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Vest: a split day's next leg gives back the day's gain plus the limit

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On a split day the next Vest leg's daily-loss room now adds the day's gain
still in the account to the bot's limit (floorRoom's `gain`), never past
Vest's own floor, and the leg sizes up for the same target hold (Dingo's
next eval leg: $455k -> $842k at 1.5 h, win 28% -> 56%). Other platforms
are unchanged: dllRoom still never widens on a green day.

The gain only widens a leg all but sure to close before Vest's 8 PM ET
reset (resetClearStop, held to the shortest leg the day may carve), and
none of a hand claim's profit counts. The last-stand margin is measured
against the limit, so a green day can't drop a leg's stop.

Around the reset: no new Vest position opens in the last 7 minutes, and
the guard re-fits every 15 s on fresh positions instead of one pass. An
account's positions share the next-day room (stops first, least at risk
first; locked-in profit counts), a hand-moved stop is fitted again, and a
close or profit-side stop that doesn't take is retried or closed.

The dashboard's next stop now reserves for the leg's notional, as fireLeg
does, so DXtrade labels read smaller (display only).

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-10-27 07:21:52 -05:00
co-authored by Claude Opus 5.5
parent 1e844178de
commit f0c1569d96
9 changed files with 364 additions and 89 deletions
Download Patch File Download Diff File Expand all files Collapse all files
app/api/state/route.ts
+12 -10
View File
@@ -11,7 +11,7 @@ import type { AccountState } from '@/types';
import {
combineCmeSessions, computeDayPlan, cycleCompletion, resolveEffectiveConfig, currentTradeDateCT,
obfuscationStopDollars, dllStopDollars, botStopsActive, stageInputsFor,
maxLossRoom, lastStand as isLastStand,
maxLossRoom, lastStand as isLastStand, shortestNextLeg,
LEG_COMPLETION_EPSILON,
} from '@/lib/trading-logic';
@@ -133,7 +133,7 @@ export async function GET() {
// daily-loss stop, before fees. A min day trades its whole
// remaining target as one leg.
const dll = effective?.dailyLossLimit ?? 0;
dllRoom = dayLossRoom(client, acc.id, dll, cash, combined.realizedPnL);
dllRoom = dayLossRoom(client, acc.id, dll, cash, combined.realizedPnL, plan ? shortestNextLeg(plan) : 0);
// The max-drawdown floor, and whether the next leg is a last
// stand — no daily-loss stop — as fireLeg decides it.
const floorRoom = maxLossRoom({
@@ -147,14 +147,6 @@ export async function GET() {
// "stop $912" for a leg that never fires.
const dayBooked = obfuscationDayBooked(cfg, acc.id, tradeDate, combined.realizedPnL) !== null;
lastStandNext = !dayBooked && dllRoom !== null && isLastStand({ dllRoom, dailyLossLimit: dll, maxLossRoom: floorRoom });
if (plan && !dayBooked && botStopsActive(cfg)) {
const obf = obfuscationStopDollars(cfg, dailyPnL, plan, combined.tradeDate, plan.remainingToday);
const hard = dllRoom !== null && !lastStandNext
? dllStopDollars({ room: dllRoom, dailyLossLimit: dll, entryFee: 0, commissionPct: 0 })
: Infinity;
const stop = Math.min(Number.isFinite(obf) && obf > 0 ? obf : Infinity, hard);
if (Number.isFinite(stop) && stop > 0) nextStop = Math.round(stop * 100) / 100;
}
// DXtrade: the next leg sized on every surveyed instrument as
// fireLeg would, and the one a batch would pick.
@@ -179,6 +171,16 @@ export async function GET() {
};
}
}
if (plan && !dayBooked && botStopsActive(cfg)) {
const obf = obfuscationStopDollars(cfg, dailyPnL, plan, combined.tradeDate, plan.remainingToday);
// The reserve grows with the position (dllReserve): at
// the size the next leg would trade, where it's known.
const hard = dllRoom !== null && !lastStandNext
? dllStopDollars({ room: dllRoom, dailyLossLimit: dll, entryFee: 0, commissionPct: 0, notional: holdEstimate?.notional })
: Infinity;
const stop = Math.min(Number.isFinite(obf) && obf > 0 ? obf : Infinity, hard);
if (Number.isFinite(stop) && stop > 0) nextStop = Math.round(stop * 100) / 100;
}
// Effective profit target = max(stage target, consistency realTarget).
// If a big day forces the consistency rule, the account must reach maxDay/consistency