feat(hedger): capture and save initial hedge capital for KPI benchmarking

This commit is contained in:
2025-12-21 16:03:41 +01:00
parent e10e3062ff
commit 2194c71d5f
2 changed files with 20 additions and 0 deletions

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@ -445,6 +445,26 @@ class ScalperHedger:
self.active_position_id = position_data['token_id']
# --- Capture Initial Capital ---
if 'initial_hedge_usdc' not in position_data:
try:
# Priority: Env Var (Manual Override) -> Account Equity (Automatic)
env_initial = os.environ.get("INITIAL_HEDGE_CAPITAL_USDC")
if env_initial:
start_equity = to_decimal(env_initial)
logger.info(f"Using Configured Initial Hedge Capital: ${start_equity:.2f}")
else:
current_pos = self.get_current_position(COIN_SYMBOL)
start_equity = current_pos['equity']
logger.info(f"Recorded Initial Hedge Capital (Equity): ${start_equity:.2f}")
if start_equity > 0:
update_position_stats(self.active_position_id, {
"initial_hedge_usdc": float(start_equity)
})
except Exception as e:
logger.warning(f"Failed to record initial capital: {e}")
logger.info(f"[DELTA] Strat Init: Pos {self.active_position_id} | Range: {lower}-{upper} | Entry: {entry_price} | Start Px: {start_price:.2f} | Resumed PnL: {self.accumulated_pnl:.2f}")
except Exception as e: