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refactor: Optimize open trades summary query with position totals subquery

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Bobby (aider) 2025-02-13 11:21:04 -08:00
parent e5b35e50e5
commit 85c8f97cc5
1 changed files with 25 additions and 12 deletions
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37
src/trading/journal.py
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@ -473,23 +473,36 @@ def get_open_trades_summary() -> dict:
print("\n=== Fetching Open Trades Summary ===") # Debug
with create_client() as client:
query = """
WITH position_totals AS (
SELECT
ticker,
position_id,
sum(CASE
WHEN direction = 'sell' THEN -shares
ELSE shares
END) as net_shares
FROM stock_db.trades
GROUP BY ticker, position_id
HAVING net_shares > 0
)
SELECT
ticker,
t.ticker,
sum(CASE
WHEN direction = 'sell' THEN -shares
ELSE shares
WHEN t.direction = 'sell' THEN -t.shares
ELSE t.shares
END) as total_shares,
avg(entry_price) as avg_entry_price,
min(entry_date) as first_entry,
max(entry_date) as last_entry,
avg(t.entry_price) as avg_entry_price,
min(t.entry_date) as first_entry,
max(t.entry_date) as last_entry,
count() as num_orders,
groupArray(position_id) as position_ids
FROM stock_db.trades
WHERE (exit_price IS NULL OR exit_price = '')
AND (exit_date IS NULL)
GROUP BY ticker
groupArray(t.position_id) as position_ids
FROM stock_db.trades t
INNER JOIN position_totals pt
ON t.ticker = pt.ticker
AND t.position_id = pt.position_id
GROUP BY t.ticker
HAVING total_shares > 0
ORDER BY ticker ASC
ORDER BY t.ticker ASC
"""
print(f"Executing summary query: {query}") # Debug
try: