Count CME holiday sessions as one combined trading day when the type opts in
Account types with the catalog's new combineCmeHolidays flag are read through a combined-day view: holiday-session P&L entries fold into the next full trading day (computed from the federal-holiday rules, so any year works), the day count matches how the firm records it (Apex: Sun/ Mon/Tue around a Monday holiday is ONE day), and on the later sessions of the stretch the earlier sessions' booked P&L carries into realized — so day targets, already-traded gates, target-hit status and the panel's day P&L all treat the stretch as a single day. Off by default; older masters that don't send the flag behave exactly as before. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
co-authored by
Claude Fable 5
parent
57846d2b5f
commit
f07721019b
@@ -1,5 +1,7 @@
|
||||
import { NextResponse } from 'next/server';
|
||||
import { getClients } from '@/lib/clients';
|
||||
import { getAccountConfig } from '@/lib/account-type-resolver';
|
||||
import { combineCmeSessions, currentTradeDateCT } from '@/lib/trading-logic';
|
||||
|
||||
export async function GET(_req: Request, { params }: { params: Promise<{ id: string }> }) {
|
||||
const { id } = await params;
|
||||
@@ -9,7 +11,10 @@ export async function GET(_req: Request, { params }: { params: Promise<{ id: str
|
||||
for (const client of clients.values()) {
|
||||
const daily = client.dailyPnL?.[accountId];
|
||||
if (daily !== undefined) {
|
||||
return NextResponse.json(daily);
|
||||
// Serve the same combined-day view the rest of the app computes
|
||||
// with, so a combining firm's holiday stretch shows as one row.
|
||||
const combine = getAccountConfig(accountId).accountType?.combineCmeHolidays === true;
|
||||
return NextResponse.json(combineCmeSessions(combine, daily, currentTradeDateCT(), 0).dailyPnL);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -37,6 +37,7 @@ export async function GET() {
|
||||
maxPositionSize: a.maxPositionSize,
|
||||
targetSameEquity: a.targetSameEquity,
|
||||
splitEnabled: a.splitEnabled,
|
||||
combineCmeHolidays: a.combineCmeHolidays,
|
||||
withdrawalStages: a.withdrawalStages,
|
||||
})),
|
||||
catalogUpdatedAt: firm.updatedAt,
|
||||
|
||||
+27
-10
@@ -3,7 +3,7 @@ import { loadDailyPnL } from '@/lib/db';
|
||||
import { getClients } from '@/lib/clients';
|
||||
import { getCachedCatalog } from '@/lib/firm-catalog';
|
||||
import { getAccountConfig, getInferredSize, matchAccountType } from '@/lib/account-type-resolver';
|
||||
import { computeDayPlan, resolveEffectiveConfig, currentTradeDateCT, LEG_COMPLETION_EPSILON } from '@/lib/trading-logic';
|
||||
import { combineCmeSessions, computeDayPlan, resolveEffectiveConfig, currentTradeDateCT, LEG_COMPLETION_EPSILON } from '@/lib/trading-logic';
|
||||
|
||||
export async function GET() {
|
||||
try {
|
||||
@@ -22,8 +22,6 @@ export async function GET() {
|
||||
}
|
||||
const accounts = client.accountList.map((acc) => {
|
||||
const cash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 };
|
||||
const dailyPnL: { date: string; pnl: number }[] = client.dailyPnL[acc.id] ?? [];
|
||||
const totalProfit = dailyPnL.reduce((sum, d) => sum + d.pnl, 0);
|
||||
|
||||
// One lookup against the assignment table — no prefix matching
|
||||
// here any more. An unassigned account gets no targets, which
|
||||
@@ -31,11 +29,23 @@ export async function GET() {
|
||||
const resolved = getAccountConfig(acc.id);
|
||||
const cfg = resolved.accountType;
|
||||
const inferredAccountSize = getInferredSize(acc.id, client);
|
||||
|
||||
// A combining firm records holiday sessions with the next full
|
||||
// trading day — everything below reads the account through that
|
||||
// view (the identity view when the account type doesn't combine).
|
||||
const combined = combineCmeSessions(
|
||||
cfg?.combineCmeHolidays === true,
|
||||
client.dailyPnL[acc.id] ?? [],
|
||||
tradeDate,
|
||||
cash.realizedPnL,
|
||||
);
|
||||
const dailyPnL = combined.dailyPnL;
|
||||
const totalProfit = dailyPnL.reduce((sum, d) => sum + d.pnl, 0);
|
||||
// Days traded counts only days that hit minDayPnL (when set) — that's what
|
||||
// the firm requires toward the min trading day rule.
|
||||
const daysTraded: number = cfg && cfg.minDayPnL > 0
|
||||
? dailyPnL.filter((d) => d.pnl >= cfg.minDayPnL).length
|
||||
: (client.daysTraded[acc.id] ?? 0);
|
||||
: combined.daysTraded;
|
||||
const autoLiqThreshold = client.autoLiqThresholds[acc.id] ?? 0;
|
||||
const isDead = autoLiqThreshold > 0 && cash.amount <= autoLiqThreshold;
|
||||
const allFundTxns = client.fundTransactions?.[acc.id] ?? [];
|
||||
@@ -68,8 +78,8 @@ export async function GET() {
|
||||
);
|
||||
const equityProfit = cash.amount - cfg.accountSize;
|
||||
const plan = computeDayPlan(
|
||||
acc.id, tradeDate, effective.profitTarget, effective.consistency,
|
||||
dailyPnL, cfg.minDayPnL, effective.minTradingDays, equityProfit, cash.realizedPnL,
|
||||
acc.id, combined.tradeDate, effective.profitTarget, effective.consistency,
|
||||
dailyPnL, cfg.minDayPnL, effective.minTradingDays, equityProfit, combined.realizedPnL,
|
||||
cfg.splitEnabled
|
||||
);
|
||||
dailyTarget = plan ? { amount: plan.dayTarget, path: plan.path } : null;
|
||||
@@ -87,8 +97,8 @@ export async function GET() {
|
||||
// Condition 2: target > 0 → all legs done (day's remaining target used up)
|
||||
if (plan) {
|
||||
targetHit =
|
||||
(plan.dayTarget === 0 && Math.abs(cash.realizedPnL) > 0 && client.daysTraded[acc.id] <= effective.minTradingDays) ||
|
||||
(cash.realizedPnL > 0 && plan.remainingToday <= LEG_COMPLETION_EPSILON);
|
||||
(plan.dayTarget === 0 && Math.abs(combined.realizedPnL) > 0 && combined.daysTraded <= effective.minTradingDays) ||
|
||||
(combined.realizedPnL > 0 && plan.remainingToday <= LEG_COMPLETION_EPSILON);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -97,7 +107,9 @@ export async function GET() {
|
||||
name: acc.name,
|
||||
active: acc.active,
|
||||
amount: cash.amount,
|
||||
realizedPnL: cash.realizedPnL,
|
||||
// The combined day's P&L, not just the current session's —
|
||||
// on the Tuesday after a holiday this includes Sun/Mon.
|
||||
realizedPnL: combined.realizedPnL,
|
||||
daysTraded,
|
||||
positionDirection: client.positions[acc.id]
|
||||
? (client.positions[acc.id].netPos > 0 ? 'long' as const : 'short' as const)
|
||||
@@ -110,7 +122,12 @@ export async function GET() {
|
||||
remainingToday,
|
||||
effectiveProfitTarget,
|
||||
dailyPnL,
|
||||
fullDailyPnL: client.fullDailyPnL?.[acc.id] ?? loadDailyPnL(acc.id),
|
||||
fullDailyPnL: combineCmeSessions(
|
||||
cfg?.combineCmeHolidays === true,
|
||||
client.fullDailyPnL?.[acc.id] ?? loadDailyPnL(acc.id),
|
||||
tradeDate,
|
||||
0,
|
||||
).dailyPnL,
|
||||
fundTransactions: displayFundTxns,
|
||||
accountTypeId: resolved.accountTypeId,
|
||||
accountTypeLabel: cfg?.label ?? null,
|
||||
|
||||
Reference in New Issue
Block a user