hedgequantx 2.9.251 → 2.9.253

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "hedgequantx",
-  "version": "2.9.251",
+  "version": "2.9.253",
   "description": "HedgeQuantX - Prop Futures Trading CLI",
   "main": "src/app.js",
   "bin": {

package/src/pages/algo/algo-executor.js

@@ -60,6 +60,11 @@ const executeAlgo = async ({ service, account, contract, config, strategy: strat
   let running = true, stopReason = null, startingPnL = null;
   let currentPosition = 0, pendingOrder = false, tickCount = 0, lastBias = 'FLAT';
   
+  // Clear any stale position data at startup
+  if (service.positions) {
+    service.positions.clear();
+  }
+  
   // HFT: Use CircularBuffer for O(1) tick storage (replaces O(n) shift())
   const recentTicksBuffer = new CircularBuffer(100);
   const recentSignalsBuffer = new CircularBuffer(10);
@@ -445,6 +450,11 @@ const executeAlgo = async ({ service, account, contract, config, strategy: strat
       if (Date.now() % 10000 < 2000) {
         const posResult = await service.getPositions(accId);
         if (posResult.success && posResult.positions) {
+          // Debug: log all positions
+          if (posResult.positions.length > 0) {
+            console.log('[Position] Raw positions:', JSON.stringify(posResult.positions));
+          }
+          
           const pos = posResult.positions.find(p => {
             const sym = p.contractId || p.symbol || '';
             return sym.includes(contract.name) || sym.includes(contractId);
@@ -452,6 +462,7 @@ const executeAlgo = async ({ service, account, contract, config, strategy: strat
           if (pos && pos.quantity !== 0) {
             // Validate quantity is reasonable (prevent overflow values)
             const qty = parseInt(pos.quantity);
+            console.log('[Position] Found:', pos.symbol || pos.contractId, 'qty:', qty);
             if (!isNaN(qty) && Math.abs(qty) < 1000) {
               currentPosition = qty;
             }