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v2realbot/testy/dash_backtest_results.py
David Brazda af9e944928 first commit
2023-04-12 21:00:03 +02:00

9916 lines
221 KiB
Python
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import os,sys
sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
import dash
import pandas as pd
import dash_bootstrap_components as dbc
from dash.dependencies import Input, Output
from dash import dcc, html, dash_table
from uuid import UUID, uuid4
from alpaca.trading.enums import OrderSide, OrderStatus, TradeEvent, OrderType
from common.model import TradeUpdate, Order
from rich import print
import threading
import asyncio
from config import BT_DELAYS
from utils.utils import AttributeDict, ltp, zoneNY, trunc, count_decimals
from utils.tlog import tlog
from datetime import datetime
import pandas as pd
import matplotlib.pyplot as plt
import seaborn; seaborn.set()
import mplfinance as mpf
import plotly.graph_objects as go
from plotly.subplots import make_subplots
import numpy as np
from bisect import bisect_left
from backtesting.backtester import Backtester
from uuid import UUID
import datetime
from html.parser import HTMLParser
import requests
###html saver
def patch_file(file_path: str, content: bytes, extra: dict = None) -> bytes:
if file_path == 'index.html':
index_html_content = content.decode('utf8')
extra_jsons = f'''
var patched_jsons_content={{
{','.join(["'/" + k + "':" + v.decode("utf8") + "" for k, v in extra.items()])}
}};
'''
patched_content = index_html_content.replace(
'<footer>',
f'''
<footer>
<script>
''' + extra_jsons + '''
const origFetch = window.fetch;
window.fetch = function () {
const e = arguments[0]
if (patched_jsons_content.hasOwnProperty(e)) {
return Promise.resolve({
json: () => Promise.resolve(patched_jsons_content[e]),
headers: new Headers({'content-type': 'application/json'}),
status: 200,
});
} else {
return origFetch.apply(this, arguments)
}
}
</script>
'''
).replace(
'href="/',
'href="'
).replace(
'src="/',
'src="'
)
return patched_content.encode('utf8')
else:
return content
def write_file(file_path: str, content: bytes, target_dir='target', ):
target_file_path = os.path.join(target_dir, file_path.lstrip('/').split('?')[0])
target_leaf_dir = os.path.dirname(target_file_path)
os.makedirs(target_leaf_dir, exist_ok=True)
with open(target_file_path, 'wb') as f:
f.write(content)
pass
class ExternalResourceParser(HTMLParser):
def __init__(self):
super().__init__()
self.resources = []
def handle_starttag(self, tag, attrs):
if tag == 'link':
for k, v in attrs:
if k == 'href':
self.resources.append(v)
if tag == 'script':
for k, v in attrs:
if k == 'src':
self.resources.append(v)
def make_static(base_url, target_dir='target'):
index_html_bytes = requests.get(base_url).content
json_paths = ['_dash-layout', '_dash-dependencies', ]
extra_json = {}
for json_path in json_paths:
json_content = requests.get(base_url + json_path).content
extra_json[json_path] = json_content
patched_bytes = patch_file('index.html', index_html_bytes, extra=extra_json)
write_file('index.html', patched_bytes, target_dir)
parser = ExternalResourceParser()
parser.feed(patched_bytes.decode('utf8'))
extra_js = [
'_dash-component-suites/dash/dcc/async-graph.js',
'_dash-component-suites/dash/dcc/async-plotlyjs.js',
'_dash-component-suites/dash/dash_table/async-table.js',
'_dash-component-suites/dash/dash_table/async-highlight.js'
]
for resource_url in parser.resources + extra_js:
resource_url_full = base_url + resource_url
print(f'get {resource_url_full}')
resource_bytes = requests.get(resource_url_full).content
patched_bytes = patch_file(resource_url, resource_bytes)
write_file(resource_url, patched_bytes, target_dir)
#html saver
class Neco:
bars = {
'high': [
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}
vars= AttributeDict(maxpozic = 200, chunk = 10, MA = 6, Trend = 7, profit = 0.02, lastbuyindex=-6, pendingbuys={},limitka = None)
trades = [
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('67affc55-fa98-446f-8ac0-eb0bb494f450'),
order=Order(
id=UUID('ae8b1fff-8a87-4ec2-af7d-48765c62afc5'),
submitted_at=datetime.datetime(2023, 3, 24, 17, 58, 1, 538364),
filled_at=datetime.datetime(2023, 3, 24, 17, 58, 30, 735317),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.56,
side=OrderSide.BUY,
limit_price=42.56
),
timestamp=datetime.datetime(2023, 3, 24, 17, 58, 30, 735317),
position_qty=10.0,
price=42.56,
qty=10.0,
value=425.6,
cash=99574.4,
pos_avg_price=42.56
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('51b872ed-98f1-4540-af13-6d8beb6ab660'),
order=Order(
id=UUID('5cae451b-6c46-47d5-8a43-023569eebcac'),
submitted_at=datetime.datetime(2023, 3, 24, 18, 0, 43, 790484),
filled_at=datetime.datetime(2023, 3, 24, 18, 0, 46, 336552),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.51,
side=OrderSide.BUY,
limit_price=42.51
),
timestamp=datetime.datetime(2023, 3, 24, 18, 0, 46, 336552),
position_qty=20.0,
price=42.51,
qty=10.0,
value=425.09999999999997,
cash=99149.29999999999,
pos_avg_price=42.535000000000004
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('86e67324-8b74-4f67-bac7-16f2564f117d'),
order=Order(
id=UUID('f04a52b4-74e0-4de8-9ec3-a89d608e2c8d'),
submitted_at=datetime.datetime(2023, 3, 24, 18, 3, 20, 914489),
filled_at=datetime.datetime(2023, 3, 24, 18, 3, 22, 529390),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.44,
side=OrderSide.BUY,
limit_price=42.44
),
timestamp=datetime.datetime(2023, 3, 24, 18, 3, 22, 529390),
position_qty=30.0,
price=42.44,
qty=10.0,
value=424.4,
cash=98724.9,
pos_avg_price=42.50333333333333
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('8ef5eb96-9dfa-486b-b52b-bd1cc10ab75d'),
order=Order(
id=UUID('fae4fd0d-d1e4-46e2-85e5-f32708780e77'),
submitted_at=datetime.datetime(2023, 3, 24, 18, 3, 22, 575390),
filled_at=datetime.datetime(2023, 3, 24, 18, 5, 37, 585264),
canceled_at=None,
symbol='C',
qty=30,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=30,
filled_avg_price=42.52,
side=OrderSide.SELL,
limit_price=42.52
),
timestamp=datetime.datetime(2023, 3, 24, 18, 5, 37, 585264),
position_qty=0.0,
price=42.52,
qty=30.0,
value=1275.6000000000001,
cash=100000.5,
pos_avg_price=0.0
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('1b3ea95a-b51c-4894-83e1-82364695047a'),
order=Order(
id=UUID('40aef04b-677f-4429-9a6f-05de170df1ae'),
submitted_at=datetime.datetime(2023, 3, 24, 18, 10, 45, 566915),
filled_at=datetime.datetime(2023, 3, 24, 18, 11, 6, 387022),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.42,
side=OrderSide.BUY,
limit_price=42.42
),
timestamp=datetime.datetime(2023, 3, 24, 18, 11, 6, 387022),
position_qty=10.0,
price=42.42,
qty=10.0,
value=424.20000000000005,
cash=99576.3,
pos_avg_price=42.42
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('44baaa7c-4ff6-4e16-ac4a-0ae45a050c03'),
order=Order(
id=UUID('21b961ac-8129-4800-babd-81bb87eccfda'),
submitted_at=datetime.datetime(2023, 3, 24, 18, 13, 20, 777011),
filled_at=datetime.datetime(2023, 3, 24, 18, 14, 38, 586145),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.38,
side=OrderSide.BUY,
limit_price=42.38
),
timestamp=datetime.datetime(2023, 3, 24, 18, 14, 38, 586145),
position_qty=20.0,
price=42.38,
qty=10.0,
value=423.8,
cash=99152.5,
pos_avg_price=42.4
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('28c9f825-4300-46ce-b73e-3af795a836a9'),
order=Order(
id=UUID('28c897f5-cb12-4b2c-9b20-abde056e1b12'),
submitted_at=datetime.datetime(2023, 3, 24, 18, 14, 38, 632145),
filled_at=datetime.datetime(2023, 3, 24, 18, 15, 13, 203500),
canceled_at=None,
symbol='C',
qty=20,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=20,
filled_avg_price=42.42,
side=OrderSide.SELL,
limit_price=42.42
),
timestamp=datetime.datetime(2023, 3, 24, 18, 15, 13, 203500),
position_qty=0.0,
price=42.42,
qty=20.0,
value=848.4000000000001,
cash=100000.9,
pos_avg_price=0.0
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('445a98ae-6fbe-415d-88e8-f98f5c6fb411'),
order=Order(
id=UUID('f1e8412c-7e36-4d0c-97a7-88e5dbab9b25'),
submitted_at=datetime.datetime(2023, 3, 24, 18, 20, 0, 372031),
filled_at=datetime.datetime(2023, 3, 24, 18, 20, 10, 239271),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.39,
side=OrderSide.BUY,
limit_price=42.39
),
timestamp=datetime.datetime(2023, 3, 24, 18, 20, 10, 239271),
position_qty=10.0,
price=42.39,
qty=10.0,
value=423.9,
cash=99577.0,
pos_avg_price=42.39
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('e2e5cf75-6517-459b-89f8-f967a3442737'),
order=Order(
id=UUID('cf1cab4c-9e39-46a9-a804-d2e2337340bf'),
submitted_at=datetime.datetime(2023, 3, 24, 18, 20, 10, 285271),
filled_at=datetime.datetime(2023, 3, 24, 18, 20, 31, 861599),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.41,
side=OrderSide.SELL,
limit_price=42.41
),
timestamp=datetime.datetime(2023, 3, 24, 18, 20, 31, 861599),
position_qty=0.0,
price=42.41,
qty=10.0,
value=424.09999999999997,
cash=100001.1,
pos_avg_price=0.0
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('0f5308ae-bea1-4412-8922-344f6dac10ef'),
order=Order(
id=UUID('6f16c0c0-a86e-4e6f-b07e-7eb76347b223'),
submitted_at=datetime.datetime(2023, 3, 24, 18, 43, 20, 376929),
filled_at=datetime.datetime(2023, 3, 24, 18, 45, 52, 906738),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.99,
side=OrderSide.BUY,
limit_price=42.99
),
timestamp=datetime.datetime(2023, 3, 24, 18, 45, 52, 906738),
position_qty=10.0,
price=42.99,
qty=10.0,
value=429.90000000000003,
cash=99571.20000000001,
pos_avg_price=42.99
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('98f17b2e-4392-47e5-8697-c23878e1c71a'),
order=Order(
id=UUID('afc5a626-c3cb-4cf9-b887-7571dded2f6c'),
submitted_at=datetime.datetime(2023, 3, 24, 18, 45, 52, 952738),
filled_at=datetime.datetime(2023, 3, 24, 18, 46, 0, 627175),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=43.01,
side=OrderSide.SELL,
limit_price=43.01
),
timestamp=datetime.datetime(2023, 3, 24, 18, 46, 0, 627175),
position_qty=0.0,
price=43.01,
qty=10.0,
value=430.09999999999997,
cash=100001.30000000002,
pos_avg_price=0.0
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('5431e393-291c-4828-be51-706acc39deda'),
order=Order(
id=UUID('a3a6a1d1-8bf8-4fc6-995d-0d0766443c55'),
submitted_at=datetime.datetime(2023, 3, 24, 18, 49, 41, 540044),
filled_at=datetime.datetime(2023, 3, 24, 18, 50, 47, 441926),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.93,
side=OrderSide.BUY,
limit_price=42.93
),
timestamp=datetime.datetime(2023, 3, 24, 18, 50, 47, 441926),
position_qty=10.0,
price=42.93,
qty=10.0,
value=429.3,
cash=99572.00000000001,
pos_avg_price=42.93
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('f10ca407-0604-4e2e-b0cf-4e4243e57947'),
order=Order(
id=UUID('246d819c-6e1d-4fc0-a91e-17404fcc5cea'),
submitted_at=datetime.datetime(2023, 3, 24, 18, 50, 47, 487926),
filled_at=datetime.datetime(2023, 3, 24, 18, 54, 23, 727098),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.95,
side=OrderSide.SELL,
limit_price=42.95
),
timestamp=datetime.datetime(2023, 3, 24, 18, 54, 23, 727098),
position_qty=0.0,
price=42.95,
qty=10.0,
value=429.5,
cash=100001.50000000001,
pos_avg_price=0.0
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('9fcef2d1-2b55-4a74-9927-8463a74e75e2'),
order=Order(
id=UUID('f250e354-2291-499f-b1f0-d56788211959'),
submitted_at=datetime.datetime(2023, 3, 24, 18, 52, 20, 117195),
filled_at=datetime.datetime(2023, 3, 24, 19, 5, 39, 193071),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.86,
side=OrderSide.BUY,
limit_price=42.86
),
timestamp=datetime.datetime(2023, 3, 24, 19, 5, 39, 193071),
position_qty=10.0,
price=42.86,
qty=10.0,
value=428.6,
cash=99572.90000000001,
pos_avg_price=42.86
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('ea4b0db4-998e-4e2a-b614-98b157106164'),
order=Order(
id=UUID('570e9c37-5c4e-4437-9dd4-a642029ca6a7'),
submitted_at=datetime.datetime(2023, 3, 24, 19, 5, 39, 239071),
filled_at=datetime.datetime(2023, 3, 24, 19, 5, 46, 747462),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.88,
side=OrderSide.SELL,
limit_price=42.88
),
timestamp=datetime.datetime(2023, 3, 24, 19, 5, 46, 747462),
position_qty=0.0,
price=42.88,
qty=10.0,
value=428.8,
cash=100001.70000000001,
pos_avg_price=0.0
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('abf993dc-5aee-4b89-b48c-92bbfcb4efe4'),
order=Order(
id=UUID('f3be9459-1c89-4594-bee0-b64ace83a12e'),
submitted_at=datetime.datetime(2023, 3, 24, 19, 7, 22, 109412),
filled_at=datetime.datetime(2023, 3, 24, 19, 7, 25, 509392),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.79,
side=OrderSide.BUY,
limit_price=42.79
),
timestamp=datetime.datetime(2023, 3, 24, 19, 7, 25, 509392),
position_qty=10.0,
price=42.79,
qty=10.0,
value=427.9,
cash=99573.80000000002,
pos_avg_price=42.79
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('b30b01cf-b0da-4166-a5ee-9e398ce0caf7'),
order=Order(
id=UUID('44687505-271f-423d-b5eb-4022a3b0042e'),
submitted_at=datetime.datetime(2023, 3, 24, 19, 7, 25, 555392),
filled_at=datetime.datetime(2023, 3, 24, 19, 7, 49, 238057),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.81,
side=OrderSide.SELL,
limit_price=42.81
),
timestamp=datetime.datetime(2023, 3, 24, 19, 7, 49, 238057),
position_qty=0.0,
price=42.81,
qty=10.0,
value=428.1,
cash=100001.90000000002,
pos_avg_price=0.0
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('3d0bde12-75e4-4589-b51d-98f351c27f51'),
order=Order(
id=UUID('b4d1deb5-bedb-4792-87a2-d93d7a791245'),
submitted_at=datetime.datetime(2023, 3, 24, 19, 42, 0, 124666),
filled_at=datetime.datetime(2023, 3, 24, 19, 42, 3, 369522),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.97,
side=OrderSide.BUY,
limit_price=42.97
),
timestamp=datetime.datetime(2023, 3, 24, 19, 42, 3, 369522),
position_qty=10.0,
price=42.97,
qty=10.0,
value=429.7,
cash=99572.20000000003,
pos_avg_price=42.97
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('726bc5e6-94fd-4618-bee0-91339dbfa88c'),
order=Order(
id=UUID('b32bb6d0-c972-45a5-b6ac-144273e956ea'),
submitted_at=datetime.datetime(2023, 3, 24, 19, 42, 3, 415522),
filled_at=datetime.datetime(2023, 3, 24, 19, 42, 34, 428260),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.99,
side=OrderSide.SELL,
limit_price=42.99
),
timestamp=datetime.datetime(2023, 3, 24, 19, 42, 34, 428260),
position_qty=0.0,
price=42.99,
qty=10.0,
value=429.90000000000003,
cash=100002.10000000002,
pos_avg_price=0.0
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('0f3ab616-6616-4ba5-b32f-8c7f1a6be8cb'),
order=Order(
id=UUID('345162e0-5e7b-4e0c-b5bf-dffad0508da9'),
submitted_at=datetime.datetime(2023, 3, 24, 19, 42, 44, 484124),
filled_at=datetime.datetime(2023, 3, 24, 19, 49, 6, 219276),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.98,
side=OrderSide.BUY,
limit_price=42.98
),
timestamp=datetime.datetime(2023, 3, 24, 19, 49, 6, 219276),
position_qty=10.0,
price=42.98,
qty=10.0,
value=429.79999999999995,
cash=99572.30000000002,
pos_avg_price=42.98
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('53e0171c-6246-40ee-9dd8-f9155be32f11'),
order=Order(
id=UUID('826b174d-c894-4c7b-a25e-b42b23eaabad'),
submitted_at=datetime.datetime(2023, 3, 24, 19, 49, 6, 265276),
filled_at=datetime.datetime(2023, 3, 24, 19, 49, 57, 528455),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=43.005,
side=OrderSide.SELL,
limit_price=43.0
),
timestamp=datetime.datetime(2023, 3, 24, 19, 49, 57, 528455),
position_qty=0.0,
price=43.005,
qty=10.0,
value=430.05,
cash=100002.35000000002,
pos_avg_price=0.0
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('d827dc6f-51e2-4149-acd8-e438a271fa75'),
order=Order(
id=UUID('d931a776-2739-41ba-bd16-d9b45dff59ec'),
submitted_at=datetime.datetime(2023, 3, 24, 19, 52, 1, 100351),
filled_at=datetime.datetime(2023, 3, 24, 19, 52, 7, 321771),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.94,
side=OrderSide.BUY,
limit_price=42.94
),
timestamp=datetime.datetime(2023, 3, 24, 19, 52, 7, 321771),
position_qty=10.0,
price=42.94,
qty=10.0,
value=429.4,
cash=99572.95000000003,
pos_avg_price=42.94
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('20d15c7a-23c0-4815-85df-8a302e2e0f39'),
order=Order(
id=UUID('0419ba73-ad51-4df6-b211-ac4c42a6e032'),
submitted_at=datetime.datetime(2023, 3, 24, 19, 28, 43, 668847),
filled_at=datetime.datetime(2023, 3, 24, 19, 52, 41, 652899),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.9,
side=OrderSide.BUY,
limit_price=42.9
),
timestamp=datetime.datetime(2023, 3, 24, 19, 52, 41, 652899),
position_qty=20.0,
price=42.9,
qty=10.0,
value=429.0,
cash=99143.95000000003,
pos_avg_price=42.92
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('a2f8bc9b-d2ad-4a0a-a5f3-2cc728d2e541'),
order=Order(
id=UUID('36d89e04-fdfc-410d-9608-fa6517a3034d'),
submitted_at=datetime.datetime(2023, 3, 24, 19, 54, 43, 440852),
filled_at=datetime.datetime(2023, 3, 24, 19, 54, 49, 709012),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.87,
side=OrderSide.BUY,
limit_price=42.87
),
timestamp=datetime.datetime(2023, 3, 24, 19, 54, 49, 709012),
position_qty=30.0,
price=42.87,
qty=10.0,
value=428.7,
cash=98715.25000000003,
pos_avg_price=42.903333333333336
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('dace8d0b-6618-498c-aaea-7d6e43903c92'),
order=Order(
id=UUID('57222023-d25e-461b-811a-1abc87390971'),
submitted_at=datetime.datetime(2023, 3, 24, 19, 54, 49, 755012),
filled_at=datetime.datetime(2023, 3, 24, 19, 55, 45, 671150),
canceled_at=None,
symbol='C',
qty=30,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=30,
filled_avg_price=42.92,
side=OrderSide.SELL,
limit_price=42.92
),
timestamp=datetime.datetime(2023, 3, 24, 19, 55, 45, 671150),
position_qty=0.0,
price=42.92,
qty=30.0,
value=1287.6000000000001,
cash=100002.85000000003,
pos_avg_price=0.0
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('3ce200d5-3e8d-4af8-818d-41e3f49e91f9'),
order=Order(
id=UUID('09ada304-3920-4d21-a7c5-520116f60161'),
submitted_at=datetime.datetime(2023, 3, 24, 19, 8, 3, 126555),
filled_at=datetime.datetime(2023, 3, 24, 19, 59, 28, 62458),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.83,
side=OrderSide.BUY,
limit_price=42.83
),
timestamp=datetime.datetime(2023, 3, 24, 19, 59, 28, 62458),
position_qty=10.0,
price=42.83,
qty=10.0,
value=428.29999999999995,
cash=99574.55000000003,
pos_avg_price=42.83
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('51b1ef83-e486-44a1-9809-fd5ebca18a50'),
order=Order(
id=UUID('c8894c95-83bc-455e-8501-6622e74ad267'),
submitted_at=datetime.datetime(2023, 3, 24, 19, 59, 28, 108458),
filled_at=datetime.datetime(2023, 3, 24, 19, 59, 40, 517988),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.85,
side=OrderSide.SELL,
limit_price=42.85
),
timestamp=datetime.datetime(2023, 3, 24, 19, 59, 40, 517988),
position_qty=0.0,
price=42.85,
qty=10.0,
value=428.5,
cash=100003.05000000003,
pos_avg_price=0.0
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('1a0724f7-53de-42e3-9917-b65ecca4e7a0'),
order=Order(
id=UUID('14783679-6871-496c-8875-60c3d6ae0135'),
submitted_at=datetime.datetime(2023, 3, 24, 20, 0, 21, 449585),
filled_at=datetime.datetime(2023, 3, 24, 20, 0, 25, 189635),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.84,
side=OrderSide.BUY,
limit_price=42.84
),
timestamp=datetime.datetime(2023, 3, 24, 20, 0, 25, 189635),
position_qty=10.0,
price=42.84,
qty=10.0,
value=428.40000000000003,
cash=99574.65000000004,
pos_avg_price=42.84
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('087b5b76-0cc5-4462-971b-782fe4c4c6ad'),
order=Order(
id=UUID('3b5bf7fb-cba2-4bfb-b3b7-74e191caf928'),
submitted_at=datetime.datetime(2023, 3, 24, 20, 0, 25, 235635),
filled_at=datetime.datetime(2023, 3, 24, 20, 1, 49, 107372),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.86,
side=OrderSide.SELL,
limit_price=42.86
),
timestamp=datetime.datetime(2023, 3, 24, 20, 1, 49, 107372),
position_qty=0.0,
price=42.86,
qty=10.0,
value=428.6,
cash=100003.25000000004,
pos_avg_price=0.0
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('0302b8e0-d427-4f93-9b23-ee1da32149bd'),
order=Order(
id=UUID('446f4bab-3bd7-4bbb-ba9b-1d0445cc6371'),
submitted_at=datetime.datetime(2023, 3, 24, 20, 8, 0, 534518),
filled_at=datetime.datetime(2023, 3, 24, 20, 8, 18, 36437),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.83,
side=OrderSide.BUY,
limit_price=42.83
),
timestamp=datetime.datetime(2023, 3, 24, 20, 8, 18, 36437),
position_qty=10.0,
price=42.83,
qty=10.0,
value=428.29999999999995,
cash=99574.95000000004,
pos_avg_price=42.83
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('1c191c3f-fe56-4486-92f2-b4ab2e0d1d24'),
order=Order(
id=UUID('cb920785-4520-44e5-b6af-978da3927c59'),
submitted_at=datetime.datetime(2023, 3, 24, 20, 10, 41, 294273),
filled_at=datetime.datetime(2023, 3, 24, 20, 10, 45, 568943),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.78,
side=OrderSide.BUY,
limit_price=42.78
),
timestamp=datetime.datetime(2023, 3, 24, 20, 10, 45, 568943),
position_qty=20.0,
price=42.78,
qty=10.0,
value=427.8,
cash=99147.15000000004,
pos_avg_price=42.80499999999999
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('ec034230-58ba-4300-82c1-7d30399d1be0'),
order=Order(
id=UUID('f111ec92-77d2-4e38-b789-90d6ed471c76'),
submitted_at=datetime.datetime(2023, 3, 24, 20, 10, 45, 614943),
filled_at=datetime.datetime(2023, 3, 24, 20, 11, 12, 853893),
canceled_at=None,
symbol='C',
qty=20,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=20,
filled_avg_price=42.82,
side=OrderSide.SELL,
limit_price=42.82
),
timestamp=datetime.datetime(2023, 3, 24, 20, 11, 12, 853893),
position_qty=0.0,
price=42.82,
qty=20.0,
value=856.4,
cash=100003.55000000003,
pos_avg_price=0.0
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('2343a817-dcd9-42a5-8645-bf9e9fcb41a2'),
order=Order(
id=UUID('24f0e7a7-b1ce-42b6-9514-8721b240b31d'),
submitted_at=datetime.datetime(2023, 3, 24, 20, 14, 40, 530031),
filled_at=datetime.datetime(2023, 3, 24, 20, 14, 57, 348700),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.74,
side=OrderSide.BUY,
limit_price=42.74
),
timestamp=datetime.datetime(2023, 3, 24, 20, 14, 57, 348700),
position_qty=10.0,
price=42.74,
qty=10.0,
value=427.40000000000003,
cash=99576.15000000004,
pos_avg_price=42.74
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('57f57435-ff77-4e6f-96d6-b29b725c4693'),
order=Order(
id=UUID('b8470e7b-6773-47bb-984c-ab44832b3b3b'),
submitted_at=datetime.datetime(2023, 3, 24, 20, 14, 57, 394700),
filled_at=datetime.datetime(2023, 3, 24, 20, 15, 12, 621144),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.76,
side=OrderSide.SELL,
limit_price=42.76
),
timestamp=datetime.datetime(2023, 3, 24, 20, 15, 12, 621144),
position_qty=0.0,
price=42.76,
qty=10.0,
value=427.59999999999997,
cash=100003.75000000004,
pos_avg_price=0.0
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('069b4a2d-0377-4345-96b6-74e9fae89d9e'),
order=Order(
id=UUID('9a4bbe02-fc9e-4261-95d3-d609737662a9'),
submitted_at=datetime.datetime(2023, 3, 24, 20, 25, 41, 185936),
filled_at=datetime.datetime(2023, 3, 24, 20, 27, 34, 90412),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.86,
side=OrderSide.BUY,
limit_price=42.86
),
timestamp=datetime.datetime(2023, 3, 24, 20, 27, 34, 90412),
position_qty=10.0,
price=42.86,
qty=10.0,
value=428.6,
cash=99575.15000000004,
pos_avg_price=42.86
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('6bdd0e17-b1c2-4080-8f26-c980d615f31f'),
order=Order(
id=UUID('070c371c-f8d4-4437-b42f-6a94d3962d7b'),
submitted_at=datetime.datetime(2023, 3, 24, 20, 27, 34, 136412),
filled_at=datetime.datetime(2023, 3, 24, 20, 28, 24, 695266),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.88,
side=OrderSide.SELL,
limit_price=42.88
),
timestamp=datetime.datetime(2023, 3, 24, 20, 28, 24, 695266),
position_qty=0.0,
price=42.88,
qty=10.0,
value=428.8,
cash=100003.95000000004,
pos_avg_price=0.0
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('303bbd02-4d8b-4940-9878-52c1dca92c73'),
order=Order(
id=UUID('247f87b0-4d97-4527-bcf1-2e0679c546b0'),
submitted_at=datetime.datetime(2023, 3, 24, 20, 35, 0, 150590),
filled_at=datetime.datetime(2023, 3, 24, 20, 35, 23, 954682),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.9,
side=OrderSide.BUY,
limit_price=42.9
),
timestamp=datetime.datetime(2023, 3, 24, 20, 35, 23, 954682),
position_qty=10.0,
price=42.9,
qty=10.0,
value=429.0,
cash=99574.95000000004,
pos_avg_price=42.9
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('697ed9c5-40c3-439c-9811-29c9f4d74487'),
order=Order(
id=UUID('3ce9a256-059e-43ed-a290-286fa310fa21'),
submitted_at=datetime.datetime(2023, 3, 24, 20, 35, 24, 682),
filled_at=datetime.datetime(2023, 3, 24, 20, 36, 15, 43220),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.92,
side=OrderSide.SELL,
limit_price=42.92
),
timestamp=datetime.datetime(2023, 3, 24, 20, 36, 15, 43220),
position_qty=0.0,
price=42.92,
qty=10.0,
value=429.20000000000005,
cash=100004.15000000004,
pos_avg_price=0.0
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('e0a33f84-91d1-4e89-95d9-e95a3a90b0fb'),
order=Order(
id=UUID('2889c4db-7c12-4b17-b35f-c81f53625c71'),
submitted_at=datetime.datetime(2023, 3, 24, 20, 48, 0, 466959),
filled_at=datetime.datetime(2023, 3, 24, 20, 48, 0, 901059),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.91,
side=OrderSide.BUY,
limit_price=42.91
),
timestamp=datetime.datetime(2023, 3, 24, 20, 48, 0, 901059),
position_qty=10.0,
price=42.91,
qty=10.0,
value=429.09999999999997,
cash=99575.05000000003,
pos_avg_price=42.91
),
TradeUpdate(
event=TradeEvent.FILL,
execution_id=UUID('bca37e22-3ec2-4cf4-9ce8-779675469324'),
order=Order(
id=UUID('65a65038-7cda-4b18-aa5b-c48af539d1ba'),
submitted_at=datetime.datetime(2023, 3, 24, 20, 48, 0, 947059),
filled_at=datetime.datetime(2023, 3, 24, 20, 48, 55, 262008),
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.FILLED,
order_type=OrderType.LIMIT,
filled_qty=10,
filled_avg_price=42.93,
side=OrderSide.SELL,
limit_price=42.93
),
timestamp=datetime.datetime(2023, 3, 24, 20, 48, 55, 262008),
position_qty=0.0,
price=42.93,
qty=10.0,
value=429.3,
cash=100004.35000000003,
pos_avg_price=0.0
)
]
open_orders = [
Order(
id=UUID('f5dabcea-320e-411f-b21e-ee5c1c1cfd57'),
submitted_at=datetime.datetime(2023, 3, 24, 18, 30),
filled_at=None,
canceled_at=None,
symbol='BAC',
qty=1,
status=OrderStatus.ACCEPTED,
order_type=OrderType.LIMIT,
filled_qty=None,
filled_avg_price=None,
side=OrderSide.BUY,
limit_price=42.75
),
Order(
id=UUID('feb4c6cc-8721-4576-88cf-29003a3246fb'),
submitted_at=datetime.datetime(2023, 3, 24, 18, 32),
filled_at=None,
canceled_at=None,
symbol='BAC',
qty=1,
status=OrderStatus.ACCEPTED,
order_type=OrderType.MARKET,
filled_qty=None,
filled_avg_price=None,
side=OrderSide.BUY,
limit_price=None
),
Order(
id=UUID('ace9d689-f70d-40aa-801e-d600590f27d0'),
submitted_at=datetime.datetime(2023, 3, 24, 20, 15, 20, 55980),
filled_at=None,
canceled_at=None,
symbol='C',
qty=10,
status=OrderStatus.ACCEPTED,
order_type=OrderType.LIMIT,
filled_qty=None,
filled_avg_price=None,
side=OrderSide.BUY,
limit_price=42.75
)
]
btdata = []
b = Backtester("BAC","callback",btdata, cash=200000)
b.backtest_end = datetime.datetime.now()
b.backtest_start = datetime.datetime.now()
#b.display_backtest_result(Neco)
oo_dict = AttributeDict(orderid=[],submitted_at=[],symbol=[],side=[],order_type=[],qty=[],limit_price=[],status=[])
for t in open_orders:
oo_dict.orderid.append(str(t.id))
oo_dict.submitted_at.append(t.submitted_at)
oo_dict.symbol.append(t.symbol)
oo_dict.side.append(t.side)
oo_dict.qty.append(t.qty)
oo_dict.order_type.append(t.order_type)
oo_dict.limit_price.append(t.limit_price)
oo_dict.status.append(t.status)
open_orders_df = pd.DataFrame(oo_dict)
open_orders_df = open_orders_df.set_index('submitted_at', drop=False)
trade_dict = AttributeDict(orderid=[],timestamp=[],symbol=[],side=[],order_type=[],qty=[],price=[],position_qty=[],value=[],cash=[],pos_avg_price=[])
for t in trades:
trade_dict.orderid.append(str(t.order.id))
trade_dict.timestamp.append(t.timestamp)
trade_dict.symbol.append(t.order.symbol)
trade_dict.side.append(t.order.side)
trade_dict.qty.append(t.qty)
trade_dict.price.append(t.price)
trade_dict.position_qty.append(t.position_qty)
trade_dict.value.append(t.value)
trade_dict.cash.append(t.cash)
trade_dict.order_type.append(t.order.order_type)
trade_dict.pos_avg_price.append(t.pos_avg_price)
trade_df = pd.DataFrame(trade_dict)
trade_df = trade_df.set_index('timestamp', drop=False)
#trade_df["id"] = trade_df.index
#ohlcv dataset (TODO podporit i trady)
hist_df = pd.DataFrame(Neco.bars)
hist_df = hist_df.set_index('time', drop=False)
ind_df = pd.DataFrame(Neco.indicators)
ind_df = ind_df.set_index('time', drop=False)
##KONEC přípravy dat
fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.02, row_heights=[0.7, 0.3], specs=[[{"secondary_y": True}],[{"secondary_y": True}]])
# fig.add_trace(go.Scatter(x=trade_df.index,
# y=trade_df.cash,
# mode="lines+text",
# name="Cash"),
# row = 1, col=1, secondary_y=True)
#add_openorders
fig.add_trace(go.Scatter(x=open_orders_df.index,
y=open_orders_df.limit_price,
mode="markers+text",
name="Open orders",
customdata=open_orders_df.orderid,
marker=dict(size=17, color='blue', symbol='arrow-bar-down'),
text=open_orders_df.qty),
row = 1, col=1, secondary_y=False)
#open orders as line - zatim nefunguje
#mozna si pridavat avg price do kazdeho tradu a to zobrazovat
# fig.add_trace(go.Scatter(x=open_orders_df.index,
# y=open_orders_df.limit_price,
# mode="lines",
# name="Open orders",
# text=trade_df.qty),
# row = 1, col=1, secondary_y=False)
# fig.add_trace(go.Scatter(
# name='Open orders',
# x = [open_orders_df.index.min(),open_orders_df.index.max()],
# y = open_orders_df.limit_price,
# mode = "lines",
# marker = dict(color = 'rgba(80, 26, 80, 0.8)')
# ),row=1, col=1, secondary_y=False)
#trade_df['timestamp'] = pd.to_datetime(trade_df['timestamp'])
#add trades
fig.add_trace(go.Scatter(x=trade_df.loc[trade_df.side==OrderSide.BUY].index,
y=trade_df.loc[trade_df.side==OrderSide.BUY].price,
mode="markers+text",
name="BUY Trades",
customdata=trade_df.loc[trade_df.side==OrderSide.BUY].orderid,
marker=dict(size=15, color='green', symbol='arrow-up'),
text=trade_df.loc[trade_df.side==OrderSide.BUY].position_qty),
row = 1, col=1, secondary_y=False)
fig.add_trace(go.Scatter(x=trade_df.loc[trade_df.side==OrderSide.SELL].index,
y=trade_df.loc[trade_df.side==OrderSide.SELL].price,
mode="markers+text",
name="SELL Trades",
customdata=trade_df.loc[trade_df.side==OrderSide.SELL].orderid,
marker=dict(size=15, color='red', symbol='arrow-down'),
text=trade_df.loc[trade_df.side==OrderSide.SELL].qty),
row = 1, col=1, secondary_y=False)
#add avgprices of all buy trades
fig.add_trace(go.Scatter(x=trade_df.loc[trade_df.side==OrderSide.BUY].index,
y=trade_df.loc[trade_df.side==OrderSide.BUY].pos_avg_price,
mode="markers+text",
name="BUY Trades avg prices",
customdata=trade_df.loc[trade_df.side==OrderSide.BUY].orderid,
marker=dict(size=15, color='blue', symbol='diamond-wide'),
text=trade_df.loc[trade_df.side==OrderSide.BUY].position_qty),
row = 1, col=1, secondary_y=False)
#display ohlcv
fig.add_trace(go.Candlestick(x=hist_df.index,
open=hist_df['open'],
high=hist_df['high'],
low=hist_df['low'],
close=hist_df['close'],
name = "OHLC"),
row = 1, col=1, secondary_y=False)
#addvwap
fig.add_trace(go.Scatter(x=hist_df.index,
y=hist_df.vwap,
mode="lines",
opacity=1,
name="VWAP"
),
row = 1, col=1,secondary_y=False)
#display indicators from history
for col in ind_df.columns:
fig.add_trace(go.Scatter(x=ind_df.index, y = ind_df[col], mode = 'lines', name = col),
row = 1, col=1, secondary_y=False)
fig.add_trace(go.Bar(x=hist_df.index, y=hist_df.volume, showlegend=True, marker_color='#ef5350', name='Volume'), row=2,
col=1)
# fig= fig.add_trace([go.Table(header=dict(values=list(open_orders_df.columns),
# align='center',
# font=dict(family='Segoe UI',color='black', size=12)),
# cells=dict(values=open_orders_df.transpose().values.tolist(),
# align='center',
# font=dict(family='Segoe UI',color='black', size=12)))])
# fig.add_trace(
# go.Table(
# header=dict(
# values=list(open_orders_df.columns),
# font=dict(size=10),
# align="left"
# ),
# cells=dict(
# values=open_orders_df.transpose().values.tolist(),
# align = "left")
# ),
# row=3, col=1
# )
fig.update_layout(xaxis_rangeslider_visible=False)
#fig.update_layout(title=f'Backtesting Results '+str(Neco.vars), yaxis_title=f'Price')
fig.update_layout(yaxis_title=f'Price')
fig.update_yaxes(title_text=f'Price', secondary_y=False)
fig.update_yaxes(title_text=f'Cash value', secondary_y=True)
fig.update_yaxes(title_text=f'Volume', row=2, col=1)
fig.update_xaxes(title_text='Date', row=2)
##KONEC PUVODNI FIG
app = dash.Dash(__name__)
## Define the title for the app
mytitle = dcc.Markdown('# Backtesting results')
button = html.Button('save static', id='save', n_clicks=0)
saved = html.Span('', id='saved')
textik1 = html.Div('''
STrategy NAME XXXX''')
textik2 = html.Div('''
Tested period OD -- DO''')
textik3 = html.Div('''
Stratvars:'''+ str(Neco.vars))
textik4 = html.Div('''
Started at:''' + str(datetime.datetime.now())+ " Ended at XXXX" + "Duration: 23min")
textik5 = html.Div('''
Cash start:''' + str(111)+ " Cash final" + "2222")
textik6 = html.Div('''
Open orders:''' + str(len(open_orders)))
textik7 = html.Div('''
Trades:''' + str(len(trades)))
orders_title = dcc.Markdown('## Open orders')
trades_title = dcc.Markdown('## Trades')
## Define the graph
mygraph= dcc.Graph(id = "hlavni-graf", figure=fig)
open_orders_table = dash_table.DataTable(
id="orderstable",
data=open_orders_df.to_dict('records'),
columns=[{'id': c, 'name': c} for c in open_orders_df.columns],
sort_action="native",
row_selectable="single",
column_selectable=False,
fill_width = False,
filter_action = "native",
style_table={
'height': 500,
'overflowY': 'scroll'
},
style_header={
'backgroundColor': 'lightgrey',
'color': 'black'
},
style_data={
'backgroundColor': 'white',
'color': 'black'
},
style_cell={
'overflow': 'hidden',
'textOverflow': 'ellipsis',
'maxWidth': 220,
'minWidth': 5,
'width': 5
}
)
trades_table = dash_table.DataTable(
id="tradestable",
data=trade_df.to_dict('records'),
columns=[{'id': c, 'name': c} for c in trade_df.columns],
sort_action="native",
row_selectable="single",
column_selectable=False,
fill_width = False,
filter_action = "native",
style_table={
'height': 500,
'overflowY': 'scroll'
},
style_header={
'backgroundColor': 'lightgrey',
'color': 'black'
},
style_data={
'backgroundColor': 'white',
'color': 'black'
},
style_cell={
'overflow': 'hidden',
'textOverflow': 'ellipsis',
'maxWidth': 220,
'minWidth': 5,
'width': 5
}
# page_size=15
)
@app.callback(Output("tradestable", "style_data_conditional"),
Input("hlavni-graf", "hoverData"))
def highlight(hoverData):
#print(hoverData)
if hoverData is None:
return None
try:
row = hoverData["points"][0]["customdata"]
except KeyError:
return None
#print(row)
#print({"if": {"filter_query": "{{orderid}}={}".format(row)}, "backgroundColor": "lightgrey"})
return [
{"if": {"filter_query": "{{orderid}}={}".format(row)}, "backgroundColor": "lightgrey"}
]
@app.callback(Output("orderstable", "style_data_conditional"),
Input("hlavni-graf", "hoverData"))
def highlight(hoverData):
#print(hoverData)
if hoverData is None:
return None
try:
row = hoverData["points"][0]["customdata"]
except KeyError:
return None
#print(row)
#print({"if": {"filter_query": "{{orderid}}={}".format(row)}, "backgroundColor": "lightgrey"})
return [
{"if": {"filter_query": "{{orderid}}={}".format(row)}, "backgroundColor": "lightgrey"}
]
@app.callback(
Output('saved', 'children'),
Input('save', 'n_clicks'),
)
def save_result(n_clicks):
if n_clicks == 0:
return 'not saved'
else:
bt_dir = "backtestresults/"+ state.symbol + str(datetime.datetime.now())
make_static(f'http://127.0.0.1:{port}/', bt_dir)
return 'saved'
## Customize your layout
app.layout = dbc.Container([mytitle,button,saved, textik1, textik2, textik3, textik4, textik5, textik6,textik7, mygraph, trades_title, trades_table, orders_title, open_orders_table])
if __name__ == '__main__':
port = 9050
app.run_server(debug=True, port = port)
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