Tracks Fund Transaction entries in the Cash History report to find the most recent account funding/reset date. Only trading days on or after that date count toward daysTraded and the daily target calculation. The last fund date is persisted in SQLite so it survives beyond the 28-day Tradovate report window. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
276 lines
11 KiB
TypeScript
276 lines
11 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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// ── Account Meta ─────────────────────────────────────────────────────────────
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db.exec(`
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CREATE TABLE IF NOT EXISTS account_meta (
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account_id INTEGER NOT NULL,
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key TEXT NOT NULL,
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value TEXT NOT NULL,
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PRIMARY KEY (account_id, key)
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);
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`);
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export function saveAccountMeta(accountId: number, key: string, value: string): void {
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db.prepare('INSERT OR REPLACE INTO account_meta (account_id, key, value) VALUES (?, ?, ?)').run(accountId, key, value);
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}
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export function loadAccountMeta(accountId: number, key: string): string | null {
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const row = db.prepare('SELECT value FROM account_meta WHERE account_id = ? AND key = ?').get(accountId, key) as { value: string } | undefined;
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return row?.value ?? null;
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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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