trading_bot_v4/app/api/analytics/version-comparison/route.ts

/**
 * Trading Bot v4 - Signal Quality Version Comparison API
 * 
 * Returns performance metrics comparing different signal quality scoring versions
 */

import { NextResponse } from 'next/server'
import { getPrismaClient } from '@/lib/database/trades'

export const dynamic = 'force-dynamic'

interface VersionStats {
  version: string
  tradeCount: number
  winRate: number
  totalPnL: number
  avgPnL: number
  avgQualityScore: number | null
  avgMFE: number | null
  avgMAE: number | null
  extremePositions: {
    count: number
    avgADX: number | null
    weakADXCount: number
    winRate: number
    avgPnL: number
  }
}

export async function GET() {
  try {
    const prisma = getPrismaClient()

    // Get overall stats by version
    const versionStats = await prisma.$queryRaw<Array<{
      version: string | null
      trades: bigint
      wins: bigint
      total_pnl: any
      avg_pnl: any
      avg_quality_score: any
      avg_mfe: any
      avg_mae: any
    }>>`
      SELECT 
        COALESCE("signalQualityVersion", 'v1') as version,
        COUNT(*) as trades,
        SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) as wins,
        SUM("realizedPnL") as total_pnl,
        AVG("realizedPnL") as avg_pnl,
        AVG("realizedPnL") as avg_pnl,
        ROUND(AVG("signalQualityScore")::numeric, 1) as avg_quality_score,
        ROUND(AVG("maxFavorableExcursion")::numeric, 2) as avg_mfe,
        ROUND(AVG("maxAdverseExcursion")::numeric, 2) as avg_mae
      FROM "Trade"
      WHERE "exitReason" IS NOT NULL 
        AND "exitReason" NOT LIKE '%CLEANUP%'
        AND "isTestTrade" = false
      GROUP BY "signalQualityVersion"
      ORDER BY version DESC
    `

    // Get extreme position stats by version (< 15% or > 85%)
    const extremePositionStats = await prisma.$queryRaw<Array<{
      version: string | null
      count: bigint
      avg_adx: any
      weak_adx_count: bigint
      wins: bigint
      avg_pnl: any
    }>>`
      SELECT 
        COALESCE("signalQualityVersion", 'v1') as version,
        COUNT(*) as count,
        ROUND(AVG("adxAtEntry")::numeric, 1) as avg_adx,
        COUNT(*) FILTER (WHERE "adxAtEntry" < 18) as weak_adx_count,
        SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) as wins,
        AVG("realizedPnL") as avg_pnl
      FROM "Trade"
      WHERE "exitReason" IS NOT NULL 
        AND "exitReason" NOT LIKE '%CLEANUP%'
        AND "isTestTrade" = false
        AND "pricePositionAtEntry" IS NOT NULL
        AND ("pricePositionAtEntry" < 15 OR "pricePositionAtEntry" > 85)
      GROUP BY "signalQualityVersion"
      ORDER BY version DESC
    `

    // Build combined results
    const results: VersionStats[] = versionStats.map(stat => {
      const extremeStats = extremePositionStats.find(e => 
        (e.version || 'v1') === (stat.version || 'v1')
      )

      const trades = Number(stat.trades)
      const wins = Number(stat.wins)
      const extremeCount = extremeStats ? Number(extremeStats.count) : 0
      const extremeWins = extremeStats ? Number(extremeStats.wins) : 0

      return {
        version: stat.version || 'v1',
        tradeCount: trades,
        winRate: trades > 0 ? Math.round((wins / trades) * 100 * 10) / 10 : 0,
        totalPnL: Number(stat.total_pnl) || 0,
        avgPnL: Number(stat.avg_pnl) || 0,
        avgQualityScore: stat.avg_quality_score ? Number(stat.avg_quality_score) : null,
        avgMFE: stat.avg_mfe ? Number(stat.avg_mfe) : null,
        avgMAE: stat.avg_mae ? Number(stat.avg_mae) : null,
        extremePositions: {
          count: extremeCount,
          avgADX: extremeStats?.avg_adx ? Number(extremeStats.avg_adx) : null,
          weakADXCount: extremeStats ? Number(extremeStats.weak_adx_count) : 0,
          winRate: extremeCount > 0 ? Math.round((extremeWins / extremeCount) * 100 * 10) / 10 : 0,
          avgPnL: extremeStats?.avg_pnl ? Number(extremeStats.avg_pnl) : 0,
        }
      }
    })

    // Get version descriptions
    const versionDescriptions: Record<string, string> = {
      'v1': 'Original logic (price < 5% threshold)',
      'v2': 'Added volume compensation for low ADX',
      'v3': 'Stricter: ADX > 18 required for positions < 15%',
      'v4': 'Frequency penalties + blocked signals tracking (Nov 11-14)',
      'v5': 'Buy/Sell Signal strategy (pre-Nov 12)',
      'v6': 'HalfTrend + BarColor strategy (Nov 12+)',
    }

    return NextResponse.json({
      success: true,
      versions: results,
      descriptions: versionDescriptions,
      timestamp: new Date().toISOString()
    })

  } catch (error) {
    console.error('❌ Failed to fetch version comparison:', error)
    return NextResponse.json(
      { success: false, error: 'Failed to fetch version comparison data' },
      { status: 500 }
    )
  }
}