(feat) add input components

frontend/components/backtesting.py

@@ -1,15 +1,17 @@
 import streamlit as st
-from datetime import datetime
+from datetime import datetime, timedelta
 
 
 def backtesting_section(inputs, backend_api_client):
     c1, c2, c3, c4, c5 = st.columns(5)
+    default_end_time = datetime.now().date()
+    default_start_time = default_end_time - timedelta(days=2)
     with c1:
-        start_date = st.date_input("Start Date", datetime(2024, 5, 1))
+        start_date = st.date_input("Start Date", default_start_time)
     with c2:
-        end_date = st.date_input("End Date", datetime(2024, 5, 2))
+        end_date = st.date_input("End Date", default_end_time)
     with c3:
-        backtesting_resolution = st.selectbox("Backtesting Resolution", options=["1m", "3m", "5m", "15m", "30m"], index=1)
+        backtesting_resolution = st.selectbox("Backtesting Resolution", options=["1m", "3m", "5m", "15m", "30m", "1h", "1s"], index=0)
     with c4:
         trade_cost = st.number_input("Trade Cost (%)", min_value=0.0, value=0.06, step=0.01, format="%.2f")
     with c5:
@@ -25,4 +27,5 @@ def backtesting_section(inputs, backend_api_client):
             trade_cost=trade_cost / 100,
             config=inputs,
         )
+
         return backtesting_results

frontend/components/executors_distribution.py

@@ -0,0 +1,49 @@
+import streamlit as st
+from frontend.components.st_inputs import get_distribution, normalize, distribution_inputs
+
+
+def get_executors_distribution_inputs():
+    with st.expander("Executors Configuration", expanded=True):
+        col_buy, col_sell = st.columns(2)
+        with col_buy:
+            st.header("Buy Order Settings")
+            buy_order_levels = st.number_input("Number of Buy Order Levels", min_value=1, value=2,
+                                               help="Enter the number of buy order levels (e.g., 2).")
+        with col_sell:
+            st.header("Sell Order Settings")
+            sell_order_levels = st.number_input("Number of Sell Order Levels", min_value=1, value=2,
+                                                help="Enter the number of sell order levels (e.g., 2).")
+        col_buy_spreads, col_buy_amounts, col_sell_spreads, col_sell_amounts = st.columns(4)
+        with col_buy_spreads:
+            buy_spread_dist_type, buy_spread_start, buy_spread_base, buy_spread_scaling, buy_spread_step, buy_spread_ratio, buy_manual_spreads = distribution_inputs(
+                col_buy_spreads, "Spread", buy_order_levels)
+        with col_buy_amounts:
+            buy_amount_dist_type, buy_amount_start, buy_amount_base, buy_amount_scaling, buy_amount_step, buy_amount_ratio, buy_manual_amounts = distribution_inputs(
+                col_buy_amounts, "Amount", buy_order_levels)
+        with col_sell_spreads:
+            sell_spread_dist_type, sell_spread_start, sell_spread_base, sell_spread_scaling, sell_spread_step, sell_spread_ratio, sell_manual_spreads = distribution_inputs(
+                col_sell_spreads, "Spread", sell_order_levels)
+        with col_sell_amounts:
+            sell_amount_dist_type, sell_amount_start, sell_amount_base, sell_amount_scaling, sell_amount_step, sell_amount_ratio, sell_manual_amounts = distribution_inputs(
+                col_sell_amounts, "Amount", sell_order_levels)
+
+    # Generate distributions
+    buy_spread_distributions = get_distribution(buy_spread_dist_type, buy_order_levels, buy_spread_start,
+                                                buy_spread_base, buy_spread_scaling, buy_spread_step, buy_spread_ratio,
+                                                buy_manual_spreads)
+    sell_spread_distributions = get_distribution(sell_spread_dist_type, sell_order_levels, sell_spread_start,
+                                                 sell_spread_base, sell_spread_scaling, sell_spread_step,
+                                                 sell_spread_ratio, sell_manual_spreads)
+
+    buy_amount_distributions = get_distribution(buy_amount_dist_type, buy_order_levels, buy_amount_start, buy_amount_base, buy_amount_scaling,
+                         buy_amount_step, buy_amount_ratio, buy_manual_amounts)
+    sell_amount_distributions = get_distribution(sell_amount_dist_type, sell_order_levels, sell_amount_start, sell_amount_base,
+                         sell_amount_scaling, sell_amount_step, sell_amount_ratio, sell_manual_amounts)
+
+    # Normalize and calculate order amounts
+    all_orders_amount_normalized = normalize(buy_amount_distributions + sell_amount_distributions)
+    buy_order_amounts_pct = [amount for amount in all_orders_amount_normalized[:buy_order_levels]]
+    sell_order_amounts_pct = [amount for amount in all_orders_amount_normalized[buy_order_levels:]]
+    buy_spread_distributions = [spread / 100 for spread in buy_spread_distributions]
+    sell_spread_distributions = [spread / 100 for spread in sell_spread_distributions]
+    return buy_spread_distributions, sell_spread_distributions, buy_order_amounts_pct, sell_order_amounts_pct

frontend/components/market_making_general_inputs.py

@@ -0,0 +1,28 @@
+import streamlit as st
+
+
+def get_market_making_general_inputs():
+    with st.expander("General Settings", expanded=True):
+        c1, c2, c3, c4, c5, c6, c7 = st.columns(7)
+        with c1:
+            connector_name = st.text_input("Connector", value="binance_perpetual",
+                                           help="Enter the name of the exchange to trade on (e.g., binance_perpetual).")
+        with c2:
+            trading_pair = st.text_input("Trading Pair", value="WLD-USDT",
+                                         help="Enter the trading pair to trade on (e.g., WLD-USDT).")
+        with c3:
+            leverage = st.number_input("Leverage", value=20,
+                                       help="Set the leverage to use for trading (e.g., 20 for 20x leverage). Set it to 1 for spot trading.")
+        with c4:
+            total_amount_quote = st.number_input("Total amount of quote", value=1000,
+                                                 help="Enter the total amount in quote asset to use for trading (e.g., 1000).")
+        with c5:
+            position_mode = st.selectbox("Position Mode", ("HEDGE", "ONEWAY"), index=0,
+                                         help="Enter the position mode (HEDGE/ONEWAY).")
+        with c6:
+            cooldown_time = st.number_input("Cooldown Time (minutes)", value=60,
+                                            help="Specify the cooldown time in minutes (e.g., 60).") * 60
+        with c7:
+            executor_refresh_time = st.number_input("Executor Refresh Time (minutes)", value=60,
+                                                    help="Enter the refresh time in minutes for executors (e.g., 60).") * 60
+    return connector_name, trading_pair, leverage, total_amount_quote, position_mode, cooldown_time, executor_refresh_time

frontend/components/risk_management.py

@@ -0,0 +1,27 @@
+import streamlit as st
+from hummingbot.connector.connector_base import OrderType
+
+
+def get_risk_management_inputs():
+    with st.expander("Risk Management", expanded=True):
+        c1, c2, c3, c4, c5, c6 = st.columns(6)
+        with c1:
+            sl = st.number_input("Stop Loss (%)", min_value=0.0, max_value=100.0, value=3.0, step=0.1,
+                                 help="Enter the stop loss as a percentage (e.g., 2.0 for 2%).") / 100
+        with c2:
+            tp = st.number_input("Take Profit (%)", min_value=0.0, max_value=100.0, value=2.0, step=0.1,
+                                 help="Enter the take profit as a percentage (e.g., 3.0 for 3%).") / 100
+        with c3:
+            time_limit = st.number_input("Time Limit (minutes)", min_value=0, value=60 * 6,
+                                         help="Enter the time limit in minutes (e.g., 360 for 6 hours).") * 60
+        with c4:
+            ts_ap = st.number_input("Trailing Stop Act. Price (%)", min_value=0.0, max_value=100.0, value=1.8,
+                                    step=0.1,
+                                    help="Enter the tr  ailing stop activation price as a percentage (e.g., 1.0 for 1%).") / 100
+        with c5:
+            ts_delta = st.number_input("Trailing Stop Delta (%)", min_value=0.0, max_value=100.0, value=0.2, step=0.1,
+                                       help="Enter the trailing stop delta as a percentage (e.g., 0.3 for 0.3%).") / 100
+        with c6:
+            take_profit_order_type = st.selectbox("Take Profit Order Type", (OrderType.LIMIT, OrderType.MARKET),
+                                                  help="Enter the order type for taking profit (LIMIT/MARKET).")
+    return sl, tp, time_limit, ts_ap, ts_delta, take_profit_order_type

frontend/components/st_inputs.py

@@ -6,7 +6,7 @@ from hummingbot.strategy_v2.utils.distributions import Distributions
 
 def normalize(values):
     total = sum(values)
-    return [Decimal(val / total) for val in values]
+    return [val / total for val in values]
 
 
 def distribution_inputs(column, dist_type_name, levels=3):