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fix: correct final_balance calculation in _calculate_metrics

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Bug: The expression was evaluating incorrectly due to operator precedence:
  final_balance = balance + (position * price if condition else balance)

When condition=False (position=0), this became: balance + balance = 2x balance!

Fixed by restructuring to if/else block.
This commit is contained in:
shokollm
2026-04-11 15:00:52 +00:00
parent 44fb840731
commit c86e71c3a3
2 changed files with 278 additions and 142 deletions
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10
src/backend/app/services/backtest/engine.py
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@@ -350,11 +350,11 @@ class BacktestEngine:
if position_price is None and self.trades and self.position > 0:
position_price = self.trades[-1]["price"] # Fall back to entry price
final_balance = self.current_balance + (
self.position * position_price
if self.position > 0 and position_price
else self.current_balance
)
# Calculate final balance: use marked-to-market value if position open, otherwise current balance
if self.position > 0 and position_price:
final_balance = self.current_balance + self.position * position_price
else:
final_balance = self.current_balance
total_return = (
(final_balance - self.initial_balance) / self.initial_balance
) * 100