refactor: Improve open trades query with net shares calculation and position tracking

src/trading/journal.py

@@ -509,11 +509,24 @@ def get_open_trades():
     print("\n=== Fetching Open Trades ===")  # Debug
     with create_client() as client:
         query = """
-            SELECT * 
+            WITH position_totals AS (
-            FROM stock_db.trades 
+                SELECT 
-            WHERE (exit_price IS NULL OR exit_price = '') 
+                    ticker,
-                AND (exit_date IS NULL)
+                    position_id,
-            ORDER BY entry_date DESC
+                    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 t.* 
+            FROM stock_db.trades t
+            INNER JOIN position_totals pt 
+                ON t.ticker = pt.ticker 
+                AND t.position_id = pt.position_id
+            ORDER BY t.entry_date DESC
         """
         print(f"Executing query: {query}")  # Debug
         try: