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Merge pull request 'fix: SELL outcome PnL uses sell quantity (#322)' (#337) from feature/issue-322-sell-pnl-sell-qty into feature/v3-session-policy-stream
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Reviewed-on: #337
This commit was merged in pull request #337.
This commit is contained in:
jihoson
2026-02-28 18:21:34 +09:00
parent 1b0d5568d3 fd0246769a
commit 3b135c3080
2 changed files with 33 additions and 4 deletions
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21
src/main.py
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@@ -110,6 +110,14 @@ DAILY_TRADE_SESSIONS = 4 # Number of trading sessions per day
TRADE_SESSION_INTERVAL_HOURS = 6 # Hours between sessions
def _resolve_sell_qty_for_pnl(*, sell_qty: int | None, buy_qty: int | None) -> int:
"""Choose quantity basis for SELL outcome PnL with safe fallback."""
resolved_sell = int(sell_qty or 0)
if resolved_sell > 0:
return resolved_sell
return max(0, int(buy_qty or 0))
async def _retry_connection(coro_factory: Any, *args: Any, label: str = "", **kwargs: Any) -> Any:
"""Call an async function retrying on ConnectionError with exponential backoff.
@@ -1667,8 +1675,9 @@ async def trading_cycle(
)
if buy_trade and buy_trade.get("price") is not None:
buy_price = float(buy_trade["price"])
buy_qty = int(buy_trade.get("quantity") or 1)
trade_pnl = (trade_price - buy_price) * buy_qty
buy_qty = int(buy_trade.get("quantity") or 0)
sell_qty = _resolve_sell_qty_for_pnl(sell_qty=quantity, buy_qty=buy_qty)
trade_pnl = (trade_price - buy_price) * sell_qty
decision_logger.update_outcome(
decision_id=buy_trade["decision_id"],
pnl=trade_pnl,
@@ -2772,8 +2781,12 @@ async def run_daily_session(
)
if buy_trade and buy_trade.get("price") is not None:
buy_price = float(buy_trade["price"])
buy_qty = int(buy_trade.get("quantity") or 1)
trade_pnl = (trade_price - buy_price) * buy_qty
buy_qty = int(buy_trade.get("quantity") or 0)
sell_qty = _resolve_sell_qty_for_pnl(
sell_qty=quantity,
buy_qty=buy_qty,
)
trade_pnl = (trade_price - buy_price) * sell_qty
decision_logger.update_outcome(
decision_id=buy_trade["decision_id"],
pnl=trade_pnl,