feat: add daily P&L calculator with weekend gap handling

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Co-Authored-By: Claude <noreply@anthropic.com>

agent/pnl_calculator.py

@@ -0,0 +1,124 @@
+"""Daily P&L calculation logic."""
+
+from datetime import datetime
+from typing import Optional, Dict, List
+
+
+class DailyPnLCalculator:
+    """Calculate daily profit/loss for trading portfolios."""
+
+    def __init__(self, initial_cash: float):
+        """Initialize calculator.
+
+        Args:
+            initial_cash: Starting cash amount for first day
+        """
+        self.initial_cash = initial_cash
+
+    def calculate(
+        self,
+        previous_day: Optional[Dict],
+        current_date: str,
+        current_prices: Dict[str, float]
+    ) -> Dict:
+        """Calculate daily P&L by valuing holdings at current prices.
+
+        Args:
+            previous_day: Previous trading day data with keys:
+                - date: str
+                - ending_cash: float
+                - ending_portfolio_value: float
+                - holdings: List[Dict] with symbol and quantity
+                None if first trading day
+            current_date: Current trading date (YYYY-MM-DD)
+            current_prices: Dict mapping symbol to current price
+
+        Returns:
+            Dict with keys:
+                - daily_profit: float
+                - daily_return_pct: float
+                - starting_portfolio_value: float
+                - days_since_last_trading: int
+
+        Raises:
+            ValueError: If price data missing for a holding
+        """
+        if previous_day is None:
+            # First trading day - no P&L
+            return {
+                "daily_profit": 0.0,
+                "daily_return_pct": 0.0,
+                "starting_portfolio_value": self.initial_cash,
+                "days_since_last_trading": 0
+            }
+
+        # Calculate days since last trading
+        days_gap = self._calculate_day_gap(
+            previous_day["date"],
+            current_date
+        )
+
+        # Value previous holdings at current prices
+        current_value = self._calculate_portfolio_value(
+            holdings=previous_day["holdings"],
+            prices=current_prices,
+            cash=previous_day["ending_cash"]
+        )
+
+        # Calculate P&L
+        previous_value = previous_day["ending_portfolio_value"]
+        daily_profit = current_value - previous_value
+        daily_return_pct = (daily_profit / previous_value * 100) if previous_value > 0 else 0.0
+
+        return {
+            "daily_profit": daily_profit,
+            "daily_return_pct": daily_return_pct,
+            "starting_portfolio_value": current_value,
+            "days_since_last_trading": days_gap
+        }
+
+    def _calculate_portfolio_value(
+        self,
+        holdings: List[Dict],
+        prices: Dict[str, float],
+        cash: float
+    ) -> float:
+        """Calculate total portfolio value.
+
+        Args:
+            holdings: List of dicts with symbol and quantity
+            prices: Dict mapping symbol to price
+            cash: Cash balance
+
+        Returns:
+            Total portfolio value
+
+        Raises:
+            ValueError: If price missing for a holding
+        """
+        total_value = cash
+
+        for holding in holdings:
+            symbol = holding["symbol"]
+            quantity = holding["quantity"]
+
+            if symbol not in prices:
+                raise ValueError(f"Missing price data for {symbol}")
+
+            total_value += quantity * prices[symbol]
+
+        return total_value
+
+    def _calculate_day_gap(self, date1: str, date2: str) -> int:
+        """Calculate number of days between two dates.
+
+        Args:
+            date1: Earlier date (YYYY-MM-DD)
+            date2: Later date (YYYY-MM-DD)
+
+        Returns:
+            Number of days between dates
+        """
+        d1 = datetime.strptime(date1, "%Y-%m-%d")
+        d2 = datetime.strptime(date2, "%Y-%m-%d")
+        return (d2 - d1).days