- Load trade history from data/trade_history/{symbol}.jsonl
- Show per-symbol: consecutive loss streak vs threshold, recent 15-trade PF
- 2-tier alert: clean numbers for normal, ⚠/🔴 KILLED for danger zone
- Inserted before ML retraining checklist in Discord report
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
The combined summary (PF, MDD, win_rate) was indirectly reconstructed
from per-symbol averages using round(win_rate * n), which introduced
rounding errors. MDD was max() of individual symbol MDDs, ignoring
simultaneous drawdowns across the correlated crypto portfolio.
Now computes all combined metrics directly from the trade list:
- PF: sum(wins) / sum(losses) from actual trade PnLs
- MDD: portfolio equity curve from time-sorted trades
- Win rate: direct count from trade PnLs
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- #1: OI division by zero — already fixed (prev_oi == 0.0 guard exists)
- #2: cumulative trade count used max() instead of sum(), breaking ML trigger
- #4: fetch_history API calls now retry 3x with exponential backoff
- #5: parquet upsert now deduplicates timestamps before sort
- #6: record_pnl() is now async with Lock for multi-symbol safety
- #8: exit_price=0.0 skips close handling with warning log
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Added functionality to fetch live trade data from the dashboard API.
- Implemented weekly report generation that includes backtest results, live trade statistics, and performance trends.
- Enhanced error handling for API requests and improved logging for better traceability.
- Updated tests to cover new features and ensure reliability of the report generation process.
