Fix SELL P&L calculation, add debug logging, and multiple improvements

- Fix realized_pnl always being 0 on SELL (use amount*price instead of amount_usdt)
- Add debug logging for all-HOLD LLM cycles (log sample HOLD reasons)
- Fix nonce collision in Bitfinex API auth (add counter)
- Fix timezone to UTC+8 in main, trade_logger, sync_cost_basis, check_errors
- Fix stop-loss retry with longer delay after cancel
- Add min order amount check in trader before BUY
- Fix risk_manager to skip positions with amount <= 0
- Cap trade_history to 500 entries to prevent unbounded growth
- Fix greedy regex in LLM response parser
- Reset cost_tracking start dates to null

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

check_errors.py

@@ -6,7 +6,7 @@ import os
 import shutil
 import subprocess
 import sys
-from datetime import datetime, timedelta
+from datetime import datetime, timedelta, timezone
 
 sys.path.insert(0, os.path.dirname(__file__))
 
@@ -24,8 +24,9 @@ LOOKBACK_MINUTES = 60
 
 
 def collect_recent_errors() -> list[str]:
-    since = datetime.now() - timedelta(minutes=LOOKBACK_MINUTES)
+    _TZ_UTC8 = timezone(timedelta(hours=8))
-    since_str = since.strftime("%Y-%m-%d %H:%M")
+    since = datetime.now(_TZ_UTC8) - timedelta(minutes=LOOKBACK_MINUTES)
+    since_str = since.strftime("%Y-%m-%d %H:%M:%S")
     errors = []
 
     for logfile in LOG_FILES:
@@ -38,7 +39,7 @@ def collect_recent_errors() -> list[str]:
                     continue
                 if not line[:4].isdigit():
                     continue
-                if line[:16] >= since_str:
+                if line[:19] >= since_str:
                     errors.append(line.rstrip())
 
     return errors

cost_tracking.json

@@ -1,16 +1,16 @@
 {
-  "tETHUST": 1773100800000,
+  "tETHUST": null,
-  "tSUIUST": 1773100800000,
+  "tSUIUST": null,
-  "tSOLUST": 1773100800000,
+  "tSOLUST": null,
-  "tLTCUST": 1773100800000,
+  "tLTCUST": null,
-  "tADAUST": 1773100800000,
+  "tADAUST": null,
-  "tAVAX:UST": 1773100800000,
+  "tAVAX:UST": null,
-  "tUNIUST": 1773100800000,
+  "tUNIUST": null,
-  "tXRPUST": 1773100800000,
+  "tXRPUST": null,
-  "tDOGE:UST": 1773100800000,
+  "tDOGE:UST": null,
-  "tSHIB:UST": 1773100800000,
+  "tSHIB:UST": null,
-  "tBTCUST": 1773100800000,
+  "tBTCUST": null,
-  "tXLMUST": 1773100800000,
+  "tXLMUST": null,
-  "tLINK:UST": 1773100800000,
+  "tLINK:UST": null,
-  "tDOTUST": 1773100800000
+  "tDOTUST": null
 }

data_fetcher.py

@@ -27,9 +27,13 @@ def _pub_get(path: str, params: dict | None = None) -> dict | list:
 # Authenticated API helpers
 # ---------------------------------------------------------------------------
 
+_nonce_counter = 0
+
 def _auth_post(path: str, body: dict | None = None) -> dict | list:
+    global _nonce_counter
     body = body or {}
-    nonce = str(int(time.time() * 1000000))
+    _nonce_counter += 1
+    nonce = str(int(time.time() * 1000000) + _nonce_counter)
     body_json = json.dumps(body)
     signature_payload = f"/api{path}{nonce}{body_json}"
     sig = hmac.new(

llm_analyzer.py

@@ -113,7 +113,7 @@ def _parse_llm_response(raw: str) -> list[dict]:
         pass
 
     # Try extracting JSON array from markdown code block or mixed text
-    match = re.search(r'\[[\s\S]*?\]', raw)
+    match = re.search(r'\[[\s\S]*\]', raw)
     if match:
         try:
             return json.loads(match.group())

main.py

@@ -6,7 +6,7 @@ import logging
 import os
 import sys
 import time
-from datetime import datetime
+from datetime import datetime, timezone, timedelta
 
 import config
 import data_fetcher
@@ -21,6 +21,8 @@ import trader
 # ---------------------------------------------------------------------------
 # Logging setup
 # ---------------------------------------------------------------------------
+_TZ_UTC8 = timezone(timedelta(hours=8))
+
 logging.basicConfig(
     level=logging.INFO,
     format="%(asctime)s [%(levelname)s] %(name)s: %(message)s",
@@ -29,6 +31,7 @@ logging.basicConfig(
         logging.FileHandler("trading.log"),
     ],
 )
+logging.Formatter.converter = lambda *args: datetime.now(_TZ_UTC8).timetuple()
 logger = logging.getLogger("main")
 
 STATE_FILE = "bot_state.json"
@@ -78,12 +81,13 @@ def run_cycle():
     state = _load_state()
     state["run_count"] = state.get("run_count", 0) + 1
     logger.info("=" * 60)
-    logger.info("Trading cycle #%d at %s", state["run_count"], datetime.now().isoformat())
+    logger.info("Trading cycle #%d at %s", state["run_count"], datetime.now(_TZ_UTC8).isoformat())
 
     # 1. Load portfolio state
     port = pf.load_positions()
 
     # 2. Fetch account status from exchange
+    account_status = {"wallets": [], "positions": []}
     try:
         account_status = data_fetcher.fetch_account_status()
         port = pf.sync_with_exchange(port, account_status)
@@ -168,10 +172,15 @@ def run_cycle():
                 logger.info("Cancelled outdated stop %s for %s (amt=%.6f, px=%.6g)",
                             s["id"], sym, abs(s["amount"]), s["price"])
             tracked_stops.pop(sym, None)
-            time.sleep(0.3)  # Wait for Bitfinex to release locked balance
+            time.sleep(1.0)  # Wait for Bitfinex to release locked balance
 
         logger.warning("Position %s missing/outdated stop-loss, placing now", sym)
         sl = trader.place_stop_loss_order(sym, amount, entry, stop_price=expected_stop)
+        if sl is None and existing_stops:
+            # Retry once — Bitfinex may need more time to release locked balance
+            time.sleep(2.0)
+            logger.info("Retrying stop-loss for %s after balance release delay", sym)
+            sl = trader.place_stop_loss_order(sym, amount, entry, stop_price=expected_stop)
         if sl:
             # Update stop_orders_by_sym so step 10 sees the correct stop ID
             stop_orders_by_sym[sym] = [{"id": sl["order_id"], "symbol": sym,
@@ -343,6 +352,17 @@ def run_cycle():
         signals = llm_analyzer.analyze_market(indicator_summary, account_str)
         llm_ok = True
         logger.info("LLM returned %d signals", len(signals))
+        non_hold = [s for s in signals if s.get("action") != "HOLD"]
+        if non_hold:
+            for s in non_hold:
+                logger.info("LLM signal: %s %s conf=%.2f reason=%s",
+                            s.get("action"), s.get("symbol"), s.get("confidence", 0), s.get("reason", ""))
+        else:
+            # Debug: log a sample of HOLD reasons to diagnose all-HOLD cycles
+            samples = signals[:3]
+            for s in samples:
+                logger.info("LLM HOLD sample: %s conf=%.2f reason=%s",
+                            s.get("symbol"), s.get("confidence", 0), s.get("reason", ""))
     except Exception as e:
         logger.error("LLM analysis failed: %s", e)
         slack_notifier.send_error_alert(f"LLM analysis failed: {e}")
@@ -398,7 +418,7 @@ def run_cycle():
                 entry_price = pos.get("entry_price", 0)
                 if entry_price:
                     cost_basis = entry_price * amount
-                    realized_pnl = amount_usdt - cost_basis
+                    realized_pnl = amount * price - cost_basis
                     realized_pnl_pct = (price - entry_price) / entry_price * 100
 
             port = pf.update_position(port, sym, action, amount, price, amount_usdt)

portfolio.py

@@ -76,7 +76,8 @@ def update_position(portfolio: dict, symbol: str, action: str, amount: float, pr
         portfolio["available_usdt"] = portfolio.get("available_usdt", 0) + sell_amount * price
 
     # Record trade
-    portfolio.setdefault("trade_history", []).append({
+    history = portfolio.setdefault("trade_history", [])
+    history.append({
         "symbol": symbol,
         "action": action,
         "amount": amount,
@@ -84,6 +85,8 @@ def update_position(portfolio: dict, symbol: str, action: str, amount: float, pr
         "amount_usdt": amount_usdt,
         "timestamp": time.time(),
     })
+    if len(history) > 500:
+        portfolio["trade_history"] = history[-500:]
 
     portfolio["last_updated"] = time.time()
     return portfolio
@@ -135,7 +138,11 @@ 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 ({total_unrealized / (total_value - total_unrealized) * 100:+.2f}%)" if (total_value - total_unrealized) > 0 else f"*Total Unrealized P&L:* {total_unrealized:+.2f} USDT")
+    cost_basis = total_value - total_unrealized
+    if cost_basis > 0:
+        lines.append(f"*Total Unrealized P&L:* {total_unrealized:+.2f} USDT ({total_unrealized / cost_basis * 100:+.2f}%)")
+    else:
+        lines.append(f"*Total Unrealized P&L:* {total_unrealized:+.2f} USDT")
 
     initial_capital = portfolio.get("initial_capital", 0)
     if initial_capital > 0:

risk_manager.py

@@ -50,7 +50,7 @@ def apply_stop_loss_take_profit(positions: dict, current_prices: dict) -> list[d
     """
     signals = []
     for sym, pos in positions.items():
-        if pos.get("amount", 0) == 0:
+        if pos.get("amount", 0) <= 0:
             continue
         entry = pos.get("entry_price", 0)
         if entry <= 0:

sync_cost_basis.py

@@ -9,6 +9,7 @@ import logging
 import os
 import sys
 import time
+from datetime import datetime, timezone, timedelta
 
 import config
 import data_fetcher
@@ -17,6 +18,8 @@ import slack_notifier
 # ---------------------------------------------------------------------------
 # Logging setup (separate log file)
 # ---------------------------------------------------------------------------
+_TZ_UTC8 = timezone(timedelta(hours=8))
+
 logging.basicConfig(
     level=logging.INFO,
     format="%(asctime)s [%(levelname)s] %(name)s: %(message)s",
@@ -25,6 +28,7 @@ logging.basicConfig(
         logging.FileHandler("sync_cost_basis.log"),
     ],
 )
+logging.Formatter.converter = lambda *args: datetime.now(_TZ_UTC8).timetuple()
 logger = logging.getLogger("sync_cost_basis")
 
 

trade_logger.py

@@ -2,7 +2,9 @@
 
 import csv
 import os
-from datetime import datetime
+from datetime import datetime, timezone, timedelta
+
+_TZ_UTC8 = timezone(timedelta(hours=8))
 
 import config
 
@@ -26,7 +28,7 @@ def log_trade(trade: dict):
     sym = trade.get("symbol", "")
     row = {
         "timestamp": trade.get("timestamp", ""),
-        "datetime": datetime.now().isoformat(timespec="seconds"),
+        "datetime": datetime.now(_TZ_UTC8).isoformat(timespec="seconds"),
         "symbol": sym,
         "name": config.SYMBOL_NAMES.get(sym, sym),
         "action": trade.get("action", ""),

trader.py

@@ -26,6 +26,11 @@ def execute_trade(signal: dict, current_prices: dict, mode: str | None = None) -
         amount = -math.floor(abs(signal["sell_amount"]) * 1e8) / 1e8
     else:
         amount = amount_usdt / price
+        if action == "BUY":
+            min_amt = config.MIN_ORDER_AMOUNT.get(symbol, 0)
+            if min_amt > 0 and amount < min_amt:
+                logger.warning("BUY %s: amount %.6f < min %s, skipping", symbol, amount, min_amt)
+                return None
         if action == "SELL":
             amount = -abs(amount)  # negative = sell on Bitfinex