diff --git a/pages/strategy_performance/app.py b/pages/strategy_performance/app.py index a74f73e..eff2af6 100644 --- a/pages/strategy_performance/app.py +++ b/pages/strategy_performance/app.py @@ -390,10 +390,10 @@ if selected_db is not None: st.plotly_chart(intraday_performance(page_data_filtered.trade_fill), use_container_width=True) st.plotly_chart(returns_histogram(page_data_filtered.trade_fill), use_container_width=True) with table_tab: - st.dataframe(page_data_filtered.trade_fill[["timestamp", "realized_pnl"]].dropna(subset="realized_pnl"), + st.dataframe(page_data_filtered.trade_fill[["timestamp", "gross_pnl", "trade_fee", "realized_pnl"]].dropna(subset="realized_pnl"), use_container_width=True, hide_index=True, - height=candles_chart.layout.height - 180) + height=(min(len(page_data_filtered.trade_fill) * 39, candles_chart.layout.height - 180))) else: st.plotly_chart(candles_graph(candles_df, page_data_filtered), use_container_width=True) else: diff --git a/utils/database_manager.py b/utils/database_manager.py index 4570bf9..18f003f 100644 --- a/utils/database_manager.py +++ b/utils/database_manager.py @@ -158,6 +158,8 @@ class DatabaseManager: trade_fills["realized_trade_pnl"] = trade_fills["unrealized_trade_pnl"] + trade_fills["inventory_cost"] trade_fills["net_realized_pnl"] = trade_fills["realized_trade_pnl"] - trade_fills["cum_fees_in_quote"] trade_fills["realized_pnl"] = trade_fills["net_realized_pnl"].diff() + trade_fills["gross_pnl"] = trade_fills["realized_trade_pnl"].diff() + trade_fills["trade_fee"] = trade_fills["cum_fees_in_quote"].diff() trade_fills["timestamp"] = pd.to_datetime(trade_fills["timestamp"], unit="ms") trade_fills["market"] = trade_fills["market"].apply(lambda x: x.lower().replace("_papertrade", "")) trade_fills["quote_volume"] = trade_fills["price"] * trade_fills["amount"]