/** * Resolve the effective profit target and consistency for an account based on its withdrawal strategy. * * Mode A (targetSameEquity=true): the account must reach the same cumulative equity level. * remainingProfit = priorProfit + totalWithdrawals (profit still in the account after payouts) * effectiveProfitTarget = profitTarget − remainingProfit * * Mode B (withdrawalStages non-empty): Stage 1 (no withdrawals yet) uses base profitTarget/consistency. * After the Nth withdrawal, use withdrawalStages[N-1]; last stage repeats. * Fallback: returns base profitTarget and consistency unchanged. */ export function resolveEffectiveConfig( profitTarget: number, consistency: number, minTradingDays: number, targetSameEquity: boolean, withdrawalStages: { profit: number; consistency: number; minTradingDays: number }[], priorProfit: number, fundTransactions: { date: string; amount: number }[] ): { profitTarget: number; consistency: number; minTradingDays: number } { if (targetSameEquity) { // Withdrawals reduce the profit remaining in the account const totalWithdrawals = fundTransactions .filter((f) => f.amount < 0) .reduce((s, f) => s + f.amount, 0); // negative sum const remainingProfit = priorProfit + totalWithdrawals; return { profitTarget: Math.max(0, profitTarget - remainingProfit), consistency, minTradingDays }; } if (withdrawalStages.length > 0) { const withdrawalCount = fundTransactions.filter((f) => f.amount < 0).length; if (withdrawalCount === 0) { return { profitTarget, consistency, minTradingDays }; // Stage 1 = base values } const idx = Math.min(withdrawalCount - 1, withdrawalStages.length - 1); const stage = withdrawalStages[idx]; return { profitTarget: stage.profit, consistency: stage.consistency, minTradingDays: stage.minTradingDays }; } return { profitTarget, consistency, minTradingDays }; } /** @deprecated Use resolveEffectiveConfig instead */ export function resolveEffectiveProfitTarget( profitTarget: number, targetSameEquity: boolean, withdrawalStages: { profit: number; consistency: number; minTradingDays: number }[], priorProfit: number, fundTransactions: { date: string; amount: number }[] ): number { return resolveEffectiveConfig(profitTarget, 0, 0, targetSameEquity, withdrawalStages, priorProfit, fundTransactions).profitTarget; } /** Dollar-per-point value for common futures products. */ export const POINT_VALUES: { [symbol: string]: number } = { NQ: 20, MNQ: 2, ES: 50, MES: 5, YM: 5, MYM: 0.5, RTY: 50, M2K: 10, GC: 100, MGC: 10, SI: 50, CL: 1000, MCL: 100, NG: 10000, ZB: 1000, ZN: 1000, ZF: 1000, '6E': 125000, '6J': 12500000, '6B': 62500, }; /** * Compute the next trading day's profit target for an account. * * Path 1 – No positive trading days yet: * target = profitTarget × consistency * * Path 2 – At least one positive day exists: * maxDay = highest single-day P&L so far * realTarget = maxDay / consistency (the total profit at which maxDay ≤ consistency% of total) * needed = realTarget − totalProfit * * if needed > maxDay → target maxDay (still a long way from the real target; trade a normal day) * else → target needed (close to the real target; aim for exactly what's left) * * Min-day reservation (only when minDayPnL > 0): * When there are still mandatory trading days remaining, today's target is capped so that * enough profit is reserved for each future mandatory day to meet minDayPnL. * Cap = (profitTarget - totalProfit) − (remainingDaysAfterToday × minDayPnL) * Floor = minDayPnL (we must make at least this today) */ export function computeDailyTarget( profitTarget: number, consistency: number, totalProfit: number, dailyPnL: { date: string; pnl: number }[], minDayPnL: number = 0, // -999 or 0 = no minimum per day minTradingDays: number = 0 // 0 = no minimum trading days ): { amount: number; path: 'first_day' | 'normal_day' | 'reduced_day' } { const qualifyingDays = minDayPnL === 0 ? dailyPnL : dailyPnL.filter((d) => d.pnl >= minDayPnL); const daysTraded = qualifyingDays.length; // --- Base target via consistency logic --- let baseAmount: number; let path: 'first_day' | 'normal_day' | 'reduced_day'; if (daysTraded === 0) { // 0% or 100% consistency = no constraint; let min-day reservation drive the target baseAmount = (consistency === 0 || consistency >= 1) ? 0 : profitTarget * consistency; path = 'first_day'; } else if (consistency === 0 || consistency >= 1) { // No consistency rule to satisfy — base amount is $0. // The min-day reservation block below handles any mandatory-day targeting. baseAmount = 0; path = 'reduced_day'; } else if (totalProfit >= profitTarget) { // Profit target already met — stop solving for consistency, let min-day reservation handle remaining days baseAmount = 0; path = 'reduced_day'; } else { const maxDay = Math.max(...qualifyingDays.map((d) => d.pnl)); const realTarget = maxDay / consistency; const needed = realTarget - totalProfit; if (needed > maxDay) { baseAmount = maxDay; path = 'normal_day'; } else { baseAmount = Math.max(0, needed); path = 'reduced_day'; } } // --- Min-day reservation (only when minDayPnL is a positive value) --- const effectiveMinDay = minDayPnL > 0 ? minDayPnL : 0; if (effectiveMinDay > 0 && minTradingDays > daysTraded) { const remaining = profitTarget - totalProfit; // intentionally NOT clamped — can be negative if (remaining <= 0) { // Profit target already met but mandatory trading days not yet satisfied. // Trade exactly minDayPnL each remaining day. return { amount: effectiveMinDay, path }; } const remainingMandatoryDays = minTradingDays - daysTraded; // includes today const futureReserve = (remainingMandatoryDays - 1) * effectiveMinDay; // Cap: don't take more than what's available after reserving future days const cappedByFuture = remaining - futureReserve; // Floor: must make at least minDayPnL today (or whatever is left if less) const floor = Math.min(effectiveMinDay, remaining); // Target what's needed to stay on track for profitTarget (cappedByFuture), floored at minDayPnL. // Consistency-based baseAmount is intentionally ignored here — profitTarget takes priority. const amount = Math.max(floor, cappedByFuture); return { amount: Math.round(amount * 100) / 100, path }; } // When no consistency constraint and no min-day reservation applied, target the full remaining profit if (baseAmount <= 0 && (consistency === 0 || consistency >= 1)) { baseAmount = Math.max(0, profitTarget - totalProfit); } return { amount: Math.round(Math.max(baseAmount, effectiveMinDay) * 100) / 100, path }; }