fix: Review-Fixes Sizing/Portfolio (invalid_stop-Guard, Doppel-Open-Schutz, Tests)

src/server/backtest/metrics.ts

@@ -29,7 +29,7 @@ export function computeMetrics(trades: ClosedTrade[], curve: EquityPoint[], star
     trades: trades.length,
     wins: wins.length,
     winRate: trades.length ? wins.length / trades.length : 0,
-    profitFactor: grossLoss > 0 ? grossWin / grossLoss : grossWin > 0 ? Infinity : 0,
+    profitFactor: grossLoss > 0 ? grossWin / grossLoss : grossWin > 0 ? Infinity : 0, // keine Trades → 0 (Spec-Konvention, nicht zu NaN/1 "fixen")
     totalPnl: trades.reduce((s, t) => s + t.pnl, 0),
     maxDrawdownPct: maxDd,
     avgR: trades.length ? trades.reduce((s, t) => s + t.r, 0) / trades.length : 0,

src/server/engine/portfolio.test.ts

@@ -27,3 +27,14 @@ test('Equity = Cash + Marktwert offener Positionen', () => {
   p.open('BTC_USDT', 0, 100, 94, 2, 10);
   expect(p.equity(new Map([['BTC_USDT', 105]]))).toBeCloseTo(p.cash + 2 * 105);
 });
+
+test('open auf bestehende Position wirft', () => {
+  const p = new Portfolio(1000, DEFAULT_EXEC);
+  p.open('BTC_USDT', 0, 100, 94, 1, 10);
+  expect(() => p.open('BTC_USDT', 1, 101, 95, 1, 10)).toThrow();
+});
+
+test('close ohne Position wirft', () => {
+  const p = new Portfolio(1000, DEFAULT_EXEC);
+  expect(() => p.close('BTC_USDT', 0, 100, 'trailing_stop')).toThrow();
+});

src/server/engine/portfolio.ts

@@ -41,13 +41,14 @@ export class Portfolio {
   }
 
   open(pair: Pair, ts: number, signalPrice: number, initialStop: number, qty: number, riskAmount: number): void {
+    if (this.positions.has(pair)) throw new Error(`open auf bestehende Position: ${pair}`);
     const fill = signalPrice * (1 + this.exec.slippage);
     const cost = qty * fill;
     const fee = cost * this.exec.feeRate;
     this.cash -= cost + fee;
     this.positions.set(pair, {
       pair, qty, entryTs: ts, entryPrice: fill, entryCost: cost + fee,
-      initialStop, stop: initialStop, highestHigh: signalPrice, riskAmount,
+      initialStop, stop: initialStop, highestHigh: signalPrice, riskAmount, // Markt-Preis, nicht Fill: der Chandelier trailt Markt-Hochs, Slippage ist Ausführungsartefakt
     });
   }
 

src/server/engine/sizing.test.ts

@@ -25,3 +25,8 @@ test('blockiert unter Mindestordergröße', () => {
   expect(r.qty).toBe(0);
   expect(r.blockedBy).toBe('min_notional');
 });
+
+test('blockiert bei Stop >= Entry (invalid_stop)', () => {
+  expect(sizePosition(1000, 1000, 100, 100, DEFAULT_RISK).blockedBy).toBe('invalid_stop');
+  expect(sizePosition(1000, 1000, 100, 101, DEFAULT_RISK).blockedBy).toBe('invalid_stop');
+});

src/server/engine/sizing.ts

@@ -10,7 +10,7 @@ export interface SizingResult {
   qty: number;
   notional: number;
   riskAmount: number;
-  blockedBy: 'min_notional' | null;
+  blockedBy: 'min_notional' | 'invalid_stop' | null;
 }
 
 export function sizePosition(
@@ -22,6 +22,7 @@ export function sizePosition(
 ): SizingResult {
   const riskAmount = equity * cfg.riskPerTradePct;
   const stopDist = entryPrice - stopPrice;
+  if (stopDist <= 0) return { qty: 0, notional: 0, riskAmount, blockedBy: 'invalid_stop' };
   let notional = (riskAmount / stopDist) * entryPrice;
   // 0.997: Puffer für Fee (0.1%) + Slippage (0.05%) auf der Entry-Seite
   notional = Math.min(notional, equity * cfg.maxPositionPct, cash * 0.997);