prop

scripts/generate_template.py

@@ -81,11 +81,16 @@ DERIVED_HEADERS = (
     [f"R_{s}" for s in STRAT_KEYS]
     + [f"$_{s}" for s in STRAT_KEYS]
     + [f"Bal_{s}" for s in STRAT_KEYS]
+    + [f"$Prop_{s}" for s in STRAT_KEYS]
+    + [f"BalProp_{s}" for s in STRAT_KEYS]
 )
 HELPER_HEADERS = (
     [f"Win_{s}" for s in STRAT_KEYS]
     + [f"Peak_{s}" for s in STRAT_KEYS]
     + [f"DD_{s}" for s in STRAT_KEYS]
+    + [f"DailyPL_{s}" for s in STRAT_KEYS]
+    + [f"PeakProp_{s}" for s in STRAT_KEYS]
+    + [f"DDProp_{s}" for s in STRAT_KEYS]
 )
 TRADES_HEADERS = INPUT_HEADERS + DERIVED_HEADERS + HELPER_HEADERS
 
@@ -128,7 +133,7 @@ def build_config(wb: Workbook) -> None:
 
     ws["A4"] = "Account Size Start ($)"
     ws["B4"] = 10000
-    ws["C4"] = "Balanța inițială pentru calcule $ și HWM"
+    ws["C4"] = "Balanța inițială pentru calcule $ și HWM (model abstract)"
 
     ws["A5"] = "Risk per Trade (%)"
     ws["B5"] = 1.0
@@ -147,6 +152,54 @@ def build_config(wb: Workbook) -> None:
     ws["B5"].number_format = '0.0"%"'
     ws["B6"].number_format = "$#,##0.00"
 
+    # ---- Bloc Cont Prop Firm (separat de modelul abstract de mai sus) ----
+    ws["A8"] = "Cont Prop Firm"
+    ws["A8"].font = SUBTITLE_FONT
+    ws.merge_cells("A8:C8")
+
+    ws["A9"] = "Account Prop Start ($)"
+    ws["B9"] = 50000
+    ws["C9"] = "Balanța contului de prop"
+
+    ws["A10"] = "Position Usage (%)"
+    ws["B10"] = 80
+    ws["C10"] = "% din cont folosit ca notional (max contracte)"
+
+    ws["A11"] = "Position Size ($)"
+    ws["B11"] = "=B9*B10/100"
+    ws["C11"] = "Auto — notional efectiv pe trade"
+
+    ws["A12"] = "Daily Loss Limit (%)"
+    ws["B12"] = 4.0
+    ws["C12"] = "Limită zilnică prop firm; depășire = cont mort"
+
+    ws["A13"] = "Daily Loss Limit ($)"
+    ws["B13"] = "=B9*B12/100"
+    ws["C13"] = "Auto — derivat din B9 și B12"
+
+    ws["A14"] = "Max Loss Limit (%)"
+    ws["B14"] = 7.0
+    ws["C14"] = "Limită totală pe cont; depășire = cont mort"
+
+    ws["A15"] = "Max Loss Limit ($)"
+    ws["B15"] = "=B9*B14/100"
+    ws["C15"] = "Auto — derivat din B9 și B14"
+
+    for r in (9, 10, 12, 14):  # inputuri galbene
+        ws.cell(row=r, column=2).fill = INPUT_FILL
+        ws.cell(row=r, column=2).border = BORDER
+    for r in (11, 13, 15):  # derived blue
+        ws.cell(row=r, column=2).fill = DERIVED_FILL
+        ws.cell(row=r, column=2).border = BORDER
+
+    ws["B9"].number_format = "$#,##0"
+    ws["B10"].number_format = '0"%"'
+    ws["B11"].number_format = "$#,##0"
+    ws["B12"].number_format = '0.0"%"'
+    ws["B13"].number_format = "$#,##0"
+    ws["B14"].number_format = '0.0"%"'
+    ws["B15"].number_format = "$#,##0"
+
     # Liste dropdown — coloanele E–J (6 coloane)
     list_columns = [
         ("Strategii", STRATEGIES),
@@ -295,6 +348,29 @@ def _f_drawdown(r: int, peak_col: str, balance_col: str) -> str:
     return f'=IF({bc}="","",{pc}-{bc})'
 
 
+def _f_dollar_prop(r: int, r_col: str) -> str:
+    """$ P&L pe contul de prop. Variabil per trade = R × SL%/100 × Position Size."""
+    rc = f"{COL[r_col]}{r}"
+    sl = f"{COL['SL %']}{r}"
+    return f'=IF({rc}="","",{rc}*{sl}/100*Config!$B$11)'
+
+
+def _f_balance_prop(r: int, dollar_col: str) -> str:
+    dc = COL[dollar_col]
+    return f'=IF({dc}{r}="","",Config!$B$9 + SUM(${dc}$2:{dc}{r}))'
+
+
+def _f_daily_pl(r: int, dollar_col: str) -> str:
+    """Cumul P&L pe ziua curentă (până la rândul r inclusiv)."""
+    dc = COL[dollar_col]
+    d_col = COL["Data"]
+    d = f"{d_col}{r}"
+    return (
+        f'=IF(OR({dc}{r}="",{d}=""),"",'
+        f'SUMIFS(${dc}$2:{dc}{r},${d_col}$2:{d_col}{r},{d}))'
+    )
+
+
 # ---------------------------------------------------------------------------
 # Trades sheet
 # ---------------------------------------------------------------------------
@@ -330,6 +406,16 @@ def build_trades(wb: Workbook) -> None:
             ws[f'{COL[f"DD_{strat}"]}{r}'] = _f_drawdown(
                 r, f"Peak_{strat}", f"Bal_{strat}"
             )
+            # Prop firm tracking — paralel cu modelul abstract
+            ws[f'{COL[f"$Prop_{strat}"]}{r}'] = _f_dollar_prop(r, f"R_{strat}")
+            ws[f'{COL[f"BalProp_{strat}"]}{r}'] = _f_balance_prop(r, f"$Prop_{strat}")
+            ws[f'{COL[f"DailyPL_{strat}"]}{r}'] = _f_daily_pl(r, f"$Prop_{strat}")
+            ws[f'{COL[f"PeakProp_{strat}"]}{r}'] = _f_peak(
+                r, f"BalProp_{strat}", f"PeakProp_{strat}"
+            )
+            ws[f'{COL[f"DDProp_{strat}"]}{r}'] = _f_drawdown(
+                r, f"PeakProp_{strat}", f"BalProp_{strat}"
+            )
 
     # Sample row 2
     ws["B2"] = date(2026, 5, 13)
@@ -353,7 +439,10 @@ def build_trades(wb: Workbook) -> None:
     for strat in STRAT_KEYS:
         for r in range(2, MAX_ROWS + 2):
             ws[f"{COL[f'R_{strat}']}{r}"].number_format = "+0.000;-0.000;0.000"
-            for prefix in ("$_", "Bal_", "Peak_", "DD_"):
+            for prefix in (
+                "$_", "Bal_", "Peak_", "DD_",
+                "$Prop_", "BalProp_", "DailyPL_", "PeakProp_", "DDProp_",
+            ):
                 ws[f"{COL[f'{prefix}{strat}']}{r}"].number_format = '"$"#,##0.00'
 
     for r in range(2, MAX_ROWS + 2):
@@ -370,12 +459,11 @@ def build_trades(wb: Workbook) -> None:
     }
     derived_letters = {COL["Zi"], COL["Sesiune"]}
     for strat in STRAT_KEYS:
-        derived_letters.add(COL[f"R_{strat}"])
+        for prefix in ("R_", "$_", "Bal_", "$Prop_", "BalProp_"):
-        derived_letters.add(COL[f"$_{strat}"])
+            derived_letters.add(COL[f"{prefix}{strat}"])
-        derived_letters.add(COL[f"Bal_{strat}"])
     helper_letters = set()
     for strat in STRAT_KEYS:
-        for prefix in ("Win_", "Peak_", "DD_"):
+        for prefix in ("Win_", "Peak_", "DD_", "DailyPL_", "PeakProp_", "DDProp_"):
             helper_letters.add(COL[f"{prefix}{strat}"])
 
     for r in range(2, MAX_ROWS + 2):
@@ -397,9 +485,19 @@ def build_trades(wb: Workbook) -> None:
         ws.column_dimensions[col].width = w
     # Derived + helper: width 11
     for strat in STRAT_KEYS:
-        for prefix in ("R_", "$_", "Bal_", "Win_", "Peak_", "DD_"):
+        for prefix in (
+            "R_", "$_", "Bal_", "Win_", "Peak_", "DD_",
+            "$Prop_", "BalProp_", "DailyPL_", "PeakProp_", "DDProp_",
+        ):
             ws.column_dimensions[COL[f"{prefix}{strat}"]].width = 11
 
+    # Ascund helper-ele prop firm într-un outline collapsible
+    for strat in STRAT_KEYS:
+        for prefix in ("DailyPL_", "PeakProp_", "DDProp_"):
+            cl = COL[f"{prefix}{strat}"]
+            ws.column_dimensions[cl].outlineLevel = 1
+            ws.column_dimensions[cl].hidden = True
+
     # Data validation dropdowns
     def _add_dv(col_name: str, source: str) -> None:
         cl = COL[col_name]
@@ -514,6 +612,46 @@ METRIC_HINTS: dict[str, str] = {
         "Exemplu: ai urcat la $11,500, ai coborât la $9,800 — DD = $1,700, adică 17% din peak.\n"
         "Un drawdown mare la backtest e foarte greu de tolerat în live cu bani reali — așteaptă-te să renunți."
     ),
+    # ---- Prop firm metrics ----
+    "Account Prop Start ($)": (
+        "Capitalul de start al contului de prop firm (default $50,000).\n"
+        "Editabil în Config B9."
+    ),
+    "Position Size ($)": (
+        "Notional efectiv pe trade = Account Prop × Position Usage %.\n"
+        "Default: 80% × $50,000 = $40,000. Pe DIA, ≈ 0.8 contracte din prețul curent.\n"
+        "Pierderea pe SL = SL% × Position Size (NU procent fix din cont)."
+    ),
+    "Cumulative P&L Prop ($)": (
+        "Profitul total al contului de prop pe traseul logat.\n"
+        "Reflectă $ real (SL% × Position Size per trade), NU R-multiple-ul abstract de mai sus.\n"
+        "Adunat peste $50,000 dă balanța finală reală."
+    ),
+    "Final Balance Prop ($)": (
+        "Balanța finală a contului de prop = $50,000 + Cumulative P&L Prop.\n"
+        "Compar-o cu pragul de stop-out al firmei de prop: $50,000 − $3,500 = $46,500."
+    ),
+    "Worst Daily Loss ($)": (
+        "Cea mai proastă pierdere cumulativă într-o zi calendaristică.\n"
+        "Dacă e mai mică decât −$2,000, ai depășit Daily Loss Limit într-o zi — cont mort.\n"
+        "Atenție: un singur breach = pierdere cont, indiferent dacă ai recuperat ulterior."
+    ),
+    "Daily Limit Status": (
+        "PASS dacă nicio zi nu a depășit Daily Loss Limit ($2,000 default).\n"
+        "FAIL = strategia ar fi pierdut contul prin daily breach pe traseul logat."
+    ),
+    "Max Account Drawdown ($)": (
+        "Cea mai mare cădere de la peak pe contul de prop.\n"
+        "Dacă > $3,500 (7% din $50k), ai depășit Max Loss Limit — cont mort."
+    ),
+    "Max Loss Status": (
+        "PASS dacă Max Account Drawdown ≤ $3,500.\n"
+        "FAIL = strategia ar fi pierdut contul prin drawdown cumulativ."
+    ),
+    "Overall Prop Status": (
+        "CONFORM = strategia ar fi supraviețuit pe contul de prop pe traseul logat.\n"
+        "CONT PIERDUT = cel puțin o breach (daily sau max) — strategia nu e viabilă pe acest cont prop."
+    ),
 }
 
 
@@ -664,11 +802,160 @@ def build_dashboard(wb: Workbook) -> None:
         after_strat + 2, "PER INDICATOR (overlay: Hybrid + BE)", "Indicator",
         INDICATORS, _range("Indicator"), overlay,
     )
-    _emit_breakdown(
+    after_dir = _emit_breakdown(
         after_ind + 2, "PER DIRECȚIE (overlay: Hybrid + BE)", "Direcție",
         DIRECTIONS, _range("Direcție"), overlay,
     )
 
+    # ---- PROP FIRM COMPLIANCE ----
+    PROP_RANGES = {
+        "dollar": {s: _range(f"$Prop_{s}") for s in STRAT_KEYS},
+        "balance": {s: _range(f"BalProp_{s}") for s in STRAT_KEYS},
+        "daily": {s: _range(f"DailyPL_{s}") for s in STRAT_KEYS},
+        "dd": {s: _range(f"DDProp_{s}") for s in STRAT_KEYS},
+    }
+
+    prop_title_row = after_dir + 2
+    ws[f"A{prop_title_row}"] = "PROP FIRM COMPLIANCE"
+    ws[f"A{prop_title_row}"].font = SUBTITLE_FONT
+    ws.merge_cells(f"A{prop_title_row}:G{prop_title_row}")
+
+    # Header pentru tabel
+    prop_header_row = prop_title_row + 1
+    ws[f"A{prop_header_row}"] = "Metric"
+    for strat in STRAT_KEYS:
+        ws[f"{strat_cols[strat]}{prop_header_row}"] = STRAT_LABELS[strat]
+    ws[f"G{prop_header_row}"] = "Cum citesc"
+    for letter in ["A"] + list(strat_cols.values()) + ["G"]:
+        c = ws[f"{letter}{prop_header_row}"]
+        c.font = HEADER_FONT
+        c.fill = HEADER_FILL
+        c.alignment = CENTER
+        c.border = BORDER
+
+    # Definițiile rândurilor — (label, formula_fn(strat), number_format)
+    fail_pass_fmt = "@"
+    prop_metrics: list[tuple[str, callable, str]] = [
+        (
+            "Account Prop Start ($)",
+            lambda s: "=Config!$B$9",
+            '"$"#,##0',
+        ),
+        (
+            "Position Size ($)",
+            lambda s: "=Config!$B$11",
+            '"$"#,##0',
+        ),
+        (
+            "Cumulative P&L Prop ($)",
+            lambda s: f"=SUM({PROP_RANGES['dollar'][s]})",
+            '"$"#,##0.00',
+        ),
+        (
+            "Final Balance Prop ($)",
+            lambda s: f"=Config!$B$9+SUM({PROP_RANGES['dollar'][s]})",
+            '"$"#,##0.00',
+        ),
+        (
+            "Worst Daily Loss ($)",
+            lambda s: f"=IFERROR(MIN({PROP_RANGES['daily'][s]}),0)",
+            '"$"#,##0.00',
+        ),
+        # placeholder pentru Daily Status — depinde de Worst Daily de mai sus
+        ("Daily Limit Status", lambda s: None, fail_pass_fmt),
+        (
+            "Max Account Drawdown ($)",
+            lambda s: f"=IFERROR(MAX({PROP_RANGES['dd'][s]}),0)",
+            '"$"#,##0.00',
+        ),
+        # placeholder pentru Max Status — depinde de Max DD de mai sus
+        ("Max Loss Status", lambda s: None, fail_pass_fmt),
+        # placeholder pentru Overall — depinde de cele două statuses
+        ("Overall Prop Status", lambda s: None, fail_pass_fmt),
+    ]
+
+    prop_label_to_row = {
+        label: prop_header_row + 1 + idx
+        for idx, (label, _, _) in enumerate(prop_metrics)
+    }
+    worst_daily_row = prop_label_to_row["Worst Daily Loss ($)"]
+    daily_status_row = prop_label_to_row["Daily Limit Status"]
+    max_dd_row = prop_label_to_row["Max Account Drawdown ($)"]
+    max_status_row = prop_label_to_row["Max Loss Status"]
+
+    for idx, (label, fn, fmt) in enumerate(prop_metrics):
+        r = prop_header_row + 1 + idx
+        ws[f"A{r}"] = label
+        ws[f"A{r}"].font = Font(name="Calibri", size=11, bold=True)
+        ws[f"A{r}"].border = BORDER
+        ws[f"A{r}"].alignment = LEFT
+        for strat in STRAT_KEYS:
+            letter = strat_cols[strat]
+            if label == "Daily Limit Status":
+                formula = (
+                    f'=IF({letter}{worst_daily_row}<-Config!$B$13,"FAIL","PASS")'
+                )
+            elif label == "Max Loss Status":
+                formula = (
+                    f'=IF({letter}{max_dd_row}>Config!$B$15,"FAIL","PASS")'
+                )
+            elif label == "Overall Prop Status":
+                formula = (
+                    f'=IF(OR({letter}{daily_status_row}="FAIL",'
+                    f'{letter}{max_status_row}="FAIL"),'
+                    f'"CONT PIERDUT","CONFORM")'
+                )
+            else:
+                formula = fn(strat)
+            cell = ws[f"{letter}{r}"]
+            cell.value = formula
+            cell.number_format = fmt
+            cell.fill = DERIVED_FILL
+            cell.border = BORDER
+            cell.alignment = RIGHT if fmt != fail_pass_fmt else CENTER
+        # Hint în coloana G
+        hint_cell = ws[f"G{r}"]
+        hint_cell.value = METRIC_HINTS.get(label, "")
+        hint_cell.font = Font(name="Calibri", size=10, color="595959")
+        hint_cell.alignment = Alignment(
+            horizontal="left", vertical="top", wrap_text=True
+        )
+        hint_cell.border = BORDER
+
+    # Conditional formatting pe status rows — verde PASS/CONFORM, roșu FAIL/CONT PIERDUT
+    pass_fill = PatternFill("solid", fgColor="C6EFCE")
+    fail_fill = PatternFill("solid", fgColor="FFC7CE")
+    for status_row in (daily_status_row, max_status_row):
+        rng = (
+            f"{strat_cols[STRAT_KEYS[0]]}{status_row}:"
+            f"{strat_cols[STRAT_KEYS[-1]]}{status_row}"
+        )
+        ws.conditional_formatting.add(
+            rng, CellIsRule(operator="equal", formula=['"PASS"'], fill=pass_fill)
+        )
+        ws.conditional_formatting.add(
+            rng, CellIsRule(operator="equal", formula=['"FAIL"'], fill=fail_fill)
+        )
+    overall_row = prop_label_to_row["Overall Prop Status"]
+    overall_rng = (
+        f"{strat_cols[STRAT_KEYS[0]]}{overall_row}:"
+        f"{strat_cols[STRAT_KEYS[-1]]}{overall_row}"
+    )
+    ws.conditional_formatting.add(
+        overall_rng,
+        CellIsRule(operator="equal", formula=['"CONFORM"'], fill=pass_fill),
+    )
+    ws.conditional_formatting.add(
+        overall_rng,
+        CellIsRule(
+            operator="equal", formula=['"CONT PIERDUT"'], fill=fail_fill
+        ),
+    )
+
+    # Înălțime rânduri prop (cu hint multi-line)
+    for r in range(prop_header_row + 1, prop_header_row + 1 + len(prop_metrics)):
+        ws.row_dimensions[r].height = 60
+
     # Column widths
     widths = {"A": 22, "B": 14, "C": 14, "D": 14, "E": 16, "F": 16, "G": 75}
     for col, w in widths.items():
@@ -702,6 +989,26 @@ def build_dashboard(wb: Workbook) -> None:
     chart.set_categories(cats)
     ws.add_chart(chart, "H4")
 
+    # Equity curve prop — al doilea chart, separat de modelul abstract
+    chart_prop = LineChart()
+    chart_prop.title = "Equity Curve — Prop ($50k start)"
+    chart_prop.style = 12
+    chart_prop.y_axis.title = "Balance Prop ($)"
+    chart_prop.x_axis.title = "Trade #"
+    chart_prop.height = 12
+    chart_prop.width = 24
+
+    data_prop = Reference(
+        wb["Trades"],
+        min_col=_col_to_int(COL[f"BalProp_{STRAT_KEYS[0]}"]),
+        max_col=_col_to_int(COL[f"BalProp_{STRAT_KEYS[-1]}"]),
+        min_row=1,
+        max_row=MAX_ROWS + 1,
+    )
+    chart_prop.add_data(data_prop, titles_from_data=True)
+    chart_prop.set_categories(cats)
+    ws.add_chart(chart_prop, "H30")
+
 
 # ---------------------------------------------------------------------------
 # Main