"""Report orario PORT06 -> Telegram.
Legge lo stato persistito del paper trader a portafoglio (data/portfolio_paper/*/ +
data/portfolios/PORT06/status.json) e invia su Telegram:
1) trade CHIUSI: positivi/negativi (netto fee) con breakdown per motivo e PnL;
2) trade IN CORSO (posizioni aperte);
3) PnL realizzato totale + equity mark-to-market.
Eseguibile standalone (es. da cron orario):
cd /opt/docker/PythagorasGoal && uv run python scripts/portfolios/hourly_report.py
Carica .env da solo (cron non eredita l'env del container). Legge file world-readable
scritti dal container; non tocca lo stato del trader.
"""
from __future__ import annotations
import json
import glob
from collections import defaultdict
from datetime import datetime, timezone
from pathlib import Path
ROOT = Path(__file__).resolve().parents[2]
PAPER = ROOT / "data" / "portfolio_paper"
PORT_STATUS = ROOT / "data" / "portfolios" / "PORT06" / "status.json"
def _load_env():
"""Carica TELEGRAM_* da .env nell'os.environ (cron non li ha)."""
import os
envf = ROOT / ".env"
if not envf.exists():
return
for line in envf.read_text().splitlines():
line = line.strip()
if not line or line.startswith("#") or "=" not in line:
continue
k, v = line.split("=", 1)
os.environ.setdefault(k.strip(), v.strip())
def _short(wid: str) -> str:
"""SH01_shape_ml__BTC__1h -> SH01/BTC ; PR01_..._ETH_SOL__1h -> PR01/ETH_SOL."""
parts = wid.split("__")
code = parts[0].split("_")[0]
tag = parts[1] if len(parts) > 1 else ""
return f"{code}/{tag}" if tag else code
def collect():
closed = [] # (sleeve, reason, net_return, pnl, win)
open_pos = [] # dict per posizione aperta
realized = 0.0
for sp in sorted(glob.glob(str(PAPER / "*" / "status.json"))):
d = Path(sp).parent
wid = d.name
st = json.loads(Path(sp).read_text())
tp = d / "trades.jsonl"
if tp.exists():
for line in tp.read_text().splitlines():
if not line.strip():
continue
ev = json.loads(line)
if ev.get("event") != "CLOSE":
continue
nr = ev.get("net_return", 0.0)
pnl = ev.get("pnl", 0.0)
realized += pnl
closed.append((_short(wid), ev.get("reason", "?"), nr, pnl, nr > 0))
if st.get("in_position"):
open_pos.append({
"sleeve": _short(wid),
"dir": st.get("direction", 0),
"entry": st.get("entry_price") or st.get("entry_a"),
"entry_b": st.get("entry_b"),
"bars": st.get("bars_held", 0),
"cap": st.get("capital", 0.0),
})
return closed, open_pos, realized
def build_report() -> str:
closed, open_pos, realized = collect()
pos = sum(1 for c in closed if c[4])
neg = len(closed) - pos
# breakdown per motivo
by_reason = defaultdict(lambda: [0, 0, 0.0]) # reason -> [win, loss, pnl]
for _, reason, _, pnl, win in closed:
r = by_reason[reason]
r[0 if win else 1] += 1
r[2] += pnl
now = datetime.now(timezone.utc).strftime("%Y-%m-%d %H:%M UTC")
try:
ver = (ROOT / "VERSION").read_text().strip()
except Exception:
ver = "?"
eq = dd = cap = None
if PORT_STATUS.exists():
ps = json.loads(PORT_STATUS.read_text())
eq, cap, dd = ps.get("equity"), ps.get("total_capital"), ps.get("max_dd")
L = [f"📊 PORT06 — Report orario v{ver}", now]
if eq is not None:
L.append(f"Equity €{eq:.2f} | Cap €{cap:.2f} | maxDD {dd:.3f}%")
# 1) CHIUSI
L.append(f"\n✅ CHIUSI: {pos} positivi / {neg} negativi (netto fee)")
rows = [f"{'motivo':<12}{'✅':>3}{'❌':>4}{'PnL€':>9}"]
for reason, (w, l, pnl) in sorted(by_reason.items(), key=lambda x: x[1][2]):
rows.append(f"{reason:<12}{w:>3}{l:>4}{pnl:>+9.2f}")
L.append("
" + "\n".join(rows) + "") # 2) IN CORSO L.append(f"🟢 IN CORSO: {len(open_pos)} posizioni") if open_pos: rows = [f"{'sleeve':<14}{'d':<2}{'barre':>6} {'entry'}"] for p in sorted(open_pos, key=lambda x: x["sleeve"]): d = "L" if p["dir"] == 1 else "S" if p["dir"] == -1 else "-" entry = p["entry"] es = f"{entry:.6g}" if isinstance(entry, (int, float)) else str(entry) if p["entry_b"]: es = f"{entry:.6g}/{p['entry_b']:.6g}" # coppia: 2 gambe rows.append(f"{p['sleeve']:<14}{d:<2}{p['bars']:>6} {es}") L.append("
" + "\n".join(rows) + "") # 3) TOTALE L.append(f"💰 PnL realizzato totale: €{realized:+.2f}") if eq is not None: unreal = eq - cap L.append(f" equity mark-to-market: €{eq:.2f} (non realizz. €{unreal:+.2f})") return "\n".join(L) def main(): _load_env() import sys sys.path.insert(0, str(ROOT)) from src.live.telegram_notifier import send_telegram report = build_report() print(report) ok = send_telegram(report) print("\n[telegram]", "inviato" if ok else "NON inviato (token/chat mancanti o errore rete)") if __name__ == "__main__": main()