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atr tracking

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This commit is contained in:
mrfluffy
2026-02-25 20:04:58 +00:00
parent 62847846d0
commit 4476c04512
6 changed files with 91 additions and 26 deletions
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85
src/dashboard.rs
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@@ -12,13 +12,23 @@ use std::path::Path;
use std::sync::Arc;
use tower_http::cors::CorsLayer;
use crate::alpaca::AlpacaClient;
use crate::paths::LIVE_EQUITY_FILE;
use crate::types::EquitySnapshot;
use crate::{
alpaca::AlpacaClient,
config::{ATR_TRAIL_ACTIVATION_MULTIPLIER, ATR_TRAIL_MULTIPLIER},
paths::{LIVE_ENTRY_ATRS_FILE, LIVE_EQUITY_FILE, LIVE_HIGH_WATER_MARKS_FILE},
types::EquitySnapshot,
};
use std::collections::HashMap;
pub struct DashboardInitData {
pub entry_atrs: HashMap<String, f64>,
pub high_water_marks: HashMap<String, f64>,
}
/// Shared state for the dashboard.
pub struct DashboardState {
pub client: AlpacaClient,
pub init_data: DashboardInitData,
}
#[derive(Serialize)]
@@ -48,6 +58,8 @@ struct PositionResponse {
unrealized_pnl: f64,
pnl_pct: f64,
change_today: f64,
trail_status: String,
stop_loss_price: f64,
}
#[derive(Serialize)]
@@ -363,6 +375,8 @@ const HTML_TEMPLATE: &str = r#"<!DOCTYPE html>
<div class="position-detail"><div class="position-detail-label">Current</div><div class="position-detail-value">${formatCurrency(pos.current_price)}</div></div>
<div class="position-detail"><div class="position-detail-label">P&L</div><div class="position-detail-value ${pnlClass}">${formatCurrency(pos.unrealized_pnl, true)}</div></div>
<div class="position-detail"><div class="position-detail-label">Today</div><div class="position-detail-value ${changeClass}">${changeSign}${pos.change_today.toFixed(2)}%</div></div>
<div class="position-detail"><div class="position-detail-label">Trail Status</div><div class="position-detail-value">${pos.trail_status}</div></div>
<div class="position-detail"><div class="position-detail-label">Stop Loss</div><div class="position-detail-value">${formatCurrency(pos.stop_loss_price)}</div></div>
</div>
</div>`;
}).join('');
@@ -548,20 +562,49 @@ async fn api_positions(State(state): State<Arc<DashboardState>>) -> impl IntoRes
Ok(positions) => {
let mut result: Vec<PositionResponse> = positions
.iter()
.map(|p| PositionResponse {
symbol: p.symbol.clone(),
qty: p.qty.parse().unwrap_or(0.0),
market_value: p.market_value.parse().unwrap_or(0.0),
avg_entry_price: p.avg_entry_price.parse().unwrap_or(0.0),
current_price: p.current_price.parse().unwrap_or(0.0),
unrealized_pnl: p.unrealized_pl.parse().unwrap_or(0.0),
pnl_pct: p.unrealized_plpc.parse::<f64>().unwrap_or(0.0) * 100.0,
change_today: p
.change_today
.as_ref()
.and_then(|s| s.parse::<f64>().ok())
.unwrap_or(0.0)
* 100.0,
.map(|p| {
let entry_price = p.avg_entry_price.parse().unwrap_or(0.0);
let current_price = p.current_price.parse().unwrap_or(0.0);
let pnl_pct = if entry_price > 0.0 {
(current_price - entry_price) / entry_price
} else {
0.0
};
let entry_atr = state.init_data.entry_atrs.get(&p.symbol).copied().unwrap_or(0.0);
let high_water_mark = state.init_data.high_water_marks.get(&p.symbol).copied().unwrap_or(entry_price);
let activation_gain = if entry_atr > 0.0 {
(ATR_TRAIL_ACTIVATION_MULTIPLIER * entry_atr) / entry_price
} else {
0.0
};
let (trail_status, stop_loss_price) = if pnl_pct >= activation_gain && entry_atr > 0.0 {
let trail_distance = ATR_TRAIL_MULTIPLIER * entry_atr;
let stop_price = high_water_mark - trail_distance;
("Active".to_string(), stop_price)
} else {
("Inactive".to_string(), entry_price - ATR_TRAIL_MULTIPLIER * entry_atr)
};
PositionResponse {
symbol: p.symbol.clone(),
qty: p.qty.parse().unwrap_or(0.0),
market_value: p.market_value.parse().unwrap_or(0.0),
avg_entry_price: entry_price,
current_price,
unrealized_pnl: p.unrealized_pl.parse().unwrap_or(0.0),
pnl_pct: p.unrealized_plpc.parse::<f64>().unwrap_or(0.0) * 100.0,
change_today: p
.change_today
.as_ref()
.and_then(|s| s.parse::<f64>().ok())
.unwrap_or(0.0)
* 100.0,
trail_status,
stop_loss_price,
}
})
.collect();
@@ -614,8 +657,12 @@ async fn api_orders(State(state): State<Arc<DashboardState>>) -> impl IntoRespon
}
/// Start the dashboard web server.
pub async fn start_dashboard(client: AlpacaClient, port: u16) -> anyhow::Result<()> {
let state = Arc::new(DashboardState { client });
pub async fn start_dashboard(
client: AlpacaClient,
port: u16,
init_data: DashboardInitData,
) -> anyhow::Result<()> {
let state = Arc::new(DashboardState { client, init_data });
let app = Router::new()
.route("/", get(index))