Release v1.95.21

Author: mani

CHANGELOG.md

@@ -3,6 +3,7 @@
 Release notes live in dedicated files under `releases/`.
 
 - [Unreleased](releases/unreleased.md)
+- [v1.95.21](releases/v1.95.21.md)
 - [v1.95.20](releases/v1.95.20.md)
 - [v1.95.19](releases/v1.95.19.md)
 - [v1.95.18](releases/v1.95.18.md)

api/serial.txt

@@ -1 +1 @@
-2119
+2120

docs/help/35_pbv7_backtest.md

@@ -191,7 +191,7 @@ The Configs table also offers **V8** for the saved V7 backtest config. Both conv
 Clicking a row opens a full-featured chart panel with:
 - **Equity curve** (log scale toggle)
 - **Price (PBGui MarketData)** selector for overlaying one result exchange/coin close-price series on a contrasting second Y-axis; coverage is evaluated against the visible equity-chart range, and partial or unavailable data is shown beside the selector while the equity chart remains visible
-- **PnL** over time  
+- **PnL** over time, grouped by symbol and shown net of recorded trading fees on authoritative fill timestamps
 - **TWE** (total wallet exposure) chart  
 - **Hedged PnL** if available  
 - Full **analysis metrics** table  

docs/help/42_pbv8_backtest.md

@@ -47,7 +47,7 @@ PB8 stores reusable datasets under `pb8/caches/hlcvs_data` and temporary materia
 
 ## Results
 
-The **Version** filter defaults to PBv8 and can switch to PBv7 or **Both**. The list shows each result's version, config, active PB8 strategy, exchange, run directory, and compact scalar metrics. The sortable Strategy column appears whenever V8 rows are visible and remains absent from a pure V7 view. Final balance and equity use the terminal values recorded in PB8's `balance_and_equity.csv` or compressed `.csv.gz` artifact when analysis metadata does not provide explicit totals. Opening a result also provides a **Price (PBGui MarketData)** selector that overlays one configured exchange/coin close-price series on a contrasting second Y-axis and reports coverage against the visible equity-chart range without hiding that chart. Combined and suite results use the real exchanges stored in their configs. Select PBv7 and PBv8 rows together and click **Compare** to overlay their equity and balance series; each file is read from its matching result root. **Delete Selected** also supports a mixed selection and sends every result to its owning PBv7 or PBv8 backend.
+The **Version** filter defaults to PBv8 and can switch to PBv7 or **Both**. The list shows each result's version, config, active PB8 strategy, exchange, run directory, and compact scalar metrics. The sortable Strategy column appears whenever V8 rows are visible and remains absent from a pure V7 view. Final balance and equity use the terminal values recorded in PB8's `balance_and_equity.csv` or compressed `.csv.gz` artifact when analysis metadata does not provide explicit totals. Per-symbol PnL uses the authoritative fill timestamps and includes recorded trading fees, so its timing and net total remain comparable to the balance chart. Opening a result also provides a **Price (PBGui MarketData)** selector that overlays one configured exchange/coin close-price series on a contrasting second Y-axis and reports coverage against the visible equity-chart range without hiding that chart. For combined results, PBGui initially selects a configured exchange with full visible price coverage when available; suite results use their real configured exchange as well. Select PBv7 and PBv8 rows together and click **Compare** to overlay their equity and balance series; each file is read from its matching result root. **Delete Selected** also supports a mixed selection and sends every result to its owning PBv7 or PBv8 backend.
 
 PB8 may download historical data when a backtest starts. Review the config, exchanges, coin selection, dates, and PB8 migration report before running a large backtest.
 

docs/help_de/35_pbv7_backtest.md

@@ -191,7 +191,7 @@ Auch die Configs-Tabelle bietet **V8** für die gespeicherte V7-Backtest-Config.
 Ein Klick auf eine Zeile öffnet ein vollständiges Chart-Panel mit:
 - **Equity-Kurve** (log-Skala umschaltbar)
 - **Price (PBGui MarketData)**-Auswahl, um die Schlusskurse einer Result-Exchange/Coin-Kombination kontrastreich auf einer zweiten Y-Achse einzublenden; die Abdeckung wird gegen den sichtbaren Equity-Chart-Zeitraum geprüft, und partielle oder fehlende Daten werden neben der Auswahl angezeigt, während der Equity-Chart sichtbar bleibt
-- **PnL** über Zeit
+- **PnL** über Zeit, nach Symbol gruppiert, abzüglich erfasster Trading-Gebühren und auf den verbindlichen Fill-Zeitstempeln
 - **TWE** (Total Wallet Exposure) Chart
 - **Hedged PnL** falls vorhanden
 - Vollständige **Analyse-Metriken** Tabelle

docs/help_de/42_pbv8_backtest.md

@@ -47,7 +47,7 @@ PB8 speichert wiederverwendbare Datensaetze unter `pb8/caches/hlcvs_data` und te
 
 ## Results
 
-Der **Version**-Filter ist standardmäßig auf PBv8 gesetzt und kann auf PBv7 oder **Both** umgeschaltet werden. Die Liste zeigt Version, Config, aktive PB8-Strategie, Exchange, Run-Verzeichnis und kompakte skalare Werte. Die sortierbare Strategy-Spalte erscheint, sobald V8-Zeilen sichtbar sind, und bleibt in einer reinen V7-Ansicht ausgeblendet. Finale Balance und Equity stammen aus den letzten Werten von PB8s `balance_and_equity.csv` beziehungsweise der komprimierten `.csv.gz`-Datei, wenn die Analyse keine expliziten Endwerte enthält. Beim Öffnen eines Results bietet **Price (PBGui MarketData)** eine Exchange/Coin-Auswahl, deren Schlusskurse kontrastreich auf einer zweiten Y-Achse eingeblendet werden; die Abdeckung wird gegen den sichtbaren Equity-Chart-Zeitraum geprüft, ohne diesen Chart auszublenden. Combined- und Suite-Results verwenden die echten Exchanges aus ihrer Config. PBv7- und PBv8-Zeilen können gemeinsam ausgewählt und über **Compare** verglichen werden; jede Equity-Datei wird aus dem passenden Resultroot geladen. **Delete Selected** unterstützt ebenfalls eine gemischte Auswahl und sendet jedes Result an sein zuständiges PBv7- oder PBv8-Backend.
+Der **Version**-Filter ist standardmäßig auf PBv8 gesetzt und kann auf PBv7 oder **Both** umgeschaltet werden. Die Liste zeigt Version, Config, aktive PB8-Strategie, Exchange, Run-Verzeichnis und kompakte skalare Werte. Die sortierbare Strategy-Spalte erscheint, sobald V8-Zeilen sichtbar sind, und bleibt in einer reinen V7-Ansicht ausgeblendet. Finale Balance und Equity stammen aus den letzten Werten von PB8s `balance_and_equity.csv` beziehungsweise der komprimierten `.csv.gz`-Datei, wenn die Analyse keine expliziten Endwerte enthält. Der PnL je Symbol verwendet die verbindlichen Fill-Zeitstempel und berücksichtigt erfasste Trading-Gebühren, damit Zeitverlauf und Nettosumme mit dem Balance-Chart vergleichbar bleiben. Beim Öffnen eines Results bietet **Price (PBGui MarketData)** eine Exchange/Coin-Auswahl, deren Schlusskurse kontrastreich auf einer zweiten Y-Achse eingeblendet werden; die Abdeckung wird gegen den sichtbaren Equity-Chart-Zeitraum geprüft, ohne diesen Chart auszublenden. Bei Combined-Results wählt PBGui initial eine konfigurierte Exchange mit vollständiger sichtbarer Kursabdeckung, sofern vorhanden; Suite-Results verwenden ebenfalls ihre echte konfigurierte Exchange. PBv7- und PBv8-Zeilen können gemeinsam ausgewählt und über **Compare** verglichen werden; jede Equity-Datei wird aus dem passenden Resultroot geladen. **Delete Selected** unterstützt ebenfalls eine gemischte Auswahl und sendet jedes Result an sein zuständiges PBv7- oder PBv8-Backend.
 
 PB8 kann beim Backtest historische Daten herunterladen. Config, Exchanges, Coin-Auswahl, Zeitraum und Migrationsbericht sollten vor einem großen Backtest geprüft werden.
 

frontend/v7_backtest.html

@@ -6688,7 +6688,34 @@ <h3>Paste config</h3>
   status.style.color = warning ? 'var(--orange)' : 'var(--text-dim)';
 }
 
-function renderBEWithSelectedPrice(cd, be) {
+function loadPricePayload(cd, market) {
+  var cacheKey = cd.path + '|' + market.exchange + '|' + market.coin;
+  if (_priceCache[cacheKey]) return Promise.resolve(_priceCache[cacheKey]);
+  return resultApiFetch(
+    cd.result,
+    '/results/price?path=' + encodeURIComponent(cd.path)
+      + '&exchange=' + encodeURIComponent(market.exchange)
+      + '&coin=' + encodeURIComponent(market.coin)
+      + '&max_points=6000'
+  ).then(function(payload) {
+    _priceCache[cacheKey] = payload;
+    return payload;
+  });
+}
+
+function pricePayloadCoversChart(payload, be) {
+  if (!(payload && payload.available && payload.time && payload.time.length)) return false;
+  var chartStart = Date.parse((be.time || [])[0] || '');
+  var chartEnd = Date.parse((be.time || [])[be.time.length - 1] || '');
+  var coverageStart = Date.parse(payload.coverage_start || '');
+  var coverageEnd = Date.parse(payload.coverage_end || '');
+  return Number.isFinite(chartStart) && Number.isFinite(chartEnd)
+    && Number.isFinite(coverageStart) && Number.isFinite(coverageEnd)
+    ? coverageStart <= chartStart && coverageEnd >= chartEnd
+    : !!payload.coverage_complete;
+}
+
+function renderBEWithSelectedPrice(cd, be, autoSelectCoverage) {
   if (cd.type !== 'be') {
     renderBEChart(cd, be, null);
     return;
@@ -6698,37 +6725,43 @@ <h3>Paste config</h3>
     renderBEChart(cd, be, null);
     return;
   }
-  var cacheKey = cd.path + '|' + market.exchange + '|' + market.coin;
+  var markets = [market];
+  if (autoSelectCoverage) {
+    resultPriceMarkets(cd.result).forEach(function(candidate) {
+      if (candidate.coin === market.coin && candidate.exchange !== market.exchange) markets.push(candidate);
+    });
+  }
   var requestSeq = (_priceRequestSeq[cd.id] || 0) + 1;
   _priceRequestSeq[cd.id] = requestSeq;
   setPriceOverlayStatus(cd, 'Loading close prices...', false);
-  var request = _priceCache[cacheKey]
-    ? Promise.resolve(_priceCache[cacheKey])
-    : resultApiFetch(
-        cd.result,
-        '/results/price?path=' + encodeURIComponent(cd.path)
-          + '&exchange=' + encodeURIComponent(market.exchange)
-          + '&coin=' + encodeURIComponent(market.coin)
-          + '&max_points=6000'
-      ).then(function(payload) {
-        _priceCache[cacheKey] = payload;
-        return payload;
-      });
-  request.then(function(payload) {
+  Promise.all(markets.map(function(candidate) {
+    return loadPricePayload(cd, candidate).then(function(payload) {
+      return { market: candidate, payload: payload };
+    }).catch(function(error) {
+      return { market: candidate, payload: null, error: error };
+    });
+  })).then(function(entries) {
     if (_priceRequestSeq[cd.id] !== requestSeq) return;
+    var picked = entries[0];
+    if (autoSelectCoverage) {
+      var fullCoverage = entries.find(function(entry) { return pricePayloadCoversChart(entry.payload, be); });
+      var firstAvailable = entries.find(function(entry) {
+        return entry.payload && entry.payload.available && entry.payload.time && entry.payload.time.length;
+      });
+      picked = fullCoverage || firstAvailable || picked;
+    }
+    if (!picked.payload && picked.error) throw picked.error;
+    var payload = picked.payload;
+    if (picked.market.exchange !== market.exchange) {
+      var select = document.getElementById('price-market-' + cd.idx);
+      if (select) select.value = priceMarketOptionValue(picked.market);
+    }
     if (!(payload && payload.available && payload.time && payload.time.length)) {
       setPriceOverlayStatus(cd, 'No matching PBGui MarketData for this range.', true);
       renderBEChart(cd, be, null);
       return;
     }
-    var chartStart = Date.parse((be.time || [])[0] || '');
-    var chartEnd = Date.parse((be.time || [])[be.time.length - 1] || '');
-    var coverageStart = Date.parse(payload.coverage_start || '');
-    var coverageEnd = Date.parse(payload.coverage_end || '');
-    var coversChart = Number.isFinite(chartStart) && Number.isFinite(chartEnd)
-      && Number.isFinite(coverageStart) && Number.isFinite(coverageEnd)
-      ? coverageStart <= chartStart && coverageEnd >= chartEnd
-      : !!payload.coverage_complete;
+    var coversChart = pricePayloadCoversChart(payload, be);
     var coverage = coversChart
       ? 'full chart coverage'
       : ('partial: ' + String(payload.coverage_start || '?').slice(0, 10) + ' to ' + String(payload.coverage_end || '?').slice(0, 10));
@@ -6744,19 +6777,19 @@ <h3>Paste config</h3>
 function rerenderBEChartPrice(idx) {
   var result = (_activeResultsCtx.data || [])[idx];
   if (!result || !_beCache[result.path]) return;
-  renderBEWithSelectedPrice({ id: 'be-chart-' + idx, type: 'be', path: result.path, result: result, idx: idx }, _beCache[result.path]);
+  renderBEWithSelectedPrice({ id: 'be-chart-' + idx, type: 'be', path: result.path, result: result, idx: idx }, _beCache[result.path], false);
 }
 
 function loadAndRenderBEChart(cd) {
   if (_beCache[cd.path]) {
     var _cached = _beCache[cd.path];
-    requestAnimationFrame(function() { renderBEWithSelectedPrice(cd, _cached); });
+    requestAnimationFrame(function() { renderBEWithSelectedPrice(cd, _cached, true); });
     return;
   }
   fetchCSV(cd.path, 'equity', cd.result).then(function(csv) {
     var be = normalizeBE(csv, cd.result);
     _beCache[cd.path] = be;
-    requestAnimationFrame(function() { renderBEWithSelectedPrice(cd, be); });
+    requestAnimationFrame(function() { renderBEWithSelectedPrice(cd, be, true); });
   }).catch(function(e) {
     document.getElementById(cd.id).innerHTML = '<div style="color:var(--red);padding:var(--sp-md)">Failed to load BE data: ' + esc(e.message) + '</div>';
   });
@@ -7098,17 +7131,18 @@ <h3>Paste config</h3>
   var headers = csv.headers.map(function(h) { return h.trim(); });
   var coinCol = headers.indexOf('coin') >= 0 ? 'coin' : 'symbol';
   var pnlCol = 'pnl';
+  var feeCol = headers.indexOf('fee_paid') >= 0 ? 'fee_paid' : null;
 
   /* Resolve timestamps with the historical load_fills() priority. */
   var r = cd.result;
   var times = resolveFilsTimes(rows, headers, r);
 
-  /* Group PnL by coin, cumulative */
+  /* Group realized PnL and fees by coin, cumulative. */
   var coins = {};
   rows.forEach(function(row, i) {
     var coin = row[coinCol] || 'unknown';
     if (!coins[coin]) coins[coin] = { times: [], pnl: [], cumPnl: 0 };
-    coins[coin].cumPnl += parseFloat(row[pnlCol]) || 0;
+    coins[coin].cumPnl += (parseFloat(row[pnlCol]) || 0) + (feeCol ? (parseFloat(row[feeCol]) || 0) : 0);
     coins[coin].times.push(times[i]);
     coins[coin].pnl.push(coins[coin].cumPnl);
   });
@@ -7123,14 +7157,14 @@ <h3>Paste config</h3>
 
   var name = r.display_name || (r.config_name + '/' + (r.exchange_dir || '') + '/' + (r.result_name || ''));
   var timeStr = fmtDate(r.modified);
-  var layout = _chartLayout(name + ' ' + timeStr, 'PnL');
+  var layout = _chartLayout(name + ' ' + timeStr, 'Net PnL');
   Plotly.newPlot(cd.id, traces, layout, _plotlyConf());
 }
 
-/* resolveFillsTimes — mirrors historical load_fills() column priority:
+/* resolveFillsTimes — use authoritative timestamps when present:
    1. time  (already a datetime string)
-   2. minute (offset from end_date)
-   3. timestamp (numeric ms/s  OR  datetime string like "2020-01-05 21:33:00")
+   2. timestamp (numeric ms/s OR datetime string like "2020-01-05 21:33:00")
+   3. minute (legacy offset from end_date)
 */
 function resolveFilsTimes(rows, headers, result) {
   var times = [];
@@ -7141,39 +7175,40 @@ <h3>Paste config</h3>
     return times;
   }
 
-  if (headers.indexOf('minute') >= 0) {
-    /* Historical behavior: start_time = end_date_ts - max_minute * 60 */
-    var endDate = result.end_date || '';
-    var endTs = endDate ? new Date(endDate).getTime() : Date.now();
-    var maxMin = 0;
-    rows.forEach(function(r) { var m = parseFloat(r['minute']) || 0; if (m > maxMin) maxMin = m; });
-    var startTs = endTs - (maxMin * 60000);
-    rows.forEach(function(r) {
-      var m = parseFloat(r['minute']) || 0;
-      times.push(new Date(startTs + m * 60000).toISOString());
-    });
-    return times;
-  }
-
   if (headers.indexOf('timestamp') >= 0) {
     /* Numeric (ms if > 1e11, else seconds) OR datetime string. */
     var firstVal = (rows[0] || {})['timestamp'] || '';
-    var firstNum = parseFloat(firstVal);
-    var isNumeric = !isNaN(firstNum);
+    var isNumeric = /^[-+]?\d+(\.\d+)?$/.test(String(firstVal).trim());
     rows.forEach(function(r) {
       var raw = r['timestamp'] || '';
       if (isNumeric) {
         var n = parseFloat(raw) || 0;
         var ms = n > 1e11 ? n : n * 1000;
         times.push(new Date(ms).toISOString());
       } else {
-        /* datetime string like "2020-01-05 21:33:00" — replace space with T for ISO parse */
-        times.push(new Date(raw.replace(' ', 'T')).toISOString());
+        /* PB backtest datetime strings are UTC even when they omit an explicit zone. */
+        var normalized = raw.replace(' ', 'T');
+        if (!/(Z|[+-]\d{2}:?\d{2})$/i.test(normalized)) normalized += 'Z';
+        times.push(new Date(normalized).toISOString());
       }
     });
     return times;
   }
 
+  if (headers.indexOf('minute') >= 0) {
+    /* Legacy format: start_time = end_date_ts - max_minute * 60 */
+    var endDate = result.end_date || '';
+    var endTs = endDate ? new Date(endDate).getTime() : Date.now();
+    var maxMin = 0;
+    rows.forEach(function(r) { var m = parseFloat(r['minute']) || 0; if (m > maxMin) maxMin = m; });
+    var startTs = endTs - (maxMin * 60000);
+    rows.forEach(function(r) {
+      var m = parseFloat(r['minute']) || 0;
+      times.push(new Date(startTs + m * 60000).toISOString());
+    });
+    return times;
+  }
+
   /* Fallback: row index */
   rows.forEach(function(r, i) { times.push(i); });
   return times;

pbgui_purefunc.py

@@ -609,7 +609,7 @@ def import_passivbot_rust():
     return pbr
 
 PBGDIR = Path(__file__).resolve().parent
-PBGUI_VERSION = "v1.95.20"
+PBGUI_VERSION = "v1.95.21"
 _serial_path = PBGDIR / 'api' / 'serial.txt'
 PBGUI_SERIAL = _serial_path.read_text().strip() if _serial_path.exists() else ''
 

releases/v1.95.21.md

@@ -0,0 +1,5 @@
+# v1.95.21
+
+## Fixed
+
+- Kept PB8 per-symbol PnL charts aligned to authoritative UTC fill timestamps, included trading fees in their net cumulative PnL, and automatically selected a configured exchange with full visible price coverage for combined results when available.