Fix: Normalize result case, settle orphans, add reset

This commit is contained in:
2026-03-15 17:35:43 -07:00
parent 9c82b49ed9
commit 0acc63c512

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@@ -76,6 +76,10 @@ export class PaperEngine {
list.push(pos);
acct.openPositions.set(pos.ticker, list);
}
const totalOpen = positions[0].length;
if (totalOpen > 0) {
console.log(`[Paper] Loaded ${totalOpen} open position(s) from DB`);
}
}
} catch (e) {
console.error('[Paper] Init error (fresh start):', e.message);
@@ -95,7 +99,7 @@ export class PaperEngine {
id: `pt_${Date.now()}_${Math.random().toString(36).slice(2, 8)}`,
strategy: signal.strategy,
ticker: signal.ticker,
side: signal.side,
side: signal.side.toLowerCase(),
price: signal.price,
size: signal.size,
cost,
@@ -132,7 +136,15 @@ export class PaperEngine {
return trade;
}
async settle(ticker, result) {
async settle(ticker, rawResult) {
// Normalize result to lowercase — Kalshi may return "Yes"/"No"/"yes"/"no"
const result = String(rawResult || '').toLowerCase();
if (result !== 'yes' && result !== 'no') {
console.warn(`[Paper] Unknown settlement result "${rawResult}" for ${ticker}, skipping.`);
return null;
}
const allSettled = [];
for (const [strategyName, acct] of this.accounts) {
@@ -142,8 +154,15 @@ export class PaperEngine {
console.log(`[Paper:${strategyName}] Settling ${positions.length} position(s) for ${ticker}, result: ${result}`);
for (const pos of positions) {
const won = pos.side === result;
const payout = won ? (100 / pos.price) * pos.cost : 0;
// Normalize stored side too
const side = String(pos.side || '').toLowerCase();
const won = side === result;
// Payout: if won, each contract pays 100¢. Cost is in dollars, price in cents.
// Contracts bought = cost / (price / 100). Payout = contracts * $1.
// Simplified: payout = cost * (100 / price)
const price = pos.price > 0 ? pos.price : 50;
const payout = won ? (100 / price) * pos.cost : 0;
const pnl = payout - pos.cost;
pos.settled = true;
@@ -167,7 +186,7 @@ export class PaperEngine {
}
const emoji = won ? '✅' : '❌';
const msg = `${emoji} [${strategyName}] ${pos.side.toUpperCase()} ${won ? 'WON' : 'LOST'} | PnL: $${pnl.toFixed(2)} | Bal: $${acct.balance.toFixed(2)}`;
const msg = `${emoji} [${strategyName}] ${side.toUpperCase()} ${won ? 'WON' : 'LOST'} | PnL: $${pnl.toFixed(2)} | Bal: $${acct.balance.toFixed(2)}`;
console.log(`[Paper] ${msg}`);
await notify(msg, won ? `${strategyName} Win!` : `${strategyName} Loss`);
@@ -181,6 +200,101 @@ export class PaperEngine {
return allSettled.length > 0 ? allSettled : null;
}
/**
* Attempt to settle any orphaned open positions by checking market status.
* Called on startup to clean up positions from previous runs.
*/
async settleOrphans(getMarketFn) {
const orphanTickers = new Set();
for (const [, acct] of this.accounts) {
for (const ticker of acct.openPositions.keys()) {
orphanTickers.add(ticker);
}
}
if (!orphanTickers.size) return;
console.log(`[Paper] Checking ${orphanTickers.size} ticker(s) for orphaned positions...`);
for (const ticker of orphanTickers) {
try {
const market = await getMarketFn(ticker);
const status = String(market?.status || '').toLowerCase();
const result = market?.result;
if (result) {
console.log(`[Paper] Orphan ticker ${ticker} has result "${result}" — settling now`);
await this.settle(ticker, result);
} else if (['closed', 'settled', 'expired', 'finalized'].includes(status)) {
// Market closed but no result yet — mark as expired loss
console.log(`[Paper] Orphan ticker ${ticker} status="${status}" with no result — force-settling as expired`);
await this._forceExpirePositions(ticker);
} else {
console.log(`[Paper] Orphan ticker ${ticker} still active (status="${status}") — keeping open`);
}
} catch (e) {
console.error(`[Paper] Orphan check failed for ${ticker}:`, e.message);
}
}
}
async _forceExpirePositions(ticker) {
for (const [strategyName, acct] of this.accounts) {
const positions = acct.openPositions.get(ticker);
if (!positions || !positions.length) continue;
for (const pos of positions) {
pos.settled = true;
pos.result = 'expired';
pos.pnl = parseFloat((-pos.cost).toFixed(2));
pos.settleTime = Date.now();
acct.totalPnL -= pos.cost;
acct.losses++;
try {
await db.query(
`UPDATE paper_positions SET settled = true, result = $result, pnl = $pnl, settleTime = $settleTime WHERE id = $id`,
{ id: pos.id, result: 'expired', pnl: pos.pnl, settleTime: pos.settleTime }
);
} catch (e) {
console.error('[Paper] Force-expire DB error:', e.message);
}
console.log(`[Paper:${strategyName}] Force-expired position ${pos.id} for ${ticker} (lost $${pos.cost})`);
}
acct.openPositions.delete(ticker);
await this._saveState(acct);
}
}
/**
* Reset all strategy stats and clear trade history.
*/
async resetAll() {
for (const [name, acct] of this.accounts) {
acct.balance = acct.initialBalance;
acct.totalPnL = 0;
acct.wins = 0;
acct.losses = 0;
acct.openPositions.clear();
console.log(`[Paper:${name}] Reset to $${acct.initialBalance}`);
}
try {
await db.query('DELETE paper_positions');
await db.query('DELETE paper_strategy_state');
console.log('[Paper] Cleared all DB records');
} catch (e) {
console.error('[Paper] Reset DB error:', e.message);
}
// Save fresh state for each account
for (const [, acct] of this.accounts) {
await this._saveState(acct);
}
}
/**
* Get combined stats (backward compat) — aggregates all strategies.
*/