@tradejs/app 3.0.0 → 3.1.0

package/src/app/lib/runtimeStrategies.ts

@@ -1,1107 +0,0 @@
-import { endOfMonth, addMonths, startOfMonth } from 'date-fns';
-import { INITIAL_BACKTEST_AMOUNT } from '@tradejs/core/constants';
-import {
-  normalizeStrategyOrderLinkKey,
-  parseStrategyOrderLinkKey,
-} from '@tradejs/core/trade';
-import type {
-  ExchangeEntryRecord,
-  PositionPnlSnapshot,
-  RuntimeTradeRecord,
-  SimpleOrderLogData,
-  TestStat,
-} from '@tradejs/types';
-import type { RuntimeStrategyTradeView } from './runtimeStrategyContracts';
-export type {
-  RuntimeStrategiesResponse,
-  RuntimeStrategyTradeSummary,
-  RuntimeStrategyTradeView,
-  RuntimeStrategyView,
-} from './runtimeStrategyContracts';
-import {
-  takeExactClosedPnlMatch,
-  type ClosedPnlRecordWithOrderLinkId,
-} from './runtimeTradeReconciliation';
-export {
-  assignLegacyRuntimeTradeAccountScopes,
-  buildRuntimeStrategyAiGateChanges,
-  buildRuntimeStrategyIdentityKey,
-  buildRuntimeStrategyMaxLossValueTimeline,
-  getRuntimeStrategyAiGateObservedFrom,
-  isRuntimeStrategyLineageScope,
-} from './runtimeStrategyLineage';
-export type {
-  RuntimeStrategyAccountScope,
-  RuntimeStrategyAiGateChange,
-  RuntimeStrategyLineageScope,
-  RuntimeStrategyMaxLossValueChange,
-  RuntimeStrategyMaxLossValueTimeline,
-} from './runtimeStrategyLineage';
-export { takeClosedPnlMatch } from './runtimeTradeReconciliation';
-
-const MS_IN_DAY = 24 * 60 * 60 * 1000;
-const AVG_DAYS_IN_MONTH = 30.4375;
-
-type RuntimeTradeWithResolvedPnl = RuntimeTradeRecord & {
-  resolvedPnl: number;
-  resolvedTimestamp: number;
-};
-
-const roundValue = (value: number, digits = 2) => {
-  if (!Number.isFinite(value)) {
-    return 0;
-  }
-
-  const factor = 10 ** digits;
-  return Math.round(value * factor) / factor;
-};
-
-const toNonEmptyString = (value: unknown) =>
-  typeof value === 'string' && value.trim() ? value.trim() : null;
-
-const toFiniteNumberOrNull = (value: unknown) =>
-  typeof value === 'number' && Number.isFinite(value) ? value : null;
-
-const getTradePnl = (trade: RuntimeTradeRecord) =>
-  trade.status === 'closed'
-    ? trade.closedPnl ?? trade.currentPnl ?? null
-    : trade.currentPnl ?? null;
-
-const getTradeLevelPercent = ({
-  direction,
-  entryPrice,
-  levelPrice,
-  kind,
-}: {
-  direction: RuntimeTradeRecord['direction'];
-  entryPrice: number;
-  levelPrice: unknown;
-  kind: 'takeProfit' | 'stopLoss';
-}) => {
-  if (
-    typeof levelPrice !== 'number' ||
-    !Number.isFinite(levelPrice) ||
-    !Number.isFinite(entryPrice) ||
-    entryPrice <= 0
-  ) {
-    return null;
-  }
-
-  const rawPercent =
-    direction === 'LONG'
-      ? ((levelPrice - entryPrice) / entryPrice) * 100
-      : ((entryPrice - levelPrice) / entryPrice) * 100;
-  const percent = kind === 'stopLoss' ? Math.abs(rawPercent) : rawPercent;
-
-  return Number.isFinite(percent) ? roundValue(percent) : null;
-};
-
-const getPriceSlippagePercent = ({
-  expectedPrice,
-  actualPrice,
-}: {
-  expectedPrice: unknown;
-  actualPrice: unknown;
-}) => {
-  if (
-    typeof expectedPrice !== 'number' ||
-    !Number.isFinite(expectedPrice) ||
-    expectedPrice <= 0 ||
-    typeof actualPrice !== 'number' ||
-    !Number.isFinite(actualPrice)
-  ) {
-    return null;
-  }
-
-  return roundValue(((actualPrice - expectedPrice) / expectedPrice) * 100, 4);
-};
-
-const getExpectedExitPrice = (trade: RuntimeTradeRecord) => {
-  if (trade.exitType === 'tp') {
-    return toFiniteNumberOrNull(trade.aiAnalysis?.takeProfitPrice);
-  }
-
-  if (trade.exitType === 'sl') {
-    return toFiniteNumberOrNull(trade.aiAnalysis?.stopLossPrice);
-  }
-
-  return null;
-};
-
-const getTradeDurationHours = (trade: RuntimeTradeRecord, endTime: number) => {
-  const resolvedTimestamp = getTradeResolvedTimestamp(trade, endTime);
-  if (
-    !Number.isFinite(trade.entryTimestamp) ||
-    !Number.isFinite(resolvedTimestamp) ||
-    resolvedTimestamp < trade.entryTimestamp
-  ) {
-    return null;
-  }
-
-  return roundValue((resolvedTimestamp - trade.entryTimestamp) / 3_600_000, 2);
-};
-
-const getTradeTotalFee = (trade: RuntimeTradeRecord) => {
-  const explicitTotal = toFiniteNumberOrNull(trade.totalFee);
-  if (explicitTotal != null) {
-    return explicitTotal;
-  }
-
-  const fees = [trade.openFee, trade.closeFee, trade.fundingFee]
-    .map(toFiniteNumberOrNull)
-    .filter((fee): fee is number => fee != null);
-
-  return fees.length
-    ? Number(fees.reduce((sum, fee) => sum + fee, 0).toFixed(12))
-    : null;
-};
-
-const buildRiskLevelsAnalysis = ({
-  takeProfitPrice,
-  stopLossPrice,
-}: {
-  takeProfitPrice?: number | null;
-  stopLossPrice?: number | null;
-}): RuntimeTradeRecord['aiAnalysis'] | null => {
-  const resolvedTakeProfitPrice = toFiniteNumberOrNull(takeProfitPrice);
-  const resolvedStopLossPrice = toFiniteNumberOrNull(stopLossPrice);
-
-  if (resolvedTakeProfitPrice == null && resolvedStopLossPrice == null) {
-    return null;
-  }
-
-  return {
-    ...(resolvedTakeProfitPrice != null
-      ? { takeProfitPrice: resolvedTakeProfitPrice }
-      : {}),
-    ...(resolvedStopLossPrice != null
-      ? { stopLossPrice: resolvedStopLossPrice }
-      : {}),
-  };
-};
-
-const getTradeResolvedTimestamp = (
-  trade: RuntimeTradeRecord,
-  endTime: number,
-) => {
-  if (
-    typeof trade.exitTimestamp === 'number' &&
-    Number.isFinite(trade.exitTimestamp)
-  ) {
-    return trade.exitTimestamp;
-  }
-
-  return endTime;
-};
-
-const resolveTradesWithKnownPnl = (
-  trades: RuntimeTradeRecord[],
-  endTime: number,
-): RuntimeTradeWithResolvedPnl[] =>
-  trades
-    .map((trade) => {
-      const pnl = getTradePnl(trade);
-      const resolvedTimestamp = getTradeResolvedTimestamp(trade, endTime);
-
-      if (
-        typeof pnl !== 'number' ||
-        !Number.isFinite(pnl) ||
-        !Number.isFinite(resolvedTimestamp)
-      ) {
-        return null;
-      }
-
-      return {
-        ...trade,
-        resolvedPnl: pnl,
-        resolvedTimestamp: Math.max(trade.entryTimestamp, resolvedTimestamp),
-      };
-    })
-    .filter((trade): trade is RuntimeTradeWithResolvedPnl => trade != null)
-    .sort((left, right) => {
-      if (left.resolvedTimestamp !== right.resolvedTimestamp) {
-        return left.resolvedTimestamp - right.resolvedTimestamp;
-      }
-
-      return left.entryTimestamp - right.entryTimestamp;
-    });
-
-const calculateMaxDrawdown = (amounts: number[]) => {
-  if (!amounts.length) {
-    return 0;
-  }
-
-  let peak = amounts[0];
-  let maxDrawdown = 0;
-
-  for (const amount of amounts) {
-    if (amount > peak) {
-      peak = amount;
-    }
-
-    if (peak <= 0) {
-      continue;
-    }
-
-    const drawdown = ((peak - amount) / peak) * 100;
-    if (drawdown > maxDrawdown) {
-      maxDrawdown = drawdown;
-    }
-  }
-
-  return roundValue(maxDrawdown);
-};
-
-const calculateSharpeRatio = (
-  orderLog: SimpleOrderLogData,
-  startTime: number,
-  endTime: number,
-) => {
-  if (!orderLog.length || endTime <= startTime) {
-    return null;
-  }
-
-  const points = [...orderLog]
-    .map(([timestamp, amount]) => ({ ts: timestamp, amount }))
-    .sort((left, right) => left.ts - right.ts);
-
-  const eomSeries: number[] = [];
-  let pointIndex = 0;
-  let monthCursor = startOfMonth(new Date(startTime));
-  const lastMonth = endOfMonth(new Date(endTime));
-  let lastAmount = points[0]?.amount ?? INITIAL_BACKTEST_AMOUNT;
-
-  while (monthCursor <= lastMonth) {
-    const eomTs = endOfMonth(monthCursor).getTime();
-
-    while (pointIndex < points.length && points[pointIndex].ts <= eomTs) {
-      lastAmount = points[pointIndex].amount;
-      pointIndex += 1;
-    }
-
-    eomSeries.push(lastAmount);
-    monthCursor = addMonths(monthCursor, 1);
-  }
-
-  if (eomSeries.length < 2) {
-    return null;
-  }
-
-  const monthlyReturns: number[] = [];
-  for (let index = 1; index < eomSeries.length; index += 1) {
-    const previous = eomSeries[index - 1];
-    const current = eomSeries[index];
-    monthlyReturns.push(previous > 0 ? current / previous - 1 : 0);
-  }
-
-  if (!monthlyReturns.length) {
-    return null;
-  }
-
-  const mean =
-    monthlyReturns.reduce((sum, value) => sum + value, 0) /
-    monthlyReturns.length;
-  const variance =
-    monthlyReturns.reduce((sum, value) => sum + (value - mean) ** 2, 0) /
-    monthlyReturns.length;
-  const std = Math.sqrt(variance);
-
-  if (!Number.isFinite(std) || std === 0) {
-    return null;
-  }
-
-  return roundValue((mean / std) * Math.sqrt(12));
-};
-
-const calculateExposurePercent = (
-  trades: RuntimeTradeRecord[],
-  startTime: number,
-  endTime: number,
-) => {
-  if (endTime <= startTime) {
-    return 0;
-  }
-
-  const intervals = trades
-    .map((trade) => ({
-      start: Math.max(startTime, trade.entryTimestamp),
-      end: Math.min(endTime, getTradeResolvedTimestamp(trade, endTime)),
-    }))
-    .filter((interval) => interval.end > interval.start)
-    .sort((left, right) => left.start - right.start);
-
-  if (!intervals.length) {
-    return 0;
-  }
-
-  const merged: Array<{ start: number; end: number }> = [];
-
-  for (const interval of intervals) {
-    const last = merged[merged.length - 1];
-
-    if (!last || interval.start > last.end) {
-      merged.push({ ...interval });
-      continue;
-    }
-
-    last.end = Math.max(last.end, interval.end);
-  }
-
-  const coveredMs = merged.reduce(
-    (sum, interval) => sum + (interval.end - interval.start),
-    0,
-  );
-
-  return roundValue((coveredMs / (endTime - startTime)) * 100);
-};
-
-const calculateStreaks = (pnls: number[]) => {
-  let currentWins = 0;
-  let currentLosses = 0;
-  let maxWins = 0;
-  let maxLosses = 0;
-
-  for (const pnl of pnls) {
-    if (pnl > 0) {
-      currentWins += 1;
-      currentLosses = 0;
-      maxWins = Math.max(maxWins, currentWins);
-      continue;
-    }
-
-    if (pnl < 0) {
-      currentLosses += 1;
-      currentWins = 0;
-      maxLosses = Math.max(maxLosses, currentLosses);
-      continue;
-    }
-
-    currentWins = 0;
-    currentLosses = 0;
-  }
-
-  return {
-    maxConsecutiveWins: maxWins,
-    maxConsecutiveLosses: maxLosses,
-  };
-};
-
-const calculateSymbolConcentration = (
-  trades: RuntimeTradeWithResolvedPnl[],
-  limit: number,
-) => {
-  const totals = new Map<string, number>();
-
-  for (const trade of trades) {
-    totals.set(
-      trade.symbol,
-      (totals.get(trade.symbol) ?? 0) + Math.abs(trade.resolvedPnl),
-    );
-  }
-
-  const totalAbsPnl = [...totals.values()].reduce(
-    (sum, value) => sum + value,
-    0,
-  );
-  if (totalAbsPnl <= 0) {
-    return null;
-  }
-
-  const topAbsPnl = [...totals.values()]
-    .sort((left, right) => right - left)
-    .slice(0, limit)
-    .reduce((sum, value) => sum + value, 0);
-
-  return roundValue((topAbsPnl / totalAbsPnl) * 100);
-};
-
-const createEmptyRuntimeStat = (
-  startTime: number,
-  endTime: number,
-): TestStat => {
-  const periodDays = Math.max(0, (endTime - startTime) / MS_IN_DAY);
-  const periodMonths = periodDays / AVG_DAYS_IN_MONTH;
-
-  return {
-    periodDays: roundValue(periodDays),
-    periodMonths: roundValue(periodMonths),
-    orders: 0,
-    wins: 0,
-    losses: 0,
-    ordersPerMonth: 0,
-    exposure: 0,
-    amount: INITIAL_BACKTEST_AMOUNT,
-    maxAmount: INITIAL_BACKTEST_AMOUNT,
-    minAmount: INITIAL_BACKTEST_AMOUNT,
-    netProfit: 0,
-    totalReturn: 0,
-    cagr: 0,
-    maxDrawdown: 0,
-    calmar: null,
-    winRate: 0,
-    riskRewardRatio: null,
-    expectancy: 0,
-    maxConsecutiveWins: 0,
-    maxConsecutiveLosses: 0,
-    sharpeRatio: null,
-    score: 0,
-  };
-};
-
-const buildStrategyNameKeyMap = (strategyNames: string[]) => {
-  const map = new Map<string, string>();
-
-  for (const strategyName of strategyNames) {
-    const key = normalizeStrategyOrderLinkKey(strategyName);
-
-    if (key && !map.has(key)) {
-      map.set(key, strategyName);
-    }
-  }
-
-  return map;
-};
-
-export const resolveStrategyNameByOrderLinkId = ({
-  orderLinkId,
-  strategyNames,
-}: {
-  orderLinkId: string | null | undefined;
-  strategyNames: string[];
-}) => {
-  const strategyKey = parseStrategyOrderLinkKey(orderLinkId);
-
-  if (!strategyKey) {
-    return null;
-  }
-
-  return buildStrategyNameKeyMap(strategyNames).get(strategyKey) ?? null;
-};
-
-export const isRuntimeTradeRecord = (
-  value: unknown,
-): value is RuntimeTradeRecord => {
-  if (!value || typeof value !== 'object') {
-    return false;
-  }
-
-  const record = value as Record<string, unknown>;
-  return (
-    typeof record.orderId === 'string' &&
-    typeof record.strategy === 'string' &&
-    typeof record.symbol === 'string' &&
-    typeof record.entryTimestamp === 'number' &&
-    typeof record.entryPrice === 'number' &&
-    typeof record.qty === 'number'
-  );
-};
-
-export const selectTradesForWindow = (
-  trades: RuntimeTradeRecord[],
-  startTime: number,
-  activeOrderIds: Set<string> = new Set(),
-) =>
-  trades.filter((trade) => {
-    if (trade.status === 'active') {
-      if (activeOrderIds.has(trade.orderId)) {
-        return true;
-      }
-
-      return trade.entryTimestamp >= startTime;
-    }
-
-    const exitTimestamp =
-      typeof trade.exitTimestamp === 'number' ? trade.exitTimestamp : 0;
-
-    return trade.entryTimestamp >= startTime || exitTimestamp >= startTime;
-  });
-
-export const buildRuntimeStrategyAnalytics = ({
-  trades,
-  startTime,
-  endTime,
-}: {
-  trades: RuntimeTradeRecord[];
-  startTime: number;
-  endTime: number;
-}) => {
-  const resolvedTrades = resolveTradesWithKnownPnl(trades, endTime);
-  const orderLog: SimpleOrderLogData = [[startTime, INITIAL_BACKTEST_AMOUNT]];
-  const tradePnls = resolvedTrades.map((trade) => trade.resolvedPnl);
-  let runningAmount = INITIAL_BACKTEST_AMOUNT;
-
-  for (const trade of resolvedTrades) {
-    runningAmount = roundValue(runningAmount + trade.resolvedPnl);
-    orderLog.push([trade.resolvedTimestamp, runningAmount]);
-  }
-
-  if (orderLog[orderLog.length - 1]?.[0] !== endTime) {
-    orderLog.push([endTime, runningAmount]);
-  }
-
-  const amounts = orderLog.map(([, amount]) => amount);
-  const wins = tradePnls.filter((pnl) => pnl > 0).length;
-  const losses = tradePnls.filter((pnl) => pnl < 0).length;
-  const averageWin =
-    wins > 0
-      ? tradePnls.filter((pnl) => pnl > 0).reduce((sum, pnl) => sum + pnl, 0) /
-        wins
-      : 0;
-  const averageLossAbs =
-    losses > 0
-      ? Math.abs(
-          tradePnls
-            .filter((pnl) => pnl < 0)
-            .reduce((sum, pnl) => sum + pnl, 0) / losses,
-        )
-      : 0;
-  const returnSeries: number[] = [];
-  let amountBeforeTrade = INITIAL_BACKTEST_AMOUNT;
-
-  for (const trade of resolvedTrades) {
-    returnSeries.push(
-      amountBeforeTrade > 0 ? trade.resolvedPnl / amountBeforeTrade : 0,
-    );
-    amountBeforeTrade += trade.resolvedPnl;
-  }
-
-  const periodDays = Math.max(0, (endTime - startTime) / MS_IN_DAY);
-  const periodMonths = periodDays / AVG_DAYS_IN_MONTH;
-  const amount = amounts[amounts.length - 1] ?? INITIAL_BACKTEST_AMOUNT;
-  const netProfit = amount - INITIAL_BACKTEST_AMOUNT;
-  const totalReturn =
-    INITIAL_BACKTEST_AMOUNT > 0
-      ? ((amount - INITIAL_BACKTEST_AMOUNT) / INITIAL_BACKTEST_AMOUNT) * 100
-      : 0;
-  const cagr =
-    periodMonths > 0
-      ? (Math.pow(amount / INITIAL_BACKTEST_AMOUNT, 12 / periodMonths) - 1) *
-        100
-      : 0;
-  const maxDrawdown = calculateMaxDrawdown(amounts);
-  const calmar = maxDrawdown > 0 ? cagr / maxDrawdown : null;
-  const riskRewardRatio =
-    averageLossAbs > 0 ? averageWin / averageLossAbs : null;
-  const expectancy =
-    returnSeries.length > 0
-      ? roundValue(
-          (returnSeries.reduce((sum, value) => sum + value, 0) /
-            returnSeries.length) *
-            100,
-        )
-      : 0;
-  const sharpeRatio = calculateSharpeRatio(orderLog, startTime, endTime);
-  const exposure = calculateExposurePercent(trades, startTime, endTime);
-  const { maxConsecutiveWins, maxConsecutiveLosses } =
-    calculateStreaks(tradePnls);
-  const symbolConcentrationTop1 = calculateSymbolConcentration(
-    resolvedTrades,
-    1,
-  );
-  const symbolConcentrationTop5 = calculateSymbolConcentration(
-    resolvedTrades,
-    5,
-  );
-
-  const stat: TestStat =
-    trades.length === 0
-      ? createEmptyRuntimeStat(startTime, endTime)
-      : {
-          periodDays: roundValue(periodDays),
-          periodMonths: roundValue(periodMonths),
-          orders: trades.length,
-          wins,
-          losses,
-          ordersPerMonth:
-            periodMonths > 0 ? roundValue(trades.length / periodMonths) : 0,
-          exposure,
-          amount: roundValue(amount),
-          maxAmount: roundValue(Math.max(...amounts)),
-          minAmount: roundValue(Math.min(...amounts)),
-          netProfit: roundValue(netProfit),
-          totalReturn: roundValue(totalReturn),
-          cagr: roundValue(cagr),
-          maxDrawdown,
-          calmar: calmar == null ? null : roundValue(calmar),
-          winRate:
-            trades.length > 0 ? roundValue((wins / trades.length) * 100) : 0,
-          riskRewardRatio:
-            riskRewardRatio == null ? null : roundValue(riskRewardRatio),
-          expectancy,
-          maxConsecutiveWins,
-          maxConsecutiveLosses,
-          sharpeRatio,
-          score: 0,
-        };
-
-  const activeTrades = trades.filter((trade) => trade.status === 'active');
-  const closedTrades = trades.filter((trade) => trade.status === 'closed');
-  const activePnl = roundValue(
-    activeTrades.reduce(
-      (sum, trade) =>
-        sum +
-        (typeof trade.currentPnl === 'number' &&
-        Number.isFinite(trade.currentPnl)
-          ? trade.currentPnl
-          : 0),
-      0,
-    ),
-  );
-  const closedPnl = roundValue(
-    closedTrades.reduce(
-      (sum, trade) =>
-        sum +
-        (typeof trade.closedPnl === 'number' && Number.isFinite(trade.closedPnl)
-          ? trade.closedPnl
-          : typeof trade.currentPnl === 'number' &&
-              Number.isFinite(trade.currentPnl)
-            ? trade.currentPnl
-            : 0),
-      0,
-    ),
-  );
-
-  return {
-    orderLog,
-    stat,
-    summary: {
-      totalTrades: trades.length,
-      activeTrades: activeTrades.length,
-      closedTrades: closedTrades.length,
-      wins,
-      losses,
-      activePnl,
-      closedPnl,
-      totalPnl: roundValue(activePnl + closedPnl),
-      symbolConcentrationTop1,
-      symbolConcentrationTop5,
-    },
-  };
-};
-
-export const toRuntimeTradeView = (
-  trade: RuntimeTradeRecord,
-  endTime = Date.now(),
-): RuntimeStrategyTradeView => ({
-  orderId: trade.orderId,
-  symbol: trade.symbol,
-  direction: trade.direction,
-  status: trade.status,
-  qty: trade.qty,
-  entryTimestamp: trade.entryTimestamp,
-  entryPrice: trade.entryPrice,
-  actualEntryPrice: toFiniteNumberOrNull(trade.actualEntryPrice),
-  exitTimestamp:
-    typeof trade.exitTimestamp === 'number' ? trade.exitTimestamp : null,
-  exitPrice: typeof trade.exitPrice === 'number' ? trade.exitPrice : null,
-  actualExitPrice: toFiniteNumberOrNull(trade.actualExitPrice),
-  currentPrice: toFiniteNumberOrNull(trade.currentPrice),
-  pnl: getTradePnl(trade),
-  durationHours: getTradeDurationHours(trade, endTime),
-  entrySlippagePercent: getPriceSlippagePercent({
-    expectedPrice: trade.entryPrice,
-    actualPrice: trade.actualEntryPrice,
-  }),
-  exitSlippagePercent: getPriceSlippagePercent({
-    expectedPrice: getExpectedExitPrice(trade),
-    actualPrice: trade.actualExitPrice ?? trade.exitPrice,
-  }),
-  exitType: trade.exitType ?? null,
-  takeProfitPrice: toFiniteNumberOrNull(trade.aiAnalysis?.takeProfitPrice),
-  stopLossPrice: toFiniteNumberOrNull(trade.aiAnalysis?.stopLossPrice),
-  takeProfitPercent: getTradeLevelPercent({
-    direction: trade.direction,
-    entryPrice: trade.entryPrice,
-    levelPrice: trade.aiAnalysis?.takeProfitPrice,
-    kind: 'takeProfit',
-  }),
-  stopLossPercent: getTradeLevelPercent({
-    direction: trade.direction,
-    entryPrice: trade.entryPrice,
-    levelPrice: trade.aiAnalysis?.stopLossPrice,
-    kind: 'stopLoss',
-  }),
-  openFee: toFiniteNumberOrNull(trade.openFee),
-  closeFee: toFiniteNumberOrNull(trade.closeFee),
-  fundingFee: toFiniteNumberOrNull(trade.fundingFee),
-  totalFee: getTradeTotalFee(trade),
-  lastSyncedAt:
-    typeof trade.lastSyncedAt === 'number' ? trade.lastSyncedAt : null,
-});
-
-const removeClosedPnlFromExactMaps = ({
-  exactByOrderLinkId,
-  exactByOrderId,
-  row,
-}: {
-  exactByOrderLinkId: Map<string, ClosedPnlRecordWithOrderLinkId>;
-  exactByOrderId: Map<string, ClosedPnlRecordWithOrderLinkId>;
-  row: ClosedPnlRecordWithOrderLinkId;
-}) => {
-  if (row.orderLinkId) {
-    exactByOrderLinkId.delete(row.orderLinkId);
-  }
-
-  if (row.orderId) {
-    exactByOrderId.delete(row.orderId);
-  }
-};
-
-const takeClosedPnlMatchForExchangeEntry = ({
-  exactByOrderLinkId,
-  exactByOrderId,
-  symbolBuckets,
-  entry,
-}: {
-  exactByOrderLinkId: Map<string, ClosedPnlRecordWithOrderLinkId>;
-  exactByOrderId: Map<string, ClosedPnlRecordWithOrderLinkId>;
-  symbolBuckets: Map<string, ClosedPnlRecordWithOrderLinkId[]>;
-  entry: ExchangeEntryRecord;
-}) => {
-  const exactMatch = takeExactClosedPnlMatch({
-    exactByOrderLinkId,
-    exactByOrderId,
-    symbolBuckets,
-    orderLinkId: entry.orderLinkId,
-    orderId: entry.orderId,
-  });
-
-  if (exactMatch) {
-    return exactMatch;
-  }
-
-  const rows = symbolBuckets.get(entry.symbol);
-  if (!rows?.length) {
-    return null;
-  }
-
-  const minimumClosedAt = entry.entryTimestamp - 5 * 60_000;
-  const matchIndex = rows.reduce((bestIndex, row, index) => {
-    if (
-      !Number.isFinite(row.closedAt) ||
-      row.closedAt < minimumClosedAt ||
-      (row.direction && row.direction !== entry.direction)
-    ) {
-      return bestIndex;
-    }
-
-    if (bestIndex < 0) {
-      return index;
-    }
-
-    const best = rows[bestIndex];
-    return row.closedAt < best.closedAt ? index : bestIndex;
-  }, -1);
-
-  if (matchIndex < 0) {
-    return null;
-  }
-
-  const [row] = rows.splice(matchIndex, 1);
-  if (row) {
-    removeClosedPnlFromExactMaps({
-      exactByOrderLinkId,
-      exactByOrderId,
-      row,
-    });
-  }
-
-  return row ?? null;
-};
-
-const aggregateExchangeEntriesByOrder = (entryRows: ExchangeEntryRecord[]) => {
-  const grouped = new Map<
-    string,
-    ExchangeEntryRecord & {
-      _qtyForPricing: number;
-      _notionalForPricing: number;
-    }
-  >();
-
-  entryRows.forEach((entry, index) => {
-    const orderLinkId = toNonEmptyString(entry.orderLinkId);
-    const orderId = toNonEmptyString(entry.orderId);
-    const groupKey =
-      orderLinkId ||
-      orderId ||
-      `${entry.symbol}:${entry.direction}:${entry.entryTimestamp}:${index}`;
-    const existing = grouped.get(groupKey);
-
-    if (!existing) {
-      grouped.set(groupKey, {
-        ...entry,
-        qty: Number.isFinite(entry.qty) ? entry.qty : 0,
-        _qtyForPricing:
-          Number.isFinite(entry.qty) &&
-          Number.isFinite(entry.entryPrice) &&
-          entry.entryPrice != null
-            ? entry.qty
-            : 0,
-        _notionalForPricing:
-          Number.isFinite(entry.qty) &&
-          Number.isFinite(entry.entryPrice) &&
-          entry.entryPrice != null
-            ? entry.qty * entry.entryPrice
-            : 0,
-      });
-      return;
-    }
-
-    existing.qty += Number.isFinite(entry.qty) ? entry.qty : 0;
-    existing.entryTimestamp = Math.min(
-      existing.entryTimestamp,
-      entry.entryTimestamp,
-    );
-
-    if (
-      Number.isFinite(entry.qty) &&
-      Number.isFinite(entry.entryPrice) &&
-      entry.entryPrice != null
-    ) {
-      existing._qtyForPricing += entry.qty;
-      existing._notionalForPricing += entry.qty * entry.entryPrice;
-    }
-  });
-
-  return [...grouped.values()]
-    .map(({ _qtyForPricing, _notionalForPricing, ...entry }) => ({
-      ...entry,
-      qty: roundValue(entry.qty, 8),
-      entryPrice:
-        _qtyForPricing > 0
-          ? roundValue(_notionalForPricing / _qtyForPricing, 8)
-          : null,
-    }))
-    .sort((left, right) => left.entryTimestamp - right.entryTimestamp);
-};
-
-export const buildExchangeFallbackRuntimeTrades = ({
-  entryRows,
-  closedPnlRows,
-  openPositions,
-  strategyNames,
-  existingTrades,
-  endTime,
-}: {
-  entryRows: ExchangeEntryRecord[];
-  closedPnlRows: ClosedPnlRecordWithOrderLinkId[];
-  openPositions: PositionPnlSnapshot[];
-  strategyNames: string[];
-  existingTrades: RuntimeTradeRecord[];
-  endTime: number;
-}) => {
-  if (!entryRows.length && !closedPnlRows.length) {
-    return [];
-  }
-
-  const strategyNameByOrderId = new Map(
-    existingTrades
-      .filter(
-        (trade): trade is RuntimeTradeRecord & { strategy: string } =>
-          typeof trade.orderId === 'string' &&
-          trade.orderId.trim().length > 0 &&
-          typeof trade.strategy === 'string' &&
-          trade.strategy.trim().length > 0,
-      )
-      .map((trade) => [trade.orderId, trade.strategy]),
-  );
-  const strategyNamesPool = [
-    ...new Set([
-      ...strategyNames,
-      ...existingTrades.map((trade) => trade.strategy).filter(Boolean),
-    ]),
-  ];
-  const openPositionBySymbol = new Map(
-    openPositions.map((position) => [position.symbol, position]),
-  );
-  const existingOrderIds = new Set(
-    existingTrades
-      .map((trade) => toNonEmptyString(trade.orderId))
-      .filter((value): value is string => value != null),
-  );
-  const exactByOrderLinkId = new Map(
-    closedPnlRows
-      .filter(
-        (
-          row,
-        ): row is ClosedPnlRecordWithOrderLinkId & { orderLinkId: string } =>
-          typeof row.orderLinkId === 'string' && row.orderLinkId.length > 0,
-      )
-      .map((row) => [row.orderLinkId, row]),
-  );
-  const exactByOrderId = new Map(
-    closedPnlRows
-      .filter(
-        (row): row is ClosedPnlRecordWithOrderLinkId & { orderId: string } =>
-          typeof row.orderId === 'string' && row.orderId.length > 0,
-      )
-      .map((row) => [row.orderId, row]),
-  );
-  const symbolBuckets = new Map<string, ClosedPnlRecordWithOrderLinkId[]>();
-
-  for (const row of closedPnlRows) {
-    const bucket = symbolBuckets.get(row.symbol) ?? [];
-    bucket.push(row);
-    symbolBuckets.set(row.symbol, bucket);
-  }
-
-  const fallbackTrades = aggregateExchangeEntriesByOrder(entryRows)
-    .map<RuntimeTradeRecord | null>((entry) => {
-      const normalizedOrderLinkId = toNonEmptyString(entry.orderLinkId);
-      const normalizedOrderId = toNonEmptyString(entry.orderId);
-      const runtimeOrderId = normalizedOrderLinkId ?? normalizedOrderId;
-
-      if (!runtimeOrderId || existingOrderIds.has(runtimeOrderId)) {
-        return null;
-      }
-
-      const strategyName =
-        (normalizedOrderLinkId
-          ? strategyNameByOrderId.get(normalizedOrderLinkId)
-          : null) ??
-        (normalizedOrderId
-          ? strategyNameByOrderId.get(normalizedOrderId)
-          : null) ??
-        resolveStrategyNameByOrderLinkId({
-          orderLinkId: normalizedOrderLinkId,
-          strategyNames: strategyNamesPool,
-        });
-
-      if (!strategyName) {
-        return null;
-      }
-
-      const matchedClosedPnl = takeClosedPnlMatchForExchangeEntry({
-        exactByOrderLinkId,
-        exactByOrderId,
-        symbolBuckets,
-        entry,
-      });
-      const openPosition = openPositionBySymbol.get(entry.symbol);
-      const isActive =
-        !matchedClosedPnl &&
-        openPosition?.direction === entry.direction &&
-        Number.isFinite(openPosition.currentPrice) &&
-        Number.isFinite(openPosition.unrealizedPnl);
-      const entryPrice =
-        typeof entry.entryPrice === 'number' &&
-        Number.isFinite(entry.entryPrice)
-          ? entry.entryPrice
-          : typeof matchedClosedPnl?.entryPrice === 'number' &&
-              Number.isFinite(matchedClosedPnl.entryPrice)
-            ? matchedClosedPnl.entryPrice
-            : null;
-
-      if (entryPrice == null) {
-        return null;
-      }
-
-      return {
-        orderId: runtimeOrderId,
-        strategy: strategyName,
-        symbol: entry.symbol,
-        direction: entry.direction,
-        qty: entry.qty,
-        entryPrice,
-        actualEntryPrice:
-          matchedClosedPnl?.entryPrice ?? entry.entryPrice ?? null,
-        entryTimestamp: entry.entryTimestamp,
-        status: isActive ? 'active' : 'closed',
-        currentPrice: isActive
-          ? openPosition?.currentPrice ?? null
-          : matchedClosedPnl?.exitPrice ?? null,
-        currentPnl: isActive
-          ? openPosition?.unrealizedPnl ?? null
-          : matchedClosedPnl?.closedPnl ?? null,
-        closedPnl: isActive ? null : matchedClosedPnl?.closedPnl ?? null,
-        exitPrice: isActive ? null : matchedClosedPnl?.exitPrice ?? null,
-        actualExitPrice: isActive ? null : matchedClosedPnl?.exitPrice ?? null,
-        exitTimestamp: isActive ? null : matchedClosedPnl?.closedAt ?? null,
-        aiAnalysis: isActive
-          ? buildRiskLevelsAnalysis({
-              takeProfitPrice: openPosition?.takeProfitPrice,
-              stopLossPrice: openPosition?.stopLossPrice,
-            })
-          : null,
-        openFee: matchedClosedPnl?.openFee ?? entry.openFee ?? null,
-        closeFee: matchedClosedPnl?.closeFee ?? entry.closeFee ?? null,
-        fundingFee: matchedClosedPnl?.fundingFee ?? entry.fundingFee ?? null,
-        totalFee: matchedClosedPnl?.totalFee ?? entry.totalFee ?? null,
-        lastSyncedAt: endTime,
-      };
-    })
-    .filter((trade): trade is RuntimeTradeRecord => trade != null);
-
-  const fallbackOrderIds = new Set([
-    ...existingOrderIds,
-    ...fallbackTrades.map((trade) => trade.orderId),
-  ]);
-  const remainingClosedPnlRows = [...symbolBuckets.values()].flat();
-  const closedPnlFallbackTrades = remainingClosedPnlRows
-    .map<RuntimeTradeRecord | null>((row) => {
-      const normalizedOrderLinkId = toNonEmptyString(row.orderLinkId);
-      const normalizedOrderId = toNonEmptyString(row.orderId);
-      const runtimeOrderId = normalizedOrderLinkId ?? normalizedOrderId;
-
-      if (!runtimeOrderId || fallbackOrderIds.has(runtimeOrderId)) {
-        return null;
-      }
-
-      const strategyName =
-        (normalizedOrderLinkId
-          ? strategyNameByOrderId.get(normalizedOrderLinkId)
-          : null) ??
-        (normalizedOrderId
-          ? strategyNameByOrderId.get(normalizedOrderId)
-          : null) ??
-        resolveStrategyNameByOrderLinkId({
-          orderLinkId: normalizedOrderLinkId,
-          strategyNames: strategyNamesPool,
-        });
-
-      if (
-        !strategyName ||
-        row.entryPrice == null ||
-        !Number.isFinite(row.entryPrice)
-      ) {
-        return null;
-      }
-
-      const direction = row.direction ?? null;
-      if (!direction) {
-        return null;
-      }
-
-      return {
-        orderId: runtimeOrderId,
-        strategy: strategyName,
-        symbol: row.symbol,
-        direction,
-        qty: row.qty,
-        entryPrice: row.entryPrice,
-        actualEntryPrice: row.entryPrice,
-        entryTimestamp:
-          typeof row.entryTimestamp === 'number' &&
-          Number.isFinite(row.entryTimestamp)
-            ? row.entryTimestamp
-            : row.closedAt,
-        status: 'closed',
-        currentPrice: row.exitPrice,
-        currentPnl: row.closedPnl,
-        closedPnl: row.closedPnl,
-        exitPrice: row.exitPrice,
-        actualExitPrice: row.exitPrice,
-        exitTimestamp: row.closedAt,
-        openFee: row.openFee ?? null,
-        closeFee: row.closeFee ?? null,
-        fundingFee: row.fundingFee ?? null,
-        totalFee: row.totalFee ?? null,
-        lastSyncedAt: endTime,
-      };
-    })
-    .filter((trade): trade is RuntimeTradeRecord => trade != null);
-
-  return [...fallbackTrades, ...closedPnlFallbackTrades].sort(
-    (left, right) => left.entryTimestamp - right.entryTimestamp,
-  );
-};