Add deposit-based total return, session persistence flag, dual return rates

- Add fetch_total_deposits() with hourly local cache (deposit_cache.json)
- Use deposit total as capital base for accurate total return calculation
- Add --no-session-persistence to claude CLI subprocess calls
- Show both total return (deposit-based) and change rate (cost-based) in reports
- Update portfolio summary with Total Return line

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

cost_tracking.json

@@ -1,15 +1,16 @@
 {
-  "tETHUST": null,
+  "tETHUST": 1773352562967,
-  "tSUIUST": 1773362755397,
+  "tSUIUST": null,
-  "tSOLUST": null,
+  "tSOLUST": 1773363657396,
   "tLTCUST": null,
   "tADAUST": null,
-  "tAVAX:UST": 1773380455009,
+  "tAVAX:UST": null,
-  "tUNIUST": 1773380455473,
+  "tUNIUST": null,
-  "tXRPUST": null,
+  "tXRPUST": 1773363657836,
-  "tDOGE:UST": 1773407762194,
+  "tDOGE:UST": null,
   "tSHIB:UST": null,
-  "tBTCUST": null,
+  "tBTCUST": 1773345335546,
   "tXLMUST": null,
-  "tLINK:UST": null
+  "tLINK:UST": 1773361253747,
+  "tDOTUST": 1773362453371
 }

data_fetcher.py

@@ -52,6 +52,60 @@ def _auth_post(path: str, body: dict | None = None) -> dict | list:
     return resp.json()
 
 
+# ---------------------------------------------------------------------------
+# Deposit history (cached locally, refreshed hourly)
+# ---------------------------------------------------------------------------
+
+# 2026-03-10 00:00:00 UTC in milliseconds
+_DEPOSIT_START_MS = 1773100800000
+_DEPOSIT_CACHE_FILE = "deposit_cache.json"
+_DEPOSIT_CACHE_TTL = 3600  # 1 hour
+
+
+def fetch_total_deposits() -> float:
+    """Return net USDT deposits since 2026-03-10. Uses local cache, refreshes hourly."""
+    # Try cache first
+    if os.path.exists(_DEPOSIT_CACHE_FILE):
+        try:
+            with open(_DEPOSIT_CACHE_FILE) as f:
+                cache = json.load(f)
+            if time.time() - cache.get("ts", 0) < _DEPOSIT_CACHE_TTL:
+                return cache["total"]
+        except (json.JSONDecodeError, IOError, KeyError):
+            pass
+
+    # Cache miss or expired — fetch from API
+    total = _fetch_deposits_from_api()
+    if total > 0:
+        try:
+            with open(_DEPOSIT_CACHE_FILE, "w") as f:
+                json.dump({"total": total, "ts": time.time()}, f)
+        except IOError:
+            pass
+    return total
+
+
+def _fetch_deposits_from_api() -> float:
+    """Fetch net USDT deposits from Bitfinex API."""
+    try:
+        raw = _auth_post("/v2/auth/r/movements/UST/hist", {
+            "start": _DEPOSIT_START_MS,
+            "limit": 100,
+        })
+    except Exception as e:
+        logger.error("Failed to fetch deposit history: %s", e)
+        return 0.0
+
+    total = 0.0
+    for m in raw:
+        status = m[9] if len(m) > 9 else ""
+        if status != "COMPLETED":
+            continue
+        amount = float(m[12]) if len(m) > 12 else 0
+        total += amount  # positive = deposit, negative = withdrawal
+    return total
+
+
 # ---------------------------------------------------------------------------
 # Public endpoints
 # ---------------------------------------------------------------------------

llm_analyzer.py

@@ -68,7 +68,7 @@ def analyze_market(indicator_summary: str, account_status: str) -> list[dict]:
 
     try:
         result = subprocess.run(
-            ["claude", "-p", prompt, "--output-format", "json"],
+            ["claude", "-p", prompt, "--output-format", "json", "--no-session-persistence"],
             capture_output=True,
             text=True,
             timeout=120,

main.py

@@ -99,6 +99,12 @@ def run_cycle():
             port["available_usdt"] = 10000
             logger.info("Paper trading: using default 10000 USDT balance")
 
+    # 2a. Fetch initial capital from deposit history
+    try:
+        port["initial_capital"] = data_fetcher.fetch_total_deposits()
+    except Exception as e:
+        logger.warning("Failed to fetch deposit history: %s", e)
+
     # 2b. Sync stop-loss orders with exchange (real-time, not local memory)
     try:
         active_orders = data_fetcher.fetch_active_orders()
@@ -503,13 +509,17 @@ def _build_portfolio_one_liner(port: dict, current_prices: dict) -> str:
             total_cost += amount * entry
             if current > 0:
                 total_market_value += amount * current
-    unrealized = total_market_value - total_cost
     total_value = available + total_market_value
+    # 總收益率（基於入金）
+    initial_capital = port.get("initial_capital", 0)
+    total_return_pct = ((total_value / initial_capital - 1) * 100) if initial_capital > 0 else 0.0
+    # 變動收益率（基於持倉成本）
+    unrealized = total_market_value - total_cost
     total_capital = available + total_cost
-    total_return_pct = ((total_value / total_capital - 1) * 100) if total_capital > 0 else 0.0
+    change_pct = ((total_value / total_capital - 1) * 100) if total_capital > 0 else 0.0
     return (
         f"總值 {total_value:.2f} USDT | 總收益 {total_return_pct:+.2f}% | "
-        f"{available:.2f} 可用 | 持倉 {pos_count} 筆"
+        f"變動 {change_pct:+.2f}% | {available:.2f} 可用 | 持倉 {pos_count} 筆"
     )
 
 

portfolio.py

@@ -135,7 +135,14 @@ def get_portfolio_summary(portfolio: dict, current_prices: dict) -> str:
         lines.append("")
 
     lines.append(f"*Total Portfolio Value:* {total_value:.2f} USDT")
-    lines.append(f"*Total Unrealized P&L:* {total_unrealized:+.2f} USDT")
+    lines.append(f"*Total Unrealized P&L:* {total_unrealized:+.2f} USDT ({total_unrealized / (total_value - total_unrealized) * 100:+.2f}%)" if (total_value - total_unrealized) > 0 else f"*Total Unrealized P&L:* {total_unrealized:+.2f} USDT")
+
+    initial_capital = portfolio.get("initial_capital", 0)
+    if initial_capital > 0:
+        total_return = total_value - initial_capital
+        total_return_pct = (total_value / initial_capital - 1) * 100
+        sign = "+" if total_return >= 0 else ""
+        lines.append(f"*Total Return:* {sign}{total_return:.2f} USDT ({sign}{total_return_pct:.2f}%)")
 
     history = portfolio.get("trade_history", [])
     if history:

stop_orders.json

@@ -1,26 +1,38 @@
 {
-  "tDOGE:UST": {
+  "tDOTUST": {
-    "order_id": 233282701621,
+    "order_id": 233309387815,
-    "stop_price": 0.093946,
+    "stop_price": 1.3849,
-    "entry_price": 0.09688198941787385,
+    "entry_price": 1.4287,
-    "amount": 144.10790954
+    "amount": 10.03723093
   },
-  "tSUIUST": {
+  "tXRPUST": {
-    "order_id": 233265250698,
+    "order_id": 233329683966,
-    "stop_price": 0.97101,
+    "stop_price": 1.372,
-    "entry_price": 1.0009320066822542,
+    "entry_price": 1.4153,
-    "amount": 54.57098037
+    "amount": 12.66451728
   },
-  "tAVAX:UST": {
+  "tSOLUST": {
-    "order_id": 233268826282,
+    "order_id": 233329069994,
-    "stop_price": 9.4454,
+    "stop_price": 85.644,
-    "entry_price": 9.734478498389963,
+    "entry_price": 88.367,
-    "amount": 4.08390185
+    "amount": 0.16229378
   },
-  "tUNIUST": {
+  "tETHUST": {
-    "order_id": 233279675016,
+    "order_id": 233338658543,
-    "stop_price": 3.8778,
+    "stop_price": 2048,
-    "entry_price": 3.9954999999999994,
+    "entry_price": 2110.9826633288,
-    "amount": 4.55798027
+    "amount": 0.01357354
+  },
+  "tLINK:UST": {
+    "order_id": 233331464285,
+    "stop_price": 8.9428,
+    "entry_price": 9.2243,
+    "amount": 1.16577353
+  },
+  "tBTCUST": {
+    "order_id": 233335923158,
+    "stop_price": 69413,
+    "entry_price": 71556.91752086183,
+    "amount": 0.00065071
   }
 }