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Merge pull request #9 from mindesbunister/copilot/fix-analytics-dashboard-filtering

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Add indicator version filtering to analytics optimization dashboard
This commit is contained in:
mindesbunister
2025-12-05 15:10:34 +01:00
committed by GitHub
parent d49e0feb5f 4f913a7ab8
commit 1b45d879d0
3 changed files with 297 additions and 135 deletions
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41
app/analytics/optimization/page.tsx
View File

@@ -11,15 +11,25 @@ interface AnalysisResult {
action?: string
}
// Available indicator versions for filtering
const INDICATOR_VERSIONS = [
{ value: 'v9', label: 'v9 - Current Production' },
{ value: 'v8', label: 'v8 - Previous Version' },
{ value: 'v6', label: 'v6 - Legacy' },
{ value: 'v5', label: 'v5 - Legacy' },
{ value: 'all', label: 'All Versions (Historical)' },
]
export default function OptimizationPage() {
const [analyses, setAnalyses] = useState<AnalysisResult[]>([])
const [loading, setLoading] = useState(true)
const [lastRefresh, setLastRefresh] = useState<Date | null>(null)
const [selectedVersion, setSelectedVersion] = useState<string>('v9') // Default to current production
const loadAnalyses = async () => {
setLoading(true)
try {
const response = await fetch('/api/optimization/analyze')
const response = await fetch(`/api/optimization/analyze?version=${encodeURIComponent(selectedVersion)}`)
const data = await response.json()
setAnalyses(data.analyses)
setLastRefresh(new Date())
@@ -32,7 +42,8 @@ export default function OptimizationPage() {
useEffect(() => {
loadAnalyses()
}, [])
// eslint-disable-next-line react-hooks/exhaustive-deps
}, [selectedVersion]) // Reload when version changes
return (
<div className="min-h-screen bg-gradient-to-br from-slate-900 via-slate-800 to-slate-900 text-white p-8">
@@ -60,8 +71,25 @@ export default function OptimizationPage() {
)}
</div>
{/* Refresh Button */}
<div className="mb-6">
{/* Version Selector and Refresh Button */}
<div className="mb-6 flex items-center gap-4 flex-wrap">
<div className="flex items-center gap-3">
<label htmlFor="version-select" className="text-sm font-medium text-slate-300">
Indicator Version:
</label>
<select
id="version-select"
value={selectedVersion}
onChange={(e) => setSelectedVersion(e.target.value)}
className="px-4 py-2 bg-slate-700 rounded-lg border border-slate-600 text-white focus:border-blue-500 focus:outline-none"
>
{INDICATOR_VERSIONS.map((v) => (
<option key={v.value} value={v.value}>
{v.label}
</option>
))}
</select>
</div>
<button
onClick={loadAnalyses}
disabled={loading}
@@ -69,6 +97,11 @@ export default function OptimizationPage() {
>
{loading ? '🔄 Analyzing...' : '🔄 Refresh All Analyses'}
</button>
{selectedVersion !== 'all' && (
<span className="text-sm text-green-400 font-medium">
✓ Filtering by {selectedVersion.toUpperCase()}
</span>
)}
</div>
{/* Loading State */}

390
app/api/optimization/analyze/route.ts
View File

@@ -1,41 +1,86 @@
import { NextResponse } from 'next/server'
import { NextRequest, NextResponse } from 'next/server'
import { getPrismaClient } from '../../../../lib/database/trades'
import { Prisma } from '@prisma/client'
export const dynamic = 'force-dynamic'
export async function GET() {
// Valid indicator versions for filtering
const VALID_VERSIONS = ['v5', 'v6', 'v8', 'v9', 'all']
export async function GET(request: NextRequest) {
const searchParams = request.nextUrl.searchParams
const version = searchParams.get('version') || 'v9' // Default to current production
// Validate version parameter to prevent SQL injection
if (!VALID_VERSIONS.includes(version)) {
return NextResponse.json({
success: false,
error: `Invalid version parameter. Must be one of: ${VALID_VERSIONS.join(', ')}`
}, { status: 400 })
}
const prisma = getPrismaClient()
const analyses = []
// Version label for recommendations
const versionLabel = version === 'all' ? 'All versions combined' : `${version.toUpperCase()} only`
try {
// ============================================================================
// 1. QUALITY SCORE DISTRIBUTION
// ============================================================================
try {
const qualityDistribution = await prisma.$queryRaw<any[]>`
SELECT
CASE
WHEN "signalQualityScore" >= 95 THEN '95-100 (Excellent)'
WHEN "signalQualityScore" >= 90 THEN '90-94 (Very Good)'
WHEN "signalQualityScore" >= 85 THEN '85-89 (Good)'
WHEN "signalQualityScore" >= 80 THEN '80-84 (Fair)'
WHEN "signalQualityScore" >= 70 THEN '70-79 (Marginal)'
WHEN "signalQualityScore" >= 60 THEN '60-69 (Weak)'
ELSE '<60 (Very Weak)'
END as tier,
COUNT(*) as trades,
ROUND(AVG("signalQualityScore")::numeric, 1) as avg_score,
SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) as wins,
SUM(CASE WHEN "realizedPnL" <= 0 THEN 1 ELSE 0 END) as losses,
ROUND(100.0 * SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) / COUNT(*)::numeric, 1) as win_rate,
ROUND(SUM("realizedPnL")::numeric, 2) as total_pnl,
ROUND(AVG("realizedPnL")::numeric, 2) as avg_pnl
FROM "Trade"
WHERE "exitReason" IS NOT NULL
AND "signalQualityScore" IS NOT NULL
GROUP BY tier
ORDER BY MIN("signalQualityScore") DESC
`
// Build query with optional version filter
const qualityDistribution = version === 'all'
? await prisma.$queryRaw<any[]>`
SELECT
CASE
WHEN "signalQualityScore" >= 95 THEN '95-100 (Excellent)'
WHEN "signalQualityScore" >= 90 THEN '90-94 (Very Good)'
WHEN "signalQualityScore" >= 85 THEN '85-89 (Good)'
WHEN "signalQualityScore" >= 80 THEN '80-84 (Fair)'
WHEN "signalQualityScore" >= 70 THEN '70-79 (Marginal)'
WHEN "signalQualityScore" >= 60 THEN '60-69 (Weak)'
ELSE '<60 (Very Weak)'
END as tier,
COUNT(*) as trades,
ROUND(AVG("signalQualityScore")::numeric, 1) as avg_score,
SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) as wins,
SUM(CASE WHEN "realizedPnL" <= 0 THEN 1 ELSE 0 END) as losses,
ROUND(100.0 * SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) / COUNT(*)::numeric, 1) as win_rate,
ROUND(SUM("realizedPnL")::numeric, 2) as total_pnl,
ROUND(AVG("realizedPnL")::numeric, 2) as avg_pnl
FROM "Trade"
WHERE "exitReason" IS NOT NULL
AND "signalQualityScore" IS NOT NULL
GROUP BY tier
ORDER BY MIN("signalQualityScore") DESC
`
: await prisma.$queryRaw<any[]>`
SELECT
CASE
WHEN "signalQualityScore" >= 95 THEN '95-100 (Excellent)'
WHEN "signalQualityScore" >= 90 THEN '90-94 (Very Good)'
WHEN "signalQualityScore" >= 85 THEN '85-89 (Good)'
WHEN "signalQualityScore" >= 80 THEN '80-84 (Fair)'
WHEN "signalQualityScore" >= 70 THEN '70-79 (Marginal)'
WHEN "signalQualityScore" >= 60 THEN '60-69 (Weak)'
ELSE '<60 (Very Weak)'
END as tier,
COUNT(*) as trades,
ROUND(AVG("signalQualityScore")::numeric, 1) as avg_score,
SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) as wins,
SUM(CASE WHEN "realizedPnL" <= 0 THEN 1 ELSE 0 END) as losses,
ROUND(100.0 * SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) / COUNT(*)::numeric, 1) as win_rate,
ROUND(SUM("realizedPnL")::numeric, 2) as total_pnl,
ROUND(AVG("realizedPnL")::numeric, 2) as avg_pnl
FROM "Trade"
WHERE "exitReason" IS NOT NULL
AND "signalQualityScore" IS NOT NULL
AND "indicatorVersion" = ${version}
GROUP BY tier
ORDER BY MIN("signalQualityScore") DESC
`
const formattedData = qualityDistribution.map(row => ({
tier: row.tier,
@@ -53,12 +98,12 @@ export async function GET() {
analyses.push({
name: 'Quality Score Distribution',
description: 'Win rate and P&L across quality score tiers',
description: `Win rate and P&L across quality score tiers (${versionLabel})`,
status: 'success',
data: formattedData,
recommendation: bestTier.win_rate >= 70
? `Quality ${bestTier.tier.split(' ')[0]} shows ${bestTier.win_rate}% WR. Consider raising threshold to this tier.`
: 'Continue collecting data for reliable quality threshold optimization.'
? `${versionLabel}: Quality ${bestTier.tier.split(' ')[0]} shows ${bestTier.win_rate}% WR. Consider raising threshold to this tier.`
: `${versionLabel}: Continue collecting data for reliable quality threshold optimization.`
})
} catch (error) {
analyses.push({
@@ -73,21 +118,38 @@ export async function GET() {
// 2. DIRECTION PERFORMANCE (Long vs Short)
// ============================================================================
try {
const directionPerformance = await prisma.$queryRaw<any[]>`
SELECT
direction,
COUNT(*) as trades,
SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) as wins,
ROUND(100.0 * SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) / COUNT(*)::numeric, 1) as win_rate,
ROUND(SUM("realizedPnL")::numeric, 2) as total_pnl,
ROUND(AVG("realizedPnL")::numeric, 2) as avg_pnl,
ROUND(AVG("signalQualityScore")::numeric, 1) as avg_quality
FROM "Trade"
WHERE "exitReason" IS NOT NULL
AND direction IS NOT NULL
GROUP BY direction
ORDER BY win_rate DESC
`
const directionPerformance = version === 'all'
? await prisma.$queryRaw<any[]>`
SELECT
direction,
COUNT(*) as trades,
SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) as wins,
ROUND(100.0 * SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) / COUNT(*)::numeric, 1) as win_rate,
ROUND(SUM("realizedPnL")::numeric, 2) as total_pnl,
ROUND(AVG("realizedPnL")::numeric, 2) as avg_pnl,
ROUND(AVG("signalQualityScore")::numeric, 1) as avg_quality
FROM "Trade"
WHERE "exitReason" IS NOT NULL
AND direction IS NOT NULL
GROUP BY direction
ORDER BY win_rate DESC
`
: await prisma.$queryRaw<any[]>`
SELECT
direction,
COUNT(*) as trades,
SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) as wins,
ROUND(100.0 * SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) / COUNT(*)::numeric, 1) as win_rate,
ROUND(SUM("realizedPnL")::numeric, 2) as total_pnl,
ROUND(AVG("realizedPnL")::numeric, 2) as avg_pnl,
ROUND(AVG("signalQualityScore")::numeric, 1) as avg_quality
FROM "Trade"
WHERE "exitReason" IS NOT NULL
AND direction IS NOT NULL
AND "indicatorVersion" = ${version}
GROUP BY direction
ORDER BY win_rate DESC
`
const formattedData = directionPerformance.map(row => ({
direction: String(row.direction).toUpperCase(),
@@ -108,15 +170,15 @@ export async function GET() {
if (wrDiff > 15) {
const better = longData.win_rate > shortData.win_rate ? 'LONG' : 'SHORT'
const worse = better === 'LONG' ? 'SHORT' : 'LONG'
recommendation = `${better} signals perform ${wrDiff.toFixed(1)}% better. Consider raising ${worse} quality threshold or reducing ${worse} position size.`
recommendation = `${versionLabel}: ${better} signals perform ${wrDiff.toFixed(1)}% better. Consider raising ${worse} quality threshold or reducing ${worse} position size.`
} else {
recommendation = 'Direction performance is balanced. No threshold adjustment needed.'
recommendation = `${versionLabel}: Direction performance is balanced. No threshold adjustment needed.`
}
}
analyses.push({
name: 'Direction Performance',
description: 'Compare LONG vs SHORT trade outcomes',
description: `Compare LONG vs SHORT trade outcomes (${versionLabel})`,
status: 'success',
data: formattedData,
recommendation
@@ -134,18 +196,32 @@ export async function GET() {
// 3. BLOCKED SIGNALS ANALYSIS
// ============================================================================
try {
const blockedSignals = await prisma.$queryRaw<any[]>`
SELECT
"blockReason",
COUNT(*) as count,
ROUND(AVG("signalQualityScore")::numeric, 1) as avg_score,
ROUND(AVG(adx)::numeric, 1) as avg_adx,
ROUND(AVG(atr)::numeric, 3) as avg_atr
FROM "BlockedSignal"
WHERE "blockReason" IS NOT NULL
GROUP BY "blockReason"
ORDER BY count DESC
`
const blockedSignals = version === 'all'
? await prisma.$queryRaw<any[]>`
SELECT
"blockReason",
COUNT(*) as count,
ROUND(AVG("signalQualityScore")::numeric, 1) as avg_score,
ROUND(AVG(adx)::numeric, 1) as avg_adx,
ROUND(AVG(atr)::numeric, 3) as avg_atr
FROM "BlockedSignal"
WHERE "blockReason" IS NOT NULL
GROUP BY "blockReason"
ORDER BY count DESC
`
: await prisma.$queryRaw<any[]>`
SELECT
"blockReason",
COUNT(*) as count,
ROUND(AVG("signalQualityScore")::numeric, 1) as avg_score,
ROUND(AVG(adx)::numeric, 1) as avg_adx,
ROUND(AVG(atr)::numeric, 3) as avg_atr
FROM "BlockedSignal"
WHERE "blockReason" IS NOT NULL
AND "indicatorVersion" = ${version}
GROUP BY "blockReason"
ORDER BY count DESC
`
const formattedData = blockedSignals.map(row => ({
reason: String(row.blockReason),
@@ -158,15 +234,15 @@ export async function GET() {
const qualityBlocked = formattedData.find(d => d.reason === 'QUALITY_SCORE_TOO_LOW')
let recommendation = ''
if (qualityBlocked && qualityBlocked.count >= 20) {
recommendation = `${qualityBlocked.count} signals blocked by quality threshold. Ready for Phase 2 analysis - check if these would have been profitable.`
recommendation = `${versionLabel}: ${qualityBlocked.count} signals blocked by quality threshold. Ready for Phase 2 analysis - check if these would have been profitable.`
} else {
const needed = qualityBlocked ? 20 - qualityBlocked.count : 20
recommendation = `Need ${needed} more blocked signals for reliable analysis. Keep collecting data.`
recommendation = `${versionLabel}: Need ${needed} more blocked signals for reliable analysis. Keep collecting data.`
}
analyses.push({
name: 'Blocked Signals Analysis',
description: 'Signals rejected by quality filters',
description: `Signals rejected by quality filters (${versionLabel})`,
status: 'success',
data: formattedData,
recommendation,
@@ -187,43 +263,60 @@ export async function GET() {
// 4. RUNNER PERFORMANCE ANALYSIS
// ============================================================================
try {
const runnerPerformance = await prisma.$queryRaw<any[]>`
SELECT
COUNT(*) as total_trades,
SUM(CASE WHEN "tp1Filled" = true THEN 1 ELSE 0 END) as tp1_hits,
SUM(CASE WHEN "tp2Filled" = true THEN 1 ELSE 0 END) as tp2_hits,
ROUND(100.0 * SUM(CASE WHEN "tp1Filled" = true THEN 1 ELSE 0 END) / COUNT(*)::numeric, 1) as tp1_rate,
ROUND(100.0 * SUM(CASE WHEN "tp2Filled" = true THEN 1 ELSE 0 END) / COUNT(*)::numeric, 1) as tp2_rate,
ROUND(AVG("maxFavorableExcursion")::numeric, 2) as avg_mfe,
ROUND(AVG("maxAdverseExcursion")::numeric, 2) as avg_mae
FROM "Trade"
WHERE "exitReason" IS NOT NULL
AND "createdAt" >= NOW() - INTERVAL '30 days'
`
const runnerPerformance = version === 'all'
? await prisma.$queryRaw<any[]>`
SELECT
COUNT(*) as total_trades,
SUM(CASE WHEN "tp1Filled" = true THEN 1 ELSE 0 END) as tp1_hits,
SUM(CASE WHEN "tp2Filled" = true THEN 1 ELSE 0 END) as tp2_hits,
ROUND(100.0 * SUM(CASE WHEN "tp1Filled" = true THEN 1 ELSE 0 END) / NULLIF(COUNT(*), 0)::numeric, 1) as tp1_rate,
ROUND(100.0 * SUM(CASE WHEN "tp2Filled" = true THEN 1 ELSE 0 END) / NULLIF(COUNT(*), 0)::numeric, 1) as tp2_rate,
ROUND(AVG("maxFavorableExcursion")::numeric, 2) as avg_mfe,
ROUND(AVG("maxAdverseExcursion")::numeric, 2) as avg_mae
FROM "Trade"
WHERE "exitReason" IS NOT NULL
AND "createdAt" >= NOW() - INTERVAL '30 days'
`
: await prisma.$queryRaw<any[]>`
SELECT
COUNT(*) as total_trades,
SUM(CASE WHEN "tp1Filled" = true THEN 1 ELSE 0 END) as tp1_hits,
SUM(CASE WHEN "tp2Filled" = true THEN 1 ELSE 0 END) as tp2_hits,
ROUND(100.0 * SUM(CASE WHEN "tp1Filled" = true THEN 1 ELSE 0 END) / NULLIF(COUNT(*), 0)::numeric, 1) as tp1_rate,
ROUND(100.0 * SUM(CASE WHEN "tp2Filled" = true THEN 1 ELSE 0 END) / NULLIF(COUNT(*), 0)::numeric, 1) as tp2_rate,
ROUND(AVG("maxFavorableExcursion")::numeric, 2) as avg_mfe,
ROUND(AVG("maxAdverseExcursion")::numeric, 2) as avg_mae
FROM "Trade"
WHERE "exitReason" IS NOT NULL
AND "createdAt" >= NOW() - INTERVAL '30 days'
AND "indicatorVersion" = ${version}
`
const data = runnerPerformance[0]
const formattedData = {
total_trades: Number(data.total_trades),
tp1_hits: Number(data.tp1_hits),
tp2_hits: Number(data.tp2_hits),
tp1_rate: Number(data.tp1_rate),
tp2_rate: Number(data.tp2_rate),
avg_mfe: Number(data.avg_mfe),
avg_mae: Number(data.avg_mae)
total_trades: Number(data.total_trades) || 0,
tp1_hits: Number(data.tp1_hits) || 0,
tp2_hits: Number(data.tp2_hits) || 0,
tp1_rate: Number(data.tp1_rate) || 0,
tp2_rate: Number(data.tp2_rate) || 0,
avg_mfe: Number(data.avg_mfe) || 0,
avg_mae: Number(data.avg_mae) || 0
}
let recommendation = ''
if (formattedData.avg_mfe > formattedData.tp1_rate * 1.5) {
recommendation = `Avg MFE (${formattedData.avg_mfe.toFixed(2)}%) significantly exceeds TP1 rate. Consider widening TP1 or increasing runner size.`
if (formattedData.total_trades === 0) {
recommendation = `${versionLabel}: No trades found in last 30 days. Need data to analyze runner performance.`
} else if (formattedData.avg_mfe > formattedData.tp1_rate * 1.5) {
recommendation = `${versionLabel}: Avg MFE (${formattedData.avg_mfe.toFixed(2)}%) significantly exceeds TP1 rate. Consider widening TP1 or increasing runner size.`
} else if (formattedData.tp2_rate > 50) {
recommendation = `TP2 hit rate is ${formattedData.tp2_rate}%. Trailing stop working well - keep current settings.`
recommendation = `${versionLabel}: TP2 hit rate is ${formattedData.tp2_rate}%. Trailing stop working well - keep current settings.`
} else {
recommendation = 'Runner performance is within expected range. Continue monitoring.'
recommendation = `${versionLabel}: Runner performance is within expected range. Continue monitoring.`
}
analyses.push({
name: 'Runner Performance',
description: 'TP1/TP2 hit rates and max excursion analysis',
description: `TP1/TP2 hit rates and max excursion analysis (${versionLabel})`,
status: 'success',
data: formattedData,
recommendation
@@ -241,24 +334,44 @@ export async function GET() {
// 5. ATR CORRELATION WITH MFE
// ============================================================================
try {
const atrCorrelation = await prisma.$queryRaw<any[]>`
SELECT
CASE
WHEN "atrAtEntry" < 0.3 THEN '<0.3 (Low Vol)'
WHEN "atrAtEntry" < 0.5 THEN '0.3-0.5 (Med Vol)'
WHEN "atrAtEntry" < 0.7 THEN '0.5-0.7 (High Vol)'
ELSE '0.7+ (Very High Vol)'
END as atr_range,
COUNT(*) as trades,
ROUND(AVG("maxFavorableExcursion")::numeric, 2) as avg_mfe,
ROUND(AVG("realizedPnL")::numeric, 2) as avg_pnl,
ROUND(100.0 * SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) / COUNT(*)::numeric, 1) as win_rate
FROM "Trade"
WHERE "exitReason" IS NOT NULL
AND "atrAtEntry" IS NOT NULL
GROUP BY atr_range
ORDER BY MIN("atrAtEntry")
`
const atrCorrelation = version === 'all'
? await prisma.$queryRaw<any[]>`
SELECT
CASE
WHEN "atrAtEntry" < 0.3 THEN '<0.3 (Low Vol)'
WHEN "atrAtEntry" < 0.5 THEN '0.3-0.5 (Med Vol)'
WHEN "atrAtEntry" < 0.7 THEN '0.5-0.7 (High Vol)'
ELSE '0.7+ (Very High Vol)'
END as atr_range,
COUNT(*) as trades,
ROUND(AVG("maxFavorableExcursion")::numeric, 2) as avg_mfe,
ROUND(AVG("realizedPnL")::numeric, 2) as avg_pnl,
ROUND(100.0 * SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) / COUNT(*)::numeric, 1) as win_rate
FROM "Trade"
WHERE "exitReason" IS NOT NULL
AND "atrAtEntry" IS NOT NULL
GROUP BY atr_range
ORDER BY MIN("atrAtEntry")
`
: await prisma.$queryRaw<any[]>`
SELECT
CASE
WHEN "atrAtEntry" < 0.3 THEN '<0.3 (Low Vol)'
WHEN "atrAtEntry" < 0.5 THEN '0.3-0.5 (Med Vol)'
WHEN "atrAtEntry" < 0.7 THEN '0.5-0.7 (High Vol)'
ELSE '0.7+ (Very High Vol)'
END as atr_range,
COUNT(*) as trades,
ROUND(AVG("maxFavorableExcursion")::numeric, 2) as avg_mfe,
ROUND(AVG("realizedPnL")::numeric, 2) as avg_pnl,
ROUND(100.0 * SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) / COUNT(*)::numeric, 1) as win_rate
FROM "Trade"
WHERE "exitReason" IS NOT NULL
AND "atrAtEntry" IS NOT NULL
AND "indicatorVersion" = ${version}
GROUP BY atr_range
ORDER BY MIN("atrAtEntry")
`
const formattedData = atrCorrelation.map(row => ({
atr_range: String(row.atr_range),
@@ -268,17 +381,19 @@ export async function GET() {
win_rate: Number(row.win_rate)
}))
let recommendation = 'ATR-based targets already implemented. Monitor correlation over time.'
let recommendation = `${versionLabel}: ATR-based targets already implemented. Monitor correlation over time.`
if (formattedData.length >= 3) {
const highestMFE = formattedData.reduce((best, current) =>
current.avg_mfe > best.avg_mfe ? current : best
)
recommendation = `${highestMFE.atr_range} shows highest avg MFE (${highestMFE.avg_mfe}%). ATR-based targets adapting correctly.`
recommendation = `${versionLabel}: ${highestMFE.atr_range} shows highest avg MFE (${highestMFE.avg_mfe}%). ATR-based targets adapting correctly.`
} else if (formattedData.length === 0) {
recommendation = `${versionLabel}: No ATR data available. Need trades with ATR tracking enabled.`
}
analyses.push({
name: 'ATR vs MFE Correlation',
description: 'How volatility affects profit potential',
description: `How volatility affects profit potential (${versionLabel})`,
status: 'success',
data: formattedData,
recommendation
@@ -352,45 +467,59 @@ export async function GET() {
// 7. DATA COLLECTION STATUS
// ============================================================================
try {
const dataStatus = await prisma.$queryRaw<any[]>`
SELECT
COUNT(*) FILTER (WHERE "exitReason" IS NOT NULL) as completed_trades,
COUNT(*) FILTER (WHERE "signalQualityScore" IS NOT NULL) as with_quality,
COUNT(*) FILTER (WHERE "atrAtEntry" IS NOT NULL) as with_atr,
COUNT(*) FILTER (WHERE "maxFavorableExcursion" IS NOT NULL) as with_mfe,
COUNT(*) FILTER (WHERE "indicatorVersion" = 'v8') as v8_trades,
(SELECT COUNT(*) FROM "BlockedSignal" WHERE "blockReason" = 'QUALITY_SCORE_TOO_LOW') as blocked_quality
FROM "Trade"
`
// For 'all' version, show overall data collection status
// For specific version, show that version's data status
const dataStatus = version === 'all'
? await prisma.$queryRaw<any[]>`
SELECT
COUNT(*) FILTER (WHERE "exitReason" IS NOT NULL) as completed_trades,
COUNT(*) FILTER (WHERE "signalQualityScore" IS NOT NULL) as with_quality,
COUNT(*) FILTER (WHERE "atrAtEntry" IS NOT NULL) as with_atr,
COUNT(*) FILTER (WHERE "maxFavorableExcursion" IS NOT NULL) as with_mfe,
COUNT(*) FILTER (WHERE "indicatorVersion" = 'v9') as version_trades,
(SELECT COUNT(*) FROM "BlockedSignal" WHERE "blockReason" = 'QUALITY_SCORE_TOO_LOW') as blocked_quality
FROM "Trade"
`
: await prisma.$queryRaw<any[]>`
SELECT
COUNT(*) FILTER (WHERE "exitReason" IS NOT NULL AND "indicatorVersion" = ${version}) as completed_trades,
COUNT(*) FILTER (WHERE "signalQualityScore" IS NOT NULL AND "indicatorVersion" = ${version}) as with_quality,
COUNT(*) FILTER (WHERE "atrAtEntry" IS NOT NULL AND "indicatorVersion" = ${version}) as with_atr,
COUNT(*) FILTER (WHERE "maxFavorableExcursion" IS NOT NULL AND "indicatorVersion" = ${version}) as with_mfe,
COUNT(*) FILTER (WHERE "indicatorVersion" = ${version}) as version_trades,
(SELECT COUNT(*) FROM "BlockedSignal" WHERE "blockReason" = 'QUALITY_SCORE_TOO_LOW' AND "indicatorVersion" = ${version}) as blocked_quality
FROM "Trade"
`
const data = dataStatus[0]
const formattedData = {
completed_trades: Number(data.completed_trades),
with_quality: Number(data.with_quality),
with_atr: Number(data.with_atr),
with_mfe: Number(data.with_mfe),
v8_trades: Number(data.v8_trades),
blocked_quality: Number(data.blocked_quality)
completed_trades: Number(data.completed_trades) || 0,
with_quality: Number(data.with_quality) || 0,
with_atr: Number(data.with_atr) || 0,
with_mfe: Number(data.with_mfe) || 0,
version_trades: Number(data.version_trades) || 0,
blocked_quality: Number(data.blocked_quality) || 0
}
const blockedNeeded = Math.max(0, 20 - formattedData.blocked_quality)
const v8Needed = Math.max(0, 50 - formattedData.v8_trades)
const versionNeeded = Math.max(0, 50 - formattedData.version_trades)
const targetVersion = version === 'all' ? 'v9' : version
let action = ''
if (blockedNeeded > 0) {
action = `Need ${blockedNeeded} more blocked signals for Phase 2 quality threshold analysis.`
action = `${versionLabel}: Need ${blockedNeeded} more blocked signals for Phase 2 quality threshold analysis.`
}
if (v8Needed > 0) {
if (versionNeeded > 0) {
if (action) action += ' '
action += `Need ${v8Needed} more v8 indicator trades for statistical validation.`
action += `Need ${versionNeeded} more ${targetVersion} indicator trades for statistical validation.`
}
analyses.push({
name: 'Data Collection Status',
description: 'Progress toward analysis milestones',
description: `Progress toward analysis milestones (${versionLabel})`,
status: 'success',
data: formattedData,
recommendation: action || 'Data collection milestones reached! Ready for optimization decisions.',
recommendation: action || `${versionLabel}: Data collection milestones reached! Ready for optimization decisions.`,
action: action || undefined
})
} catch (error) {
@@ -405,6 +534,7 @@ export async function GET() {
return NextResponse.json({
success: true,
analyses,
selectedVersion: version,
timestamp: new Date().toISOString()
})

1
package-lock.json generated
View File

@@ -12951,7 +12951,6 @@
"version": "5.9.3",
"resolved": "https://registry.npmjs.org/typescript/-/typescript-5.9.3.tgz",
"integrity": "sha512-jl1vZzPDinLr9eUt3J/t7V6FgNEw9QjvBPdysz9KfQDD41fQrC2Y4vKQdiaUpFT4bXlb1RHhLpp8wtm6M5TgSw==",
"dev": true,
"license": "Apache-2.0",
"bin": {
"tsc": "bin/tsc",