PythagorasGoal/scripts/analysis/trades_status.py

"""Report "stato trades" — separa SEMPRE pool reale e paper-stats, e mostra sia
realizzato che unrealized. Verita' aggregata = ledger PORT06; il dettaglio per-trade
viene dai worker dir.

Fonte unica della separazione (NON la memoria — qui ho gia' sbagliato una volta
includendo XS01 nell'equity):
  data/portfolio_paper/        -> POOL REALE   (nel ledger, muove l'equity/il conto)
  data/portfolio_paper_stats/  -> PAPER-STATS  (solo statistica, MAI nel ledger)

Uso:
  uv run python scripts/analysis/trades_status.py                 # ultime 24h
  uv run python scripts/analysis/trades_status.py --since 2026-06-16T14:00
"""
import argparse
import datetime as dt
import glob
import json
from pathlib import Path

DATA = Path("data")
POOL_DIR = DATA / "portfolio_paper"
STATS_DIR = DATA / "portfolio_paper_stats"
LEDGER = DATA / "portfolios" / "PORT06" / "status.json"
EQUITY = DATA / "portfolios" / "PORT06" / "equity.jsonl"


def _closes(worker_dir: Path, since: dt.datetime):
    """CLOSE events dei worker in worker_dir dal momento `since`."""
    out = []
    for f in sorted(glob.glob(str(worker_dir / "*" / "trades.jsonl"))):
        name = Path(f).parent.name
        for line in open(f):
            try:
                d = json.loads(line)
            except json.JSONDecodeError:
                continue
            if d.get("event") != "CLOSE":
                continue
            try:
                t = dt.datetime.fromisoformat(d.get("ts", ""))
            except ValueError:
                continue
            if t < since:
                continue
            # PnL che conta: reale se eseguito (real_truth), altrimenti il sim/pnl
            real = d.get("real_pnl")
            real = real if real is not None else d.get("pnl", 0.0)
            out.append({
                "ts": d.get("ts", "")[:19], "name": name, "reason": d.get("reason"),
                "held": d.get("bars_held"), "pnl": d.get("pnl"),
                "real": d.get("real_pnl"), "sim": d.get("sim_pnl"), "eff": real or 0.0,
            })
    return sorted(out, key=lambda r: r["ts"])


def _open_positions(worker_dir: Path):
    out = []
    for f in sorted(glob.glob(str(worker_dir / "*" / "status.json"))):
        d = json.load(open(f))
        if d.get("in_position"):
            out.append({
                "name": Path(f).parent.name, "dir": d.get("direction"),
                "entry": d.get("entry_price"), "held": d.get("bars_held"),
                "real": d.get("real_in_position"),
            })
    return out


def _equity_at(since: dt.datetime):
    """Equity piu' vicino (e <=) a `since`, per il Δ della finestra."""
    base = None
    if not EQUITY.exists():
        return None
    for line in open(EQUITY):
        try:
            d = json.loads(line)
            t = dt.datetime.fromisoformat(d["ts"])
        except (json.JSONDecodeError, KeyError, ValueError):
            continue
        if t <= since:
            base = d["equity"]
        else:
            break
    return base


def main():
    ap = argparse.ArgumentParser()
    ap.add_argument("--since", default=None,
                    help="ISO (es. 2026-06-16T14:00). Default: 24h fa.")
    args = ap.parse_args()

    now = dt.datetime.now(dt.timezone.utc)
    if args.since:
        since = dt.datetime.fromisoformat(args.since)
        if since.tzinfo is None:
            since = since.replace(tzinfo=dt.timezone.utc)
    else:
        since = now - dt.timedelta(hours=24)

    led = json.load(open(LEDGER))
    equity = led["equity"]
    cap = led["total_capital"]
    unreal = equity - cap
    eq_base = _equity_at(since)
    ver = Path("VERSION").read_text().strip() if Path("VERSION").exists() else "?"

    print(f"STATO TRADES — v{ver} — {now:%Y-%m-%d %H:%M} UTC  (finestra dal {since:%Y-%m-%d %H:%M})\n")

    # ---- aggregato (ledger = verita') ----
    print("LEDGER PORT06 (verita' aggregata)")
    print(f"  equity           = {equity:.2f}")
    print(f"  capitale realizz.= {cap:.2f}")
    print(f"  unrealized aperti= {unreal:+.2f}   (equity - capitale; pos. aperte mark-to-market)")
    print(f"  peak {led.get('peak'):.2f}   maxDD {led.get('max_dd')}%")
    if eq_base is not None:
        print(f"  Δ equity finestra= {equity - eq_base:+.2f}   ({eq_base:.2f} -> {equity:.2f})")

    # ---- POOL REALE ----
    pool = _closes(POOL_DIR, since)
    s_real = sum(r["eff"] for r in pool)
    wins = sum(1 for r in pool if r["eff"] > 0)
    print(f"\n=== POOL REALE (muove l'equity) — {len(pool)} chiusure, {wins}W/{len(pool)-wins}L ===")
    for r in pool:
        tag = "LOSS" if r["eff"] < 0 else "win "
        print(f"  {r['ts']} {tag} {r['name']:36} {str(r['reason']):11} "
              f"real={r['real']} sim={r['sim']}")
    print(f"  Σ REALIZZATO POOL = {s_real:+.2f}")
    op = _open_positions(POOL_DIR)
    if op:
        print(f"  posizioni aperte ({len(op)}):")
        for p in op:
            d = {1: "long", -1: "short"}.get(p["dir"], "?")
            print(f"    {p['name']:36} {d:5} entry={p['entry']} held={p['held']} "
                  f"real={'Y' if p['real'] else 'sim'}")

    # ---- PAPER-STATS ----
    stats = _closes(STATS_DIR, since)
    s_stats = sum(r["eff"] for r in stats)
    print(f"\n=== PAPER-STATS (solo statistica — NON tocca equity/conto) — {len(stats)} chiusure ===")
    for r in stats:
        print(f"  {r['ts']}      {r['name']:36} pnl={r['pnl']}")
    print(f"  Σ PAPER-STATS = {s_stats:+.2f}   <- ignorare per l'equity")

    # ---- riconciliazione ----
    print("\nRICONCILIAZIONE")
    print(f"  realizzato POOL {s_real:+.2f}  +  Δunrealized aperti  ≈  Δ equity finestra")
    if eq_base is not None:
        residuo = (equity - eq_base) - s_real
        print(f"  Δequity {equity - eq_base:+.2f}  -  realizzato {s_real:+.2f}  =  "
              f"{residuo:+.2f}  (= Δunrealized + ribilanci/timing)")
    print(f"  paper-stats {s_stats:+.2f} NON incluso (book in sola simulazione).")


if __name__ == "__main__":
    main()