From 32f06b57d62c4956770e86941dae257a556e6c27 Mon Sep 17 00:00:00 2001
From: jackyu66git <jackyu66@gmail.com>
Date: Sun, 3 May 2026 21:13:11 +0800
Subject: [PATCH] move DetailedStats calc out of trader.go into dashboard.go

- Remove DetailedStats struct and GetDetailedStats() method from trader.go
- Add calcDetailedStats() standalone pure function in dashboard.go
- Dashboard calls d.trader.GetClosedTrades() + calcDetailedStats()
- Trading logic now has zero display-oriented calculations
---
 dashboard.go | 62 +++++++++++++++++++++++++++++++++++++++++++++++++++-
 trader.go    | 56 -----------------------------------------------
 2 files changed, 61 insertions(+), 57 deletions(-)

diff --git a/dashboard.go b/dashboard.go
index 3d6586d..dcf769b 100644
--- a/dashboard.go
+++ b/dashboard.go
@@ -246,6 +246,66 @@ func (d *Dashboard) Run() {
 	}
 }
 
+// ============================================================
+// Stats computation — kept separate from trading logic
+// ============================================================
+
+// DetailedStats holds aggregated PnL and duration statistics.
+type DetailedStats struct {
+	TotalTrades      int     `json:"total_trades"`
+	TotalPnlPct      float64 `json:"total_pnl_pct"`
+	AvgPnlPct        float64 `json:"avg_pnl_pct"`
+	MaxProfitPct     float64 `json:"max_profit_pct"`
+	MaxLossPct       float64 `json:"max_loss_pct"`
+	AvgDuration      string  `json:"avg_duration"`
+	TotalDuration    string  `json:"total_duration"`
+	WinningTrades    int     `json:"winning_trades"`
+	LosingTrades     int     `json:"losing_trades"`
+	WinRate          float64 `json:"win_rate"`
+}
+
+// calcDetailedStats computes trading statistics from a slice of closed trades.
+// This is a pure function — no dependency on Trader internals.
+func calcDetailedStats(trades []TradeRecord) DetailedStats {
+	ds := DetailedStats{}
+	if len(trades) == 0 {
+		return ds
+	}
+	var totalDur time.Duration
+	ds.MaxLossPct = 1e9 // sentinel
+	for _, tr := range trades {
+		ds.TotalTrades++
+		ds.TotalPnlPct += tr.PnlPct
+		if tr.PnlPct >= 0 {
+			ds.WinningTrades++
+			if tr.PnlPct > ds.MaxProfitPct {
+				ds.MaxProfitPct = tr.PnlPct
+			}
+		} else {
+			ds.LosingTrades++
+			if tr.PnlPct < ds.MaxLossPct {
+				ds.MaxLossPct = tr.PnlPct
+			}
+		}
+		if !tr.ClosedAt.IsZero() && !tr.OpenedAt.IsZero() {
+			totalDur += tr.ClosedAt.Sub(tr.OpenedAt)
+		}
+	}
+	if ds.MaxLossPct == 1e9 {
+		ds.MaxLossPct = 0
+	}
+	if ds.TotalTrades > 0 {
+		ds.AvgPnlPct = ds.TotalPnlPct / float64(ds.TotalTrades)
+		ds.WinRate = float64(ds.WinningTrades) / float64(ds.TotalTrades) * 100
+	}
+	if totalDur > 0 {
+		avgDur := totalDur / time.Duration(ds.TotalTrades)
+		ds.AvgDuration = avgDur.Round(time.Second).String()
+		ds.TotalDuration = totalDur.Round(time.Second).String()
+	}
+	return ds
+}
+
 // broadcastLoop pushes data to SSE clients every 1 second.
 func (d *Dashboard) broadcastLoop() {
 	tick := time.NewTicker(1 * time.Second)
@@ -360,7 +420,7 @@ func (d *Dashboard) broadcastLoop() {
 
 		// 4. Stats + connection status (P3-5)
 		converged, diverged, flat, total := d.trader.GetClosedStats()
-		detail := d.trader.GetDetailedStats()
+		detail := calcDetailedStats(d.trader.GetClosedTrades())
 		stats := map[string]interface{}{
 			"total_trades":   total,
 			"converged":      converged,
diff --git a/trader.go b/trader.go
index 6c7a82a..f7cf14a 100644
--- a/trader.go
+++ b/trader.go
@@ -753,62 +753,6 @@ func (t *Trader) GetClosedStats() (converged, diverged, flat, total int) {
 	return
 }
 
-// GetDetailedStats returns comprehensive trading statistics.
-type DetailedStats struct {
-	TotalTrades      int     `json:"total_trades"`
-	TotalPnlPct      float64 `json:"total_pnl_pct"`
-	AvgPnlPct        float64 `json:"avg_pnl_pct"`
-	MaxProfitPct     float64 `json:"max_profit_pct"`
-	MaxLossPct       float64 `json:"max_loss_pct"`
-	AvgDuration      string  `json:"avg_duration"`
-	TotalDuration    string  `json:"total_duration"`
-	WinningTrades    int     `json:"winning_trades"`
-	LosingTrades     int     `json:"losing_trades"`
-	WinRate          float64 `json:"win_rate"`
-}
-
-func (t *Trader) GetDetailedStats() DetailedStats {
-	t.mu.Lock()
-	defer t.mu.Unlock()
-	ds := DetailedStats{}
-	if len(t.closedTrades) == 0 {
-		return ds
-	}
-	var totalDur time.Duration
-	ds.MaxLossPct = 1e9 // sentinel
-	for _, tr := range t.closedTrades {
-		ds.TotalTrades++
-		ds.TotalPnlPct += tr.PnlPct
-		if tr.PnlPct >= 0 {
-			ds.WinningTrades++
-			if tr.PnlPct > ds.MaxProfitPct {
-				ds.MaxProfitPct = tr.PnlPct
-			}
-		} else {
-			ds.LosingTrades++
-			if tr.PnlPct < ds.MaxLossPct {
-				ds.MaxLossPct = tr.PnlPct
-			}
-		}
-		if !tr.ClosedAt.IsZero() && !tr.OpenedAt.IsZero() {
-			totalDur += tr.ClosedAt.Sub(tr.OpenedAt)
-		}
-	}
-	if ds.MaxLossPct == 1e9 {
-		ds.MaxLossPct = 0
-	}
-	if ds.TotalTrades > 0 {
-		ds.AvgPnlPct = ds.TotalPnlPct / float64(ds.TotalTrades)
-		ds.WinRate = float64(ds.WinningTrades) / float64(ds.TotalTrades) * 100
-	}
-	if totalDur > 0 {
-		avgDur := totalDur / time.Duration(ds.TotalTrades)
-		ds.AvgDuration = avgDur.Round(time.Second).String()
-		ds.TotalDuration = totalDur.Round(time.Second).String()
-	}
-	return ds
-}
-
 // GetClosedTrades returns the full closed trade history.
 func (t *Trader) GetClosedTrades() []TradeRecord {
 	t.mu.Lock()