feat: Add signalSource field to identify manual vs TradingView trades

- Set signalSource='manual' for Telegram trades, 'tradingview' for TradingView - Updated analytics queries to exclude manual trades from indicator analysis - getTradingStats() filters manual trades (TradingView performance only) - Version comparison endpoint filters manual trades - Created comprehensive filtering guide: docs/MANUAL_TRADE_FILTERING.md - Ensures clean data for indicator optimization without contamination
2025-11-14 22:55:14 +01:00
parent 3f6fee7e1a
commit 25776413d0
4 changed files with 238 additions and 0 deletions
--- a/app/api/analytics/version-comparison/route.ts
+++ b/app/api/analytics/version-comparison/route.ts
@@ -56,6 +56,7 @@ export async function GET() {
      WHERE "exitReason" IS NOT NULL 
        AND "exitReason" NOT LIKE '%CLEANUP%'
        AND "isTestTrade" = false
+        AND ("signalSource" IS NULL OR "signalSource" != 'manual')
      GROUP BY "indicatorVersion"
      ORDER BY version DESC
    `
@@ -78,6 +79,7 @@ export async function GET() {
      WHERE "exitReason" IS NOT NULL 
        AND "exitReason" NOT LIKE '%CLEANUP%'
        AND "isTestTrade" = false
+        AND ("signalSource" IS NULL OR "signalSource" != 'manual')
        AND "pricePositionAtEntry" < 15
      GROUP BY "indicatorVersion"
      ORDER BY version DESC
--- a/app/api/trading/execute/route.ts
+++ b/app/api/trading/execute/route.ts
@@ -650,6 +650,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
        hardStopOrderTx: config.useDualStops ? exitOrderSignatures[3] : undefined,
        softStopPrice,
        hardStopPrice,
+        signalSource: body.timeframe === 'manual' ? 'manual' : 'tradingview', // Identify manual Telegram trades
        signalStrength: body.signalStrength,
        timeframe: body.timeframe,
        // Context metrics from TradingView
--- a/docs/MANUAL_TRADE_FILTERING.md
+++ b/docs/MANUAL_TRADE_FILTERING.md
@@ -0,0 +1,231 @@
+# Manual Trade Filtering Guide
+
+**Date:** November 14, 2025  
+**Purpose:** Ensure TradingView indicator analysis excludes manual Telegram trades
+
+## Overview
+
+Manual trades entered via Telegram bot use preset metrics and should **NOT** be included in TradingView indicator performance analysis. Including them would contaminate the data and make indicator optimization impossible.
+
+## Database Fields
+
+Trades from different sources are identified by:
+
+```sql
+signalSource VARCHAR   -- 'tradingview', 'manual', or NULL (old trades)
+timeframe VARCHAR      -- 'manual' for Telegram trades, '5'/'15'/'60' for TradingView
+isTestTrade BOOLEAN    -- Test trades from settings UI
+```
+
+## Filtering Pattern
+
+**ALWAYS use this WHERE clause for indicator analysis:**
+
+```sql
+WHERE 
+  "isTestTrade" = false                          -- Exclude test trades
+  AND ("signalSource" IS NULL OR "signalSource" != 'manual')  -- Exclude manual trades
+  AND "exitReason" IS NOT NULL                   -- Closed trades only
+  AND "exitReason" NOT LIKE '%CLEANUP%'          -- Exclude cleanup trades
+```
+
+## Common Analysis Queries (CORRECT)
+
+### Win Rate by Indicator Version
+
+```sql
+SELECT 
+  COALESCE("indicatorVersion", 'unknown') as version,
+  COUNT(*) as total_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(*), 1) as win_rate,
+  ROUND(SUM("realizedPnL")::numeric, 2) as total_pnl,
+  ROUND(AVG("realizedPnL")::numeric, 2) as avg_pnl
+FROM "Trade"
+WHERE 
+  "isTestTrade" = false
+  AND ("signalSource" IS NULL OR "signalSource" != 'manual')
+  AND "exitReason" IS NOT NULL
+  AND "exitReason" NOT LIKE '%CLEANUP%'
+GROUP BY "indicatorVersion"
+ORDER BY version DESC;
+```
+
+### Signal Quality Score Distribution (TradingView Only)
+
+```sql
+SELECT 
+  CASE 
+    WHEN "signalQualityScore" >= 70 THEN '70-79'
+    WHEN "signalQualityScore" >= 65 THEN '65-69'
+    WHEN "signalQualityScore" >= 60 THEN '60-64'
+    ELSE '<60'
+  END as score_tier,
+  COUNT(*) as trades,
+  ROUND(100.0 * SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) / COUNT(*), 1) as win_rate,
+  ROUND(AVG("realizedPnL")::numeric, 2) as avg_pnl
+FROM "Trade"
+WHERE 
+  "isTestTrade" = false
+  AND ("signalSource" IS NULL OR "signalSource" != 'manual')
+  AND "exitReason" IS NOT NULL
+  AND "signalQualityScore" IS NOT NULL
+GROUP BY score_tier
+ORDER BY MIN("signalQualityScore") DESC;
+```
+
+### Extreme Position Analysis (TradingView Only)
+
+```sql
+-- Trades at range extremes (< 15% price position)
+SELECT 
+  "direction",
+  COUNT(*) as trades,
+  ROUND(100.0 * SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) / COUNT(*), 1) as win_rate,
+  ROUND(AVG("adxAtEntry")::numeric, 1) as avg_adx,
+  ROUND(AVG("pricePositionAtEntry")::numeric, 1) as avg_price_pos,
+  ROUND(SUM("realizedPnL")::numeric, 2) as total_pnl
+FROM "Trade"
+WHERE 
+  "isTestTrade" = false
+  AND ("signalSource" IS NULL OR "signalSource" != 'manual')
+  AND "exitReason" IS NOT NULL
+  AND "pricePositionAtEntry" < 15
+GROUP BY "direction";
+```
+
+### Timeframe Performance (TradingView Only)
+
+```sql
+SELECT 
+  "timeframe",
+  COUNT(*) as trades,
+  ROUND(100.0 * SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) / COUNT(*), 1) as win_rate,
+  ROUND(AVG("signalQualityScore")::numeric, 1) as avg_score,
+  ROUND(SUM("realizedPnL")::numeric, 2) as total_pnl
+FROM "Trade"
+WHERE 
+  "isTestTrade" = false
+  AND ("signalSource" IS NULL OR "signalSource" != 'manual')
+  AND "exitReason" IS NOT NULL
+  AND "timeframe" IS NOT NULL
+GROUP BY "timeframe"
+ORDER BY timeframe;
+```
+
+## Queries INCLUDING Manual Trades
+
+Sometimes you DO want to see manual trades (e.g., overall account performance):
+
+```sql
+-- ALL trades (manual + TradingView)
+SELECT 
+  "signalSource",
+  COUNT(*) as trades,
+  ROUND(SUM("realizedPnL")::numeric, 2) as total_pnl
+FROM "Trade"
+WHERE 
+  "isTestTrade" = false
+  AND "exitReason" IS NOT NULL
+GROUP BY "signalSource"
+ORDER BY "signalSource";
+```
+
+Output:
+```
+signalSource | trades | total_pnl
+-------------|--------|----------
+tradingview  |    150 |    +45.23
+manual       |     11 |    -12.56
+(null)       |     10 |    +8.90  (old trades before signalSource added)
+```
+
+## Application Code
+
+### TypeScript/Prisma Queries
+
+```typescript
+// TradingView indicator analysis only
+const trades = await prisma.trade.findMany({
+  where: {
+    isTestTrade: false,
+    OR: [
+      { signalSource: null },           // Old trades
+      { signalSource: { not: 'manual' } }, // Exclude Telegram
+    ],
+    exitReason: { not: null },
+    NOT: {
+      exitReason: { contains: 'CLEANUP' },
+    },
+  },
+})
+
+// All real trades (including manual)
+const allTrades = await prisma.trade.findMany({
+  where: {
+    isTestTrade: false,
+    exitReason: { not: null },
+  },
+})
+```
+
+## Migration for Old Trades
+
+Old trades don't have `signalSource` set (NULL). The filter `OR signalSource IS NULL` includes them in TradingView analysis, which is correct because they came from TradingView before the field existed.
+
+To backfill old trades:
+
+```sql
+-- Set signalSource for old trades (if timeframe is known)
+UPDATE "Trade"
+SET "signalSource" = CASE 
+  WHEN "timeframe" = 'manual' THEN 'manual'
+  WHEN "timeframe" IS NOT NULL AND "timeframe" != 'manual' THEN 'tradingview'
+  ELSE 'tradingview'  -- Default assumption for old trades
+END
+WHERE "signalSource" IS NULL;
+```
+
+**Note:** Only run this if you want to clean up old data. Current filter handles NULL correctly.
+
+## Implementation Status
+
+**Updated files (Nov 14, 2025):**
+- ✅ `app/api/trading/execute/route.ts` - Sets `signalSource` on new trades
+- ✅ `app/api/analytics/version-comparison/route.ts` - Filters manual trades in SQL
+- ✅ `lib/database/views.ts` - Filters manual trades in `getTradingStats()`
+
+**Future updates needed:**
+- Analytics dashboard frontend (if it queries trades directly)
+- Any custom SQL analysis scripts in `scripts/` directory
+- Performance analysis queries in optimization roadmaps
+
+## Testing
+
+Verify filtering works:
+
+```sql
+-- Should return 0 (no manual trades in TradingView analysis)
+SELECT COUNT(*) 
+FROM "Trade"
+WHERE 
+  "isTestTrade" = false
+  AND ("signalSource" IS NULL OR "signalSource" != 'manual')
+  AND "exitReason" IS NOT NULL
+  AND "signalSource" = 'manual';
+```
+
+Expected result: `0` (manual trades correctly excluded)
+
+## Summary
+
+**Rule of thumb:**
+- **Indicator optimization:** Exclude manual trades (use filter above)
+- **Account performance:** Include all real trades (exclude only `isTestTrade`)
+- **Position sizing analysis:** Can include manual trades (they use same TP/SL system)
+
+**When in doubt:** Use the standard filter shown at the top of this document.
+
+---
+
+*This filtering ensures clean data for TradingView indicator analysis while preserving manual trades for account-level reporting.*
--- a/lib/database/views.ts
+++ b/lib/database/views.ts
@@ -143,6 +143,10 @@ export async function getTradingStats(days: number = 30) {
      createdAt: { gte: since },
      status: 'closed',
      isTestTrade: false, // Real trades only
+      OR: [
+        { signalSource: null }, // Old trades without signalSource
+        { signalSource: { not: 'manual' } }, // Exclude manual Telegram trades
+      ],
    },
  })