refactor(portfolio): improve daily balance calculation for futures an…

…d spot trading

- Updated the save_daily_portfolio_balance function to streamline balance calculations for futures and spot trading.
- For futures, wallet balance and PNLs are now summed correctly, while for spot trading, the portfolio value is retrieved from the first available strategy.
- Enhanced clarity and maintainability of the code by restructuring balance accumulation logic.
- Added handling for active entry orders in the Strategy class to ensure accurate total position values during spot trading.

jesse/modes/utils.py

@@ -26,18 +26,22 @@ def save_daily_portfolio_balance(is_initial=False) -> None:
         e, = store.exchanges.storage.values()
     except ValueError:
         raise ValueError('Multiple exchange support is not supported at the moment')
+
     if e.type == 'futures':
-        total_balances += e.assets[jh.app_currency()]
-
-    for key, pos in store.positions.storage.items():
-        if pos.exchange_type == 'futures' and pos.is_open:
-            total_balances += pos.pnl
-        elif pos.exchange_type == 'spot':
-            total_balances += pos.strategy.portfolio_value
+        # For futures, add wallet balance and sum of all PNLs
+        total_balances = e.assets[jh.app_currency()]
+        for key, pos in store.positions.storage.items():
+            if pos.is_open:
+                total_balances += pos.pnl
+    else:
+        # For spot, just get portfolio_value from any strategy (they all share the same wallet)
+        # Get the first strategy we can find
+        for key, pos in store.positions.storage.items():
+            total_balances = pos.strategy.portfolio_value
+            break
 
     store.app.daily_balance.append(total_balances)
 
-    # TEMP: disable storing in database for now
     if not jh.is_livetrading():
         logger.info(f'Saved daily portfolio balance: {round(total_balances, 2)}')
 

jesse/strategies/Strategy.py

@@ -1339,12 +1339,18 @@ def portfolio_value(self) -> float:
 
         # in spot mode, self.balance does not include open order's value, so:
         if self.is_spot_trading:
+            # Add value of active entry orders
+            entry_orders_value = 0
             for o in self.entry_orders:
                 if o.is_active:
-                    total_position_values += o.value
+                    entry_orders_value += o.value
 
+            # Add value of all positions
+            positions_value = 0
             for key, p in self.all_positions.items():
-                total_position_values += p.value
+                positions_value += p.value
+
+            total_position_values = entry_orders_value + positions_value
 
         # in futures mode, it's simpler:
         elif self.is_futures_trading: