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APR: annualise buy-to-close over days held; no APR on rolled legs - #150
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CLOSED trades with a closeDate are annualised over open→close days (min 1) instead of the full term, which understated early closes. Legs rolled into a new option (another trade has rolledFrom = id) get a null APR, since the buy-back is part of the roll. Flows through history, cards, CSV and the Portfolio APR tile via compute().
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Summary
closeDateare annualised over the days actually held (open → close, min 1) instead of the full term. The full-term basis understated every early close (e.g. MES $7,550: 4.5% → ~8.2%; PURR $10: 45.6% → ~147%).null(renders "—"), because the buy-back belongs to the roll and isn't a standalone loss (PURR $11: −106.2% → —).compute(), so history table, mobile cards, CSV export and the Portfolio APR tile stay consistent. Crypto closes never setcloseDate, so HyperWheel APRs are unchanged.Test plan
python3 build.py --checknpm test: 205 pass (new compute test: days-held, no-closeDate fallback, rolled → null, new leg unaffected)🤖 Generated with Claude Code