From faa21356683abc1f3f22eae0fc43f2831fdfcdbf Mon Sep 17 00:00:00 2001 From: Bill Date: Tue, 4 Nov 2025 08:06:44 -0500 Subject: [PATCH] docs: update changelog for daily P&L and results API refactor --- CHANGELOG.md | 34 ++++++++++++++++++++++++++++++++++ 1 file changed, 34 insertions(+) diff --git a/CHANGELOG.md b/CHANGELOG.md index ac1190a..52ce1c1 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -7,8 +7,42 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +### Added +- **Daily P&L Calculation System** - Accurate profit/loss tracking with normalized database schema + - New `trading_days` table for day-centric trading results with daily P&L metrics + - `holdings` table for portfolio snapshots (ending positions only) + - `actions` table for trade execution ledger + - `DailyPnLCalculator` calculates P&L by valuing previous holdings at current prices + - Weekend/holiday gap handling with `days_since_last_trading` tracking + - First trading day properly handled with zero P&L + - Auto-initialization of schema on database creation +- **AI Reasoning Summaries** - Automated trading decision documentation + - `ReasoningSummarizer` generates 2-3 sentence AI-powered summaries of trading sessions + - Fallback to statistical summary if AI generation fails + - Summaries generated during simulation and stored in database + - Full reasoning logs preserved for detailed analysis +- **Day-Centric Results API** - Unified endpoint for trading results + - New `/results` endpoint with query parameters: `job_id`, `model`, `date`, `reasoning` + - Three reasoning levels: `none` (default), `summary`, `full` + - Response structure: `starting_position`, `daily_metrics`, `trades`, `final_position`, `metadata` + - Holdings chain validation across trading days + - Replaced old positions-based endpoint +- **BaseAgent P&L Integration** - Complete integration of P&L calculation into trading sessions + - P&L calculated at start of each trading day after loading current prices + - Trading day records created with comprehensive metrics + - Holdings saved to database after each session + - Reasoning summaries generated and stored automatically + - Database helper methods for clean data access + ### Changed - Reduced Docker healthcheck frequency from 30s to 1h to minimize log noise while maintaining startup verification +- Database schema migrated from action-centric to day-centric model +- Results API now returns normalized day-centric data structure + +### Improved +- Database helper methods with 7 new functions for `trading_days` schema operations +- Test coverage increased with 36+ new comprehensive tests +- Documentation updated with complete API reference and database schema details ## [0.3.1] - 2025-11-03