Adds a daily_pnl SQLite table that accumulates trade history indefinitely. On each hourly fetch, fresh API data is upserted (not replaced) so entries older than Tradovate's 28-day limit are preserved. Cache is loaded at startup and used as fallback when both report requests fail. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
256 lines
9.9 KiB
TypeScript
256 lines
9.9 KiB
TypeScript
import Database from 'better-sqlite3';
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import path from 'path';
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const db = new Database(path.join(process.cwd(), 'autotrader.sqlite'));
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db.pragma('foreign_keys = ON');
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db.exec(`
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CREATE TABLE IF NOT EXISTS firms (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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name TEXT NOT NULL UNIQUE,
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username TEXT NOT NULL,
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password TEXT NOT NULL
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);
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CREATE TABLE IF NOT EXISTS account_configs (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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firm_id INTEGER NOT NULL REFERENCES firms(id) ON DELETE CASCADE,
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prefix TEXT NOT NULL,
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profit_target REAL NOT NULL DEFAULT 3000,
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consistency REAL NOT NULL DEFAULT 0.5,
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min_day_pnl REAL NOT NULL DEFAULT -999,
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min_trading_days INTEGER NOT NULL DEFAULT 5
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);
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CREATE TABLE IF NOT EXISTS instruments (
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symbol TEXT PRIMARY KEY,
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enabled INTEGER NOT NULL DEFAULT 1
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);
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`);
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// Migration: add account_size column if it doesn't exist yet
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try {
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db.exec('ALTER TABLE account_configs ADD COLUMN account_size REAL NOT NULL DEFAULT 50000');
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} catch {
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// Column already exists
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}
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// Migration: add max_loss column (0 = no max loss limit)
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try {
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db.exec('ALTER TABLE account_configs ADD COLUMN max_loss REAL NOT NULL DEFAULT 0');
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} catch {
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// Column already exists
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}
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// Migration: add max_position_size column (0 = no limit)
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try {
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db.exec('ALTER TABLE account_configs ADD COLUMN max_position_size INTEGER NOT NULL DEFAULT 0');
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} catch {
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// Column already exists
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}
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// ── Interfaces ─────────────────────────────────────────────────────────────
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export interface AccountConfigRow {
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id: number;
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firm_id: number;
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prefix: string;
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profit_target: number;
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consistency: number;
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min_day_pnl: number;
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min_trading_days: number;
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account_size: number;
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max_loss: number;
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max_position_size: number;
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}
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export interface FirmRow {
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id: number;
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name: string;
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username: string;
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password: string;
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}
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export interface FirmWithAccounts extends FirmRow {
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accounts: AccountConfigRow[];
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}
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// ── Firms ───────────────────────────────────────────────────────────────────
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export function getFirms(): FirmWithAccounts[] {
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const firms = db.prepare('SELECT * FROM firms ORDER BY id').all() as FirmRow[];
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const getAccounts = db.prepare('SELECT * FROM account_configs WHERE firm_id = ? ORDER BY id');
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return firms.map((firm) => ({
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...firm,
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accounts: getAccounts.all(firm.id) as AccountConfigRow[],
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}));
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}
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export function getFirmById(id: number): FirmWithAccounts | undefined {
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const firm = db.prepare('SELECT * FROM firms WHERE id = ?').get(id) as FirmRow | undefined;
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if (!firm) return undefined;
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const accounts = db.prepare('SELECT * FROM account_configs WHERE firm_id = ? ORDER BY id').all(id) as AccountConfigRow[];
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return { ...firm, accounts };
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}
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export function createFirm(name: string, username: string, password: string): FirmRow {
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const stmt = db.prepare('INSERT INTO firms (name, username, password) VALUES (?, ?, ?)');
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const result = stmt.run(name, username, password);
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return db.prepare('SELECT * FROM firms WHERE id = ?').get(result.lastInsertRowid) as FirmRow;
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}
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export function deleteFirm(id: number): boolean {
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const result = db.prepare('DELETE FROM firms WHERE id = ?').run(id);
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return result.changes > 0;
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}
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// ── Account Configs ─────────────────────────────────────────────────────────
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export function createAccountConfig(firmId: number, data: {
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prefix: string;
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profitTarget: number;
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consistency: number;
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minDayPnL: number;
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minTradingDays: number;
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accountSize: number;
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maxLoss: number;
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maxPositionSize: number;
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}): AccountConfigRow {
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const stmt = db.prepare(
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'INSERT INTO account_configs (firm_id, prefix, profit_target, consistency, min_day_pnl, min_trading_days, account_size, max_loss, max_position_size) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?)'
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);
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const result = stmt.run(firmId, data.prefix, data.profitTarget, data.consistency, data.minDayPnL, data.minTradingDays, data.accountSize, data.maxLoss, data.maxPositionSize);
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return db.prepare('SELECT * FROM account_configs WHERE id = ?').get(result.lastInsertRowid) as AccountConfigRow;
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}
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export function deleteAccountConfig(id: number): boolean {
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const result = db.prepare('DELETE FROM account_configs WHERE id = ?').run(id);
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return result.changes > 0;
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}
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export function updateAccountConfig(id: number, data: {
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prefix: string;
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profitTarget: number;
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consistency: number;
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minDayPnL: number;
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minTradingDays: number;
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accountSize: number;
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maxLoss: number;
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maxPositionSize: number;
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}): boolean {
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const result = db.prepare(`
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UPDATE account_configs
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SET prefix = ?, profit_target = ?, consistency = ?, min_day_pnl = ?, min_trading_days = ?, account_size = ?, max_loss = ?, max_position_size = ?
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WHERE id = ?
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`).run(data.prefix, data.profitTarget, data.consistency, data.minDayPnL, data.minTradingDays, data.accountSize, data.maxLoss, data.maxPositionSize, id);
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return result.changes > 0;
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}
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// ── Settings ─────────────────────────────────────────────────────────────────
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db.exec(`
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CREATE TABLE IF NOT EXISTS settings (
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key TEXT PRIMARY KEY,
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value TEXT NOT NULL
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);
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`);
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// Seed defaults if missing
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const seedSetting = db.prepare(`INSERT OR IGNORE INTO settings (key, value) VALUES (?, ?)`);
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seedSetting.run('max_concurrent_accounts', '5');
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seedSetting.run('tick_interval_seconds', '60');
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seedSetting.run('master_dashboard_url', '');
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seedSetting.run('instance_name', '');
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seedSetting.run('trading_hours', 'full_cme');
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export function getSetting(key: string): string | null {
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const row = db.prepare('SELECT value FROM settings WHERE key = ?').get(key) as { value: string } | undefined;
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return row?.value ?? null;
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}
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export function setSetting(key: string, value: string): void {
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db.prepare(`INSERT INTO settings (key, value) VALUES (?, ?) ON CONFLICT(key) DO UPDATE SET value = excluded.value`).run(key, value);
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}
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// ── Instruments ──────────────────────────────────────────────────────────────
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const SYMBOLS = ['NQ','MNQ','ES','MES','YM','MYM','RTY','M2K','GC','MGC','SI','CL','MCL','NG','ZB','ZN','ZF','6E','6J','6B'];
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// Seed instruments table if empty
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const instrCount = (db.prepare('SELECT COUNT(*) as count FROM instruments').get() as { count: number }).count;
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if (instrCount === 0) {
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const ins = db.prepare('INSERT INTO instruments (symbol, enabled) VALUES (?, 1)');
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for (const s of SYMBOLS) ins.run(s);
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}
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export interface InstrumentRow {
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symbol: string;
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enabled: boolean;
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}
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export function getInstruments(): InstrumentRow[] {
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return (db.prepare('SELECT symbol, enabled FROM instruments ORDER BY symbol').all() as { symbol: string; enabled: number }[])
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.map((r) => ({ symbol: r.symbol, enabled: r.enabled === 1 }));
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}
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export function setInstrumentEnabled(symbol: string, enabled: boolean): boolean {
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const result = db.prepare('UPDATE instruments SET enabled = ? WHERE symbol = ?').run(enabled ? 1 : 0, symbol);
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return result.changes > 0;
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}
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// ── Daily P&L Cache ──────────────────────────────────────────────────────────
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db.exec(`
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CREATE TABLE IF NOT EXISTS daily_pnl (
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account_id INTEGER NOT NULL,
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account_name TEXT NOT NULL,
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date TEXT NOT NULL,
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pnl REAL NOT NULL,
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PRIMARY KEY (account_id, date)
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);
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`);
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export function saveDailyPnL(accountId: number, accountName: string, entries: { date: string; pnl: number }[]): void {
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const ins = db.prepare('INSERT OR REPLACE INTO daily_pnl (account_id, account_name, date, pnl) VALUES (?, ?, ?, ?)');
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const txn = db.transaction(() => {
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for (const e of entries) {
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ins.run(accountId, accountName, e.date, e.pnl);
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}
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});
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txn();
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}
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export function loadDailyPnL(accountId: number): { date: string; pnl: number }[] {
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return (db.prepare('SELECT date, pnl FROM daily_pnl WHERE account_id = ? ORDER BY date').all(accountId) as { date: string; pnl: number }[]);
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}
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// ── Firm banned symbols ───────────────────────────────────────────────────────
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db.exec(`
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CREATE TABLE IF NOT EXISTS firm_banned_symbols (
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firm_id INTEGER NOT NULL REFERENCES firms(id) ON DELETE CASCADE,
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symbol TEXT NOT NULL,
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PRIMARY KEY (firm_id, symbol)
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);
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`);
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export function getBannedSymbols(firmId: number): string[] {
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return (db.prepare('SELECT symbol FROM firm_banned_symbols WHERE firm_id = ? ORDER BY symbol').all(firmId) as { symbol: string }[])
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.map((r) => r.symbol);
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}
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export function isSymbolBanned(firmId: number, symbol: string): boolean {
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return !!db.prepare('SELECT 1 FROM firm_banned_symbols WHERE firm_id = ? AND symbol = ?').get(firmId, symbol);
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}
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export function setBannedSymbol(firmId: number, symbol: string, banned: boolean): void {
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if (banned) {
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db.prepare('INSERT OR IGNORE INTO firm_banned_symbols (firm_id, symbol) VALUES (?, ?)').run(firmId, symbol);
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} else {
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db.prepare('DELETE FROM firm_banned_symbols WHERE firm_id = ? AND symbol = ?').run(firmId, symbol);
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}
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}
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