Fix dashboard backtest detail, deterministic backtest seeds, paper trader fees, live node crash guard

Backtest detail: openDetail() now fetches full backtest JSON from the API
instead of showing "Full trade data not in summary". Renders equity curve
chart + full trade history table with 100 rows.

Backtest reproducibility: replaced hash(key) with fixed per-strategy seeds.
Python's hash() is randomized per process (PYTHONHASHSEED), causing wildly
different results for same strategy across runs. Now deterministic.

Server: added total_trades and sortino to /api/backtests summary response.

Paper trader: fixed Avellaneda-Stoikov simulate using TAKER_FEE instead of
MAKER_FEE. Lowered OBI signal threshold from 5bps to 1.5bps for flat markets.

Live node: added None-guard in get_mark_prices — Hyperliquid testnet API
sometimes returns null, crashing the node. Wrapped in try/except.

backtests/run.py

@@ -27,7 +27,11 @@ CONFIGS = {
 }
 
 def simulate(key, periods=720):
-    random.seed(hash(key)%2**32)
+    # Deterministic seed per strategy (hash() is randomized per Python process)
+    _fixed_seeds = {"ofi":42,"iceberg":43,"funding_arb":44,"pairs":45,"avellaneda":46,
+                    "momentum":47,"mean_rev":48,"hawkes":49,"deep_lob":50,
+                    "cartea":51,"queue_imb":52,"gueant":53}
+    random.seed(_fixed_seeds.get(key, 42))
     cfg = CONFIGS[key]
     hr = cfg["daily_ret"]/24; hv = cfg["daily_vol"]/(24**0.5)
     eq=100.0; curve=[]; rets=[]; trades=[]

dashboard/server.py

@@ -174,9 +174,11 @@ async def list_backtests():
                         "start": data.get("start_time"),
                         "end": data.get("end_time"),
                         "sharpe": data.get("sharpe", 0),
+                        "sortino": data.get("sortino", 0),
                         "pnl_pct": data.get("pnl_pct", 0),
                         "max_dd": data.get("max_dd", 0),
                         "win_rate": data.get("win_rate", 0),
+                        "total_trades": data.get("total_trades", 0),
                     })
                 except (json.JSONDecodeError, IOError):
                     pass

dashboard/static/index.html

@@ -210,15 +210,34 @@ function openDetail(name,tab){
     ss=lastData.strategies||{};
   } else if(tab==='backtest'&&lastBT&&lastBT[name]){
     var b=lastBT[name];
-    document.getElementById('det-desc').textContent=(b.strategy||'')+' — 30-day backtest, Sharpe '+(b.sharpe||0).toFixed(2)+', max DD '+(b.max_dd*100).toFixed(1)+'%.';
+    document.getElementById('det-desc').textContent=(b.strategy||'')+' — 30-day backtest, Sharpe '+(b.sharpe||0).toFixed(2)+', max DD '+(b.max_dd*100).toFixed(1)+'%. '+((b.total_trades||0)+' trades').replace('0 trades','');
     document.getElementById('det-stats').innerHTML='<div class="stat"><div class="lbl">PnL</div><div class="val '+(b.pnl_pct>=0?'up':'dn')+'">'+(b.pnl_pct>=0?'+':'')+(b.pnl_pct||0).toFixed(2)+'%</div></div>'+
       '<div class="stat"><div class="lbl">Sharpe</div><div class="val">'+(b.sharpe||0).toFixed(2)+'</div></div>'+
+      '<div class="stat"><div class="lbl">Sortino</div><div class="val">'+(b.sortino||0).toFixed(2)+'</div></div>'+
       '<div class="stat"><div class="lbl">Max DD</div><div class="val dn">'+(b.max_dd*100).toFixed(2)+'%</div></div>'+
       '<div class="stat"><div class="lbl">Win Rate</div><div class="val">'+Math.round((b.win_rate||0)*100)+'%</div></div>'+
-      '<div class="stat"><div class="lbl">From</div><div class="val" style="font-size:9px">'+(b.start||'').substr(0,10)+'</div></div>'+
-      '<div class="stat"><div class="lbl">To</div><div class="val" style="font-size:9px">'+(b.end||'').substr(0,10)+'</div></div>';
+      '<div class="stat"><div class="lbl">Trades</div><div class="val">'+(b.total_trades||0)+'</div></div>';
     if(detSer)detSer.setData([]);
-    document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">Full trade data not in summary — run with --strategy to regenerate</td></tr>';
+    document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">Loading full trade data&hellip;</td></tr>';
+    // Fetch full backtest data from API
+    fetch('/cv/api/backtest/'+encodeURIComponent(b.name)).then(function(r){return r.json()}).then(function(full){
+      document.getElementById('det-desc').textContent=(full.strategy||b.strategy)+' — '+full.num_periods+' periods, '+full.total_trades+' trades, ▲ $'+(full.pnl||0).toFixed(2);
+      // Equity chart
+      if(!detChart)initDetChart();
+      var pts=[],curve=full.equity_curve||[];
+      for(var i=0;i<curve.length;i++){if(curve[i]&&curve[i].t)pts.push({time:curve[i].t,value:curve[i].v})}
+      if(pts.length>0){detSer.setData(pts);detChart.timeScale().fitContent();setTimeout(function(){detChart.timeScale().fitContent()},200)}
+      // Trades table
+      var trows='',tlist=full.trades||[];
+      for(var j=Math.max(0,tlist.length-100);j<tlist.length;j++){
+        var t=tlist[j],tp=t.pnl||0,tside=(t.side||'').toUpperCase();
+        trows+='<tr><td>'+(t.time||'').substr(0,16)+'</td><td class="'+(tside.indexOf('BUY')>=0?'green':'red')+'">'+tside+'</td><td>'+t.size+'</td><td>$'+(t.price||0).toFixed(1)+'</td><td class="'+(tp>=0?'green':'red')+'">'+(tp>=0?'+':'')+'$'+Math.abs(tp).toFixed(4)+'</td><td class="red">—</td><td class="reason">—</td></tr>';
+      }
+      document.getElementById('det-trades').innerHTML=trows||'<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">No trades recorded</td></tr>';
+      setTimeout(function(){if(detChart)detChart.applyOptions({width:document.getElementById('det-chart').offsetWidth,height:280})},300);
+    }).catch(function(e){
+      document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--rd);padding:20px">Failed to load trade data: '+e.message+'</td></tr>';
+    });
     return;
   }
   var s=ss?ss[name]:null;
@@ -276,10 +295,17 @@ function renLive(d){if(!d)return;var p=d.total_pnl||0;document.getElementById('s
 function renPaper(d){if(!d)return;var p=d.total_pnl||0;document.getElementById('stpnl').textContent=(p>=0?'+':'')+'$'+Math.abs(p).toFixed(2);document.getElementById('stpnl').className='pnl '+(p>=0?'up':'dn');document.getElementById('stpct').textContent='Paper · '+d.total_equity+' · Regime: '+(d.regime||'—');renCards('paper-sgrid',d.strategies||{},d.base_equity||100000,'paper','paper-stats')}
 
 // ═══════════ Backtests ═══════════
+var lastBT={}, lastBTList=[];
 function loadBT(){
   fetch('/cv/api/backtests').then(function(r){return r.json()}).then(function(data){
-    var h='';lastBT={};for(var i=0;i<data.length;i++){var b=data[i];var pnl=b.pnl_pct||0;lastBT[b.strategy]=b;h+='<div class="scard" onclick="openDetail(\''+b.strategy+'\',\'backtest\')\"><div class="sh"><div><div class="sname">'+b.strategy+'</div><div class="salloc">30-day &middot; $100</div></div><span class="stag run">BACKTEST</span></div><div class="spnl '+(pnl>=0?'up':'dn')+'">'+(pnl>=0?'+':'')+pnl.toFixed(2)+'%</div><div class="smeta"><span>Sharpe: <b>'+b.sharpe.toFixed(2)+'</b></span><span>DD: <b class="red">'+(b.max_dd*100).toFixed(2)+'%</b></span><span>Win: <b>'+Math.round(b.win_rate*100)+'%</b></span></div></div>';}
-    document.getElementById('bt-sgrid').innerHTML=h||'<div style="padding:20px;color:var(--tx)">No backtests.</div>';
+    lastBTList=data; lastBT={};
+    // Keep latest backtest per strategy (sorted by time desc — first wins)
+    for(var i=0;i<data.length;i++){var b=data[i];if(!lastBT[b.strategy])lastBT[b.strategy]=b;}
+    var h='';
+    for(var s in lastBT){var b=lastBT[s];var pnl=b.pnl_pct||0;
+      h+='<div class=\"scard\" onclick=\"openDetail(\''+s+'\',\'backtest\')\"><div class=\"sh\"><div><div class=\"sname\">'+s+'</div><div class=\"salloc\">30-day &middot; $100</div></div><span class=\"stag run\">BACKTEST</span></div><div class=\"spnl '+(pnl>=0?'up':'dn')+'\">'+(pnl>=0?'+':'')+pnl.toFixed(2)+'%</div><div class=\"smeta\"><span>Sharpe: <b>'+b.sharpe.toFixed(2)+'</b></span><span>DD: <b class=\"red\">'+(b.max_dd*100).toFixed(2)+'%</b></span><span>Win: <b>'+Math.round(b.win_rate*100)+'%</b></span></div></div>';
+    }
+    document.getElementById('bt-sgrid').innerHTML=h||'<div style=\"padding:20px;color:var(--tx)\">No backtests.</div>';
   })
 }
 

live/node.py

@@ -64,11 +64,18 @@ def get_fills(addr):
     return r.json() if r.status_code==200 else []
 
 def get_mark_prices():
-    r = requests.post(TESTNET_API, json={"type":"metaAndAssetCtxs"}, timeout=10)
-    data = r.json(); prices = {}
-    for i,u in enumerate(data[0]["universe"]):
-        if u["name"] in ("BTC","ETH"): prices[u["name"]] = float(data[1][i]["markPx"])
-    return prices
+    try:
+        r = requests.post(TESTNET_API, json={"type":"metaAndAssetCtxs"}, timeout=10)
+        data = r.json()
+        if not data or data[0] is None or "universe" not in data[0]:
+            return {}
+        prices = {}
+        for i,u in enumerate(data[0]["universe"]):
+            if u["name"] in ("BTC","ETH"):
+                prices[u["name"]] = float(data[1][i]["markPx"])
+        return prices
+    except Exception:
+        return {}
 
 def get_orderbook(coin):
     """Get best bid, best ask, and mid from L2 orderbook."""

live/paper_trader.py

@@ -226,12 +226,12 @@ def compute_signals():
     if len(btc_prices) < 20: return
     btc = btc_prices[-1]; eth = eth_prices[-1] if eth_prices else btc/34
 
-    # OFI
+    # Order Book Imbalance — 5-tick price momentum (1.5 bps threshold for flat markets)
     if len(btc_prices) >= 5:
         ret = (btc - btc_prices[-5]) / btc_prices[-5]
-        if ret > 0.0005:
+        if ret > 0.00015:
             STRATEGIES["Order Book Imbalance"]["signals"].append({"time":time.time(),"signal":"SELL","strength":ret})
-        elif ret < -0.0005:
+        elif ret < -0.00015:
             STRATEGIES["Order Book Imbalance"]["signals"].append({"time":time.time(),"signal":"BUY","strength":abs(ret)})
 
     # Iceberg
@@ -406,7 +406,7 @@ def simulate_avellaneda(btc_bid, btc_ask):
         side = "BUY" if cfg["position"] <= 0 else "SELL"
         sz = cfg["size"]
         notional = sz * bid_fill_price
-        fee = notional * TAKER_FEE
+        fee = notional * MAKER_FEE  # A-S is a MAKER strategy — pay maker fee, not taker
         spread_profit = sz * (btc_ask - btc_bid)/2 if side == "BUY" else 0
 
         if side == "BUY":