Fixed major price data sync issues: - Removed hardcoded price (77.63) from position monitor - Added real-time oracle data instead of stale TWAP pricing - Implemented cache-busting headers for fresh data - Updated fallback prices to current market levels - Real-time P&L tracking with trend indicators (📈📉➡️) - Enhanced stop loss proximity alerts with color-coded risk levels - Analysis progress indicators during automation cycles - Performance metrics (runtime, cycles, trades, errors) - Fresh data validation and improved error handling - Price accuracy: 77.63 → 84.47 (matches Drift UI) - P&L accuracy: -.91 → -.59 (correct calculation) - Risk assessment: CRITICAL → MEDIUM (proper evaluation) - Stop loss distance: 0.91% → 4.8% (safe distance) - CLI monitor script with 8-second updates - Web dashboard component (PositionMonitor.tsx) - Real-time automation status tracking - Database and error monitoring improvements This fixes the automation showing false emergency alerts when position was actually performing normally.
261 lines
8.1 KiB
JavaScript
261 lines
8.1 KiB
JavaScript
import { NextResponse } from 'next/server';
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import { PrismaClient } from '@prisma/client';
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/**
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* AI Learning Analytics API
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*
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* Provides real-time statistics about AI learning improvements and trading performance
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*/
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const prisma = new PrismaClient();
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export async function GET(request) {
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try {
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const startDate = new Date('2025-07-24'); // When AI trading started
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// Get learning data
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const learningData = await prisma.aILearningData.findMany({
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where: {
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createdAt: {
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gte: startDate
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}
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},
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orderBy: { createdAt: 'asc' }
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});
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// Get trade data
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const tradeData = await prisma.trade.findMany({
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where: {
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createdAt: {
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gte: startDate
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},
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isAutomated: true
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},
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orderBy: { createdAt: 'asc' }
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});
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// Get automation sessions
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const automationSessions = await prisma.automationSession.findMany({
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where: {
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createdAt: {
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gte: startDate
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}
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},
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orderBy: { createdAt: 'desc' }
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});
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// Calculate improvements
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const improvements = calculateImprovements(learningData);
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const pnlAnalysis = calculatePnLAnalysis(tradeData);
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// Add real-time drift position data
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let currentPosition = null;
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try {
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const HttpUtil = require('../../../lib/http-util');
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const positionData = await HttpUtil.get('http://localhost:9001/api/automation/position-monitor');
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if (positionData.success && positionData.monitor) {
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currentPosition = {
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hasPosition: positionData.monitor.hasPosition,
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symbol: positionData.monitor.position?.symbol,
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side: positionData.monitor.position?.side,
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size: positionData.monitor.position?.size,
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entryPrice: positionData.monitor.position?.entryPrice,
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currentPrice: positionData.monitor.position?.currentPrice,
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unrealizedPnl: positionData.monitor.position?.unrealizedPnl,
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distanceFromStopLoss: positionData.monitor.stopLossProximity?.distancePercent,
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riskLevel: positionData.monitor.riskLevel,
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aiRecommendation: positionData.monitor.recommendation
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};
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}
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} catch (positionError) {
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console.log('Could not fetch position data:', positionError.message);
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}
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// Build response
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const now = new Date();
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const daysSinceStart = Math.ceil((now.getTime() - startDate.getTime()) / (1000 * 60 * 60 * 24));
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const response = {
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generated: now.toISOString(),
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period: {
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start: startDate.toISOString(),
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end: now.toISOString(),
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daysActive: daysSinceStart
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},
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overview: {
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totalLearningRecords: learningData.length,
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totalTrades: tradeData.length,
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totalSessions: automationSessions.length,
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activeSessions: automationSessions.filter(s => s.status === 'ACTIVE').length
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},
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improvements,
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pnl: pnlAnalysis,
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currentPosition,
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realTimeMetrics: {
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daysSinceAIStarted: daysSinceStart,
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learningRecordsPerDay: Number((learningData.length / daysSinceStart).toFixed(1)),
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tradesPerDay: Number((tradeData.length / daysSinceStart).toFixed(1)),
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lastUpdate: now.toISOString(),
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isLearningActive: automationSessions.filter(s => s.status === 'ACTIVE').length > 0
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},
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learningProof: {
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hasImprovement: improvements?.confidenceImprovement > 0,
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improvementDirection: improvements?.trend,
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confidenceChange: improvements?.confidenceImprovement,
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accuracyChange: improvements?.accuracyImprovement,
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sampleSize: learningData.length,
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isStatisticallySignificant: learningData.length > 100
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}
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};
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return NextResponse.json(response);
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} catch (error) {
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console.error('Error generating AI analytics:', error);
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return NextResponse.json({
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error: 'Failed to generate analytics',
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details: error.message
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}, { status: 500 });
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} finally {
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await prisma.$disconnect();
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}
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}
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function calculateImprovements(learningData) {
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if (learningData.length < 10) {
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return {
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improvement: 0,
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trend: 'INSUFFICIENT_DATA',
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message: 'Need more learning data to calculate improvements',
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confidenceImprovement: 0,
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accuracyImprovement: null
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};
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}
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// Split data into early vs recent periods
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const midPoint = Math.floor(learningData.length / 2);
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const earlyData = learningData.slice(0, midPoint);
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const recentData = learningData.slice(midPoint);
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// Calculate average confidence scores
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const earlyConfidence = getAverageConfidence(earlyData);
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const recentConfidence = getAverageConfidence(recentData);
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// Calculate accuracy if outcomes are available
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const earlyAccuracy = getAccuracy(earlyData);
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const recentAccuracy = getAccuracy(recentData);
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const confidenceImprovement = ((recentConfidence - earlyConfidence) / earlyConfidence) * 100;
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const accuracyImprovement = earlyAccuracy && recentAccuracy ?
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((recentAccuracy - earlyAccuracy) / earlyAccuracy) * 100 : null;
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return {
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confidenceImprovement: Number(confidenceImprovement.toFixed(2)),
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accuracyImprovement: accuracyImprovement ? Number(accuracyImprovement.toFixed(2)) : null,
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earlyPeriod: {
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samples: earlyData.length,
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avgConfidence: Number(earlyConfidence.toFixed(2)),
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accuracy: earlyAccuracy ? Number(earlyAccuracy.toFixed(2)) : null
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},
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recentPeriod: {
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samples: recentData.length,
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avgConfidence: Number(recentConfidence.toFixed(2)),
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accuracy: recentAccuracy ? Number(recentAccuracy.toFixed(2)) : null
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},
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trend: confidenceImprovement > 5 ? 'IMPROVING' :
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confidenceImprovement < -5 ? 'DECLINING' : 'STABLE'
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};
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}
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function calculatePnLAnalysis(tradeData) {
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const analysis = {
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totalTrades: tradeData.length,
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totalPnL: 0,
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totalPnLPercent: 0,
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winningTrades: 0,
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losingTrades: 0,
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breakEvenTrades: 0,
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avgTradeSize: 0,
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winRate: 0,
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avgWin: 0,
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avgLoss: 0,
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profitFactor: 0
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};
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if (tradeData.length === 0) {
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return analysis;
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}
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let totalProfit = 0;
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let totalLoss = 0;
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let totalAmount = 0;
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tradeData.forEach(trade => {
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const pnl = trade.profit || 0;
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const pnlPercent = trade.pnlPercent || 0;
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const amount = trade.amount || 0;
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analysis.totalPnL += pnl;
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analysis.totalPnLPercent += pnlPercent;
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totalAmount += amount;
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if (pnl > 0) {
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analysis.winningTrades++;
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totalProfit += pnl;
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} else if (pnl < 0) {
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analysis.losingTrades++;
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totalLoss += Math.abs(pnl);
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} else {
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analysis.breakEvenTrades++;
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}
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});
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analysis.avgTradeSize = totalAmount / tradeData.length;
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analysis.winRate = (analysis.winningTrades / tradeData.length) * 100;
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analysis.avgWin = analysis.winningTrades > 0 ? totalProfit / analysis.winningTrades : 0;
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analysis.avgLoss = analysis.losingTrades > 0 ? totalLoss / analysis.losingTrades : 0;
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analysis.profitFactor = analysis.avgLoss > 0 ? analysis.avgWin / analysis.avgLoss : 0;
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// Round numbers
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Object.keys(analysis).forEach(key => {
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if (typeof analysis[key] === 'number') {
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analysis[key] = Number(analysis[key].toFixed(4));
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}
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});
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return analysis;
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}
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function getAverageConfidence(data) {
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const confidenceScores = data
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.map(d => {
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// Handle confidence stored as percentage (75.0) vs decimal (0.75)
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let confidence = d.confidenceScore || d.analysisData?.confidence || 0.5;
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if (confidence > 1) {
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confidence = confidence / 100; // Convert percentage to decimal
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}
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return confidence;
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})
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.filter(score => score > 0);
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return confidenceScores.length > 0 ?
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confidenceScores.reduce((a, b) => a + b, 0) / confidenceScores.length : 0.5;
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}
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function getAccuracy(data) {
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const withOutcomes = data.filter(d => d.outcome && d.accuracyScore);
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if (withOutcomes.length === 0) return null;
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const avgAccuracy = withOutcomes.reduce((sum, d) => sum + (d.accuracyScore || 0), 0) / withOutcomes.length;
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return avgAccuracy;
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}
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export async function POST(request) {
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return NextResponse.json({
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success: true,
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message: 'Analytics refreshed',
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timestamp: new Date().toISOString()
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});
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}
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