Upload Quasar_axrvi_ranker.py

Quasar_axrvi_ranker.py

@@ -2953,11 +2953,14 @@ class PositionManager:
         else:
             ref  = trade.entry_tick or trade.entry_price
             mult = ASSET_MULTIPLIER.get(trade.asset, 20)
-            stk  = trade.quantity * ref   # quantity = stake/price → quantity*price = stake
+            # ✅ FIX 3: Use actual stake paid to broker, not quantity*ref.
+            # quantity is near-zero for Kelly-sized trades → quantity*ref ≈ 0,
+            # collapsing the profit term and leaving only fees as the PnL.
+            stake = trade.buy_price if (trade.buy_price and trade.buy_price > 0) else 1.0
             if ref > 0 and exit_price > 0:
                 pct_move = (exit_price - ref) / ref
                 sign     = 1.0 if trade.direction == TradeDirection.LONG else -1.0
-                profit   = sign * pct_move * stk * mult - fees
+                profit   = sign * pct_move * stake * mult - fees
             else:
                 profit   = -fees   # can't compute — assume no P&L beyond fees
         return self.close_trade_from_broker(
@@ -3939,7 +3942,10 @@ class QuasarAXRVIBridge:
         # Log live profit for monitoring (this is the REAL P&L)
         if raw_profit is not None:
             logger.debug(f"[{trade.asset}] Live profit: {float(raw_profit):+.4f}")
-        
+            # ✅ FIX 1: Cache live broker profit so rotation closes use the real P&L.
+            # trade.profit stays None only if Deriv never sent a profit field at all.
+            trade.profit = float(raw_profit)
+
         # ── Terminal state check ──────────────────────────────────────────────
         is_terminal = (
             poc.get("is_expired", False)
@@ -4291,7 +4297,10 @@ class QuasarAXRVIBridge:
                 f"Contract may expire naturally on Deriv side."
             )
 
-        fees  = exit_price * self.trade_config.commission_rate
+        # ✅ FIX 2: Fees must be on stake, not spot price.
+        # Was: exit_price * commission_rate → e.g. 316738 * 0.001 = $316.74 (wrong!)
+        # Now: stake * commission_rate      → e.g.      1.0 * 0.001 = $0.001 (correct)
+        fees  = self.trade_config.amount * self.trade_config.commission_rate
         trade = self.position_mgr.close_trade(trade_id, exit_price, fees)
         if not trade:
             return