(feat) add visualizations for backtesting

This commit is contained in:
cardosofede
2024-05-16 18:21:37 -04:00
parent 810642df37
commit 4ba64bfbd4
4 changed files with 83 additions and 0 deletions

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from plotly.subplots import make_subplots
from frontend.visualization.candles import get_candlestick_trace
from frontend.visualization.executors import add_executors_trace
from frontend.visualization.pnl import get_pnl_trace
from frontend.visualization.theme import get_default_layout
def create_backtesting_figure(df, executors, config):
# Create subplots
fig = make_subplots(rows=2, cols=1, shared_xaxes=True,
vertical_spacing=0.02, subplot_titles=('Candlestick', 'PNL Quote'),
row_heights=[0.7, 0.3])
# Add candlestick trace
fig.add_trace(get_candlestick_trace(df), row=1, col=1)
# Add executors trace
fig = add_executors_trace(fig, executors, row=1, col=1)
# Add PNL trace
fig.add_trace(get_pnl_trace(executors), row=2, col=1)
# Apply the theme layout
layout_settings = get_default_layout(f"Trading Pair: {config['trading_pair']}")
layout_settings["showlegend"] = False
fig.update_layout(**layout_settings)
# Update axis properties
fig.update_xaxes(rangeslider_visible=False, row=1, col=1)
fig.update_xaxes(row=2, col=1)
fig.update_yaxes(title_text="Price", row=1, col=1)
fig.update_yaxes(title_text="PNL", row=2, col=1)
return fig