fix(notifier): align P&L table NAV with daily_pnl basis, add SPY column#94
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Three improvements to the evening P&L history table: 1. NAV consistency: previously stored after-hours portfolio_value (8-10pm ET) while daily_pnl used Alpaca's last_equity (4pm official close) as baseline, causing NAV to move in the opposite direction of daily_pnl on some days. Now reconstructs NAV as initial_last_equity + cumulative daily_pnl so NAV[today] - NAV[yesterday] == daily_pnl[today] always holds, matching the same 4pm-close basis as SPY benchmark data. 2. SPY daily return column: fetches SPY close-to-close return via yfinance for each displayed date, making relative performance immediately visible. Degrades gracefully to "n/a" on fetch failure. 3. Removed redundant Daily DD column: was identical in sign/magnitude to Dly Ret (just clamped at 0), providing no additional information. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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Summary
daily_pnlused Alpaca'slast_equity(4pm official close) as baseline — causing NAV to move opposite to daily P&L on some days. Now reconstructs NAV asinitial_last_equity + cumulative daily_pnlsoNAV[today] - NAV[yesterday] == daily_pnl[today]always holds, matching the same 4pm-close basis as SPY benchmark data.n/aon fetch failure.Test plan
python main.py --mode eveningand verify P&L table in Telegram shows SPY column and consistent NAVNAV[today] - NAV[yesterday] == Net P&Lfor every row🤖 Generated with Claude Code