From fa2aad38cb8f69bdb18d2f3348d3ba2f4ef1ccbc Mon Sep 17 00:00:00 2001
From: Brandon Li <brandonli@Brandons-MacBook-Pro.local>
Date: Mon, 20 Apr 2026 20:30:41 -0500
Subject: [PATCH] Use actual first-trade timestamp for same-day withdrawal
 filtering

Instead of the 9 AM CT heuristic, compare the withdrawal timestamp
against the day's earliest trade timestamp. If trades happened AFTER
the withdrawal, those trades count toward the new cycle.

Falls back to the 9 AM heuristic when first-trade timestamp is
unavailable (e.g., cache-only fallback path).

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
---
 lib/tradovate-class.ts | 40 ++++++++++++++++++++++++++++------------
 1 file changed, 28 insertions(+), 12 deletions(-)

diff --git a/lib/tradovate-class.ts b/lib/tradovate-class.ts
index df72272..0587f8e 100644
--- a/lib/tradovate-class.ts
+++ b/lib/tradovate-class.ts
@@ -391,14 +391,22 @@ export class TradovateClient {
     }
 
     /**
-     * Returns true when a withdrawal happened before the trading session started,
+     * Returns true when a withdrawal happened before the first trade of the day,
      * meaning that day's trades belong to the NEW cycle.
      * Timestamp format from Tradovate: "MM/DD/YYYY HH:MM:SS" in Central Time.
-     * Cutoff: before 9:00 AM CT → "before trading".
+     * Falls back to 9:00 AM CT cutoff when firstTradeTimestamp is not available.
      */
-    private static isWithdrawalBeforeTrading(timestamp: string | null): boolean {
-        if (!timestamp) return false;
-        const match = timestamp.match(/\d{2}\/\d{2}\/\d{4}\s+(\d{2}):\d{2}:\d{2}/);
+    private static isWithdrawalBeforeFirstTrade(
+        fundTimestamp: string | null,
+        firstTradeTimestamp: string | null
+    ): boolean {
+        if (!fundTimestamp) return false;
+        if (firstTradeTimestamp) {
+            // Direct comparison — withdrawal before the day's first trade
+            return fundTimestamp < firstTradeTimestamp;
+        }
+        // Fallback heuristic: before 9:00 AM CT
+        const match = fundTimestamp.match(/\d{2}\/\d{2}\/\d{4}\s+(\d{2}):\d{2}:\d{2}/);
         if (!match) return false;
         return parseInt(match[1], 10) < 9;
     }
@@ -406,21 +414,22 @@ export class TradovateClient {
     /**
      * Filters daily PnL entries for the current cycle based on fund date and withdrawal timing.
      * - Deposit: include the fund date (trading can start same day)
-     * - Withdrawal before trading session: include the fund date (day's trades are new cycle)
-     * - Withdrawal during/after trading: exclude the fund date (day's trades are old cycle)
+     * - Withdrawal before first trade: include the fund date (day's trades are new cycle)
+     * - Withdrawal during/after first trade: exclude the fund date (day's trades are old cycle)
      */
     private static filterActivePnL(
         entries: { date: string; pnl: number }[],
         fundDate: string | null,
         isWithdrawal: boolean,
-        fundTimestamp: string | null
+        fundTimestamp: string | null,
+        firstTradeTimestamp: string | null = null
     ): { active: { date: string; pnl: number }[]; prior: { date: string; pnl: number }[] } {
         if (!fundDate) return { active: entries, prior: [] };
 
-        // Withdrawal before trading → day belongs to NEW cycle (use >=)
-        // Withdrawal during/after trading → day belongs to OLD cycle (use >)
+        // Withdrawal before first trade → day belongs to NEW cycle (use >=)
+        // Withdrawal during/after first trade → day belongs to OLD cycle (use >)
         // Deposit → always include the day (use >=)
-        const excludeFundDate = isWithdrawal && !TradovateClient.isWithdrawalBeforeTrading(fundTimestamp);
+        const excludeFundDate = isWithdrawal && !TradovateClient.isWithdrawalBeforeFirstTrade(fundTimestamp, firstTradeTimestamp);
 
         const active = entries.filter((d) => excludeFundDate ? d.date > fundDate : d.date >= fundDate);
         const prior = entries.filter((d) => excludeFundDate ? d.date <= fundDate : d.date < fundDate);
@@ -522,6 +531,7 @@ export class TradovateClient {
                 const fundMap: { [date: string]: number } = {};
                 const fundTimestampMap: { [date: string]: string } = {};
                 const dailyMap: { [date: string]: number } = {};
+                const firstTradeTsMap: { [date: string]: string } = {};
                 for (const row of rows) {
                     const changeType = (row['Cash Change Type'] ?? '').trim();
                     if (changeType === 'Fund Transaction' || changeType === 'Manual Adjustment') {
@@ -535,6 +545,11 @@ export class TradovateClient {
                     const delta = parseFloat((row['Delta'] ?? '0').replace(/,/g, ''));
                     if (isNaN(delta)) continue;
                     dailyMap[row['Date']] = (dailyMap[row['Date']] ?? 0) + delta;
+                    // Track earliest trade timestamp per date
+                    const ts = row['Timestamp'];
+                    if (ts && (!firstTradeTsMap[row['Date']] || ts < firstTradeTsMap[row['Date']])) {
+                        firstTradeTsMap[row['Date']] = ts;
+                    }
                 }
 
                 // Persist fund transactions so they survive beyond the 28-day window
@@ -566,8 +581,9 @@ export class TradovateClient {
                 const lastFundAmt = fundDate ? (fundMap[fundDate] ?? null) : null;
                 const isWithdrawal = lastFundAmt !== null && lastFundAmt < 0;
                 const lastFundTs = fundDate ? (fundTimestampMap[fundDate] ?? loadAccountMeta(account.id, 'last_fund_timestamp')) : null;
+                const firstTradeTs = fundDate ? (firstTradeTsMap[fundDate] ?? null) : null;
                 const { active, prior: priorEntries } = TradovateClient.filterActivePnL(
-                    merged, fundDate, isWithdrawal, lastFundTs
+                    merged, fundDate, isWithdrawal, lastFundTs, firstTradeTs
                 );
                 this.priorProfit[account.id] = Math.round(priorEntries.reduce((s, d) => s + d.pnl, 0) * 100) / 100;