Fix missing trade logging for profit targets, max hold time, and EOD closes
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@@ -969,10 +969,11 @@ def scale_out_profit_taking(symbol, entry_price, current_price, stop_loss, posit
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half_qty = int(qty / 2)
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if half_qty > 0:
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debug_print(f"Target 1 hit ({target_1_pct:.2f}%), scaling out {half_qty} shares")
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exit_price = None
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if position_type == 'long':
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submit_market_sell(symbol, half_qty)
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exit_price = submit_market_sell(symbol, half_qty)
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else:
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submit_buy_to_cover(symbol, half_qty)
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exit_price = submit_buy_to_cover(symbol, half_qty)
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position_state.target_1_hit = True
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logger.info(f"💰 Partial profit @ {profit_pct:.2f}% ({half_qty} shares)")
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debug_print(f"Partial profit taken: {half_qty} shares @ {profit_pct:.2f}%")
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@@ -985,15 +986,16 @@ def scale_out_profit_taking(symbol, entry_price, current_price, stop_loss, posit
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qty = current_position_qty(symbol)
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if qty != 0:
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debug_print(f"Target 2 hit ({target_2_pct:.2f}%), closing remaining {qty} shares")
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exit_price = None
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if position_type == 'long':
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submit_market_sell(symbol, qty)
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exit_price = submit_market_sell(symbol, qty)
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else:
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submit_buy_to_cover(symbol, qty)
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exit_price = submit_buy_to_cover(symbol, qty)
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logger.info(f"💰💰 Full profit @ {profit_pct:.2f}%")
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debug_print(f"Full profit target hit: closed @ {profit_pct:.2f}%")
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return True
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return True, exit_price if exit_price else current_price
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return False
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return False, None
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def atr_based_trailing_stop(symbol, entry_price, current_price, initial_stop, position_type):
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debug_print(f"Checking trailing stop: entry=${entry_price:.2f}, current=${current_price:.2f}")
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@@ -1181,10 +1183,51 @@ def main():
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debug_print(f"Max hold time exceeded, closing position")
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qty = current_position_qty(SYMBOL)
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if qty != 0:
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exit_time = datetime.now(EASTERN)
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hold_minutes = time_in_trade / 60
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if position_type == 'long':
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submit_market_sell(SYMBOL, qty)
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exit_price = submit_market_sell(SYMBOL, qty)
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pnl_dollars = (exit_price - entry_price) * qty if exit_price else 0
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else:
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submit_buy_to_cover(SYMBOL, abs(qty))
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exit_price = submit_buy_to_cover(SYMBOL, abs(qty))
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pnl_dollars = (entry_price - exit_price) * abs(qty) if exit_price else 0
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pnl_percent = (pnl_dollars / (entry_price * abs(qty)) * 100) if entry_price > 0 and qty != 0 else 0
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if pnl_dollars > 0:
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winners += 1
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elif pnl_dollars < 0:
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losers += 1
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risk_pct = abs((entry_price - stop_loss) / entry_price) if entry_price > 0 else 0
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target_1 = entry_price + (entry_price - stop_loss) * PROFIT_TARGET_1 if position_type == 'long' else entry_price - (stop_loss - entry_price) * PROFIT_TARGET_1
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target_2 = entry_price + (entry_price - stop_loss) * PROFIT_TARGET_2 if position_type == 'long' else entry_price - (stop_loss - entry_price) * PROFIT_TARGET_2
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log_trade(
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entry_time,
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exit_time,
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SYMBOL,
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position_type,
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entry_price,
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exit_price if exit_price else current_price,
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abs(qty),
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entry_price * abs(qty),
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stop_loss,
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target_1,
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target_2,
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pnl_dollars,
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pnl_percent,
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hold_minutes,
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'max_hold_time',
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entry_regime,
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entry_strength,
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entry_rsi,
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entry_adx,
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entry_ma_spread,
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0
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)
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position_active = False
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trade_count += 1
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position_state.reset()
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@@ -1192,9 +1235,59 @@ def main():
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time.sleep(POLL_INTERVAL)
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continue
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if scale_out_profit_taking(SYMBOL, entry_price, current_price, stop_loss, position_type):
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target_hit, exit_price_target = scale_out_profit_taking(SYMBOL, entry_price, current_price, stop_loss, position_type)
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if target_hit:
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remaining_qty = current_position_qty(SYMBOL)
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if remaining_qty == 0:
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exit_time = datetime.now(EASTERN)
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hold_minutes = (exit_time - entry_time).total_seconds() / 60 if entry_time else 0
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if position_type == 'long':
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pnl_dollars = (exit_price_target - entry_price) * abs(qty) if exit_price_target and qty != 0 else 0
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else:
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pnl_dollars = (entry_price - exit_price_target) * abs(qty) if exit_price_target and qty != 0 else 0
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pnl_percent = (pnl_dollars / (entry_price * abs(qty)) * 100) if entry_price > 0 and qty != 0 else 0
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if pnl_dollars > 0:
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winners += 1
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elif pnl_dollars < 0:
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losers += 1
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risk_pct = abs((entry_price - stop_loss) / entry_price) if entry_price > 0 else 0
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target_1 = entry_price + (entry_price - stop_loss) * PROFIT_TARGET_1 if position_type == 'long' else entry_price - (stop_loss - entry_price) * PROFIT_TARGET_1
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target_2 = entry_price + (entry_price - stop_loss) * PROFIT_TARGET_2 if position_type == 'long' else entry_price - (stop_loss - entry_price) * PROFIT_TARGET_2
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try:
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existing_position = api.get_position(SYMBOL)
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original_qty = float(existing_position.qty)
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except:
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original_qty = qty
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log_trade(
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entry_time,
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exit_time,
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SYMBOL,
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position_type,
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entry_price,
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exit_price_target if exit_price_target else current_price,
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abs(original_qty),
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entry_price * abs(original_qty),
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stop_loss,
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target_1,
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target_2,
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pnl_dollars,
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pnl_percent,
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hold_minutes,
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'target_2_hit',
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entry_regime,
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entry_strength,
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entry_rsi,
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entry_adx,
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entry_ma_spread,
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0
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)
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position_active = False
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position_state.reset()
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debug_print(f"Sleeping {seconds_to_human_readable(POLL_INTERVAL)} after exit")
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@@ -1258,12 +1351,6 @@ def main():
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time.sleep(POLL_INTERVAL)
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continue
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if trades_today >= MAX_TRADES_PER_DAY:
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logger.info(f"📊 Daily limit ({MAX_TRADES_PER_DAY}) - monitoring only")
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debug_print(f"Daily trade limit reached ({trades_today}/{MAX_TRADES_PER_DAY})")
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time.sleep(POLL_INTERVAL)
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continue
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signal, strength, signal_stop_loss, signal_position_type = advanced_signal_generator(SYMBOL)
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bars_for_signal = get_recent_bars(SYMBOL, 50)
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@@ -1284,6 +1371,14 @@ def main():
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long_ma = sma(closes, LONG_WINDOW).iloc[-1]
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signal_ma_spread = short_ma - long_ma
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if trades_today >= MAX_TRADES_PER_DAY:
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if signal in ['buy', 'sell'] and strength > 0:
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log_missed_signal(datetime.now(EASTERN), signal, 'max_trades_per_day', current_price, SYMBOL, strength, signal_rsi, signal_adx, regime)
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logger.info(f"📊 Daily limit ({MAX_TRADES_PER_DAY}) - monitoring only")
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debug_print(f"Daily trade limit reached ({trades_today}/{MAX_TRADES_PER_DAY})")
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time.sleep(POLL_INTERVAL)
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continue
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if signal == 'sell' and not ENABLE_SHORT_SELLING:
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debug_print("Short selling disabled, ignoring sell signal")
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if signal and strength > 0:
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@@ -1427,6 +1522,56 @@ def main():
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logger.info("🔚 Session ending...")
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debug_print("Session ending, closing all positions...")
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if position_active and entry_time:
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exit_time = datetime.now(EASTERN)
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hold_minutes = (exit_time - entry_time).total_seconds() / 60
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qty = current_position_qty(SYMBOL)
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if qty != 0:
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bars_eod = get_recent_bars(SYMBOL, 10)
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exit_price = bars_eod['close'].iloc[-1] if bars_eod is not None and len(bars_eod) > 0 else current_price
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if position_type == 'long':
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pnl_dollars = (exit_price - entry_price) * qty
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else:
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pnl_dollars = (entry_price - exit_price) * abs(qty)
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pnl_percent = (pnl_dollars / (entry_price * abs(qty)) * 100) if entry_price > 0 and qty != 0 else 0
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if pnl_dollars > 0:
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winners += 1
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elif pnl_dollars < 0:
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losers += 1
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risk_pct = abs((entry_price - stop_loss) / entry_price) if entry_price > 0 else 0
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target_1 = entry_price + (entry_price - stop_loss) * PROFIT_TARGET_1 if position_type == 'long' else entry_price - (stop_loss - entry_price) * PROFIT_TARGET_1
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target_2 = entry_price + (entry_price - stop_loss) * PROFIT_TARGET_2 if position_type == 'long' else entry_price - (stop_loss - entry_price) * PROFIT_TARGET_2
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log_trade(
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entry_time,
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exit_time,
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SYMBOL,
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position_type,
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entry_price,
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exit_price,
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abs(qty),
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entry_price * abs(qty),
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stop_loss,
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target_1,
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target_2,
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pnl_dollars,
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pnl_percent,
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hold_minutes,
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'eod_close',
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entry_regime,
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entry_strength,
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entry_rsi,
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entry_adx,
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entry_ma_spread,
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0
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)
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close_all_positions()
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final_equity = fetch_equity()
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