feat: TWAP-based APY, active days tracking, test platform fix

[atomantic]

Summary

• TWAP-based APY for trading funds: Replace snapshot-based denominator with time-weighted average position (TWAP) so multi-cycle funds reflect actual average capital deployed over time rather than cumulative or current values
• Active days APY calculation: APY now uses active days (time with capital deployed) instead of calendar days from first entry. Idle gaps after full liquidation no longer dilute APY. start_date removed from fund config as it's redundant with first entry date
• Test platform detection fix: isTestPlatform() changed from endsWith('test') to startsWith('test') to match cleanup logic, fixing orphaned test funds after E2E runs

Changes

Engine (packages/engine/)

• Add TWAP denominator calculation in aggregate.ts
• Make start_date optional in SubFundConfig (deprecated)
• Derive start date from earliest of trades, cashFlows, and config fallback
• getFundStartDate defensively scans for minimum date
• Fix computeCashInterest fallback to use asOfDate instead of new Date()
• Export new types and functions

Server (packages/server/)

• Track cycle boundaries for active days in fund-metrics.ts
• Sort entries chronologically at start of computeFundFinalMetrics
• Use fractional days for TWAP/TWAB/activeDays (matches client precision)
• Fix test platform detection across all endpoints
• Pass cash flows to computeFundMetrics for correct cash fund TWFS
• Fix readFund call in import.ts to use file path
• Remove start_date from import flows

Web (packages/web/)

• Use active days for all APY calculations in FundDetail.tsx
• Consistent fractional day precision for TWAP and activeDays
• Derive min/max entry dates via reduce (handles unsorted entries)
• Remove start_date from create/edit forms and import flows

Tests & Infrastructure

• Fix E2E test helper for accumulate mode
• Clean up test platform detection across E2E specs
• Move changelog to correct v0.38.x file
• Version bump to 0.38.3

Test Plan

• Unit tests pass (npm run test - 222 tests)
• TypeScript type checking passes
• E2E tests pass with corrected test platform detection
• Test funds properly cleaned up after E2E runs
• Client/server day precision aligned (fractional days)

[Copilot]

Pull request overview

This PR updates fund performance metrics to use time-weighted denominators (TWAP/TWAB) and “active days” (time with capital deployed), removes reliance on start_date in fund config by deriving start dates from entries, and aligns test-platform detection with E2E cleanup behavior.

Changes:

• Replace snapshot-based trading-fund APY denominator with TWAP and update APY day-counting to use active days.
• Deprecate/make optional start_date across engine/server/web, updating UI and import flows to derive from first entry/transaction.
• Fix test-platform detection logic and update E2E helpers/specs accordingly; bump version to 0.38.2.

Reviewed changes

Copilot reviewed 34 out of 35 changed files in this pull request and generated 9 comments.

Show a summary per file

File	Description
scripts/generate-m1test.cjs	Removes start_date from generated test config.
pages/src/engine/backtest.ts	Stops setting start_date in backtest scenario config.
packages/web/src/pages/FundDetail.tsx	Implements active-days APY + TWAP denominator and removes config start_date dependency.
packages/web/src/components/FundCharts.tsx	Derives chart start date from first entry instead of config.
packages/web/src/components/EditFundPanel.tsx	Removes start_date from edit form/state and submission payload.
packages/web/src/components/EditFundConfigModal.tsx	Removes start_date from config modal form/state and submission payload.
packages/web/src/components/CreateFundModal.tsx	Removes start_date from create form defaults and submission payload.
packages/web/src/components/CoinbaseImportButton.tsx	Makes fundStartDate optional and only renders when present.
packages/web/src/api/funds.ts	Makes FundConfig.start_date optional in the web API types.
packages/server/src/utils/test-data-generator.ts	Removes start_date usage from generated server-side test fund configs.
packages/server/src/utils/fund-metrics.ts	Adds active-days tracking + TWAP denominator to server-computed final metrics.
packages/server/src/services/dashboard-cache.ts	Aligns test-platform predicate to startsWith('test').
packages/server/src/routes/platforms.ts	Removes start_date from cash-tracking enablement flow config.
packages/server/src/routes/import.ts	Derives Coinbase scrape/apply dates from earliest entries/transactions instead of config start date.
packages/server/src/routes/funds.ts	Aligns test-platform predicate to startsWith('test'); derives history start date from first entry.
packages/engine/test/recommendation.test.ts	Removes start_date from test config.
packages/engine/test/invariants.test.ts	Removes start_date from test config.
packages/engine/test/expected-equity.test.ts	Keeps start_date in one test (now optional) and adjusts formatting.
packages/engine/test/config-behaviors.test.ts	Removes start_date from test config.
packages/engine/test/aggregate.test.ts	Removes start_date from test config.
packages/engine/src/types.ts	Deprecates start_date and makes it optional for backward compatibility.
packages/engine/src/index.ts	Exports getFundStartDate from the engine public API.
packages/engine/src/expected-equity.ts	Uses config start_date if present, otherwise derives from first event for cash-interest accrual.
packages/engine/src/aggregate.ts	Derives start date from first trade/cashflow entry and computes TWFS accordingly.
package.json	Bumps version to 0.38.2.
package-lock.json	Bumps lockfile package version to 0.38.2.
e2e/yearly-simulation.spec.ts	Removes start_date usage and fixes expected start-input helper call for accumulate mode.
e2e/test-utils.ts	Makes start_date optional and fixes computeStartInput liquidation logic for accumulate mode.
e2e/integrity-tests.spec.ts	Removes start_date from generated configs and adjusts entry data for share-based expectations.
e2e/high-priority-features.spec.ts	Removes start_date from test configs.
e2e/fund-configurations.spec.ts	Removes start_date from test configs.
e2e/derivatives-funds.spec.ts	Removes start_date from derivatives test config generator.
e2e/cash-funds.spec.ts	Removes start_date from cash fund test config generator.
PLAN.md	Documents completion of TWAP + active-days changes and start_date removal.
.changelogs/v0.37.x.md	Adds a changelog entry describing TWAP denominator and related removals.

Comments suppressed due to low confidence (1)

packages/server/src/utils/fund-metrics.ts:72

• computeFundFinalMetrics uses entries[0]/entries[entries.length-1] and iterates entries assuming chronological order, but it never sorts. Because the API accepts out-of-order entries, this can yield negative/incorrect day deltas (TWAB/TWAP), wrong cycle boundaries, and an incorrect daysActive/TWAP denominator. Sort a copy of fund.entries by date at the start of this function (and use that everywhere).

      const startDate = entries.length > 0 ? entries[0]!.date : new Date().toISOString().slice(0, 10)
      const endDate = lastState.date
      const daysActive = Math.max(1, Math.floor(
        (new Date(endDate).getTime() - new Date(startDate).getTime()) / (1000 * 60 * 60 * 24)
      ))

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[Copilot]

Pull request overview

Copilot reviewed 34 out of 35 changed files in this pull request and generated 5 comments.

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[Copilot]

Pull request overview

Copilot reviewed 34 out of 35 changed files in this pull request and generated 5 comments.

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[Copilot]

Pull request overview

Copilot reviewed 34 out of 35 changed files in this pull request and generated 1 comment.

Comments suppressed due to low confidence (1)

packages/server/src/utils/fund-metrics.ts:73

• In the derivatives-fund branch, daysActive is still computed using Math.floor(...), which drops fractional days. Elsewhere in this PR you switched to fractional-day precision (no flooring) to align client/server metrics. Consider using the same fractional-day calculation here (and the same clamping strategy) so derivatives APY/day counts are consistent with the rest of the system and with the client-side FundDetail calculations.

      const startDate = entries.length > 0 ? entries[0]!.date : new Date().toISOString().slice(0, 10)
      const endDate = lastState.date
      const daysActive = Math.max(1, Math.floor(
        (new Date(endDate).getTime() - new Date(startDate).getTime()) / (1000 * 60 * 60 * 24)
      ))

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