.abs(updatedCash.realizedPnL) || (2.5 * contracts);
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const totalCommission = entryCommission * 2;
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const grossTarget = target.amount + totalCommission;
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const targetPoints = grossTarget / (pointValue * contracts);
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const ticks = Math.ceil(targetPoints / contract.tickSize);
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const exitPrice = resolvedAction === 'Buy'
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? fill.price + (ticks * contract.tickSize)
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: fill.price - (ticks * contract.tickSize);
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const exitAction: 'Buy' | 'Sell' = resolvedAction === 'Buy' ? 'Sell' : 'Buy';
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const exitOrder = await client.placeOrderNoWait(acc.id, contract.name, contracts, exitAction, 'Limit', exitPrice);
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console.log(`[copy-trade] ${acc.name} (${item.firmName}) ${resolvedAction} ${contracts}x${resolvedSymbol} @ ${fill.price} | target $${target.amount} [${target.path}] | exit @ ${exitPrice} (orderId=${exitOrder.orderId})`);
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return {
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account: acc.name,
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firm: item.firmName,
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status: 'filled',
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contracts,
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target: target.amount,
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grossTarget,
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totalCommission,
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targetPath: target.path,
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entryPrice: fill.price,
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exitPrice,
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commission: entryCommission,
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};
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}));
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const results: unknown[] = [];
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for (let i = 0; i < batch.length; i++) {
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const r = tradeResults[i];
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results.push(
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r.status === 'fulfilled'
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? r.value
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: { status: 'error', reason: (r.reason as any)?.message ?? String(r.reason) }
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);
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}
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return results;
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}
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// ── eligibility check ────────────────────────────────────────────────────────
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/** 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). */
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function hasRemainingConfiguredAccounts(): boolean {
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const firms = getFirms();
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const clients = getClients();
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for (const firm of firms) {
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const client = clients.get(firm.id);
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if (!client || client.accountList.length === 0) continue;
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const firmConfig = mapFirmConfig(firm);
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for (const acc of client.accountList) {
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const cfg = getAccountConfig(acc.name, firmConfig);
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if (!cfg) continue; // no config = not our account
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// Account with open position = still in play
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if (client.positions[acc.id]) return true;
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const cash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 };
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const autoLiqThreshold = client.autoLiqThresholds[acc.id] ?? 0;
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if (isAccountDead(cash.amount, autoLiqThreshold)) continue;
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if (!acc.active) continue;
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if (cash.realizedPnL !== 0) continue; // already traded today
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const dailyPnL: { date: string; pnl: number }[] = client.dailyPnL[acc.id] ?? [];
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const daysTraded: number = client.daysTraded[acc.id] ?? 0;
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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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const target = computeDailyTarget(effective.profitTarget, effective.consistency, totalProfit, dailyPnL, cfg.minDayPnL, effective.minTradingDays);
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const isMnqExtraDay = cfg.minDayPnL <= 0
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&& effective.minTradingDays > daysTraded
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&& totalProfit >= effective.profitTarget;
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if (target.amount > 0 || isMnqExtraDay) return true;
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}
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}
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return false;
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}
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// ── scheduler ─────────────────────────────────────────────────────────────────
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interface SchedulerState {
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action: 'Buy' | 'Sell' | 'Random';
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action: 'Buy' | 'Sell' | 'Auto';
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symbol: string;
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intervalId: ReturnType<typeof setInterval> | null;
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lastRun: Date | null;
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running: boolean;
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stopAfterAll: boolean;
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}
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// Global singleton (survives HMR in dev via module cache)
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@@ -322,12 +553,12 @@ const _global = globalThis as typeof globalThis & { __autoTrader?: SchedulerStat
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function getState(): SchedulerState {
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if (!_global.__autoTrader) {
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_global.__autoTrader = { action: 'Buy', symbol: 'NQ', intervalId: null, lastRun: null, running: false };
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_global.__autoTrader = { action: 'Buy', symbol: 'NQ', intervalId: null, lastRun: null, running: false, stopAfterAll: false };
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}
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return _global.__autoTrader;
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}
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export function startScheduler(action: 'Buy' | 'Sell' | 'Random', symbol: string) {
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export function startScheduler(action: 'Buy' | 'Sell' | 'Auto', symbol: string, stopAfterAll: boolean = false) {
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const state = getState();
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// Clear any existing interval
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@@ -338,6 +569,7 @@ export function startScheduler(action: 'Buy' | 'Sell' | 'Random', symbol: string
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state.action = action;
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state.symbol = symbol;
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state.running = true;
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state.stopAfterAll = stopAfterAll;
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const tick = async () => {
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if (!state.running) return;
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@@ -370,6 +602,12 @@ export function startScheduler(action: 'Buy' | 'Sell' | 'Random', symbol: string
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const results = await runTrade(state.action, state.symbol);
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const filled = results.flatMap((r: any) => r.results ?? []).filter((r: any) => r.status === 'filled').length;
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if (filled > 0) console.log(`[scheduler] tick: ${filled} account(s) filled`);
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// Auto-stop if user opted in and no configured accounts can trade anymore
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if (state.stopAfterAll && !hasRemainingConfiguredAccounts()) {
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console.log('[scheduler] all configured accounts done for today — stopping');
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stopScheduler();
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}
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} catch (err) {
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console.error('[scheduler] tick error:', err);
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}
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@@ -398,5 +636,6 @@ export function getSchedulerStatus() {
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symbol: state.symbol,
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lastRun: state.lastRun,
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intervalSeconds: parseInt(getSetting('tick_interval_seconds') ?? '60', 10),
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stopAfterAll: state.stopAfterAll,
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};
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}
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