done

simulate_trades.py

@@ -0,0 +1,130 @@
+"""
+Simulate ~30 days of bot trading history for a given wallet, using real historical
+posts + the measured price_impact_{m5,m15,m1h} fields. Creates BotTrade rows as if
+the bot had been running with default settings (size=$20, lev=3x, tp=2%, sl=1.5%).
+
+Usage:
+    python simulate_trades.py <wallet_address>
+
+Safe to re-run: skips posts already linked to a trade for the given wallet.
+"""
+import asyncio
+import sys
+from datetime import datetime, timedelta, timezone
+from typing import Optional, Tuple
+
+from sqlalchemy import select
+
+from app.database import AsyncSessionLocal
+from app.models import BotTrade, Post
+
+
+SIZE_USD = 20.0
+LEVERAGE = 3
+TP_PCT = 2.0     # close at +2% price move in position direction
+SL_PCT = 1.5     # close at -1.5%
+MIN_CONFIDENCE = 80
+DAYS_BACK = 30
+
+
+def simulate_exit(side: str, m5: Optional[float], m15: Optional[float], m1h: Optional[float]) -> Tuple[float, int, str]:
+    """
+    Walk the three sampled points; exit at the first TP/SL crossing, else at m1h close.
+    Returns (signed_pct, hold_seconds, reason).
+    signed_pct = price move in position's favour (positive means profit, in raw %).
+    """
+    samples = [(300, m5), (900, m15), (3600, m1h)]
+    for secs, pct in samples:
+        if pct is None:
+            continue
+        signed = pct if side == 'long' else -pct
+        if signed >= TP_PCT:
+            return TP_PCT, secs, 'take_profit'
+        if signed <= -SL_PCT:
+            return -SL_PCT, secs, 'stop_loss'
+    # No TP/SL hit — exit at whichever latest sample we have
+    final = m1h if m1h is not None else (m15 if m15 is not None else (m5 or 0.0))
+    signed = final if side == 'long' else -final
+    hold = 3600 if m1h is not None else (900 if m15 is not None else 300)
+    return signed, hold, 'max_hold'
+
+
+async def main(wallet: str) -> None:
+    wallet = wallet.lower()
+    cutoff = datetime.now(timezone.utc).replace(tzinfo=None) - timedelta(days=DAYS_BACK)
+
+    async with AsyncSessionLocal() as db:
+        # Get candidate posts
+        result = await db.execute(
+            select(Post)
+            .where(Post.published_at >= cutoff)
+            .where(Post.relevant == True)  # noqa: E712
+            .where(Post.ai_confidence >= MIN_CONFIDENCE)
+            .where(Post.signal.in_(('buy', 'short')))
+            .where(Post.price_at_post.is_not(None))
+            .order_by(Post.published_at.asc())
+        )
+        posts = result.scalars().all()
+
+        # Skip posts already simulated for this wallet
+        existing = await db.execute(
+            select(BotTrade.trigger_post_id).where(BotTrade.wallet_address == wallet)
+        )
+        seen = {pid for (pid,) in existing.all() if pid is not None}
+
+        created = 0
+        total_pnl = 0.0
+        wins = 0
+
+        for p in posts:
+            if p.id in seen:
+                continue
+            asset = p.price_impact_asset or 'BTC'
+            side = 'long' if p.signal == 'buy' else 'short'
+            entry = p.price_at_post
+            if not entry:
+                continue
+
+            signed_pct, hold_secs, reason = simulate_exit(
+                side, p.price_impact_m5, p.price_impact_m15, p.price_impact_m1h
+            )
+            # exit_price reconstructed from signed_pct relative to side direction
+            raw_pct = signed_pct if side == 'long' else -signed_pct
+            exit_price = entry * (1 + raw_pct / 100.0)
+            pnl_usd = round(SIZE_USD * (signed_pct / 100.0) * LEVERAGE, 2)
+
+            opened = p.published_at
+            closed = opened + timedelta(seconds=hold_secs)
+
+            trade = BotTrade(
+                asset=asset,
+                side=side,
+                entry_price=round(entry, 2),
+                exit_price=round(exit_price, 2),
+                pnl_usd=pnl_usd,
+                hold_seconds=hold_secs,
+                trigger_post_id=p.id,
+                wallet_address=wallet,
+                opened_at=opened,
+                closed_at=closed,
+                hl_order_id=f'sim-{p.id}',
+            )
+            db.add(trade)
+            created += 1
+            total_pnl += pnl_usd
+            if pnl_usd > 0:
+                wins += 1
+
+        await db.commit()
+
+        wr = (wins / created * 100) if created else 0
+        print(f"✓ Simulated {created} trades for {wallet}")
+        print(f"  Total PnL: ${total_pnl:+.2f}")
+        print(f"  Win rate:  {wr:.1f}% ({wins}/{created})")
+
+
+if __name__ == '__main__':
+    if len(sys.argv) != 2:
+        print("Usage: python simulate_trades.py <wallet_address>")
+        sys.exit(1)
+    asyncio.run(main(sys.argv[1]))