mirror of
https://github.com/aljazceru/hummingbot-dashboard.git
synced 2026-01-21 14:14:28 +01:00
Merge pull request #137 from hummingbot/feat/revamp_dashboard
Feat/revamp dashboard
This commit is contained in:
@@ -1,5 +1,5 @@
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[theme]
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base="light"
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base="dark"
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font="monospace"
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[server]
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port=8501
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10
CONFIG.py
10
CONFIG.py
@@ -1,3 +1,10 @@
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import os
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from dotenv import load_dotenv
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load_dotenv()
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MINER_COINS = ["Algorand", "Avalanche", "DAO Maker", "Faith Tribe", "Fear", "Frontier",
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"Harmony", "Hot Cross", "HUMAN Protocol", "Oddz", "Shera", "Firo",
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"Vesper Finance", "Youclout", "Nimiq"]
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@@ -12,3 +19,6 @@ CERTIFIED_EXCHANGES = ["ascendex", "binance", "bybit", "gate.io", "hitbtc", "huo
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CERTIFIED_STRATEGIES = ["xemm", "cross exchange market making", "pmm", "pure market making"]
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AUTH_SYSTEM_ENABLED = False
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BACKEND_API_HOST = os.getenv("BACKEND_API_HOST", "127.0.0.1")
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BACKEND_API_PORT = os.getenv("BACKEND_API_PORT", 8000)
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@@ -39,18 +39,11 @@ ENV COMMIT_SHA=${COMMIT}
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ENV COMMIT_BRANCH=${BRANCH}
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ENV BUILD_DATE=${DATE}
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ENV INSTALLATION_TYPE=docker
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# Install system dependencies
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RUN apt-get update && \
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apt-get install -y curl && \
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rm -rf /var/lib/apt/lists/*
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# Install Docker CLI
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RUN curl -fsSL https://get.docker.com -o get-docker.sh && \
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sh get-docker.sh && \
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rm get-docker.sh
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# Create mount points
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RUN mkdir -p /home/dashboard/data
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10
Makefile
10
Makefile
@@ -1,19 +1,19 @@
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.ONESHELL:
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.PHONY: run
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.PHONY: conda_remove
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.PHONY: conda_create
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.PHONY: uninstall
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.PHONY: install
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run:
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streamlit run main.py
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env_remove:
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uninstall:
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conda env remove -n dashboard
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env_create:
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install:
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conda env create -f environment_conda.yml
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docker_build:
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docker build -t dashboard:latest .
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docker build -t hummingbot/dashboard:latest .
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docker_run:
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docker run -p 8501:8501 dashboard:latest
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281
backend/services/backend_api_client.py
Normal file
281
backend/services/backend_api_client.py
Normal file
@@ -0,0 +1,281 @@
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import pandas as pd
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import requests
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from hummingbot.strategy_v2.models.executors_info import ExecutorInfo
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class BackendAPIClient:
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"""
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This class is a client to interact with the backend API. The Backend API is a REST API that provides endpoints to
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create new Hummingbot instances, start and stop them, add new script and controller config files, and get the status
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of the active bots.
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"""
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_shared_instance = None
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@classmethod
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def get_instance(cls, *args, **kwargs) -> "MarketsRecorder":
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if cls._shared_instance is None:
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cls._shared_instance = BackendAPIClient(*args, **kwargs)
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return cls._shared_instance
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def __init__(self, host: str = "localhost", port: int = 8000):
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self.host = host
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self.port = port
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self.base_url = f"http://{self.host}:{self.port}"
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def is_docker_running(self):
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"""Check if Docker is running."""
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url = f"{self.base_url}/is-docker-running"
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response = requests.get(url)
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return response.json()
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def pull_image(self, image_name: str):
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"""Pull a Docker image."""
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url = f"{self.base_url}/pull-image/"
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payload = {"image_name": image_name}
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response = requests.post(url, json=payload)
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return response.json()
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def list_available_images(self, image_name: str):
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"""List available images by name."""
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url = f"{self.base_url}/available-images/{image_name}"
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response = requests.get(url)
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return response.json()
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def list_active_containers(self):
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"""List all active containers."""
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url = f"{self.base_url}/active-containers"
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response = requests.get(url)
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return response.json()
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def list_exited_containers(self):
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"""List all exited containers."""
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url = f"{self.base_url}/exited-containers"
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response = requests.get(url)
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return response.json()
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def clean_exited_containers(self):
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"""Clean up exited containers."""
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url = f"{self.base_url}/clean-exited-containers"
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response = requests.post(url)
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return response.json()
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def remove_container(self, container_name: str, archive_locally: bool = True, s3_bucket: str = None):
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"""Remove a specific container."""
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url = f"{self.base_url}/remove-container/{container_name}"
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params = {"archive_locally": archive_locally}
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if s3_bucket:
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params["s3_bucket"] = s3_bucket
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response = requests.post(url, params=params)
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return response.json()
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def stop_container(self, container_name: str):
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"""Stop a specific container."""
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url = f"{self.base_url}/stop-container/{container_name}"
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response = requests.post(url)
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return response.json()
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def start_container(self, container_name: str):
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"""Start a specific container."""
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url = f"{self.base_url}/start-container/{container_name}"
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response = requests.post(url)
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return response.json()
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def create_hummingbot_instance(self, instance_config: dict):
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"""Create a new Hummingbot instance."""
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url = f"{self.base_url}/create-hummingbot-instance"
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response = requests.post(url, json=instance_config)
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return response.json()
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def start_bot(self, start_bot_config: dict):
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"""Start a Hummingbot bot."""
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url = f"{self.base_url}/start-bot"
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response = requests.post(url, json=start_bot_config)
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return response.json()
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def stop_bot(self, bot_name: str, skip_order_cancellation: bool = False, async_backend: bool = True):
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"""Stop a Hummingbot bot."""
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url = f"{self.base_url}/stop-bot"
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response = requests.post(url, json={"bot_name": bot_name, "skip_order_cancellation": skip_order_cancellation, "async_backend": async_backend})
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return response.json()
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def import_strategy(self, strategy_config: dict):
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"""Import a trading strategy to a bot."""
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url = f"{self.base_url}/import-strategy"
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response = requests.post(url, json=strategy_config)
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return response.json()
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def get_bot_status(self, bot_name: str):
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"""Get the status of a bot."""
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url = f"{self.base_url}/get-bot-status/{bot_name}"
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response = requests.get(url)
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if response.status_code == 200:
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return response.json()
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else:
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return {"status": "error", "data": "Bot not found"}
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def get_bot_history(self, bot_name: str):
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"""Get the historical data of a bot."""
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url = f"{self.base_url}/get-bot-history/{bot_name}"
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response = requests.get(url)
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return response.json()
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def get_active_bots_status(self):
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"""
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Retrieve the cached status of all active bots.
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Returns a JSON response with the status and data of active bots.
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"""
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url = f"{self.base_url}/get-active-bots-status"
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response = requests.get(url)
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if response.status_code == 200:
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return response.json() # Successful request
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else:
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return {"status": "error", "data": "No active bots found"}
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def get_all_controllers_config(self):
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"""Get all controller configurations."""
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url = f"{self.base_url}/all-controller-configs"
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response = requests.get(url)
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return response.json()
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def get_available_images(self, image_name: str = "hummingbot"):
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"""Get available images."""
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url = f"{self.base_url}/available-images/{image_name}"
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response = requests.get(url)
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return response.json()["available_images"]
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def add_script_config(self, script_config: dict):
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"""Add a new script configuration."""
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url = f"{self.base_url}/add-script-config"
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response = requests.post(url, json=script_config)
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return response.json()
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def add_controller_config(self, controller_config: dict):
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"""Add a new controller configuration."""
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url = f"{self.base_url}/add-controller-config"
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config = {
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"name": controller_config["id"],
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"content": controller_config
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}
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response = requests.post(url, json=config)
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return response.json()
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def get_real_time_candles(self, connector: str, trading_pair: str, interval: str, max_records: int):
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"""Get candles data."""
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url = f"{self.base_url}/real-time-candles"
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payload = {
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"connector": connector,
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"trading_pair": trading_pair,
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"interval": interval,
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"max_records": max_records
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}
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response = requests.post(url, json=payload)
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return response.json()
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def get_historical_candles(self, connector: str, trading_pair: str, interval: str, start_time: int, end_time: int):
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"""Get historical candles data."""
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url = f"{self.base_url}/historical-candles"
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payload = {
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"connector": connector,
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"trading_pair": trading_pair,
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"interval": interval,
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"start_time": start_time,
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"end_time": end_time
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}
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response = requests.post(url, json=payload)
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return response.json()
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def run_backtesting(self, start_time: int, end_time: int, backtesting_resolution: str, trade_cost: float, config: dict):
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"""Run backtesting."""
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url = f"{self.base_url}/run-backtesting"
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payload = {
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"start_time": start_time,
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"end_time": end_time,
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"backtesting_resolution": backtesting_resolution,
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"trade_cost": trade_cost,
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"config": config
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}
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response = requests.post(url, json=payload)
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backtesting_results = response.json()
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if "processed_data" not in backtesting_results:
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data = None
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else:
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data = pd.DataFrame(backtesting_results["processed_data"])
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return {
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"processed_data": data,
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"executors": [ExecutorInfo(**executor) for executor in backtesting_results["executors"]],
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"results": backtesting_results["results"]
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}
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def get_all_configs_from_bot(self, bot_name: str):
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"""Get all configurations from a bot."""
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url = f"{self.base_url}/all-controller-configs/bot/{bot_name}"
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response = requests.get(url)
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return response.json()
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def stop_controller_from_bot(self, bot_name: str, controller_id: str):
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"""Stop a controller from a bot."""
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config = {"manual_kill_switch": True}
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url = f"{self.base_url}/update-controller-config/bot/{bot_name}/{controller_id}"
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response = requests.post(url, json=config)
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return response.json()
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def start_controller_from_bot(self, bot_name: str, controller_id: str):
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"""Start a controller from a bot."""
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config = {"manual_kill_switch": False}
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url = f"{self.base_url}/update-controller-config/bot/{bot_name}/{controller_id}"
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response = requests.post(url, json=config)
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return response.json()
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def get_connector_config_map(self, connector_name: str):
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"""Get connector configuration map."""
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url = f"{self.base_url}/connector-config-map/{connector_name}"
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response = requests.get(url)
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return response.json()
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def get_all_connectors_config_map(self):
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"""Get all connector configuration maps."""
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url = f"{self.base_url}/all-connectors-config-map"
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response = requests.get(url)
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||||
return response.json()
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||||
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||||
def add_account(self, account_name: str):
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||||
"""Add a new account."""
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||||
url = f"{self.base_url}/add-account"
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||||
response = requests.post(url, params={"account_name": account_name})
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||||
return response.json()
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||||
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||||
def delete_account(self, account_name: str):
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||||
"""Delete an account."""
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||||
url = f"{self.base_url}/delete-account/"
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||||
response = requests.post(url, params={"account_name": account_name})
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||||
return response.json()
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||||
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||||
def delete_credential(self, account_name: str, connector_name: str):
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||||
"""Delete credentials."""
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||||
url = f"{self.base_url}/delete-credential/{account_name}/{connector_name}"
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||||
response = requests.post(url)
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||||
return response.json()
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||||
|
||||
def add_connector_keys(self, account_name: str, connector_name: str, connector_config: dict):
|
||||
"""Add connector keys."""
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||||
url = f"{self.base_url}/add-connector-keys/{account_name}/{connector_name}"
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||||
response = requests.post(url, json=connector_config)
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||||
return response.json()
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||||
|
||||
def get_accounts(self):
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||||
"""Get available credentials."""
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||||
url = f"{self.base_url}/list-accounts"
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||||
response = requests.get(url)
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||||
return response.json()
|
||||
|
||||
def get_credentials(self, account_name: str):
|
||||
"""Get available credentials."""
|
||||
url = f"{self.base_url}/list-credentials/{account_name}"
|
||||
response = requests.get(url)
|
||||
return response.json()
|
||||
|
||||
def get_all_balances(self):
|
||||
"""Get all balances."""
|
||||
url = f"{self.base_url}/get-all-balances"
|
||||
response = requests.get(url)
|
||||
return response.json()
|
||||
@@ -5,7 +5,7 @@ import pandas as pd
|
||||
import re
|
||||
|
||||
|
||||
class CoinGeckoUtils:
|
||||
class CoinGeckoClient:
|
||||
def __init__(self):
|
||||
self.connector = CoinGeckoAPI()
|
||||
|
||||
@@ -3,7 +3,7 @@ import requests
|
||||
from glom import *
|
||||
|
||||
|
||||
class MinerUtils:
|
||||
class MinerClient:
|
||||
MARKETS_ENDPOINT = "https://api.hummingbot.io/bounty/markets"
|
||||
|
||||
@staticmethod
|
||||
@@ -10,9 +10,9 @@ from typing import Optional
|
||||
import pandas as pd
|
||||
from pydantic import Field
|
||||
|
||||
from hummingbot.smart_components.executors.position_executor.position_executor import PositionExecutor
|
||||
from hummingbot.smart_components.strategy_frameworks.data_types import OrderLevel
|
||||
from hummingbot.smart_components.strategy_frameworks.directional_trading.directional_trading_controller_base import (
|
||||
from hummingbot.strategy_v2.executors.position_executor.position_executor import PositionExecutor
|
||||
from hummingbot.strategy_v2.strategy_frameworks.data_types import OrderLevel
|
||||
from hummingbot.strategy_v2.strategy_frameworks.directional_trading.directional_trading_controller_base import (
|
||||
DirectionalTradingControllerBase,
|
||||
DirectionalTradingControllerConfigBase,
|
||||
)
|
||||
@@ -100,9 +100,9 @@ from decimal import Decimal
|
||||
|
||||
from hummingbot.core.data_type.common import PositionMode, TradeType, OrderType
|
||||
from hummingbot.data_feed.candles_feed.candles_factory import CandlesConfig
|
||||
from hummingbot.smart_components.strategy_frameworks.data_types import TripleBarrierConf, OrderLevel
|
||||
from hummingbot.smart_components.strategy_frameworks.directional_trading import DirectionalTradingBacktestingEngine
|
||||
from hummingbot.smart_components.utils.config_encoder_decoder import ConfigEncoderDecoder
|
||||
from hummingbot.strategy_v2.strategy_frameworks.data_types import TripleBarrierConf, OrderLevel
|
||||
from hummingbot.strategy_v2.strategy_frameworks.directional_trading import DirectionalTradingBacktestingEngine
|
||||
from hummingbot.strategy_v2.utils.config_encoder_decoder import ConfigEncoderDecoder
|
||||
from optuna import TrialPruned
|
||||
|
||||
from quants_lab.controllers.{strategy_module} import {strategy_cls.__name__}, {strategy_config.__name__}
|
||||
@@ -6,8 +6,6 @@ import pandas as pd
|
||||
from sqlalchemy import create_engine, text
|
||||
from sqlalchemy.orm import sessionmaker
|
||||
|
||||
from utils.data_manipulation import StrategyData
|
||||
|
||||
|
||||
class OptunaDBManager:
|
||||
def __init__(self, db_name, db_root_path: Optional[str]):
|
||||
@@ -5,11 +5,10 @@ import inspect
|
||||
import os
|
||||
|
||||
import pandas as pd
|
||||
from hummingbot.smart_components.strategy_frameworks.directional_trading import DirectionalTradingControllerBase, DirectionalTradingControllerConfigBase
|
||||
|
||||
import yaml
|
||||
from hummingbot.smart_components.strategy_frameworks.market_making import MarketMakingControllerBase, \
|
||||
MarketMakingControllerConfigBase
|
||||
from hummingbot.strategy_v2.controllers.directional_trading_controller_base import DirectionalTradingControllerBase, DirectionalTradingControllerConfigBase
|
||||
from hummingbot.strategy_v2.controllers.market_making_controller_base import MarketMakingControllerBase, MarketMakingControllerConfigBase
|
||||
|
||||
|
||||
def remove_files_from_directory(directory: str):
|
||||
@@ -4,13 +4,13 @@ channels:
|
||||
- conda-forge
|
||||
dependencies:
|
||||
- python=3.10
|
||||
- sqlalchemy
|
||||
- pydantic=1.9.*
|
||||
- sqlalchemy=1.4
|
||||
- pip
|
||||
- pip:
|
||||
- hummingbot
|
||||
- streamlit
|
||||
- streamlit==1.33.0
|
||||
- watchdog
|
||||
- python-dotenv
|
||||
- plotly
|
||||
- pycoingecko
|
||||
- glom
|
||||
@@ -18,14 +18,11 @@ dependencies:
|
||||
- statsmodels
|
||||
- pandas_ta==0.3.14b
|
||||
- pyyaml
|
||||
- commlib-py
|
||||
- jupyter
|
||||
- optuna
|
||||
- optuna-dashboard
|
||||
- pathlib
|
||||
- streamlit-ace
|
||||
- st-pages
|
||||
- streamlit-elements==0.1.*
|
||||
- streamlit-authenticator
|
||||
- git+https://github.com/hummingbot/hbot-remote-client-py.git
|
||||
- git+https://github.com/hummingbot/docker-manager.git
|
||||
- pydantic==1.10.4
|
||||
|
||||
38
frontend/components/backtesting.py
Normal file
38
frontend/components/backtesting.py
Normal file
@@ -0,0 +1,38 @@
|
||||
import streamlit as st
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
|
||||
def backtesting_section(inputs, backend_api_client):
|
||||
st.write("### Backtesting")
|
||||
c1, c2, c3, c4, c5 = st.columns(5)
|
||||
default_end_time = datetime.now().date() - timedelta(days=1)
|
||||
default_start_time = default_end_time - timedelta(days=2)
|
||||
with c1:
|
||||
start_date = st.date_input("Start Date", default_start_time)
|
||||
with c2:
|
||||
end_date = st.date_input("End Date", default_end_time,
|
||||
help="End date is inclusive, make sure that you are not including the current date.")
|
||||
with c3:
|
||||
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:
|
||||
run_backtesting = st.button("Run Backtesting")
|
||||
|
||||
if run_backtesting:
|
||||
start_datetime = datetime.combine(start_date, datetime.min.time())
|
||||
end_datetime = datetime.combine(end_date, datetime.max.time())
|
||||
backtesting_results = backend_api_client.run_backtesting(
|
||||
start_time=int(start_datetime.timestamp()) * 1000,
|
||||
end_time=int(end_datetime.timestamp()) * 1000,
|
||||
backtesting_resolution=backtesting_resolution,
|
||||
trade_cost=trade_cost / 100,
|
||||
config=inputs,
|
||||
)
|
||||
if len(backtesting_results["processed_data"]) == 0:
|
||||
st.error("No trades were executed during the backtesting period.")
|
||||
return None
|
||||
if len(backtesting_results["executors"]) == 0:
|
||||
st.error("No executors were found during the backtesting period.")
|
||||
return None
|
||||
return backtesting_results
|
||||
285
frontend/components/bot_performance_card.py
Normal file
285
frontend/components/bot_performance_card.py
Normal file
@@ -0,0 +1,285 @@
|
||||
import time
|
||||
|
||||
from streamlit_elements import mui
|
||||
|
||||
from CONFIG import BACKEND_API_HOST, BACKEND_API_PORT
|
||||
from frontend.components.dashboard import Dashboard
|
||||
|
||||
from backend.services.backend_api_client import BackendAPIClient
|
||||
|
||||
TRADES_TO_SHOW = 5
|
||||
WIDE_COL_WIDTH = 250
|
||||
MEDIUM_COL_WIDTH = 170
|
||||
SMALL_COL_WIDTH = 100
|
||||
backend_api_client = BackendAPIClient.get_instance(host=BACKEND_API_HOST, port=BACKEND_API_PORT)
|
||||
|
||||
|
||||
def stop_bot(bot_name):
|
||||
backend_api_client.stop_bot(bot_name)
|
||||
|
||||
|
||||
def archive_bot(bot_name):
|
||||
backend_api_client.stop_container(bot_name)
|
||||
backend_api_client.remove_container(bot_name)
|
||||
|
||||
|
||||
class BotPerformanceCardV2(Dashboard.Item):
|
||||
DEFAULT_COLUMNS = [
|
||||
{"field": 'id', "headerName": 'ID', "width": WIDE_COL_WIDTH},
|
||||
{"field": 'realized_pnl_quote', "headerName": 'Realized PNL ($)', "width": MEDIUM_COL_WIDTH, "editable": False},
|
||||
{"field": 'unrealized_pnl_quote', "headerName": 'Unrealized PNL ($)', "width": MEDIUM_COL_WIDTH, "editable": False},
|
||||
{"field": 'global_pnl_quote', "headerName": 'NET PNL ($)', "width": MEDIUM_COL_WIDTH, "editable": False},
|
||||
{"field": 'volume_traded', "headerName": 'Volume ($)', "width": MEDIUM_COL_WIDTH, "editable": False},
|
||||
{"field": 'open_order_volume', "headerName": 'Open Order Volume ($)', "width": MEDIUM_COL_WIDTH, "editable": False},
|
||||
{"field": 'imbalance', "headerName": 'Imbalance ($)', "width": MEDIUM_COL_WIDTH, "editable": False},
|
||||
]
|
||||
_active_controller_config_selected = []
|
||||
_stopped_controller_config_selected = []
|
||||
|
||||
def __init__(self, *args, **kwargs):
|
||||
super().__init__(*args, **kwargs)
|
||||
self._backend_api_client = BackendAPIClient.get_instance(host=BACKEND_API_HOST, port=BACKEND_API_PORT)
|
||||
|
||||
def _handle_stopped_row_selection(self, params, _):
|
||||
self._stopped_controller_config_selected = params
|
||||
|
||||
def _handle_active_row_selection(self, params, _):
|
||||
self._active_controller_config_selected = params
|
||||
|
||||
def _handle_errors_row_selection(self, params, _):
|
||||
self._error_controller_config_selected = params
|
||||
|
||||
def stop_active_controllers(self, bot_name):
|
||||
for controller in self._active_controller_config_selected:
|
||||
self._backend_api_client.stop_controller_from_bot(bot_name, controller)
|
||||
|
||||
def stop_errors_controllers(self, bot_name):
|
||||
for controller in self._error_controller_config_selected:
|
||||
self._backend_api_client.stop_controller_from_bot(bot_name, controller)
|
||||
|
||||
def start_controllers(self, bot_name):
|
||||
for controller in self._stopped_controller_config_selected:
|
||||
self._backend_api_client.start_controller_from_bot(bot_name, controller)
|
||||
|
||||
def __call__(self, bot_name: str):
|
||||
try:
|
||||
controller_configs = backend_api_client.get_all_configs_from_bot(bot_name)
|
||||
bot_status = backend_api_client.get_bot_status(bot_name)
|
||||
# Controllers Table
|
||||
active_controllers_list = []
|
||||
stopped_controllers_list = []
|
||||
error_controllers_list = []
|
||||
total_global_pnl_quote = 0
|
||||
total_volume_traded = 0
|
||||
total_open_order_volume = 0
|
||||
total_imbalance = 0
|
||||
total_unrealized_pnl_quote = 0
|
||||
if bot_status.get("status") == "error":
|
||||
with mui.Card(key=self._key,
|
||||
sx={"display": "flex", "flexDirection": "column", "borderRadius": 2, "overflow": "auto"},
|
||||
elevation=2):
|
||||
mui.CardHeader(
|
||||
title=bot_name,
|
||||
subheader="Not Available",
|
||||
avatar=mui.Avatar("🤖", sx={"bgcolor": "red"}),
|
||||
className=self._draggable_class)
|
||||
mui.Alert(f"An error occurred while fetching bot status of the bot {bot_name}. Please check the bot client.", severity="error")
|
||||
else:
|
||||
bot_data = bot_status.get("data")
|
||||
is_running = bot_data.get("status") == "running"
|
||||
performance = bot_data.get("performance")
|
||||
if is_running:
|
||||
for controller, inner_dict in performance.items():
|
||||
controller_status = inner_dict.get("status")
|
||||
if controller_status == "error":
|
||||
error_controllers_list.append(
|
||||
{"id": controller, "error": inner_dict.get("error")})
|
||||
continue
|
||||
controller_performance = inner_dict.get("performance")
|
||||
controller_config = next((config for config in controller_configs if config.get("id") == controller), {})
|
||||
kill_switch_status = True if controller_config.get("manual_kill_switch") is True else False
|
||||
realized_pnl_quote = controller_performance.get("realized_pnl_quote", 0)
|
||||
unrealized_pnl_quote = controller_performance.get("unrealized_pnl_quote", 0)
|
||||
global_pnl_quote = controller_performance.get("global_pnl_quote", 0)
|
||||
volume_traded = controller_performance.get("volume_traded", 0)
|
||||
open_order_volume = controller_performance.get("open_order_volume", 0)
|
||||
imbalance = controller_performance.get("imbalance", 0)
|
||||
controller_info = {
|
||||
"id": controller,
|
||||
"realized_pnl_quote": realized_pnl_quote,
|
||||
"unrealized_pnl_quote": unrealized_pnl_quote,
|
||||
"global_pnl_quote": global_pnl_quote,
|
||||
"volume_traded": volume_traded,
|
||||
"open_order_volume": open_order_volume,
|
||||
"imbalance": imbalance,
|
||||
}
|
||||
if kill_switch_status:
|
||||
stopped_controllers_list.append(controller_info)
|
||||
else:
|
||||
active_controllers_list.append(controller_info)
|
||||
total_global_pnl_quote += global_pnl_quote
|
||||
total_volume_traded += volume_traded
|
||||
total_open_order_volume += open_order_volume
|
||||
total_imbalance += imbalance
|
||||
total_unrealized_pnl_quote += unrealized_pnl_quote
|
||||
total_global_pnl_pct = total_global_pnl_quote / total_volume_traded if total_volume_traded > 0 else 0
|
||||
|
||||
if is_running:
|
||||
status = "Running"
|
||||
color = "green"
|
||||
else:
|
||||
status = "Stopped"
|
||||
color = "red"
|
||||
|
||||
with mui.Card(key=self._key,
|
||||
sx={"display": "flex", "flexDirection": "column", "borderRadius": 2, "overflow": "auto"},
|
||||
elevation=2):
|
||||
mui.CardHeader(
|
||||
title=bot_name,
|
||||
subheader=status,
|
||||
avatar=mui.Avatar("🤖", sx={"bgcolor": color}),
|
||||
action=mui.IconButton(mui.icon.Stop, onClick=lambda: stop_bot(bot_name)) if is_running else mui.IconButton(mui.icon.Archive, onClick=lambda: archive_bot(bot_name)),
|
||||
className=self._draggable_class)
|
||||
if is_running:
|
||||
with mui.CardContent(sx={"flex": 1}):
|
||||
with mui.Grid(container=True, spacing=2, sx={"padding": "10px 15px 10px 15px"}):
|
||||
with mui.Grid(item=True, xs=2):
|
||||
with mui.Paper(key=self._key,
|
||||
sx={"display": "flex", "flexDirection": "column", "borderRadius": 3,
|
||||
"overflow": "hidden"},
|
||||
elevation=1):
|
||||
with self.title_bar(padding="10px 15px 10px 15px", dark_switcher=False):
|
||||
mui.Typography("🏦 NET PNL", variant="h6")
|
||||
mui.Typography(f"$ {total_global_pnl_quote:.3f}", variant="h6", sx={"padding": "10px 15px 10px 15px"})
|
||||
with mui.Grid(item=True, xs=2):
|
||||
with mui.Paper(key=self._key,
|
||||
sx={"display": "flex", "flexDirection": "column", "borderRadius": 3,
|
||||
"overflow": "hidden"},
|
||||
elevation=1):
|
||||
with self.title_bar(padding="10px 15px 10px 15px", dark_switcher=False):
|
||||
mui.Typography("📊 NET PNL (%)", variant="h6")
|
||||
mui.Typography(f"{total_global_pnl_pct:.3%}", variant="h6", sx={"padding": "10px 15px 10px 15px"})
|
||||
with mui.Grid(item=True, xs=2):
|
||||
with mui.Paper(key=self._key,
|
||||
sx={"display": "flex", "flexDirection": "column", "borderRadius": 3,
|
||||
"overflow": "hidden"},
|
||||
elevation=1):
|
||||
with self.title_bar(padding="10px 15px 10px 15px", dark_switcher=False):
|
||||
mui.Typography("💸 Volume Traded", variant="h6")
|
||||
mui.Typography(f"$ {total_volume_traded:.2f}", variant="h6", sx={"padding": "10px 15px 10px 15px"})
|
||||
with mui.Grid(item=True, xs=2):
|
||||
with mui.Paper(key=self._key,
|
||||
sx={"display": "flex", "flexDirection": "column", "borderRadius": 3,
|
||||
"overflow": "hidden"},
|
||||
elevation=1):
|
||||
with self.title_bar(padding="10px 15px 10px 15px", dark_switcher=False):
|
||||
mui.Typography("📖 Liquidity Placed", variant="h6")
|
||||
mui.Typography(f"$ {total_open_order_volume:.2f}", variant="h6", sx={"padding": "10px 15px 10px 15px"})
|
||||
with mui.Grid(item=True, xs=2):
|
||||
with mui.Paper(key=self._key,
|
||||
sx={"display": "flex", "flexDirection": "column", "borderRadius": 3,
|
||||
"overflow": "hidden"},
|
||||
elevation=1):
|
||||
with self.title_bar(padding="10px 15px 10px 15px", dark_switcher=False):
|
||||
mui.Typography("💹 Unrealized PNL", variant="h6")
|
||||
mui.Typography(f"$ {total_unrealized_pnl_quote:.2f}", variant="h6", sx={"padding": "10px 15px 10px 15px"})
|
||||
with mui.Grid(item=True, xs=2):
|
||||
with mui.Paper(key=self._key,
|
||||
sx={"display": "flex", "flexDirection": "column", "borderRadius": 3,
|
||||
"overflow": "hidden"},
|
||||
elevation=1):
|
||||
with self.title_bar(padding="10px 15px 10px 15px", dark_switcher=False):
|
||||
mui.Typography("📊 Imbalance", variant="h6")
|
||||
mui.Typography(f"$ {total_imbalance:.2f}", variant="h6", sx={"padding": "10px 15px 10px 15px"})
|
||||
|
||||
with mui.Grid(container=True, spacing=1, sx={"padding": "10px 15px 10px 15px"}):
|
||||
with mui.Grid(item=True, xs=11):
|
||||
with mui.Paper(key=self._key,
|
||||
sx={"display": "flex", "flexDirection": "column", "borderRadius": 3,
|
||||
"overflow": "hidden"},
|
||||
elevation=1):
|
||||
with self.title_bar(padding="10px 15px 10px 15px", dark_switcher=False):
|
||||
mui.Typography("🚀 Active Controllers", variant="h6")
|
||||
mui.DataGrid(
|
||||
rows=active_controllers_list,
|
||||
columns=self.DEFAULT_COLUMNS,
|
||||
autoHeight=True,
|
||||
density="compact",
|
||||
checkboxSelection=True,
|
||||
disableSelectionOnClick=True,
|
||||
onSelectionModelChange=self._handle_active_row_selection,
|
||||
hideFooter=True
|
||||
)
|
||||
with mui.Grid(item=True, xs=1):
|
||||
with mui.Button(onClick=lambda x: self.stop_active_controllers(bot_name),
|
||||
variant="outlined",
|
||||
color="warning",
|
||||
sx={"width": "100%", "height": "100%"}):
|
||||
mui.icon.AddCircleOutline()
|
||||
mui.Typography("Stop")
|
||||
if len(stopped_controllers_list) > 0:
|
||||
with mui.Grid(container=True, spacing=1, sx={"padding": "10px 15px 10px 15px"}):
|
||||
with mui.Grid(item=True, xs=11):
|
||||
with mui.Paper(key=self._key,
|
||||
sx={"display": "flex", "flexDirection": "column", "borderRadius": 3,
|
||||
"overflow": "hidden"},
|
||||
elevation=1):
|
||||
with self.title_bar(padding="10px 15px 10px 15px", dark_switcher=False):
|
||||
mui.Typography("💤 Stopped Controllers", variant="h6")
|
||||
mui.DataGrid(
|
||||
rows=stopped_controllers_list,
|
||||
columns=self.DEFAULT_COLUMNS,
|
||||
autoHeight=True,
|
||||
density="compact",
|
||||
checkboxSelection=True,
|
||||
disableSelectionOnClick=True,
|
||||
onSelectionModelChange=self._handle_stopped_row_selection,
|
||||
hideFooter=True
|
||||
)
|
||||
with mui.Grid(item=True, xs=1):
|
||||
with mui.Button(onClick=lambda x: self.start_controllers(bot_name),
|
||||
variant="outlined",
|
||||
color="success",
|
||||
sx={"width": "100%", "height": "100%"}):
|
||||
mui.icon.AddCircleOutline()
|
||||
mui.Typography("Start")
|
||||
if len(error_controllers_list) > 0:
|
||||
with mui.Grid(container=True, spacing=1, sx={"padding": "10px 15px 10px 15px"}):
|
||||
with mui.Grid(item=True, xs=11):
|
||||
with mui.Paper(key=self._key,
|
||||
sx={"display": "flex", "flexDirection": "column", "borderRadius": 3,
|
||||
"overflow": "hidden"},
|
||||
elevation=1):
|
||||
with self.title_bar(padding="10px 15px 10px 15px", dark_switcher=False):
|
||||
mui.Typography("💀 Controllers with errors", variant="h6")
|
||||
mui.DataGrid(
|
||||
rows=error_controllers_list,
|
||||
columns=self.DEFAULT_COLUMNS,
|
||||
autoHeight=True,
|
||||
density="compact",
|
||||
checkboxSelection=True,
|
||||
disableSelectionOnClick=True,
|
||||
onSelectionModelChange=self._handle_errors_row_selection,
|
||||
hideFooter=True
|
||||
)
|
||||
with mui.Grid(item=True, xs=1):
|
||||
with mui.Button(onClick=lambda x: self.stop_errors_controllers(bot_name),
|
||||
variant="outlined",
|
||||
color="warning",
|
||||
sx={"width": "100%", "height": "100%"}):
|
||||
mui.icon.AddCircleOutline()
|
||||
mui.Typography("Stop")
|
||||
except Exception as e:
|
||||
print(e)
|
||||
with mui.Card(key=self._key,
|
||||
sx={"display": "flex", "flexDirection": "column", "borderRadius": 2, "overflow": "auto"},
|
||||
elevation=2):
|
||||
mui.CardHeader(
|
||||
title=bot_name,
|
||||
subheader="Error",
|
||||
avatar=mui.Avatar("🤖", sx={"bgcolor": "red"}),
|
||||
action=mui.IconButton(mui.icon.Stop, onClick=lambda: stop_bot(bot_name)),
|
||||
className=self._draggable_class)
|
||||
with mui.CardContent(sx={"flex": 1}):
|
||||
mui.Typography("An error occurred while fetching bot status.", sx={"padding": "10px 15px 10px 15px"})
|
||||
mui.Typography(str(e), sx={"padding": "10px 15px 10px 15px"})
|
||||
@@ -1,9 +1,9 @@
|
||||
from streamlit_elements import mui
|
||||
|
||||
import constants
|
||||
from ui_components.file_explorer_base import FileExplorerBase
|
||||
from utils.os_utils import get_directories_from_directory, get_python_files_from_directory, \
|
||||
from backend.utils.os_utils import get_directories_from_directory, get_python_files_from_directory, \
|
||||
get_yml_files_from_directory, get_log_files_from_directory
|
||||
from frontend.components.file_explorer_base import FileExplorerBase
|
||||
|
||||
|
||||
class BotsFileExplorer(FileExplorerBase):
|
||||
@@ -1,5 +1,5 @@
|
||||
from streamlit_elements import mui
|
||||
from ui_components.dashboard import Dashboard
|
||||
from frontend.components.dashboard import Dashboard
|
||||
|
||||
|
||||
class Card(Dashboard.Item):
|
||||
17
frontend/components/config_loader.py
Normal file
17
frontend/components/config_loader.py
Normal file
@@ -0,0 +1,17 @@
|
||||
import streamlit as st
|
||||
from CONFIG import BACKEND_API_HOST, BACKEND_API_PORT
|
||||
|
||||
from backend.services.backend_api_client import BackendAPIClient
|
||||
|
||||
backend_api_client = BackendAPIClient.get_instance(host=BACKEND_API_HOST, port=BACKEND_API_PORT)
|
||||
|
||||
|
||||
def get_default_config_loader(controller_name: str):
|
||||
use_default_config = st.checkbox("Use default config", value=True)
|
||||
all_configs = backend_api_client.get_all_controllers_config()
|
||||
if use_default_config:
|
||||
st.session_state["default_config"] = {}
|
||||
else:
|
||||
configs = [config for config in all_configs if config["controller_name"] == controller_name]
|
||||
default_config = st.selectbox("Select a config", [config["id"] for config in configs])
|
||||
st.session_state["default_config"] = next((config for config in all_configs if config["id"] == default_config), {})
|
||||
@@ -1,8 +1,8 @@
|
||||
from streamlit_elements import mui
|
||||
|
||||
import constants
|
||||
from ui_components.file_explorer_base import FileExplorerBase
|
||||
from utils.os_utils import get_python_files_from_directory, load_controllers
|
||||
from backend.utils.os_utils import load_controllers
|
||||
from frontend.components.file_explorer_base import FileExplorerBase
|
||||
|
||||
|
||||
class ControllersFileExplorer(FileExplorerBase):
|
||||
79
frontend/components/dca_distribution.py
Normal file
79
frontend/components/dca_distribution.py
Normal file
@@ -0,0 +1,79 @@
|
||||
import streamlit as st
|
||||
|
||||
from frontend.components.st_inputs import get_distribution, normalize, distribution_inputs
|
||||
|
||||
|
||||
def get_dca_distribution_inputs():
|
||||
with st.expander("DCA Builder", expanded=True):
|
||||
default_config = st.session_state.get("default_config", {})
|
||||
dca_spreads = default_config.get("dca_spreads", [0.01, 0.02, 0.03])
|
||||
dca_amounts = default_config.get("dca_amounts", [0.2, 0.5, 0.3])
|
||||
tp = default_config.get("take_profit", 0.01) * 100
|
||||
sl = default_config.get("stop_loss", 0.02) * 100
|
||||
time_limit = default_config.get("time_limit", 60 * 6 * 60) // 60
|
||||
ts_ap = default_config.get("trailing_stop", {}).get("activation_price", 0.018) * 100
|
||||
ts_delta = default_config.get("trailing_stop", {}).get("trailing_delta", 0.002) * 100
|
||||
levels_def = len(dca_spreads)
|
||||
c1, c2 = st.columns([0.67, 0.33])
|
||||
with c1:
|
||||
st.header("DCA Distribution")
|
||||
buy_order_levels = st.number_input("Number of Order Levels", min_value=1, value=levels_def,
|
||||
help="Enter the number of order levels (e.g., 2).")
|
||||
|
||||
if buy_order_levels > levels_def:
|
||||
dca_spreads += [0.01 + max(dca_spreads)] * (buy_order_levels - levels_def)
|
||||
dca_amounts += [0.2 + max(dca_amounts)] * (buy_order_levels - levels_def)
|
||||
elif buy_order_levels < levels_def:
|
||||
dca_spreads = dca_spreads[:buy_order_levels]
|
||||
dca_amounts = dca_amounts[:buy_order_levels]
|
||||
col_spreads, col_amounts = st.columns(2)
|
||||
with col_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_spreads, "Spread", buy_order_levels, dca_spreads)
|
||||
with col_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_amounts, "Amount", buy_order_levels, dca_amounts)
|
||||
|
||||
# Generate distributions
|
||||
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)
|
||||
|
||||
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)
|
||||
|
||||
# Normalize and calculate order amounts
|
||||
orders_amount_normalized = normalize(amount_distributions)
|
||||
spreads_normalized = [spread - spread_distributions[0] for spread in spread_distributions]
|
||||
st.write("---")
|
||||
# c1, c2, c3, c4, c5 = st.columns(5)
|
||||
with c2:
|
||||
st.header("Risk Management")
|
||||
sl = st.number_input("Stop Loss (%)", min_value=0.0, max_value=100.0, value=sl, 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=tp, 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=time_limit,
|
||||
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=ts_ap,
|
||||
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=ts_delta, step=0.1,
|
||||
help="Enter the trailing stop delta as a percentage (e.g., 0.3 for 0.3%).") / 100
|
||||
|
||||
return {
|
||||
"dca_spreads": [spread / 100 for spread in spreads_normalized],
|
||||
"dca_amounts": orders_amount_normalized,
|
||||
"stop_loss": sl,
|
||||
"take_profit": tp,
|
||||
"time_limit": time_limit,
|
||||
"trailing_stop": {
|
||||
"activation_price": ts_ap,
|
||||
"trailing_delta": ts_delta
|
||||
},
|
||||
}
|
||||
110
frontend/components/deploy_v2_with_controllers.py
Normal file
110
frontend/components/deploy_v2_with_controllers.py
Normal file
@@ -0,0 +1,110 @@
|
||||
import time
|
||||
import streamlit as st
|
||||
import pandas as pd
|
||||
|
||||
from CONFIG import BACKEND_API_HOST, BACKEND_API_PORT
|
||||
from backend.services.backend_api_client import BackendAPIClient
|
||||
|
||||
|
||||
class LaunchV2WithControllers:
|
||||
DEFAULT_COLUMNS = [
|
||||
"id", "controller_name", "controller_type", "connector_name",
|
||||
"trading_pair", "total_amount_quote", "max_loss_quote", "stop_loss",
|
||||
"take_profit", "trailing_stop", "time_limit", "selected"
|
||||
]
|
||||
|
||||
def __init__(self):
|
||||
self._backend_api_client = BackendAPIClient.get_instance(host=BACKEND_API_HOST, port=BACKEND_API_PORT)
|
||||
self._controller_configs_available = self._backend_api_client.get_all_controllers_config()
|
||||
self._controller_config_selected = []
|
||||
self._bot_name = None
|
||||
self._image_name = "dardonacci/hummingbot:latest"
|
||||
self._credentials = "master_account"
|
||||
|
||||
def _set_bot_name(self, bot_name):
|
||||
self._bot_name = bot_name
|
||||
|
||||
def _set_image_name(self, image_name):
|
||||
self._image_name = image_name
|
||||
|
||||
def _set_credentials(self, credentials):
|
||||
self._credentials = credentials
|
||||
|
||||
def launch_new_bot(self):
|
||||
if self._bot_name and self._image_name and self._controller_config_selected:
|
||||
start_time_str = time.strftime("%Y.%m.%d_%H.%M")
|
||||
bot_name = f"{self._bot_name}-{start_time_str}"
|
||||
script_config = {
|
||||
"name": bot_name,
|
||||
"content": {
|
||||
"markets": {},
|
||||
"candles_config": [],
|
||||
"controllers_config": self._controller_config_selected,
|
||||
"config_update_interval": 20,
|
||||
"script_file_name": "v2_with_controllers.py",
|
||||
"time_to_cash_out": None,
|
||||
}
|
||||
}
|
||||
|
||||
self._backend_api_client.add_script_config(script_config)
|
||||
deploy_config = {
|
||||
"instance_name": bot_name,
|
||||
"script": "v2_with_controllers.py",
|
||||
"script_config": bot_name + ".yml",
|
||||
"image": self._image_name,
|
||||
"credentials_profile": self._credentials,
|
||||
}
|
||||
self._backend_api_client.create_hummingbot_instance(deploy_config)
|
||||
with st.spinner('Starting Bot... This process may take a few seconds'):
|
||||
time.sleep(3)
|
||||
else:
|
||||
st.warning("You need to define the bot name and select the controllers configs "
|
||||
"that you want to deploy.")
|
||||
|
||||
def __call__(self):
|
||||
st.write("#### Select the controllers configs that you want to deploy.")
|
||||
all_controllers_config = self._controller_configs_available
|
||||
data = []
|
||||
for config in all_controllers_config:
|
||||
connector_name = config.get("connector_name", "Unknown")
|
||||
trading_pair = config.get("trading_pair", "Unknown")
|
||||
total_amount_quote = config.get("total_amount_quote", 0)
|
||||
stop_loss = config.get("stop_loss", 0)
|
||||
take_profit = config.get("take_profit", 0)
|
||||
trailing_stop = config.get("trailing_stop", {"activation_price": 0, "trailing_delta": 0})
|
||||
time_limit = config.get("time_limit", 0)
|
||||
data.append({
|
||||
"selected": False,
|
||||
"id": config["id"],
|
||||
"controller_name": config["controller_name"],
|
||||
"controller_type": config["controller_type"],
|
||||
"connector_name": connector_name,
|
||||
"trading_pair": trading_pair,
|
||||
"total_amount_quote": total_amount_quote,
|
||||
"max_loss_quote": total_amount_quote * stop_loss / 2,
|
||||
"stop_loss": f"{stop_loss:.2%}",
|
||||
"take_profit": f"{take_profit:.2%}",
|
||||
"trailing_stop": f"{trailing_stop['activation_price']:.2%} / {trailing_stop['trailing_delta']:.2%}",
|
||||
"time_limit": time_limit,
|
||||
})
|
||||
|
||||
df = pd.DataFrame(data)
|
||||
|
||||
edited_df = st.data_editor(df, hide_index=True)
|
||||
|
||||
self._controller_config_selected = [f"{config}.yml" for config in edited_df[edited_df["selected"]]["id"].tolist()]
|
||||
st.write(self._controller_config_selected)
|
||||
c1, c2, c3, c4 = st.columns([1, 1, 1, 0.3])
|
||||
with c1:
|
||||
self._bot_name = st.text_input("Instance Name")
|
||||
with c2:
|
||||
available_images = self._backend_api_client.get_available_images("hummingbot")
|
||||
self._image_name = st.selectbox("Hummingbot Image", available_images,
|
||||
index=available_images.index("hummingbot/hummingbot:latest"))
|
||||
with c3:
|
||||
available_credentials = self._backend_api_client.get_accounts()
|
||||
self._credentials = st.selectbox("Credentials", available_credentials, index=0)
|
||||
with c4:
|
||||
deploy_button = st.button("Deploy Bot")
|
||||
if deploy_button:
|
||||
self.launch_new_bot()
|
||||
48
frontend/components/directional_trading_general_inputs.py
Normal file
48
frontend/components/directional_trading_general_inputs.py
Normal file
@@ -0,0 +1,48 @@
|
||||
import streamlit as st
|
||||
|
||||
|
||||
def get_directional_trading_general_inputs():
|
||||
with st.expander("General Settings", expanded=True):
|
||||
c1, c2, c3, c4, c5, c6, c7 = st.columns(7)
|
||||
default_config = st.session_state.get("default_config", {})
|
||||
connector_name = default_config.get("connector_name", "kucoin")
|
||||
trading_pair = default_config.get("trading_pair", "WLD-USDT")
|
||||
leverage = default_config.get("leverage", 20)
|
||||
total_amount_quote = default_config.get("total_amount_quote", 1000)
|
||||
max_executors_per_side = default_config.get("max_executors_per_side", 5)
|
||||
cooldown_time = default_config.get("cooldown_time", 60 * 60) / 60
|
||||
position_mode = 0 if default_config.get("position_mode", "HEDGE") == "HEDGE" else 1
|
||||
candles_connector_name = default_config.get("candles_connector_name", "kucoin")
|
||||
candles_trading_pair = default_config.get("candles_trading_pair", "WLD-USDT")
|
||||
interval = default_config.get("interval", "3m")
|
||||
intervals = ["1m", "3m", "5m", "15m", "1h", "4h", "1d", "1s"]
|
||||
interval_index = intervals.index(interval)
|
||||
|
||||
with c1:
|
||||
connector_name = st.text_input("Connector", value=connector_name,
|
||||
help="Enter the name of the exchange to trade on (e.g., binance_perpetual).")
|
||||
candles_connector_name = st.text_input("Candles Connector", value=candles_connector_name,
|
||||
help="Enter the name of the exchange to get candles from (e.g., binance_perpetual).")
|
||||
with c2:
|
||||
trading_pair = st.text_input("Trading Pair", value=trading_pair,
|
||||
help="Enter the trading pair to trade on (e.g., WLD-USDT).")
|
||||
candles_trading_pair = st.text_input("Candles Trading Pair", value=candles_trading_pair,
|
||||
help="Enter the trading pair to get candles for (e.g., WLD-USDT).")
|
||||
with c3:
|
||||
leverage = st.number_input("Leverage", value=leverage,
|
||||
help="Set the leverage to use for trading (e.g., 20 for 20x leverage). Set it to 1 for spot trading.")
|
||||
interval = st.selectbox("Candles Interval", ("1m", "3m", "5m", "15m", "1h", "4h", "1d"), index=interval_index,
|
||||
help="Enter the interval for candles (e.g., 1m).")
|
||||
with c4:
|
||||
total_amount_quote = st.number_input("Total amount of quote", value=total_amount_quote,
|
||||
help="Enter the total amount in quote asset to use for trading (e.g., 1000).")
|
||||
with c5:
|
||||
max_executors_per_side = st.number_input("Max Executors Per Side", value=max_executors_per_side,
|
||||
help="Enter the maximum number of executors per side (e.g., 5).")
|
||||
with c6:
|
||||
cooldown_time = st.number_input("Cooldown Time (minutes)", value=cooldown_time,
|
||||
help="Time between accepting a new signal in minutes (e.g., 60).") * 60
|
||||
with c7:
|
||||
position_mode = st.selectbox("Position Mode", ("HEDGE", "ONEWAY"), index=position_mode,
|
||||
help="Enter the position mode (HEDGE/ONEWAY).")
|
||||
return connector_name, trading_pair, leverage, total_amount_quote, max_executors_per_side, cooldown_time, position_mode, candles_connector_name, candles_trading_pair, interval
|
||||
@@ -2,7 +2,7 @@ from functools import partial
|
||||
import streamlit as st
|
||||
from streamlit_elements import mui, editor, sync, lazy, event
|
||||
|
||||
from utils.os_utils import save_file
|
||||
from backend.utils.os_utils import save_file
|
||||
from .dashboard import Dashboard
|
||||
|
||||
|
||||
68
frontend/components/executors_distribution.py
Normal file
68
frontend/components/executors_distribution.py
Normal file
@@ -0,0 +1,68 @@
|
||||
import streamlit as st
|
||||
from frontend.components.st_inputs import get_distribution, normalize, distribution_inputs
|
||||
|
||||
|
||||
def get_executors_distribution_inputs(default_spreads=[0.01, 0.02], default_amounts=[0.2, 0.8]):
|
||||
default_config = st.session_state.get("default_config", {})
|
||||
buy_spreads = default_config.get("buy_spreads", default_spreads)
|
||||
sell_spreads = default_config.get("sell_spreads", default_spreads)
|
||||
buy_amounts_pct = default_config.get("buy_amounts_pct", default_amounts)
|
||||
sell_amounts_pct = default_config.get("sell_amounts_pct", default_amounts)
|
||||
buy_order_levels_def = len(buy_spreads)
|
||||
sell_order_levels_def = len(sell_spreads)
|
||||
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=buy_order_levels_def,
|
||||
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=sell_order_levels_def,
|
||||
help="Enter the number of sell order levels (e.g., 2).")
|
||||
if buy_order_levels > buy_order_levels_def:
|
||||
buy_spreads += [0.01 + max(buy_spreads)] * (buy_order_levels - buy_order_levels_def)
|
||||
buy_amounts_pct += [0.2 + max(buy_amounts_pct)] * (buy_order_levels - buy_order_levels_def)
|
||||
elif buy_order_levels < buy_order_levels_def:
|
||||
buy_spreads = buy_spreads[:buy_order_levels]
|
||||
buy_amounts_pct = buy_amounts_pct[:buy_order_levels]
|
||||
if sell_order_levels > sell_order_levels_def:
|
||||
sell_spreads += [0.01 + max(sell_spreads)] * (sell_order_levels - sell_order_levels_def)
|
||||
sell_amounts_pct += [0.2 + max(sell_amounts_pct)] * (sell_order_levels - sell_order_levels_def)
|
||||
elif sell_order_levels < sell_order_levels_def:
|
||||
sell_spreads = sell_spreads[:sell_order_levels]
|
||||
sell_amounts_pct = sell_amounts_pct[:sell_order_levels]
|
||||
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, buy_spreads)
|
||||
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, buy_amounts_pct)
|
||||
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, sell_spreads)
|
||||
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, sell_amounts_pct)
|
||||
|
||||
# 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
|
||||
@@ -1,11 +1,8 @@
|
||||
from docker_manager import DockerManager
|
||||
from streamlit_elements import mui, lazy
|
||||
from ui_components.dashboard import Dashboard
|
||||
import streamlit as st
|
||||
import time
|
||||
from streamlit_elements import mui
|
||||
from frontend.components.dashboard import Dashboard
|
||||
|
||||
from utils import os_utils
|
||||
from utils.os_utils import get_python_files_from_directory, get_yml_files_from_directory
|
||||
from backend.utils import os_utils
|
||||
|
||||
|
||||
class ExitedBotCard(Dashboard.Item):
|
||||
@@ -1,7 +1,7 @@
|
||||
import streamlit as st
|
||||
from streamlit_elements import mui, elements
|
||||
from streamlit_elements import mui
|
||||
|
||||
from utils.os_utils import load_file, remove_file
|
||||
from backend.utils.os_utils import remove_file, load_file
|
||||
from .dashboard import Dashboard
|
||||
|
||||
|
||||
@@ -29,8 +29,9 @@ class FileExplorerBase(Dashboard.Item):
|
||||
def add_file_to_tab(self):
|
||||
language = "python" if self.selected_file.endswith(".py") else "yaml"
|
||||
if self.is_file_editable:
|
||||
self._tabs[self.selected_file] = {"content": load_file(self.selected_file),
|
||||
"language": language}
|
||||
self._tabs[self.selected_file] = {
|
||||
"content": load_file(self.selected_file),
|
||||
"language": language}
|
||||
|
||||
def remove_file_from_tab(self):
|
||||
if self.is_file_editable and self.selected_file in self._tabs:
|
||||
@@ -6,7 +6,7 @@ import streamlit as st
|
||||
from streamlit_elements import mui, lazy
|
||||
|
||||
import constants
|
||||
from utils.os_utils import get_directories_from_directory
|
||||
from backend.utils.os_utils import get_directories_from_directory
|
||||
from .dashboard import Dashboard
|
||||
|
||||
|
||||
160
frontend/components/launch_strategy_v2.py
Normal file
160
frontend/components/launch_strategy_v2.py
Normal file
@@ -0,0 +1,160 @@
|
||||
import time
|
||||
|
||||
import streamlit as st
|
||||
from streamlit_elements import mui, lazy
|
||||
|
||||
from CONFIG import BACKEND_API_HOST, BACKEND_API_PORT
|
||||
from backend.services.backend_api_client import BackendAPIClient
|
||||
from .dashboard import Dashboard
|
||||
|
||||
|
||||
class LaunchStrategyV2(Dashboard.Item):
|
||||
DEFAULT_ROWS = []
|
||||
DEFAULT_COLUMNS = [
|
||||
{"field": 'id', "headerName": 'ID', "width": 230},
|
||||
{"field": 'controller_name', "headerName": 'Controller Name', "width": 150, "editable": False, },
|
||||
{"field": 'controller_type', "headerName": 'Controller Type', "width": 150, "editable": False, },
|
||||
{"field": 'connector_name', "headerName": 'Connector', "width": 150, "editable": False, },
|
||||
{"field": 'trading_pair', "headerName": 'Trading pair', "width": 140, "editable": False, },
|
||||
{"field": 'total_amount_quote', "headerName": 'Total amount ($)', "width": 140, "editable": False, },
|
||||
{"field": 'max_loss_quote', "headerName": 'Max loss ($)', "width": 120, "editable": False, },
|
||||
{"field": 'stop_loss', "headerName": 'SL (%)', "width": 100, "editable": False, },
|
||||
{"field": 'take_profit', "headerName": 'TP (%)', "width": 100, "editable": False, },
|
||||
{"field": 'trailing_stop', "headerName": 'TS (%)', "width": 120, "editable": False, },
|
||||
{"field": 'time_limit', "headerName": 'Time limit', "width": 100, "editable": False, },
|
||||
]
|
||||
|
||||
def __init__(self, *args, **kwargs):
|
||||
super().__init__(*args, **kwargs)
|
||||
self._backend_api_client = BackendAPIClient.get_instance(host=BACKEND_API_HOST, port=BACKEND_API_PORT)
|
||||
self._controller_configs_available = self._backend_api_client.get_all_controllers_config()
|
||||
self._controller_config_selected = None
|
||||
self._bot_name = None
|
||||
self._image_name = "dardonacci/hummingbot:latest"
|
||||
self._credentials = "master_account"
|
||||
|
||||
def _set_bot_name(self, event):
|
||||
self._bot_name = event.target.value
|
||||
|
||||
def _set_image_name(self, _, childs):
|
||||
self._image_name = childs.props.value
|
||||
|
||||
def _set_credentials(self, _, childs):
|
||||
self._credentials = childs.props.value
|
||||
|
||||
def _set_controller(self, event):
|
||||
self._controller_selected = event.target.value
|
||||
|
||||
def _handle_row_selection(self, params, _):
|
||||
self._controller_config_selected = [param + ".yml" for param in params]
|
||||
|
||||
def launch_new_bot(self):
|
||||
if self._bot_name and self._image_name and len(self._controller_config_selected) > 0:
|
||||
start_time_str = time.strftime("%Y.%m.%d_%H.%M")
|
||||
bot_name = f"{self._bot_name}-{start_time_str}"
|
||||
script_config = {
|
||||
"name": bot_name,
|
||||
"content": {
|
||||
"markets": {},
|
||||
"candles_config": [],
|
||||
"controllers_config": self._controller_config_selected,
|
||||
"config_update_interval": 10,
|
||||
"script_file_name": "v2_with_controllers.py",
|
||||
"time_to_cash_out": None,
|
||||
}
|
||||
}
|
||||
|
||||
self._backend_api_client.add_script_config(script_config)
|
||||
deploy_config = {
|
||||
"instance_name": bot_name,
|
||||
"script": "v2_with_controllers.py",
|
||||
"script_config": bot_name + ".yml",
|
||||
"image": self._image_name,
|
||||
"credentials_profile": self._credentials,
|
||||
}
|
||||
self._backend_api_client.create_hummingbot_instance(deploy_config)
|
||||
with st.spinner('Starting Bot... This process may take a few seconds'):
|
||||
time.sleep(3)
|
||||
else:
|
||||
st.warning("You need to define the bot name and select the controllers configs "
|
||||
"that you want to deploy.")
|
||||
|
||||
def __call__(self):
|
||||
with mui.Paper(key=self._key,
|
||||
sx={"display": "flex", "flexDirection": "column", "borderRadius": 3, "overflow": "hidden"},
|
||||
elevation=1):
|
||||
with self.title_bar(padding="10px 15px 10px 15px", dark_switcher=False):
|
||||
mui.Typography("🚀 Select the controller configs to launch", variant="h5")
|
||||
|
||||
with mui.Grid(container=True, spacing=2, sx={"padding": "10px 15px 10px 15px"}):
|
||||
with mui.Grid(item=True, xs=8):
|
||||
mui.Alert(
|
||||
"The new instance will contain the credentials configured in the following base instance:",
|
||||
severity="info")
|
||||
with mui.Grid(item=True, xs=4):
|
||||
available_credentials = self._backend_api_client.get_accounts()
|
||||
with mui.FormControl(variant="standard", sx={"width": "100%"}):
|
||||
mui.FormHelperText("Credentials")
|
||||
with mui.Select(label="Credentials", defaultValue="master_account",
|
||||
variant="standard", onChange=lazy(self._set_credentials)):
|
||||
for master_config in available_credentials:
|
||||
mui.MenuItem(master_config, value=master_config)
|
||||
with mui.Grid(item=True, xs=4):
|
||||
mui.TextField(label="Instance Name", variant="outlined", onChange=lazy(self._set_bot_name),
|
||||
sx={"width": "100%"})
|
||||
with mui.Grid(item=True, xs=4):
|
||||
available_images = self._backend_api_client.get_available_images("hummingbot")
|
||||
with mui.FormControl(variant="standard", sx={"width": "100%"}):
|
||||
mui.FormHelperText("Available Images")
|
||||
with mui.Select(label="Hummingbot Image", defaultValue="dardonacci/hummingbot:latest",
|
||||
variant="standard", onChange=lazy(self._set_image_name)):
|
||||
for image in available_images:
|
||||
mui.MenuItem(image, value=image)
|
||||
with mui.Grid(item=True, xs=4):
|
||||
with mui.Button(onClick=self.launch_new_bot,
|
||||
variant="outlined",
|
||||
color="success",
|
||||
sx={"width": "100%", "height": "100%"}):
|
||||
mui.icon.AddCircleOutline()
|
||||
mui.Typography("Create")
|
||||
all_controllers_config = self._backend_api_client.get_all_controllers_config()
|
||||
data = []
|
||||
for config in all_controllers_config:
|
||||
connector_name = config.get("connector_name", "Unknown")
|
||||
trading_pair = config.get("trading_pair", "Unknown")
|
||||
total_amount_quote = config.get("total_amount_quote", 0)
|
||||
stop_loss = config.get("stop_loss", 0)
|
||||
take_profit = config.get("take_profit", 0)
|
||||
trailing_stop = config.get("trailing_stop", {"activation_price": 0, "trailing_delta": 0})
|
||||
time_limit = config.get("time_limit", 0)
|
||||
data.append({"id": config["id"], "controller_name": config["controller_name"],
|
||||
"controller_type": config["controller_type"],
|
||||
"connector_name": connector_name,
|
||||
"trading_pair": trading_pair,
|
||||
"total_amount_quote": total_amount_quote,
|
||||
"max_loss_quote": total_amount_quote * stop_loss / 2,
|
||||
"stop_loss": stop_loss,
|
||||
"take_profit": take_profit,
|
||||
"trailing_stop": str(trailing_stop["activation_price"]) + " / " +
|
||||
str(trailing_stop["trailing_delta"]),
|
||||
"time_limit": time_limit})
|
||||
|
||||
with mui.Grid(item=True, xs=12):
|
||||
mui.Alert("Select the controller configs to deploy", severity="info")
|
||||
with mui.Paper(key=self._key,
|
||||
sx={"display": "flex", "flexDirection": "column", "borderRadius": 3,
|
||||
"overflow": "hidden", "height": 1000},
|
||||
elevation=1):
|
||||
with self.title_bar(padding="10px 15px 10px 15px", dark_switcher=False):
|
||||
mui.icon.ViewCompact()
|
||||
mui.Typography("Controllers Config")
|
||||
with mui.Box(sx={"flex": 1, "minHeight": 3}):
|
||||
mui.DataGrid(
|
||||
columns=self.DEFAULT_COLUMNS,
|
||||
rows=data,
|
||||
pageSize=15,
|
||||
rowsPerPageOptions=[15],
|
||||
checkboxSelection=True,
|
||||
disableSelectionOnClick=True,
|
||||
onSelectionModelChange=self._handle_row_selection,
|
||||
)
|
||||
54
frontend/components/market_making_general_inputs.py
Normal file
54
frontend/components/market_making_general_inputs.py
Normal file
@@ -0,0 +1,54 @@
|
||||
import streamlit as st
|
||||
|
||||
|
||||
def get_market_making_general_inputs(custom_candles=False):
|
||||
with st.expander("General Settings", expanded=True):
|
||||
c1, c2, c3, c4, c5, c6, c7 = st.columns(7)
|
||||
default_config = st.session_state.get("default_config", {})
|
||||
connector_name = default_config.get("connector_name", "kucoin")
|
||||
trading_pair = default_config.get("trading_pair", "WLD-USDT")
|
||||
leverage = default_config.get("leverage", 20)
|
||||
total_amount_quote = default_config.get("total_amount_quote", 1000)
|
||||
position_mode = 0 if default_config.get("position_mode", "HEDGE") == "HEDGE" else 1
|
||||
cooldown_time = default_config.get("cooldown_time", 60 * 60) / 60
|
||||
executor_refresh_time = default_config.get("executor_refresh_time", 60 * 60) / 60
|
||||
candles_connector = None
|
||||
candles_trading_pair = None
|
||||
interval = None
|
||||
with c1:
|
||||
connector_name = st.text_input("Connector", value=connector_name,
|
||||
help="Enter the name of the exchange to trade on (e.g., binance_perpetual).")
|
||||
with c2:
|
||||
trading_pair = st.text_input("Trading Pair", value=trading_pair,
|
||||
help="Enter the trading pair to trade on (e.g., WLD-USDT).")
|
||||
with c3:
|
||||
leverage = st.number_input("Leverage", value=leverage,
|
||||
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=total_amount_quote,
|
||||
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=position_mode,
|
||||
help="Enter the position mode (HEDGE/ONEWAY).")
|
||||
with c6:
|
||||
cooldown_time = st.number_input("Stop Loss Cooldown Time (minutes)", value=cooldown_time,
|
||||
help="Specify the cooldown time in minutes after having a stop loss (e.g., 60).") * 60
|
||||
with c7:
|
||||
executor_refresh_time = st.number_input("Executor Refresh Time (minutes)", value=executor_refresh_time,
|
||||
help="Enter the refresh time in minutes for executors (e.g., 60).") * 60
|
||||
if custom_candles:
|
||||
candles_connector = default_config.get("candles_connector", "kucoin")
|
||||
candles_trading_pair = default_config.get("candles_trading_pair", "WLD-USDT")
|
||||
interval = default_config.get("interval", "3m")
|
||||
intervals = ["1m", "3m", "5m", "15m", "1h", "4h", "1d"]
|
||||
interval_index = intervals.index(interval)
|
||||
with c1:
|
||||
candles_connector = st.text_input("Candles Connector", value=candles_connector,
|
||||
help="Enter the name of the exchange to get candles from (e.g., binance_perpetual).")
|
||||
with c2:
|
||||
candles_trading_pair = st.text_input("Candles Trading Pair", value=candles_trading_pair,
|
||||
help="Enter the trading pair to get candles for (e.g., WLD-USDT).")
|
||||
with c3:
|
||||
interval = st.selectbox("Candles Interval", intervals, index=interval_index,
|
||||
help="Enter the interval for candles (e.g., 1m).")
|
||||
return connector_name, trading_pair, leverage, total_amount_quote, position_mode, cooldown_time, executor_refresh_time, candles_connector, candles_trading_pair, interval
|
||||
@@ -2,8 +2,8 @@ from streamlit_elements import mui, lazy
|
||||
import datetime
|
||||
|
||||
import constants
|
||||
from utils.file_templates import strategy_optimization_template
|
||||
from utils.os_utils import save_file, load_controllers
|
||||
from backend.utils.file_templates import strategy_optimization_template
|
||||
from backend.utils.os_utils import load_controllers, save_file
|
||||
from .dashboard import Dashboard
|
||||
|
||||
|
||||
@@ -4,8 +4,7 @@ import optuna
|
||||
from streamlit_elements import mui, lazy
|
||||
|
||||
import constants
|
||||
from utils.os_utils import get_python_files_from_directory, \
|
||||
get_function_from_file
|
||||
from backend.utils.os_utils import get_function_from_file, get_python_files_from_directory
|
||||
from .dashboard import Dashboard
|
||||
|
||||
|
||||
@@ -1,8 +1,8 @@
|
||||
from streamlit_elements import mui
|
||||
|
||||
import constants
|
||||
from ui_components.file_explorer_base import FileExplorerBase
|
||||
from utils.os_utils import get_python_files_from_directory
|
||||
from backend.utils.os_utils import get_python_files_from_directory
|
||||
from frontend.components.file_explorer_base import FileExplorerBase
|
||||
|
||||
|
||||
class OptimizationsStrategiesFileExplorer(FileExplorerBase):
|
||||
38
frontend/components/risk_management.py
Normal file
38
frontend/components/risk_management.py
Normal file
@@ -0,0 +1,38 @@
|
||||
import streamlit as st
|
||||
from hummingbot.connector.connector_base import OrderType
|
||||
|
||||
|
||||
def get_risk_management_inputs():
|
||||
default_config = st.session_state.get("default_config", {})
|
||||
sl = default_config.get("stop_loss", 0.05) * 100
|
||||
tp = default_config.get("take_profit", 0.02) * 100
|
||||
time_limit = default_config.get("time_limit", 60 * 12 * 60) // 60
|
||||
ts_ap = default_config.get("trailing_stop", {}).get("activation_price", 0.018) * 100
|
||||
ts_delta = default_config.get("trailing_stop", {}).get("trailing_delta", 0.002) * 100
|
||||
take_profit_order_type = OrderType(default_config.get("take_profit_order_type", 2))
|
||||
order_types = [OrderType.LIMIT, OrderType.MARKET]
|
||||
order_type_index = order_types.index(take_profit_order_type)
|
||||
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=sl, 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=tp, 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=time_limit,
|
||||
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=ts_ap,
|
||||
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=ts_delta, 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),
|
||||
index=order_type_index,
|
||||
help="Enter the order type for taking profit (LIMIT/MARKET).")
|
||||
return sl, tp, time_limit, ts_ap, ts_delta, take_profit_order_type
|
||||
22
frontend/components/save_config.py
Normal file
22
frontend/components/save_config.py
Normal file
@@ -0,0 +1,22 @@
|
||||
import streamlit as st
|
||||
|
||||
from CONFIG import BACKEND_API_HOST, BACKEND_API_PORT
|
||||
from backend.services.backend_api_client import BackendAPIClient
|
||||
|
||||
|
||||
def render_save_config(controller_name: str, config_data: dict):
|
||||
st.write("### Upload Config to BackendAPI")
|
||||
c1, c2, c3 = st.columns([1, 1, 0.5])
|
||||
connector = config_data.get("connector_name", "")
|
||||
trading_pair = config_data.get("trading_pair", "")
|
||||
with c1:
|
||||
config_base = st.text_input("Config Base", value=f"{controller_name}-{connector}-{trading_pair.split('-')[0]}")
|
||||
with c2:
|
||||
config_tag = st.text_input("Config Tag", value="1.1")
|
||||
with c3:
|
||||
upload_config_to_backend = st.button("Upload")
|
||||
if upload_config_to_backend:
|
||||
config_data["id"] = f"{config_base}-{config_tag}"
|
||||
backend_api_client = BackendAPIClient.get_instance(host=BACKEND_API_HOST, port=BACKEND_API_PORT)
|
||||
backend_api_client.add_controller_config(config_data)
|
||||
st.success("Config uploaded successfully!")
|
||||
79
frontend/components/st_inputs.py
Normal file
79
frontend/components/st_inputs.py
Normal file
@@ -0,0 +1,79 @@
|
||||
from _decimal import Decimal
|
||||
from math import exp
|
||||
|
||||
from hummingbot.strategy_v2.utils.distributions import Distributions
|
||||
|
||||
|
||||
def normalize(values):
|
||||
total = sum(values)
|
||||
return [val / total for val in values]
|
||||
|
||||
|
||||
def distribution_inputs(column, dist_type_name, levels=3, default_values=None):
|
||||
if dist_type_name == "Spread":
|
||||
dist_type = column.selectbox(
|
||||
f"Type of {dist_type_name} Distribution",
|
||||
("Manual", "GeoCustom", "Geometric", "Fibonacci", "Logarithmic", "Arithmetic", "Linear"),
|
||||
key=f"{column}_{dist_type_name.lower()}_dist_type",
|
||||
# Set the default value
|
||||
)
|
||||
else:
|
||||
dist_type = column.selectbox(
|
||||
f"Type of {dist_type_name} Distribution",
|
||||
("Manual", "Geometric", "Fibonacci", "Logarithmic", "Arithmetic"),
|
||||
key=f"{column}_{dist_type_name.lower()}_dist_type",
|
||||
# Set the default value
|
||||
)
|
||||
base, scaling_factor, step, ratio, manual_values = None, None, None, None, None
|
||||
|
||||
if dist_type != "Manual":
|
||||
start = column.number_input(f"{dist_type_name} Start Value", value=1.0,
|
||||
key=f"{column}_{dist_type_name.lower()}_start")
|
||||
if dist_type == "Logarithmic":
|
||||
base = column.number_input(f"{dist_type_name} Log Base", value=exp(1),
|
||||
key=f"{column}_{dist_type_name.lower()}_base")
|
||||
scaling_factor = column.number_input(f"{dist_type_name} Scaling Factor", value=2.0,
|
||||
key=f"{column}_{dist_type_name.lower()}_scaling")
|
||||
elif dist_type == "Arithmetic":
|
||||
step = column.number_input(f"{dist_type_name} Step", value=0.3,
|
||||
key=f"{column}_{dist_type_name.lower()}_step")
|
||||
elif dist_type == "Geometric":
|
||||
ratio = column.number_input(f"{dist_type_name} Ratio", value=2.0,
|
||||
key=f"{column}_{dist_type_name.lower()}_ratio")
|
||||
elif dist_type == "GeoCustom":
|
||||
ratio = column.number_input(f"{dist_type_name} Ratio", value=2.0,
|
||||
key=f"{column}_{dist_type_name.lower()}_ratio")
|
||||
elif dist_type == "Linear":
|
||||
step = column.number_input(f"{dist_type_name} End", value=1.0,
|
||||
key=f"{column}_{dist_type_name.lower()}_end")
|
||||
else:
|
||||
if default_values:
|
||||
manual_values = [column.number_input(f"{dist_type_name} for level {i + 1}", value=value * 100.0,
|
||||
key=f"{column}_{dist_type_name.lower()}_{i}") for i, value in
|
||||
enumerate(default_values)]
|
||||
else:
|
||||
manual_values = [column.number_input(f"{dist_type_name} for level {i + 1}", value=i + 1.0,
|
||||
key=f"{column}_{dist_type_name.lower()}_{i}") for i, value in range(levels)]
|
||||
start = None # As start is not relevant for Manual type
|
||||
|
||||
return dist_type, start, base, scaling_factor, step, ratio, manual_values
|
||||
|
||||
|
||||
def get_distribution(dist_type, n_levels, start, base=None, scaling_factor=None, step=None, ratio=None,
|
||||
manual_values=None):
|
||||
distribution = []
|
||||
if dist_type == "Manual":
|
||||
distribution = manual_values
|
||||
elif dist_type == "Linear":
|
||||
distribution = Distributions.linear(n_levels, start, step)
|
||||
elif dist_type == "Fibonacci":
|
||||
distribution = Distributions.fibonacci(n_levels, start)
|
||||
elif dist_type == "Logarithmic":
|
||||
distribution = Distributions.logarithmic(n_levels, base, scaling_factor, start)
|
||||
elif dist_type == "Arithmetic":
|
||||
distribution = Distributions.arithmetic(n_levels, start, step)
|
||||
elif dist_type == "Geometric":
|
||||
distribution = Distributions.geometric(n_levels, start, ratio)
|
||||
elif dist_type == "GeoCustom":
|
||||
distribution = [Decimal("0")] + Distributions.geometric(n_levels - 1, start, ratio)
|
||||
return [float(val) for val in distribution]
|
||||
0
frontend/pages/backtesting/__init__.py
Normal file
0
frontend/pages/backtesting/__init__.py
Normal file
0
frontend/pages/backtesting/analyze/__init__.py
Normal file
0
frontend/pages/backtesting/analyze/__init__.py
Normal file
@@ -1,8 +1,8 @@
|
||||
from hummingbot.core.data_type.common import PositionMode, TradeType, OrderType
|
||||
from hummingbot.data_feed.candles_feed.candles_factory import CandlesConfig
|
||||
from hummingbot.smart_components.strategy_frameworks.data_types import OrderLevel, TripleBarrierConf
|
||||
from hummingbot.smart_components.strategy_frameworks.directional_trading import DirectionalTradingBacktestingEngine
|
||||
from hummingbot.smart_components.utils.config_encoder_decoder import ConfigEncoderDecoder
|
||||
from hummingbot.strategy_v2.strategy_frameworks.data_types import OrderLevel, TripleBarrierConf
|
||||
from hummingbot.strategy_v2.strategy_frameworks.directional_trading import DirectionalTradingBacktestingEngine
|
||||
from hummingbot.strategy_v2.utils.config_encoder_decoder import ConfigEncoderDecoder
|
||||
|
||||
import constants
|
||||
import os
|
||||
@@ -10,14 +10,13 @@ import json
|
||||
import streamlit as st
|
||||
from decimal import Decimal
|
||||
|
||||
from quants_lab.strategy.strategy_analysis import StrategyAnalysis
|
||||
from utils.graphs import BacktestingGraphs
|
||||
from utils.optuna_database_manager import OptunaDBManager
|
||||
from utils.os_utils import load_controllers
|
||||
from utils.st_utils import initialize_st_page
|
||||
from backend.utils.optuna_database_manager import OptunaDBManager
|
||||
from backend.utils.os_utils import load_controllers
|
||||
from frontend.visualization.graphs import BacktestingGraphs
|
||||
from frontend.visualization.strategy_analysis import StrategyAnalysis
|
||||
from frontend.st_utils import initialize_st_page
|
||||
|
||||
|
||||
initialize_st_page(title="Analyze", icon="🔬", initial_sidebar_state="collapsed")
|
||||
initialize_st_page(title="Analyze", icon="🔬")
|
||||
|
||||
BASE_DATA_DIR = "data/backtesting"
|
||||
|
||||
0
frontend/pages/backtesting/create/__init__.py
Normal file
0
frontend/pages/backtesting/create/__init__.py
Normal file
@@ -3,15 +3,13 @@ from types import SimpleNamespace
|
||||
import streamlit as st
|
||||
from streamlit_elements import elements, mui
|
||||
|
||||
from ui_components.dashboard import Dashboard
|
||||
from ui_components.controllers_file_explorer import ControllersFileExplorer
|
||||
from ui_components.directional_strategy_creation_card import DirectionalStrategyCreationCard
|
||||
from ui_components.editor import Editor
|
||||
from frontend.components.dashboard import Dashboard
|
||||
from frontend.components.controllers_file_explorer import ControllersFileExplorer
|
||||
from frontend.components.directional_strategy_creation_card import DirectionalStrategyCreationCard
|
||||
from frontend.components.editor import Editor
|
||||
from frontend.st_utils import initialize_st_page
|
||||
|
||||
from utils.st_utils import initialize_st_page
|
||||
|
||||
|
||||
initialize_st_page(title="Create", icon="️⚔️", initial_sidebar_state="collapsed")
|
||||
initialize_st_page(title="Create", icon="️⚔️")
|
||||
|
||||
# TODO:
|
||||
# * Add videos explaining how to the triple barrier method works and how the backtesting is designed,
|
||||
0
frontend/pages/backtesting/optimize/__init__.py
Normal file
0
frontend/pages/backtesting/optimize/__init__.py
Normal file
@@ -5,16 +5,15 @@ from types import SimpleNamespace
|
||||
import streamlit as st
|
||||
from streamlit_elements import elements, mui
|
||||
|
||||
from ui_components.dashboard import Dashboard
|
||||
from ui_components.editor import Editor
|
||||
from ui_components.optimization_creation_card import OptimizationCreationCard
|
||||
from ui_components.optimization_run_card import OptimizationRunCard
|
||||
from ui_components.optimizations_file_explorer import OptimizationsStrategiesFileExplorer
|
||||
from utils import os_utils
|
||||
from frontend.components.dashboard import Dashboard
|
||||
from frontend.components.editor import Editor
|
||||
from frontend.components.optimization_creation_card import OptimizationCreationCard
|
||||
from frontend.components.optimization_run_card import OptimizationRunCard
|
||||
from frontend.components.optimizations_file_explorer import OptimizationsStrategiesFileExplorer
|
||||
from backend.utils import os_utils
|
||||
from frontend.st_utils import initialize_st_page
|
||||
|
||||
from utils.st_utils import initialize_st_page
|
||||
|
||||
initialize_st_page(title="Optimize", icon="🧪", initial_sidebar_state="collapsed")
|
||||
initialize_st_page(title="Optimize", icon="🧪")
|
||||
|
||||
def run_optuna_dashboard():
|
||||
os_utils.execute_bash_command(f"optuna-dashboard sqlite:///data/backtesting/backtesting_report.db")
|
||||
0
frontend/pages/config/__init__.py
Normal file
0
frontend/pages/config/__init__.py
Normal file
67
frontend/pages/config/bollinger_v1/README.md
Normal file
67
frontend/pages/config/bollinger_v1/README.md
Normal file
@@ -0,0 +1,67 @@
|
||||
# Bollinger V1 Configuration Tool
|
||||
|
||||
Welcome to the Bollinger V1 Configuration Tool! This tool allows you to create, modify, visualize, backtest, and save configurations for the Bollinger V1 directional trading strategy. Here’s how you can make the most out of it.
|
||||
|
||||
## Features
|
||||
|
||||
- **Start from Default Configurations**: Begin with a default configuration or use the values from an existing configuration.
|
||||
- **Modify Configuration Values**: Change various parameters of the configuration to suit your trading strategy.
|
||||
- **Visualize Results**: See the impact of your changes through visual charts.
|
||||
- **Backtest Your Strategy**: Run backtests to evaluate the performance of your strategy.
|
||||
- **Save and Deploy**: Once satisfied, save the configuration to deploy it later.
|
||||
|
||||
## How to Use
|
||||
|
||||
### 1. Load Default Configuration
|
||||
|
||||
Start by loading the default configuration for the Bollinger V1 strategy. This provides a baseline setup that you can customize to fit your needs.
|
||||
|
||||
### 2. User Inputs
|
||||
|
||||
Input various parameters for the strategy configuration. These parameters include:
|
||||
|
||||
- **Connector Name**: Select the trading platform or exchange.
|
||||
- **Trading Pair**: Choose the cryptocurrency trading pair.
|
||||
- **Leverage**: Set the leverage ratio. (Note: if you are using spot trading, set the leverage to 1)
|
||||
- **Total Amount (Quote Currency)**: Define the total amount you want to allocate for trading.
|
||||
- **Max Executors per Side**: Specify the maximum number of executors per side.
|
||||
- **Cooldown Time**: Set the cooldown period between trades.
|
||||
- **Position Mode**: Choose between different position modes.
|
||||
- **Candles Connector**: Select the data source for candlestick data.
|
||||
- **Candles Trading Pair**: Choose the trading pair for candlestick data.
|
||||
- **Interval**: Set the interval for candlestick data.
|
||||
- **Bollinger Bands Length**: Define the length of the Bollinger Bands.
|
||||
- **Standard Deviation Multiplier**: Set the standard deviation multiplier for the Bollinger Bands.
|
||||
- **Long Threshold**: Configure the threshold for long positions.
|
||||
- **Short Threshold**: Configure the threshold for short positions.
|
||||
- **Risk Management**: Set parameters for stop loss, take profit, time limit, and trailing stop settings.
|
||||
|
||||
### 3. Visualize Bollinger Bands
|
||||
|
||||
Visualize the Bollinger Bands on the OHLC (Open, High, Low, Close) chart to see the impact of your configuration. Here are some hints to help you fine-tune the Bollinger Bands:
|
||||
|
||||
- **Bollinger Bands Length**: A larger length will make the Bollinger Bands wider and smoother, while a smaller length will make them narrower and more volatile.
|
||||
- **Long Threshold**: This is a reference to the Bollinger Band. A value of 0 means the lower band, and a value of 1 means the upper band. For example, if the long threshold is 0, long positions will only be taken if the price is below the lower band.
|
||||
- **Short Threshold**: Similarly, a value of 1.1 means the price must be above the upper band by 0.1 of the band’s range to take a short position.
|
||||
- **Thresholds**: The closer you set the thresholds to 0.5, the more trades will be executed. The farther away they are, the fewer trades will be executed.
|
||||
|
||||
### 4. Executor Distribution
|
||||
|
||||
The total amount in the quote currency will be distributed among the maximum number of executors per side. For example, if the total amount quote is 1000 and the max executors per side is 5, each executor will have 200 to trade. If the signal is on, the first executor will place an order and wait for the cooldown time before the next one executes, continuing this pattern for the subsequent orders.
|
||||
|
||||
### 5. Backtesting
|
||||
|
||||
Run backtests to evaluate the performance of your configured strategy. The backtesting section allows you to:
|
||||
|
||||
- **Process Data**: Analyze historical trading data.
|
||||
- **Visualize Results**: See performance metrics and charts.
|
||||
- **Evaluate Accuracy**: Assess the accuracy of your strategy’s predictions and trades.
|
||||
- **Understand Close Types**: Review different types of trade closures and their frequencies.
|
||||
|
||||
### 6. Save Configuration
|
||||
|
||||
Once you are satisfied with your configuration and backtest results, save the configuration for future use in the Deploy tab. This allows you to deploy the same strategy later without having to reconfigure it from scratch.
|
||||
|
||||
---
|
||||
|
||||
Feel free to experiment with different configurations to find the optimal setup for your trading strategy. Happy trading!
|
||||
0
frontend/pages/config/bollinger_v1/__init__.py
Normal file
0
frontend/pages/config/bollinger_v1/__init__.py
Normal file
71
frontend/pages/config/bollinger_v1/app.py
Normal file
71
frontend/pages/config/bollinger_v1/app.py
Normal file
@@ -0,0 +1,71 @@
|
||||
from datetime import datetime
|
||||
|
||||
import streamlit as st
|
||||
import pandas as pd
|
||||
import yaml
|
||||
import pandas_ta as ta # noqa: F401
|
||||
|
||||
from CONFIG import BACKEND_API_HOST, BACKEND_API_PORT
|
||||
from backend.services.backend_api_client import BackendAPIClient
|
||||
from frontend.components.backtesting import backtesting_section
|
||||
from frontend.components.config_loader import get_default_config_loader
|
||||
from frontend.components.save_config import render_save_config
|
||||
from frontend.pages.config.utils import get_max_records, get_candles
|
||||
from frontend.st_utils import initialize_st_page
|
||||
from frontend.pages.config.bollinger_v1.user_inputs import user_inputs
|
||||
from plotly.subplots import make_subplots
|
||||
|
||||
from frontend.visualization import theme
|
||||
from frontend.visualization.backtesting import create_backtesting_figure
|
||||
from frontend.visualization.backtesting_metrics import render_backtesting_metrics, render_accuracy_metrics, \
|
||||
render_close_types
|
||||
from frontend.visualization.candles import get_candlestick_trace
|
||||
from frontend.visualization.indicators import get_bbands_traces, get_volume_trace
|
||||
from frontend.visualization.signals import get_bollinger_v1_signal_traces
|
||||
from frontend.visualization.utils import add_traces_to_fig
|
||||
|
||||
# Initialize the Streamlit page
|
||||
initialize_st_page(title="Bollinger V1", icon="📈", initial_sidebar_state="expanded")
|
||||
backend_api_client = BackendAPIClient.get_instance(host=BACKEND_API_HOST, port=BACKEND_API_PORT)
|
||||
|
||||
|
||||
st.text("This tool will let you create a config for Bollinger V1 and visualize the strategy.")
|
||||
get_default_config_loader("bollinger_v1")
|
||||
|
||||
inputs = user_inputs()
|
||||
st.session_state["default_config"] = inputs
|
||||
|
||||
st.write("### Visualizing Bollinger Bands and Trading Signals")
|
||||
days_to_visualize = st.number_input("Days to Visualize", min_value=1, max_value=365, value=3)
|
||||
# Load candle data
|
||||
candles = get_candles(connector_name=inputs["candles_connector"], trading_pair=inputs["candles_trading_pair"], interval=inputs["interval"], days=days_to_visualize)
|
||||
|
||||
# Create a subplot with 2 rows
|
||||
fig = make_subplots(rows=2, cols=1, shared_xaxes=True,
|
||||
vertical_spacing=0.02, subplot_titles=('Candlestick with Bollinger Bands', 'Volume'),
|
||||
row_heights=[0.8, 0.2])
|
||||
|
||||
add_traces_to_fig(fig, [get_candlestick_trace(candles)], row=1, col=1)
|
||||
add_traces_to_fig(fig, get_bbands_traces(candles, inputs["bb_length"], inputs["bb_std"]), row=1, col=1)
|
||||
add_traces_to_fig(fig, get_bollinger_v1_signal_traces(candles, inputs["bb_length"], inputs["bb_std"], inputs["bb_long_threshold"], inputs["bb_short_threshold"]), row=1, col=1)
|
||||
add_traces_to_fig(fig, [get_volume_trace(candles)], row=2, col=1)
|
||||
|
||||
fig.update_layout(**theme.get_default_layout())
|
||||
# Use Streamlit's functionality to display the plot
|
||||
st.plotly_chart(fig, use_container_width=True)
|
||||
bt_results = backtesting_section(inputs, backend_api_client)
|
||||
if bt_results:
|
||||
fig = create_backtesting_figure(
|
||||
df=bt_results["processed_data"],
|
||||
executors=bt_results["executors"],
|
||||
config=inputs)
|
||||
c1, c2 = st.columns([0.9, 0.1])
|
||||
with c1:
|
||||
render_backtesting_metrics(bt_results["results"])
|
||||
st.plotly_chart(fig, use_container_width=True)
|
||||
with c2:
|
||||
render_accuracy_metrics(bt_results["results"])
|
||||
st.write("---")
|
||||
render_close_types(bt_results["results"])
|
||||
st.write("---")
|
||||
render_save_config("bollinger_v1", inputs)
|
||||
49
frontend/pages/config/bollinger_v1/user_inputs.py
Normal file
49
frontend/pages/config/bollinger_v1/user_inputs.py
Normal file
@@ -0,0 +1,49 @@
|
||||
import streamlit as st
|
||||
from frontend.components.directional_trading_general_inputs import get_directional_trading_general_inputs
|
||||
from frontend.components.risk_management import get_risk_management_inputs
|
||||
|
||||
|
||||
def user_inputs():
|
||||
default_config = st.session_state.get("default_config", {})
|
||||
bb_length = default_config.get("bb_length", 100)
|
||||
bb_std = default_config.get("bb_std", 2.0)
|
||||
bb_long_threshold = default_config.get("bb_long_threshold", 0.0)
|
||||
bb_short_threshold = default_config.get("bb_short_threshold", 1.0)
|
||||
connector_name, trading_pair, leverage, total_amount_quote, max_executors_per_side, cooldown_time, position_mode, candles_connector_name, candles_trading_pair, interval = get_directional_trading_general_inputs()
|
||||
sl, tp, time_limit, ts_ap, ts_delta, take_profit_order_type = get_risk_management_inputs()
|
||||
with st.expander("Bollinger Bands Configuration", expanded=True):
|
||||
c1, c2, c3, c4 = st.columns(4)
|
||||
with c1:
|
||||
bb_length = st.number_input("Bollinger Bands Length", min_value=5, max_value=1000, value=bb_length)
|
||||
with c2:
|
||||
bb_std = st.number_input("Standard Deviation Multiplier", min_value=1.0, max_value=2.0, value=bb_std)
|
||||
with c3:
|
||||
bb_long_threshold = st.number_input("Long Threshold", value=bb_long_threshold)
|
||||
with c4:
|
||||
bb_short_threshold = st.number_input("Short Threshold", value=bb_short_threshold)
|
||||
return {
|
||||
"controller_name": "bollinger_v1",
|
||||
"controller_type": "directional_trading",
|
||||
"connector_name": connector_name,
|
||||
"trading_pair": trading_pair,
|
||||
"leverage": leverage,
|
||||
"total_amount_quote": total_amount_quote,
|
||||
"max_executors_per_side": max_executors_per_side,
|
||||
"cooldown_time": cooldown_time,
|
||||
"position_mode": position_mode,
|
||||
"candles_connector": candles_connector_name,
|
||||
"candles_trading_pair": candles_trading_pair,
|
||||
"interval": interval,
|
||||
"bb_length": bb_length,
|
||||
"bb_std": bb_std,
|
||||
"bb_long_threshold": bb_long_threshold,
|
||||
"bb_short_threshold": bb_short_threshold,
|
||||
"stop_loss": sl,
|
||||
"take_profit": tp,
|
||||
"time_limit": time_limit,
|
||||
"trailing_stop": {
|
||||
"activation_price": ts_ap,
|
||||
"trailing_delta": ts_delta
|
||||
},
|
||||
"take_profit_order_type": take_profit_order_type.value
|
||||
}
|
||||
61
frontend/pages/config/dman_maker_v2/README.md
Normal file
61
frontend/pages/config/dman_maker_v2/README.md
Normal file
@@ -0,0 +1,61 @@
|
||||
# D-Man Maker V2 Configuration Tool
|
||||
|
||||
Welcome to the D-Man Maker V2 Configuration Tool! This tool allows you to create, modify, visualize, backtest, and save configurations for the D-Man Maker V2 trading strategy. Here’s how you can make the most out of it.
|
||||
|
||||
## Features
|
||||
|
||||
- **Start from Default Configurations**: Begin with a default configuration or use the values from an existing configuration.
|
||||
- **Modify Configuration Values**: Change various parameters of the configuration to suit your trading strategy.
|
||||
- **Visualize Results**: See the impact of your changes through visual charts.
|
||||
- **Backtest Your Strategy**: Run backtests to evaluate the performance of your strategy.
|
||||
- **Save and Deploy**: Once satisfied, save the configuration to deploy it later.
|
||||
|
||||
## How to Use
|
||||
|
||||
### 1. Load Default Configuration
|
||||
|
||||
Start by loading the default configuration for the D-Man Maker V2 strategy. This provides a baseline setup that you can customize to fit your needs.
|
||||
|
||||
### 2. User Inputs
|
||||
|
||||
Input various parameters for the strategy configuration. These parameters include:
|
||||
|
||||
- **Connector Name**: Select the trading platform or exchange.
|
||||
- **Trading Pair**: Choose the cryptocurrency trading pair.
|
||||
- **Leverage**: Set the leverage ratio. (Note: if you are using spot trading, set the leverage to 1)
|
||||
- **Total Amount (Quote Currency)**: Define the total amount you want to allocate for trading.
|
||||
- **Position Mode**: Choose between different position modes.
|
||||
- **Cooldown Time**: Set the cooldown period between trades.
|
||||
- **Executor Refresh Time**: Define how often the executors refresh.
|
||||
- **Buy/Sell Spread Distributions**: Configure the distribution of buy and sell spreads.
|
||||
- **Order Amounts**: Specify the percentages for buy and sell order amounts.
|
||||
- **Custom D-Man Maker V2 Settings**: Set specific parameters like top executor refresh time and activation bounds.
|
||||
|
||||
### 3. Executor Distribution Visualization
|
||||
|
||||
Visualize the distribution of your trading executors. This helps you understand how your buy and sell orders are spread across different price levels and amounts.
|
||||
|
||||
### 4. DCA Distribution
|
||||
|
||||
After setting the executor distribution, you will need to configure the internal distribution of the DCA (Dollar Cost Averaging). This involves multiple open orders and one close order per executor level. Visualize the DCA distribution to see how the entry prices are spread and ensure the initial DCA order amounts are above the minimum order size of the exchange.
|
||||
|
||||
### 5. Risk Management
|
||||
|
||||
Configure risk management settings, including take profit, stop loss, time limit, and trailing stop settings for each DCA. This step is crucial for managing your trades and minimizing risk.
|
||||
|
||||
### 6. Backtesting
|
||||
|
||||
Run backtests to evaluate the performance of your configured strategy. The backtesting section allows you to:
|
||||
|
||||
- **Process Data**: Analyze historical trading data.
|
||||
- **Visualize Results**: See performance metrics and charts.
|
||||
- **Evaluate Accuracy**: Assess the accuracy of your strategy’s predictions and trades.
|
||||
- **Understand Close Types**: Review different types of trade closures and their frequencies.
|
||||
|
||||
### 7. Save Configuration
|
||||
|
||||
Once you are satisfied with your configuration and backtest results, save the configuration for future use in the Deploy tab. This allows you to deploy the same strategy later without having to reconfigure it from scratch.
|
||||
|
||||
---
|
||||
|
||||
Feel free to experiment with different configurations to find the optimal setup for your trading strategy. Happy trading!
|
||||
0
frontend/pages/config/dman_maker_v2/__init__.py
Normal file
0
frontend/pages/config/dman_maker_v2/__init__.py
Normal file
71
frontend/pages/config/dman_maker_v2/app.py
Normal file
71
frontend/pages/config/dman_maker_v2/app.py
Normal file
@@ -0,0 +1,71 @@
|
||||
import streamlit as st
|
||||
|
||||
from CONFIG import BACKEND_API_HOST, BACKEND_API_PORT
|
||||
from backend.services.backend_api_client import BackendAPIClient
|
||||
from frontend.components.backtesting import backtesting_section
|
||||
from frontend.components.config_loader import get_default_config_loader
|
||||
from frontend.components.dca_distribution import get_dca_distribution_inputs
|
||||
from frontend.components.save_config import render_save_config
|
||||
from frontend.pages.config.dman_maker_v2.user_inputs import user_inputs
|
||||
from frontend.st_utils import initialize_st_page
|
||||
from frontend.visualization.backtesting import create_backtesting_figure
|
||||
from frontend.visualization.backtesting_metrics import render_backtesting_metrics, render_accuracy_metrics, \
|
||||
render_close_types
|
||||
from frontend.visualization.dca_builder import create_dca_graph
|
||||
from frontend.visualization.executors_distribution import create_executors_distribution_traces
|
||||
|
||||
# Initialize the Streamlit page
|
||||
initialize_st_page(title="D-Man Maker V2", icon="🧙♂️")
|
||||
backend_api_client = BackendAPIClient.get_instance(host=BACKEND_API_HOST, port=BACKEND_API_PORT)
|
||||
|
||||
|
||||
# Page content
|
||||
st.text("This tool will let you create a config for D-Man Maker V2 and upload it to the BackendAPI.")
|
||||
get_default_config_loader("dman_maker_v2")
|
||||
|
||||
inputs = user_inputs()
|
||||
with st.expander("Executor Distribution:", expanded=True):
|
||||
fig = create_executors_distribution_traces(inputs["buy_spreads"], inputs["sell_spreads"], inputs["buy_amounts_pct"], inputs["sell_amounts_pct"], inputs["total_amount_quote"])
|
||||
st.plotly_chart(fig, use_container_width=True)
|
||||
|
||||
dca_inputs = get_dca_distribution_inputs()
|
||||
|
||||
st.write("### Visualizing DCA Distribution for specific Executor Level")
|
||||
st.write("---")
|
||||
buy_order_levels = len(inputs["buy_spreads"])
|
||||
sell_order_levels = len(inputs["sell_spreads"])
|
||||
|
||||
buy_executor_levels = [f"BUY_{i}" for i in range(buy_order_levels)]
|
||||
sell_executor_levels = [f"SELL_{i}" for i in range(sell_order_levels)]
|
||||
c1, c2 = st.columns(2)
|
||||
with c1:
|
||||
executor_level = st.selectbox("Executor Level", buy_executor_levels + sell_executor_levels)
|
||||
side, level = executor_level.split("_")
|
||||
if side == "BUY":
|
||||
dca_amount = inputs["buy_amounts_pct"][int(level)] * inputs["total_amount_quote"]
|
||||
else:
|
||||
dca_amount = inputs["sell_amounts_pct"][int(level)] * inputs["total_amount_quote"]
|
||||
with c2:
|
||||
st.metric(label="DCA Amount", value=f"{dca_amount:.2f}")
|
||||
fig = create_dca_graph(dca_inputs, dca_amount)
|
||||
st.plotly_chart(fig, use_container_width=True)
|
||||
|
||||
# Combine inputs and dca_inputs into final config
|
||||
config = {**inputs, **dca_inputs}
|
||||
st.session_state["default_config"] = config
|
||||
bt_results = backtesting_section(config, backend_api_client)
|
||||
if bt_results:
|
||||
fig = create_backtesting_figure(
|
||||
df=bt_results["processed_data"],
|
||||
executors=bt_results["executors"],
|
||||
config=inputs)
|
||||
c1, c2 = st.columns([0.9, 0.1])
|
||||
with c1:
|
||||
render_backtesting_metrics(bt_results["results"])
|
||||
st.plotly_chart(fig, use_container_width=True)
|
||||
with c2:
|
||||
render_accuracy_metrics(bt_results["results"])
|
||||
st.write("---")
|
||||
render_close_types(bt_results["results"])
|
||||
st.write("---")
|
||||
render_save_config("dman_maker_v2", config)
|
||||
37
frontend/pages/config/dman_maker_v2/user_inputs.py
Normal file
37
frontend/pages/config/dman_maker_v2/user_inputs.py
Normal file
@@ -0,0 +1,37 @@
|
||||
import streamlit as st
|
||||
|
||||
from frontend.components.executors_distribution import get_executors_distribution_inputs
|
||||
from frontend.components.market_making_general_inputs import get_market_making_general_inputs
|
||||
|
||||
|
||||
def user_inputs():
|
||||
connector_name, trading_pair, leverage, total_amount_quote, position_mode, cooldown_time, executor_refresh_time, _, _, _ = get_market_making_general_inputs()
|
||||
buy_spread_distributions, sell_spread_distributions, buy_order_amounts_pct, sell_order_amounts_pct = get_executors_distribution_inputs()
|
||||
with st.expander("Custom D-Man Maker V2 Settings"):
|
||||
c1, c2 = st.columns(2)
|
||||
with c1:
|
||||
top_executor_refresh_time = st.number_input("Top Refresh Time (minutes)", value=60) * 60
|
||||
with c2:
|
||||
executor_activation_bounds = st.number_input("Activation Bounds (%)", value=0.1) / 100
|
||||
# Create the config
|
||||
config = {
|
||||
"controller_name": "dman_maker_v2",
|
||||
"controller_type": "market_making",
|
||||
"manual_kill_switch": None,
|
||||
"candles_config": [],
|
||||
"connector_name": connector_name,
|
||||
"trading_pair": trading_pair,
|
||||
"total_amount_quote": total_amount_quote,
|
||||
"buy_spreads": buy_spread_distributions,
|
||||
"sell_spreads": sell_spread_distributions,
|
||||
"buy_amounts_pct": buy_order_amounts_pct,
|
||||
"sell_amounts_pct": sell_order_amounts_pct,
|
||||
"executor_refresh_time": executor_refresh_time,
|
||||
"cooldown_time": cooldown_time,
|
||||
"leverage": leverage,
|
||||
"position_mode": position_mode,
|
||||
"top_executor_refresh_time": top_executor_refresh_time,
|
||||
"executor_activation_bounds": [executor_activation_bounds]
|
||||
}
|
||||
|
||||
return config
|
||||
19
frontend/pages/config/dman_v5/README.md
Normal file
19
frontend/pages/config/dman_v5/README.md
Normal file
@@ -0,0 +1,19 @@
|
||||
# D-Man Maker V2
|
||||
|
||||
## Features
|
||||
- **Interactive Configuration**: Configure market making parameters such as spreads, amounts, and order levels through an intuitive web interface.
|
||||
- **Visual Feedback**: Visualize order spread and amount distributions using dynamic Plotly charts.
|
||||
- **Backend Integration**: Save and deploy configurations directly to a backend system for active management and execution.
|
||||
|
||||
### Using the Tool
|
||||
1. **Configure Parameters**: Use the Streamlit interface to input parameters such as connector type, trading pair, and leverage.
|
||||
2. **Set Distributions**: Define distributions for buy and sell orders, including spread and amount, either manually or through predefined distribution types like Geometric or Fibonacci.
|
||||
3. **Visualize Orders**: View the configured order distributions on a Plotly graph, which illustrates the relationship between spread and amount.
|
||||
4. **Export Configuration**: Once the configuration is set, export it as a YAML file or directly upload it to the Backend API.
|
||||
5. **Upload**: Use the "Upload Config to BackendAPI" button to send your configuration to the backend system. Then can be used to deploy a new bot.
|
||||
|
||||
## Troubleshooting
|
||||
- **UI Not Loading**: Ensure all Python dependencies are installed and that the Streamlit server is running correctly.
|
||||
- **API Errors**: Check the console for any error messages that may indicate issues with the backend connection.
|
||||
|
||||
For more detailed documentation on the backend API and additional configurations, please refer to the project's documentation or contact the development team.
|
||||
0
frontend/pages/config/dman_v5/__init__.py
Normal file
0
frontend/pages/config/dman_v5/__init__.py
Normal file
147
frontend/pages/config/dman_v5/app.py
Normal file
147
frontend/pages/config/dman_v5/app.py
Normal file
@@ -0,0 +1,147 @@
|
||||
import streamlit as st
|
||||
import pandas as pd
|
||||
import plotly.graph_objects as go
|
||||
import yaml
|
||||
from plotly.subplots import make_subplots
|
||||
|
||||
from CONFIG import BACKEND_API_HOST, BACKEND_API_PORT
|
||||
from backend.services.backend_api_client import BackendAPIClient
|
||||
from frontend.st_utils import initialize_st_page
|
||||
|
||||
# Initialize the Streamlit page
|
||||
initialize_st_page(title="D-Man V5", icon="📊", initial_sidebar_state="expanded")
|
||||
|
||||
@st.cache_data
|
||||
def get_candles(connector_name, trading_pair, interval, max_records):
|
||||
backend_client = BackendAPIClient(BACKEND_API_HOST, BACKEND_API_PORT)
|
||||
return backend_client.get_real_time_candles(connector_name, trading_pair, interval, max_records)
|
||||
|
||||
@st.cache_data
|
||||
def add_indicators(df, macd_fast, macd_slow, macd_signal, diff_lookback):
|
||||
# MACD
|
||||
df.ta.macd(fast=macd_fast, slow=macd_slow, signal=macd_signal, append=True)
|
||||
|
||||
# Decision Logic
|
||||
macdh = df[f"MACDh_{macd_fast}_{macd_slow}_{macd_signal}"]
|
||||
macdh_diff = df[f"MACDh_{macd_fast}_{macd_slow}_{macd_signal}"].diff(diff_lookback)
|
||||
|
||||
long_condition = (macdh > 0) & (macdh_diff > 0)
|
||||
short_condition = (macdh < 0) & (macdh_diff < 0)
|
||||
|
||||
df["signal"] = 0
|
||||
df.loc[long_condition, "signal"] = 1
|
||||
df.loc[short_condition, "signal"] = -1
|
||||
|
||||
return df
|
||||
|
||||
st.write("## Configuration")
|
||||
c1, c2, c3 = st.columns(3)
|
||||
with c1:
|
||||
connector_name = st.text_input("Connector Name", value="binance_perpetual")
|
||||
trading_pair = st.text_input("Trading Pair", value="WLD-USDT")
|
||||
with c2:
|
||||
interval = st.selectbox("Candle Interval", ["1m", "3m", "5m", "15m", "30m"], index=1)
|
||||
max_records = st.number_input("Max Records", min_value=100, max_value=10000, value=1000)
|
||||
with c3:
|
||||
macd_fast = st.number_input("MACD Fast", min_value=1, value=21)
|
||||
macd_slow = st.number_input("MACD Slow", min_value=1, value=42)
|
||||
macd_signal = st.number_input("MACD Signal", min_value=1, value=9)
|
||||
diff_lookback = st.number_input("MACD Diff Lookback", min_value=1, value=5)
|
||||
|
||||
# Fetch and process data
|
||||
candle_data = get_candles(connector_name, trading_pair, interval, max_records)
|
||||
df = pd.DataFrame(candle_data)
|
||||
df.index = pd.to_datetime(df['timestamp'], unit='s')
|
||||
df = add_indicators(df, macd_fast, macd_slow, macd_signal, diff_lookback)
|
||||
|
||||
# Prepare data for signals
|
||||
signals = df[df['signal'] != 0]
|
||||
buy_signals = signals[signals['signal'] == 1]
|
||||
sell_signals = signals[signals['signal'] == -1]
|
||||
|
||||
|
||||
# Define your color palette
|
||||
tech_colors = {
|
||||
'upper_band': '#4682B4',
|
||||
'middle_band': '#FFD700',
|
||||
'lower_band': '#32CD32',
|
||||
'buy_signal': '#1E90FF',
|
||||
'sell_signal': '#FF0000',
|
||||
}
|
||||
|
||||
# Create a subplot with 3 rows
|
||||
fig = make_subplots(rows=3, cols=1, shared_xaxes=True,
|
||||
vertical_spacing=0.05, # Adjust spacing to make the plot look better
|
||||
subplot_titles=('Candlestick', 'MACD Line and Histogram', 'Trading Signals'),
|
||||
row_heights=[0.5, 0.3, 0.2]) # Adjust heights to give more space to candlestick and MACD
|
||||
|
||||
# Candlestick and Bollinger Bands
|
||||
fig.add_trace(go.Candlestick(x=df.index,
|
||||
open=df['open'],
|
||||
high=df['high'],
|
||||
low=df['low'],
|
||||
close=df['close'],
|
||||
name="Candlesticks", increasing_line_color='#2ECC71', decreasing_line_color='#E74C3C'),
|
||||
row=1, col=1)
|
||||
|
||||
# MACD Line and Histogram
|
||||
fig.add_trace(go.Scatter(x=df.index, y=df[f"MACD_{macd_fast}_{macd_slow}_{macd_signal}"], line=dict(color='orange'), name='MACD Line'), row=2, col=1)
|
||||
fig.add_trace(go.Scatter(x=df.index, y=df[f"MACDs_{macd_fast}_{macd_slow}_{macd_signal}"], line=dict(color='purple'), name='MACD Signal'), row=2, col=1)
|
||||
fig.add_trace(go.Bar(x=df.index, y=df[f"MACDh_{macd_fast}_{macd_slow}_{macd_signal}"], name='MACD Histogram', marker_color=df[f"MACDh_{macd_fast}_{macd_slow}_{macd_signal}"].apply(lambda x: '#FF6347' if x < 0 else '#32CD32')), row=2, col=1)
|
||||
# Signals plot
|
||||
fig.add_trace(go.Scatter(x=buy_signals.index, y=buy_signals['close'], mode='markers',
|
||||
marker=dict(color=tech_colors['buy_signal'], size=10, symbol='triangle-up'),
|
||||
name='Buy Signal'), row=1, col=1)
|
||||
fig.add_trace(go.Scatter(x=sell_signals.index, y=sell_signals['close'], mode='markers',
|
||||
marker=dict(color=tech_colors['sell_signal'], size=10, symbol='triangle-down'),
|
||||
name='Sell Signal'), row=1, col=1)
|
||||
|
||||
# Trading Signals
|
||||
fig.add_trace(go.Scatter(x=signals.index, y=signals['signal'], mode='markers', marker=dict(color=signals['signal'].map({1: '#1E90FF', -1: '#FF0000'}), size=10), name='Trading Signals'), row=3, col=1)
|
||||
|
||||
# Update layout settings for a clean look
|
||||
fig.update_layout(height=1000, title="MACD and Bollinger Bands Strategy", xaxis_title="Time", yaxis_title="Price", template="plotly_dark", showlegend=True)
|
||||
fig.update_xaxes(rangeslider_visible=False, row=1, col=1)
|
||||
fig.update_xaxes(rangeslider_visible=False, row=2, col=1)
|
||||
fig.update_xaxes(rangeslider_visible=False, row=3, col=1)
|
||||
|
||||
# Display the chart
|
||||
st.plotly_chart(fig, use_container_width=True)
|
||||
|
||||
|
||||
c1, c2, c3 = st.columns([2, 2, 1])
|
||||
|
||||
with c1:
|
||||
config_base = st.text_input("Config Base", value=f"macd_bb_v1-{connector_name}-{trading_pair.split('-')[0]}")
|
||||
with c2:
|
||||
config_tag = st.text_input("Config Tag", value="1.1")
|
||||
|
||||
# Save the configuration
|
||||
id = f"{config_base}-{config_tag}"
|
||||
|
||||
config = {
|
||||
"id": id,
|
||||
"connector_name": connector_name,
|
||||
"trading_pair": trading_pair,
|
||||
"interval": interval,
|
||||
"macd_fast": macd_fast,
|
||||
"macd_slow": macd_slow,
|
||||
"macd_signal": macd_signal,
|
||||
}
|
||||
|
||||
yaml_config = yaml.dump(config, default_flow_style=False)
|
||||
|
||||
with c3:
|
||||
download_config = st.download_button(
|
||||
label="Download YAML",
|
||||
data=yaml_config,
|
||||
file_name=f'{id.lower()}.yml',
|
||||
mime='text/yaml'
|
||||
)
|
||||
upload_config_to_backend = st.button("Upload Config to BackendAPI")
|
||||
|
||||
|
||||
if upload_config_to_backend:
|
||||
backend_api_client = BackendAPIClient.get_instance(host=BACKEND_API_HOST, port=BACKEND_API_PORT)
|
||||
backend_api_client.add_controller_config(config)
|
||||
st.success("Config uploaded successfully!")
|
||||
19
frontend/pages/config/kalman_filter_v1/README.md
Normal file
19
frontend/pages/config/kalman_filter_v1/README.md
Normal file
@@ -0,0 +1,19 @@
|
||||
# D-Man Maker V2
|
||||
|
||||
## Features
|
||||
- **Interactive Configuration**: Configure market making parameters such as spreads, amounts, and order levels through an intuitive web interface.
|
||||
- **Visual Feedback**: Visualize order spread and amount distributions using dynamic Plotly charts.
|
||||
- **Backend Integration**: Save and deploy configurations directly to a backend system for active management and execution.
|
||||
|
||||
### Using the Tool
|
||||
1. **Configure Parameters**: Use the Streamlit interface to input parameters such as connector type, trading pair, and leverage.
|
||||
2. **Set Distributions**: Define distributions for buy and sell orders, including spread and amount, either manually or through predefined distribution types like Geometric or Fibonacci.
|
||||
3. **Visualize Orders**: View the configured order distributions on a Plotly graph, which illustrates the relationship between spread and amount.
|
||||
4. **Export Configuration**: Once the configuration is set, export it as a YAML file or directly upload it to the Backend API.
|
||||
5. **Upload**: Use the "Upload Config to BackendAPI" button to send your configuration to the backend system. Then can be used to deploy a new bot.
|
||||
|
||||
## Troubleshooting
|
||||
- **UI Not Loading**: Ensure all Python dependencies are installed and that the Streamlit server is running correctly.
|
||||
- **API Errors**: Check the console for any error messages that may indicate issues with the backend connection.
|
||||
|
||||
For more detailed documentation on the backend API and additional configurations, please refer to the project's documentation or contact the development team.
|
||||
0
frontend/pages/config/kalman_filter_v1/__init__.py
Normal file
0
frontend/pages/config/kalman_filter_v1/__init__.py
Normal file
225
frontend/pages/config/kalman_filter_v1/app.py
Normal file
225
frontend/pages/config/kalman_filter_v1/app.py
Normal file
@@ -0,0 +1,225 @@
|
||||
import streamlit as st
|
||||
import pandas as pd
|
||||
import plotly.graph_objects as go
|
||||
import yaml
|
||||
from hummingbot.connector.connector_base import OrderType
|
||||
from pykalman import KalmanFilter
|
||||
|
||||
from CONFIG import BACKEND_API_HOST, BACKEND_API_PORT
|
||||
from backend.services.backend_api_client import BackendAPIClient
|
||||
from frontend.st_utils import initialize_st_page
|
||||
|
||||
# Initialize the Streamlit page
|
||||
initialize_st_page(title="Kalman Filter V1", icon="📈", initial_sidebar_state="expanded")
|
||||
|
||||
|
||||
@st.cache_data
|
||||
def get_candles(connector_name="binance", trading_pair="BTC-USDT", interval="1m", max_records=5000):
|
||||
backend_client = BackendAPIClient(BACKEND_API_HOST, BACKEND_API_PORT)
|
||||
return backend_client.get_real_time_candles(connector_name, trading_pair, interval, max_records)
|
||||
|
||||
@st.cache_data
|
||||
def add_indicators(df, observation_covariance=1, transition_covariance=0.01, initial_state_covariance=0.001):
|
||||
# Add Bollinger Bands
|
||||
# Construct a Kalman filter
|
||||
kf = KalmanFilter(transition_matrices=[1],
|
||||
observation_matrices=[1],
|
||||
initial_state_mean=df["close"].values[0],
|
||||
initial_state_covariance=initial_state_covariance,
|
||||
observation_covariance=observation_covariance,
|
||||
transition_covariance=transition_covariance)
|
||||
mean, cov = kf.filter(df["close"].values)
|
||||
df["kf"] = pd.Series(mean.flatten(), index=df["close"].index)
|
||||
df["kf_upper"] = pd.Series(mean.flatten() + 1.96 * cov.flatten(), index=df["close"].index)
|
||||
df["kf_lower"] = pd.Series(mean.flatten() - 1.96 * cov.flatten(), index=df["close"].index)
|
||||
|
||||
# Generate signal
|
||||
long_condition = df["close"] < df["kf_lower"]
|
||||
short_condition = df["close"] > df["kf_upper"]
|
||||
|
||||
# Generate signal
|
||||
df["signal"] = 0
|
||||
df.loc[long_condition, "signal"] = 1
|
||||
df.loc[short_condition, "signal"] = -1
|
||||
return df
|
||||
|
||||
|
||||
st.text("This tool will let you create a config for Kalman Filter V1 and visualize the strategy.")
|
||||
st.write("---")
|
||||
|
||||
# Inputs for Kalman Filter configuration
|
||||
st.write("## Candles Configuration")
|
||||
c1, c2, c3, c4 = st.columns(4)
|
||||
with c1:
|
||||
connector_name = st.text_input("Connector Name", value="binance_perpetual")
|
||||
candles_connector = st.text_input("Candles Connector", value="binance_perpetual")
|
||||
with c2:
|
||||
trading_pair = st.text_input("Trading Pair", value="WLD-USDT")
|
||||
candles_trading_pair = st.text_input("Candles Trading Pair", value="WLD-USDT")
|
||||
with c3:
|
||||
interval = st.selectbox("Candle Interval", options=["1m", "3m", "5m", "15m", "30m"], index=1)
|
||||
with c4:
|
||||
max_records = st.number_input("Max Records", min_value=100, max_value=10000, value=1000)
|
||||
|
||||
|
||||
st.write("## Positions Configuration")
|
||||
c1, c2, c3, c4 = st.columns(4)
|
||||
with c1:
|
||||
sl = st.number_input("Stop Loss (%)", min_value=0.0, max_value=100.0, value=2.0, step=0.1)
|
||||
tp = st.number_input("Take Profit (%)", min_value=0.0, max_value=100.0, value=3.0, step=0.1)
|
||||
take_profit_order_type = st.selectbox("Take Profit Order Type", (OrderType.LIMIT, OrderType.MARKET))
|
||||
with c2:
|
||||
ts_ap = st.number_input("Trailing Stop Activation Price (%)", min_value=0.0, max_value=100.0, value=1.0, step=0.1)
|
||||
ts_delta = st.number_input("Trailing Stop Delta (%)", min_value=0.0, max_value=100.0, value=0.3, step=0.1)
|
||||
time_limit = st.number_input("Time Limit (minutes)", min_value=0, value=60 * 6)
|
||||
with c3:
|
||||
executor_amount_quote = st.number_input("Executor Amount Quote", min_value=10.0, value=100.0, step=1.0)
|
||||
max_executors_per_side = st.number_input("Max Executors Per Side", min_value=1, value=2)
|
||||
cooldown_time = st.number_input("Cooldown Time (seconds)", min_value=0, value=300)
|
||||
with c4:
|
||||
leverage = st.number_input("Leverage", min_value=1, value=20)
|
||||
position_mode = st.selectbox("Position Mode", ("HEDGE", "ONEWAY"))
|
||||
|
||||
st.write("## Kalman Filter Configuration")
|
||||
c1, c2 = st.columns(2)
|
||||
with c1:
|
||||
observation_covariance = st.number_input("Observation Covariance", value=1.0)
|
||||
with c2:
|
||||
transition_covariance = st.number_input("Transition Covariance", value=0.001, step=0.0001, format="%.4f")
|
||||
|
||||
|
||||
# Load candle data
|
||||
candle_data = get_candles(connector_name=candles_connector, trading_pair=candles_trading_pair, interval=interval, max_records=max_records)
|
||||
df = pd.DataFrame(candle_data)
|
||||
df.index = pd.to_datetime(df['timestamp'], unit='s')
|
||||
candles_processed = add_indicators(df, observation_covariance, transition_covariance)
|
||||
|
||||
|
||||
|
||||
# Prepare data for signals
|
||||
signals = candles_processed[candles_processed['signal'] != 0]
|
||||
buy_signals = signals[signals['signal'] == 1]
|
||||
sell_signals = signals[signals['signal'] == -1]
|
||||
|
||||
from plotly.subplots import make_subplots
|
||||
|
||||
# Define your color palette
|
||||
tech_colors = {
|
||||
'upper_band': '#4682B4', # Steel Blue for the Upper Bollinger Band
|
||||
'middle_band': '#FFD700', # Gold for the Middle Bollinger Band
|
||||
'lower_band': '#32CD32', # Green for the Lower Bollinger Band
|
||||
'buy_signal': '#1E90FF', # Dodger Blue for Buy Signals
|
||||
'sell_signal': '#FF0000', # Red for Sell Signals
|
||||
}
|
||||
|
||||
# Create a subplot with 2 rows
|
||||
fig = make_subplots(rows=2, cols=1, shared_xaxes=True,
|
||||
vertical_spacing=0.02, subplot_titles=('Candlestick with Kalman Filter', 'Trading Signals'),
|
||||
row_heights=[0.7, 0.3])
|
||||
|
||||
# Candlestick plot
|
||||
fig.add_trace(go.Candlestick(x=candles_processed.index,
|
||||
open=candles_processed['open'],
|
||||
high=candles_processed['high'],
|
||||
low=candles_processed['low'],
|
||||
close=candles_processed['close'],
|
||||
name="Candlesticks", increasing_line_color='#2ECC71', decreasing_line_color='#E74C3C'),
|
||||
row=1, col=1)
|
||||
|
||||
# Bollinger Bands
|
||||
fig.add_trace(go.Scatter(x=candles_processed.index, y=candles_processed['kf_upper'], line=dict(color=tech_colors['upper_band']), name='Upper Band'), row=1, col=1)
|
||||
fig.add_trace(go.Scatter(x=candles_processed.index, y=candles_processed['kf'], line=dict(color=tech_colors['middle_band']), name='Middle Band'), row=1, col=1)
|
||||
fig.add_trace(go.Scatter(x=candles_processed.index, y=candles_processed['kf_lower'], line=dict(color=tech_colors['lower_band']), name='Lower Band'), row=1, col=1)
|
||||
|
||||
# Signals plot
|
||||
fig.add_trace(go.Scatter(x=buy_signals.index, y=buy_signals['close'], mode='markers',
|
||||
marker=dict(color=tech_colors['buy_signal'], size=10, symbol='triangle-up'),
|
||||
name='Buy Signal'), row=1, col=1)
|
||||
fig.add_trace(go.Scatter(x=sell_signals.index, y=sell_signals['close'], mode='markers',
|
||||
marker=dict(color=tech_colors['sell_signal'], size=10, symbol='triangle-down'),
|
||||
name='Sell Signal'), row=1, col=1)
|
||||
|
||||
fig.add_trace(go.Scatter(x=signals.index, y=signals['signal'], mode='markers',
|
||||
marker=dict(color=signals['signal'].map({1: tech_colors['buy_signal'], -1: tech_colors['sell_signal']}), size=10),
|
||||
showlegend=False), row=2, col=1)
|
||||
|
||||
# Update layout
|
||||
fig.update_layout(
|
||||
height=1000, # Increased height for better visibility
|
||||
title="Kalman Filter and Trading Signals",
|
||||
xaxis_title="Time",
|
||||
yaxis_title="Price",
|
||||
template="plotly_dark",
|
||||
showlegend=False
|
||||
)
|
||||
|
||||
# Update xaxis properties
|
||||
fig.update_xaxes(
|
||||
rangeslider_visible=False, # Disable range slider for all
|
||||
row=1, col=1
|
||||
)
|
||||
fig.update_xaxes(
|
||||
row=2, col=1
|
||||
)
|
||||
|
||||
# Update yaxis properties
|
||||
fig.update_yaxes(
|
||||
title_text="Price", row=1, col=1
|
||||
)
|
||||
fig.update_yaxes(
|
||||
title_text="Signal", row=2, col=1
|
||||
)
|
||||
|
||||
# Use Streamlit's functionality to display the plot
|
||||
st.plotly_chart(fig, use_container_width=True)
|
||||
|
||||
c1, c2, c3 = st.columns([2, 2, 1])
|
||||
|
||||
with c1:
|
||||
config_base = st.text_input("Config Base", value=f"bollinger_v1-{connector_name}-{trading_pair.split('-')[0]}")
|
||||
with c2:
|
||||
config_tag = st.text_input("Config Tag", value="1.1")
|
||||
|
||||
id = f"{config_base}-{config_tag}"
|
||||
config = {
|
||||
"id": id,
|
||||
"controller_name": "bollinger_v1",
|
||||
"controller_type": "directional_trading",
|
||||
"manual_kill_switch": None,
|
||||
"candles_config": [],
|
||||
"connector_name": connector_name,
|
||||
"trading_pair": trading_pair,
|
||||
"executor_amount_quote": executor_amount_quote,
|
||||
"max_executors_per_side": max_executors_per_side,
|
||||
"cooldown_time": cooldown_time,
|
||||
"leverage": leverage,
|
||||
"position_mode": position_mode,
|
||||
"stop_loss": sl / 100,
|
||||
"take_profit": tp / 100,
|
||||
"time_limit": time_limit,
|
||||
"take_profit_order_type": take_profit_order_type.value,
|
||||
"trailing_stop": {
|
||||
"activation_price": ts_ap / 100,
|
||||
"trailing_delta": ts_delta / 100
|
||||
},
|
||||
"candles_connector": candles_connector,
|
||||
"candles_trading_pair": candles_trading_pair,
|
||||
"interval": interval,
|
||||
}
|
||||
|
||||
yaml_config = yaml.dump(config, default_flow_style=False)
|
||||
|
||||
with c3:
|
||||
download_config = st.download_button(
|
||||
label="Download YAML",
|
||||
data=yaml_config,
|
||||
file_name=f'{id.lower()}.yml',
|
||||
mime='text/yaml'
|
||||
)
|
||||
upload_config_to_backend = st.button("Upload Config to BackendAPI")
|
||||
|
||||
|
||||
if upload_config_to_backend:
|
||||
backend_api_client = BackendAPIClient.get_instance(host=BACKEND_API_HOST, port=BACKEND_API_PORT)
|
||||
backend_api_client.add_controller_config(config)
|
||||
st.success("Config uploaded successfully!")
|
||||
80
frontend/pages/config/macd_bb_v1/README.md
Normal file
80
frontend/pages/config/macd_bb_v1/README.md
Normal file
@@ -0,0 +1,80 @@
|
||||
# MACD BB V1 Configuration Tool
|
||||
|
||||
Welcome to the MACD BB V1 Configuration Tool! This tool allows you to create, modify, visualize, backtest, and save configurations for the MACD BB V1 directional trading strategy. Here’s how you can make the most out of it.
|
||||
|
||||
## Features
|
||||
|
||||
- **Start from Default Configurations**: Begin with a default configuration or use the values from an existing configuration.
|
||||
- **Modify Configuration Values**: Change various parameters of the configuration to suit your trading strategy.
|
||||
- **Visualize Results**: See the impact of your changes through visual charts.
|
||||
- **Backtest Your Strategy**: Run backtests to evaluate the performance of your strategy.
|
||||
- **Save and Deploy**: Once satisfied, save the configuration to deploy it later.
|
||||
|
||||
## How to Use
|
||||
|
||||
### 1. Load Default Configuration
|
||||
|
||||
Start by loading the default configuration for the MACD BB V1 strategy. This provides a baseline setup that you can customize to fit your needs.
|
||||
|
||||
### 2. User Inputs
|
||||
|
||||
Input various parameters for the strategy configuration. These parameters include:
|
||||
|
||||
- **Connector Name**: Select the trading platform or exchange.
|
||||
- **Trading Pair**: Choose the cryptocurrency trading pair.
|
||||
- **Leverage**: Set the leverage ratio. (Note: if you are using spot trading, set the leverage to 1)
|
||||
- **Total Amount (Quote Currency)**: Define the total amount you want to allocate for trading.
|
||||
- **Max Executors per Side**: Specify the maximum number of executors per side.
|
||||
- **Cooldown Time**: Set the cooldown period between trades.
|
||||
- **Position Mode**: Choose between different position modes.
|
||||
- **Candles Connector**: Select the data source for candlestick data.
|
||||
- **Candles Trading Pair**: Choose the trading pair for candlestick data.
|
||||
- **Interval**: Set the interval for candlestick data.
|
||||
- **Bollinger Bands Length**: Define the length of the Bollinger Bands.
|
||||
- **Standard Deviation Multiplier**: Set the standard deviation multiplier for the Bollinger Bands.
|
||||
- **Long Threshold**: Configure the threshold for long positions.
|
||||
- **Short Threshold**: Configure the threshold for short positions.
|
||||
- **MACD Fast**: Set the fast period for the MACD indicator.
|
||||
- **MACD Slow**: Set the slow period for the MACD indicator.
|
||||
- **MACD Signal**: Set the signal period for the MACD indicator.
|
||||
- **Risk Management**: Set parameters for stop loss, take profit, time limit, and trailing stop settings.
|
||||
|
||||
### 3. Visualize Indicators
|
||||
|
||||
Visualize the Bollinger Bands and MACD on the OHLC (Open, High, Low, Close) chart to see the impact of your configuration. Here are some hints to help you fine-tune the indicators:
|
||||
|
||||
- **Bollinger Bands Length**: A larger length will make the Bollinger Bands wider and smoother, while a smaller length will make them narrower and more volatile.
|
||||
- **Long Threshold**: This is a reference to the Bollinger Band. A value of 0 means the lower band, and a value of 1 means the upper band. For example, if the long threshold is 0, long positions will only be taken if the price is below the lower band.
|
||||
- **Short Threshold**: Similarly, a value of 1.1 means the price must be above the upper band by 0.1 of the band’s range to take a short position.
|
||||
- **Thresholds**: The closer you set the thresholds to 0.5, the more trades will be executed. The farther away they are, the fewer trades will be executed.
|
||||
- **MACD**: The MACD is used to determine trend changes. If the MACD value is negative and the histogram becomes positive, it signals a market trend up, suggesting a long position. Conversely, if the MACD value is positive and the histogram becomes negative, it signals a market trend down, suggesting a short position.
|
||||
|
||||
### Combining MACD and Bollinger Bands for Trade Signals
|
||||
|
||||
The MACD BB V1 strategy uses the MACD to identify potential trend changes and the Bollinger Bands to filter these signals:
|
||||
|
||||
- **Long Signal**: The MACD value must be negative, and the histogram must become positive, indicating a potential uptrend. The price must also be below the long threshold of the Bollinger Bands (e.g., below the lower band if the threshold is 0).
|
||||
- **Short Signal**: The MACD value must be positive, and the histogram must become negative, indicating a potential downtrend. The price must also be above the short threshold of the Bollinger Bands (e.g., above the upper band if the threshold is 1.1).
|
||||
|
||||
This combination ensures that you only take trend-following trades when the market is already deviated from the mean, enhancing the effectiveness of your trading strategy.
|
||||
|
||||
### 4. Executor Distribution
|
||||
|
||||
The total amount in the quote currency will be distributed among the maximum number of executors per side. For example, if the total amount quote is 1000 and the max executors per side is 5, each executor will have 200 to trade. If the signal is on, the first executor will place an order and wait for the cooldown time before the next one executes, continuing this pattern for the subsequent orders.
|
||||
|
||||
### 5. Backtesting
|
||||
|
||||
Run backtests to evaluate the performance of your configured strategy. The backtesting section allows you to:
|
||||
|
||||
- **Process Data**: Analyze historical trading data.
|
||||
- **Visualize Results**: See performance metrics and charts.
|
||||
- **Evaluate Accuracy**: Assess the accuracy of your strategy’s predictions and trades.
|
||||
- **Understand Close Types**: Review different types of trade closures and their frequencies.
|
||||
|
||||
### 6. Save Configuration
|
||||
|
||||
Once you are satisfied with your configuration and backtest results, save the configuration for future use in the Deploy tab. This allows you to deploy the same strategy later without having to reconfigure it from scratch.
|
||||
|
||||
---
|
||||
|
||||
Feel free to experiment with different configurations to find the optimal setup for your trading strategy. Happy trading!
|
||||
0
frontend/pages/config/macd_bb_v1/__init__.py
Normal file
0
frontend/pages/config/macd_bb_v1/__init__.py
Normal file
67
frontend/pages/config/macd_bb_v1/app.py
Normal file
67
frontend/pages/config/macd_bb_v1/app.py
Normal file
@@ -0,0 +1,67 @@
|
||||
import streamlit as st
|
||||
import pandas as pd
|
||||
import plotly.graph_objects as go
|
||||
import yaml
|
||||
from plotly.subplots import make_subplots
|
||||
|
||||
from CONFIG import BACKEND_API_HOST, BACKEND_API_PORT
|
||||
from backend.services.backend_api_client import BackendAPIClient
|
||||
from frontend.components.backtesting import backtesting_section
|
||||
from frontend.components.config_loader import get_default_config_loader
|
||||
from frontend.components.save_config import render_save_config
|
||||
from frontend.pages.config.macd_bb_v1.user_inputs import user_inputs
|
||||
from frontend.pages.config.utils import get_candles, get_max_records
|
||||
from frontend.st_utils import initialize_st_page
|
||||
from frontend.visualization import theme
|
||||
from frontend.visualization.backtesting import create_backtesting_figure
|
||||
from frontend.visualization.backtesting_metrics import render_backtesting_metrics, render_accuracy_metrics, \
|
||||
render_close_types
|
||||
from frontend.visualization.candles import get_candlestick_trace
|
||||
from frontend.visualization.indicators import get_bbands_traces, get_volume_trace, get_macd_traces
|
||||
from frontend.visualization.signals import get_macdbb_v1_signal_traces
|
||||
from frontend.visualization.utils import add_traces_to_fig
|
||||
|
||||
# Initialize the Streamlit page
|
||||
initialize_st_page(title="MACD_BB V1", icon="📊", initial_sidebar_state="expanded")
|
||||
backend_api_client = BackendAPIClient.get_instance(host=BACKEND_API_HOST, port=BACKEND_API_PORT)
|
||||
|
||||
get_default_config_loader("macd_bb_v1")
|
||||
# User inputs
|
||||
inputs = user_inputs()
|
||||
st.session_state["default_config"] = inputs
|
||||
|
||||
st.write("### Visualizing MACD Bollinger Trading Signals")
|
||||
days_to_visualize = st.number_input("Days to Visualize", min_value=1, max_value=365, value=3)
|
||||
# Load candle data
|
||||
candles = get_candles(connector_name=inputs["candles_connector"], trading_pair=inputs["candles_trading_pair"], interval=inputs["interval"], days=days_to_visualize)
|
||||
|
||||
# Create a subplot with 2 rows
|
||||
fig = make_subplots(rows=2, cols=1, shared_xaxes=True,
|
||||
vertical_spacing=0.02, subplot_titles=('Candlestick with Bollinger Bands', 'Volume', "MACD"),
|
||||
row_heights=[0.8, 0.2])
|
||||
add_traces_to_fig(fig, [get_candlestick_trace(candles)], row=1, col=1)
|
||||
add_traces_to_fig(fig, get_bbands_traces(candles, inputs["bb_length"], inputs["bb_std"]), row=1, col=1)
|
||||
add_traces_to_fig(fig, get_macdbb_v1_signal_traces(df=candles, bb_length=inputs["bb_length"], bb_std=inputs["bb_std"],
|
||||
bb_long_threshold=inputs["bb_long_threshold"], bb_short_threshold=inputs["bb_short_threshold"],
|
||||
macd_fast=inputs["macd_fast"], macd_slow=inputs["macd_slow"], macd_signal=inputs["macd_signal"]), row=1, col=1)
|
||||
add_traces_to_fig(fig, get_macd_traces(df=candles, macd_fast=inputs["macd_fast"], macd_slow=inputs["macd_slow"], macd_signal=inputs["macd_signal"]), row=2, col=1)
|
||||
|
||||
fig.update_layout(**theme.get_default_layout())
|
||||
# Use Streamlit's functionality to display the plot
|
||||
st.plotly_chart(fig, use_container_width=True)
|
||||
bt_results = backtesting_section(inputs, backend_api_client)
|
||||
if bt_results:
|
||||
fig = create_backtesting_figure(
|
||||
df=bt_results["processed_data"],
|
||||
executors=bt_results["executors"],
|
||||
config=inputs)
|
||||
c1, c2 = st.columns([0.9, 0.1])
|
||||
with c1:
|
||||
render_backtesting_metrics(bt_results["results"])
|
||||
st.plotly_chart(fig, use_container_width=True)
|
||||
with c2:
|
||||
render_accuracy_metrics(bt_results["results"])
|
||||
st.write("---")
|
||||
render_close_types(bt_results["results"])
|
||||
st.write("---")
|
||||
render_save_config("bollinger_v1", inputs)
|
||||
62
frontend/pages/config/macd_bb_v1/user_inputs.py
Normal file
62
frontend/pages/config/macd_bb_v1/user_inputs.py
Normal file
@@ -0,0 +1,62 @@
|
||||
import streamlit as st
|
||||
from frontend.components.directional_trading_general_inputs import get_directional_trading_general_inputs
|
||||
from frontend.components.risk_management import get_risk_management_inputs
|
||||
|
||||
|
||||
def user_inputs():
|
||||
default_config = st.session_state.get("default_config", {})
|
||||
bb_length = default_config.get("bb_length", 100)
|
||||
bb_std = default_config.get("bb_std", 2.0)
|
||||
bb_long_threshold = default_config.get("bb_long_threshold", 0.0)
|
||||
bb_short_threshold = default_config.get("bb_short_threshold", 1.0)
|
||||
macd_fast = default_config.get("macd_fast", 21)
|
||||
macd_slow = default_config.get("macd_slow", 42)
|
||||
macd_signal = default_config.get("macd_signal", 9)
|
||||
connector_name, trading_pair, leverage, total_amount_quote, max_executors_per_side, cooldown_time, position_mode, candles_connector_name, candles_trading_pair, interval = get_directional_trading_general_inputs()
|
||||
sl, tp, time_limit, ts_ap, ts_delta, take_profit_order_type = get_risk_management_inputs()
|
||||
with st.expander("MACD Bollinger Configuration", expanded=True):
|
||||
c1, c2, c3, c4, c5, c6, c7 = st.columns(7)
|
||||
with c1:
|
||||
bb_length = st.number_input("Bollinger Bands Length", min_value=5, max_value=1000, value=bb_length)
|
||||
with c2:
|
||||
bb_std = st.number_input("Standard Deviation Multiplier", min_value=1.0, max_value=2.0, value=bb_std)
|
||||
with c3:
|
||||
bb_long_threshold = st.number_input("Long Threshold", value=bb_long_threshold)
|
||||
with c4:
|
||||
bb_short_threshold = st.number_input("Short Threshold", value=bb_short_threshold)
|
||||
with c5:
|
||||
macd_fast = st.number_input("MACD Fast", min_value=1, value=macd_fast)
|
||||
with c6:
|
||||
macd_slow = st.number_input("MACD Slow", min_value=1, value=macd_slow)
|
||||
with c7:
|
||||
macd_signal = st.number_input("MACD Signal", min_value=1, value=macd_signal)
|
||||
|
||||
return {
|
||||
"controller_name": "macd_bb_v1",
|
||||
"controller_type": "directional_trading",
|
||||
"connector_name": connector_name,
|
||||
"trading_pair": trading_pair,
|
||||
"leverage": leverage,
|
||||
"total_amount_quote": total_amount_quote,
|
||||
"max_executors_per_side": max_executors_per_side,
|
||||
"cooldown_time": cooldown_time,
|
||||
"position_mode": position_mode,
|
||||
"candles_connector": candles_connector_name,
|
||||
"candles_trading_pair": candles_trading_pair,
|
||||
"interval": interval,
|
||||
"bb_length": bb_length,
|
||||
"bb_std": bb_std,
|
||||
"bb_long_threshold": bb_long_threshold,
|
||||
"bb_short_threshold": bb_short_threshold,
|
||||
"macd_fast": macd_fast,
|
||||
"macd_slow": macd_slow,
|
||||
"macd_signal": macd_signal,
|
||||
"stop_loss": sl,
|
||||
"take_profit": tp,
|
||||
"time_limit": time_limit,
|
||||
"trailing_stop": {
|
||||
"activation_price": ts_ap,
|
||||
"trailing_delta": ts_delta
|
||||
},
|
||||
"take_profit_order_type": take_profit_order_type.value
|
||||
}
|
||||
62
frontend/pages/config/pmm_dynamic/README.md
Normal file
62
frontend/pages/config/pmm_dynamic/README.md
Normal file
@@ -0,0 +1,62 @@
|
||||
# PMM Dynamic Configuration Tool
|
||||
|
||||
Welcome to the PMM Dynamic Configuration Tool! This tool allows you to create, modify, visualize, backtest, and save configurations for the PMM Dynamic trading strategy. Here’s how you can make the most out of it.
|
||||
|
||||
## Features
|
||||
|
||||
- **Start from Default Configurations**: Begin with a default configuration or use the values from an existing configuration.
|
||||
- **Modify Configuration Values**: Change various parameters of the configuration to suit your trading strategy.
|
||||
- **Visualize Results**: See the impact of your changes through visual charts, including indicators like MACD and NATR.
|
||||
- **Backtest Your Strategy**: Run backtests to evaluate the performance of your strategy.
|
||||
- **Save and Deploy**: Once satisfied, save the configuration to deploy it later.
|
||||
|
||||
## How to Use
|
||||
|
||||
### 1. Load Default Configuration
|
||||
|
||||
Start by loading the default configuration for the PMM Dynamic strategy. This provides a baseline setup that you can customize to fit your needs.
|
||||
|
||||
### 2. User Inputs
|
||||
|
||||
Input various parameters for the strategy configuration. These parameters include:
|
||||
|
||||
- **Connector Name**: Select the trading platform or exchange.
|
||||
- **Trading Pair**: Choose the cryptocurrency trading pair.
|
||||
- **Leverage**: Set the leverage ratio. (Note: if you are using spot trading, set the leverage to 1)
|
||||
- **Total Amount (Quote Currency)**: Define the total amount you want to allocate for trading.
|
||||
- **Position Mode**: Choose between different position modes.
|
||||
- **Cooldown Time**: Set the cooldown period between trades.
|
||||
- **Executor Refresh Time**: Define how often the executors refresh.
|
||||
- **Candles Connector**: Select the data source for candlestick data.
|
||||
- **Candles Trading Pair**: Choose the trading pair for candlestick data.
|
||||
- **Interval**: Set the interval for candlestick data.
|
||||
- **MACD Fast Period**: Set the fast period for the MACD indicator.
|
||||
- **MACD Slow Period**: Set the slow period for the MACD indicator.
|
||||
- **MACD Signal Period**: Set the signal period for the MACD indicator.
|
||||
- **NATR Length**: Define the length for the NATR indicator.
|
||||
- **Risk Management**: Set parameters for stop loss, take profit, time limit, and trailing stop settings.
|
||||
|
||||
### 3. Indicator Visualization
|
||||
|
||||
Visualize the candlestick data along with the MACD and NATR indicators. This helps you understand how the MACD will shift the mid-price and how the NATR will be used as a base multiplier for spreads.
|
||||
|
||||
### 4. Executor Distribution
|
||||
|
||||
The distribution of orders is now a multiplier of the base spread, which is determined by the NATR indicator. This allows the algorithm to adapt to changing market conditions by adjusting the spread based on the average size of the candles.
|
||||
|
||||
### 5. Backtesting
|
||||
|
||||
Run backtests to evaluate the performance of your configured strategy. The backtesting section allows you to:
|
||||
|
||||
- **Process Data**: Analyze historical trading data.
|
||||
- **Visualize Results**: See performance metrics and charts.
|
||||
- **Evaluate Accuracy**: Assess the accuracy of your strategy’s predictions and trades.
|
||||
- **Understand Close Types**: Review different types of trade closures and their frequencies.
|
||||
|
||||
### 6. Save Configuration
|
||||
|
||||
Once you are satisfied with your configuration and backtest results, save the configuration for future use in the Deploy tab. This allows you to deploy the same strategy later without having to reconfigure it from scratch.
|
||||
|
||||
---
|
||||
|
||||
Feel free to experiment with different configurations to find the optimal setup for your trading strategy. Happy trading!
|
||||
0
frontend/pages/config/pmm_dynamic/__init__.py
Normal file
0
frontend/pages/config/pmm_dynamic/__init__.py
Normal file
87
frontend/pages/config/pmm_dynamic/app.py
Normal file
87
frontend/pages/config/pmm_dynamic/app.py
Normal file
@@ -0,0 +1,87 @@
|
||||
import streamlit as st
|
||||
import plotly.graph_objects as go
|
||||
from plotly.subplots import make_subplots
|
||||
|
||||
from backend.services.backend_api_client import BackendAPIClient
|
||||
from CONFIG import BACKEND_API_HOST, BACKEND_API_PORT
|
||||
from frontend.components.config_loader import get_default_config_loader
|
||||
from frontend.components.executors_distribution import get_executors_distribution_inputs
|
||||
from frontend.components.save_config import render_save_config
|
||||
|
||||
# Import submodules
|
||||
from frontend.components.backtesting import backtesting_section
|
||||
from frontend.pages.config.pmm_dynamic.spread_and_price_multipliers import get_pmm_dynamic_multipliers
|
||||
from frontend.pages.config.pmm_dynamic.user_inputs import user_inputs
|
||||
from frontend.pages.config.utils import get_max_records, get_candles
|
||||
from frontend.st_utils import initialize_st_page
|
||||
from frontend.visualization import theme
|
||||
from frontend.visualization.backtesting import create_backtesting_figure
|
||||
from frontend.visualization.candles import get_candlestick_trace
|
||||
from frontend.visualization.executors_distribution import create_executors_distribution_traces
|
||||
from frontend.visualization.backtesting_metrics import render_backtesting_metrics, render_close_types, \
|
||||
render_accuracy_metrics
|
||||
from frontend.visualization.indicators import get_macd_traces
|
||||
from frontend.visualization.utils import add_traces_to_fig
|
||||
|
||||
# Initialize the Streamlit page
|
||||
initialize_st_page(title="PMM Dynamic", icon="👩🏫")
|
||||
backend_api_client = BackendAPIClient.get_instance(host=BACKEND_API_HOST, port=BACKEND_API_PORT)
|
||||
|
||||
# Page content
|
||||
st.text("This tool will let you create a config for PMM Dynamic, backtest and upload it to the Backend API.")
|
||||
get_default_config_loader("pmm_dynamic")
|
||||
# Get user inputs
|
||||
inputs = user_inputs()
|
||||
st.write("### Visualizing MACD and NATR indicators for PMM Dynamic")
|
||||
st.text("The MACD is used to shift the mid price and the NATR to make the spreads dynamic. "
|
||||
"In the order distributions graph, we are going to see the values of the orders affected by the average NATR")
|
||||
days_to_visualize = st.number_input("Days to Visualize", min_value=1, max_value=365, value=3)
|
||||
# Load candle data
|
||||
candles = get_candles(connector_name=inputs["candles_connector"], trading_pair=inputs["candles_trading_pair"], interval=inputs["interval"], days=days_to_visualize)
|
||||
with st.expander("Visualizing PMM Dynamic Indicators", expanded=True):
|
||||
fig = make_subplots(rows=4, cols=1, shared_xaxes=True,
|
||||
vertical_spacing=0.02, subplot_titles=('Candlestick with Bollinger Bands', 'MACD', "Price Multiplier", "Spreads Multiplier"),
|
||||
row_heights=[0.8, 0.2, 0.2, 0.2])
|
||||
add_traces_to_fig(fig, [get_candlestick_trace(candles)], row=1, col=1)
|
||||
add_traces_to_fig(fig, get_macd_traces(df=candles, macd_fast=inputs["macd_fast"], macd_slow=inputs["macd_slow"], macd_signal=inputs["macd_signal"]), row=2, col=1)
|
||||
price_multiplier, spreads_multiplier = get_pmm_dynamic_multipliers(candles, inputs["macd_fast"], inputs["macd_slow"], inputs["macd_signal"], inputs["natr_length"])
|
||||
add_traces_to_fig(fig, [go.Scatter(x=candles.index, y=price_multiplier, name="Price Multiplier", line=dict(color="blue"))], row=3, col=1)
|
||||
add_traces_to_fig(fig, [go.Scatter(x=candles.index, y=spreads_multiplier, name="Base Spread", line=dict(color="red"))], row=4, col=1)
|
||||
fig.update_layout(**theme.get_default_layout(height=1000))
|
||||
fig.update_yaxes(tickformat=".2%", row=3, col=1)
|
||||
fig.update_yaxes(tickformat=".2%", row=4, col=1)
|
||||
st.plotly_chart(fig, use_container_width=True)
|
||||
|
||||
st.write("### Executors Distribution")
|
||||
st.write("The order distributions are affected by the average NATR. This means that if the first order has a spread of "
|
||||
"1 and the NATR is 0.005, the first order will have a spread of 0.5% of the mid price.")
|
||||
buy_spread_distributions, sell_spread_distributions, buy_order_amounts_pct, sell_order_amounts_pct = get_executors_distribution_inputs(default_spreads=[1, 2], default_amounts=[1, 2])
|
||||
inputs["buy_spreads"] = buy_spread_distributions
|
||||
inputs["sell_spreads"] = sell_spread_distributions
|
||||
inputs["buy_amounts_pct"] = buy_order_amounts_pct
|
||||
inputs["sell_amounts_pct"] = sell_order_amounts_pct
|
||||
st.session_state["default_config"] = inputs
|
||||
with st.expander("Executor Distribution:", expanded=True):
|
||||
natr_avarage = spreads_multiplier.mean()
|
||||
buy_spreads = [spread * natr_avarage for spread in inputs["buy_spreads"]]
|
||||
sell_spreads = [spread * natr_avarage for spread in inputs["sell_spreads"]]
|
||||
st.write(f"Average NATR: {natr_avarage:.2%}")
|
||||
fig = create_executors_distribution_traces(buy_spreads, sell_spreads, inputs["buy_amounts_pct"], inputs["sell_amounts_pct"], inputs["total_amount_quote"])
|
||||
st.plotly_chart(fig, use_container_width=True)
|
||||
|
||||
bt_results = backtesting_section(inputs, backend_api_client)
|
||||
if bt_results:
|
||||
fig = create_backtesting_figure(
|
||||
df=bt_results["processed_data"],
|
||||
executors=bt_results["executors"],
|
||||
config=inputs)
|
||||
c1, c2 = st.columns([0.9, 0.1])
|
||||
with c1:
|
||||
render_backtesting_metrics(bt_results["results"])
|
||||
st.plotly_chart(fig, use_container_width=True)
|
||||
with c2:
|
||||
render_accuracy_metrics(bt_results["results"])
|
||||
st.write("---")
|
||||
render_close_types(bt_results["results"])
|
||||
st.write("---")
|
||||
render_save_config("pmm_dynamic", inputs)
|
||||
@@ -0,0 +1,17 @@
|
||||
import pandas_ta as ta # noqa: F401
|
||||
|
||||
|
||||
def get_pmm_dynamic_multipliers(df, macd_fast, macd_slow, macd_signal, natr_length):
|
||||
"""
|
||||
Get the spread and price multipliers for PMM Dynamic
|
||||
"""
|
||||
natr = ta.natr(df["high"], df["low"], df["close"], length=natr_length) / 100
|
||||
macd_output = ta.macd(df["close"], fast=macd_fast,
|
||||
slow=macd_slow, signal=macd_signal)
|
||||
macd = macd_output[f"MACD_{macd_fast}_{macd_slow}_{macd_signal}"]
|
||||
macdh = macd_output[f"MACDh_{macd_fast}_{macd_slow}_{macd_signal}"]
|
||||
macd_signal = - (macd - macd.mean()) / macd.std()
|
||||
macdh_signal = macdh.apply(lambda x: 1 if x > 0 else -1)
|
||||
max_price_shift = natr / 2
|
||||
price_multiplier = ((0.5 * macd_signal + 0.5 * macdh_signal) * max_price_shift)
|
||||
return price_multiplier, natr
|
||||
56
frontend/pages/config/pmm_dynamic/user_inputs.py
Normal file
56
frontend/pages/config/pmm_dynamic/user_inputs.py
Normal file
@@ -0,0 +1,56 @@
|
||||
import streamlit as st
|
||||
|
||||
from frontend.components.market_making_general_inputs import get_market_making_general_inputs
|
||||
from frontend.components.risk_management import get_risk_management_inputs
|
||||
|
||||
|
||||
def user_inputs():
|
||||
default_config = st.session_state.get("default_config", {})
|
||||
macd_fast = default_config.get("macd_fast", 21)
|
||||
macd_slow = default_config.get("macd_slow", 42)
|
||||
macd_signal = default_config.get("macd_signal", 9)
|
||||
natr_length = default_config.get("natr_length", 14)
|
||||
connector_name, trading_pair, leverage, total_amount_quote, position_mode, cooldown_time, executor_refresh_time, candles_connector, candles_trading_pair, interval = get_market_making_general_inputs(custom_candles=True)
|
||||
sl, tp, time_limit, ts_ap, ts_delta, take_profit_order_type = get_risk_management_inputs()
|
||||
with st.expander("PMM Dynamic Configuration", expanded=True):
|
||||
c1, c2, c3, c4 = st.columns(4)
|
||||
with c1:
|
||||
macd_fast = st.number_input("MACD Fast Period", min_value=1, max_value=200, value=macd_fast)
|
||||
with c2:
|
||||
macd_slow = st.number_input("MACD Slow Period", min_value=1, max_value=200, value=macd_slow)
|
||||
with c3:
|
||||
macd_signal = st.number_input("MACD Signal Period", min_value=1, max_value=200, value=macd_signal)
|
||||
with c4:
|
||||
natr_length = st.number_input("NATR Length", min_value=1, max_value=200, value=natr_length)
|
||||
|
||||
# Create the config
|
||||
config = {
|
||||
"controller_name": "pmm_dynamic",
|
||||
"controller_type": "market_making",
|
||||
"manual_kill_switch": None,
|
||||
"candles_config": [],
|
||||
"connector_name": connector_name,
|
||||
"trading_pair": trading_pair,
|
||||
"total_amount_quote": total_amount_quote,
|
||||
"executor_refresh_time": executor_refresh_time,
|
||||
"cooldown_time": cooldown_time,
|
||||
"leverage": leverage,
|
||||
"position_mode": position_mode,
|
||||
"candles_connector": candles_connector,
|
||||
"candles_trading_pair": candles_trading_pair,
|
||||
"interval": interval,
|
||||
"macd_fast": macd_fast,
|
||||
"macd_slow": macd_slow,
|
||||
"macd_signal": macd_signal,
|
||||
"natr_length": natr_length,
|
||||
"stop_loss": sl,
|
||||
"take_profit": tp,
|
||||
"time_limit": time_limit,
|
||||
"take_profit_order_type": take_profit_order_type.value,
|
||||
"trailing_stop": {
|
||||
"activation_price": ts_ap,
|
||||
"trailing_delta": ts_delta
|
||||
}
|
||||
}
|
||||
|
||||
return config
|
||||
49
frontend/pages/config/pmm_simple/README.md
Normal file
49
frontend/pages/config/pmm_simple/README.md
Normal file
@@ -0,0 +1,49 @@
|
||||
# PMM Simple Configuration Tool
|
||||
|
||||
Welcome to the PMM Simple Configuration Tool! This tool allows you to create, modify, visualize, backtest, and save configurations for the PMM Simple trading strategy. Here’s how you can make the most out of it.
|
||||
|
||||
## Features
|
||||
|
||||
- **Start from Default Configurations**: Begin with a default configuration or use the values from an existing configuration.
|
||||
- **Modify Configuration Values**: Change various parameters of the configuration to suit your trading strategy.
|
||||
- **Visualize Results**: See the impact of your changes through visual charts.
|
||||
- **Backtest Your Strategy**: Run backtests to evaluate the performance of your strategy.
|
||||
- **Save and Deploy**: Once satisfied, save the configuration to deploy it later.
|
||||
|
||||
## How to Use
|
||||
|
||||
### 1. Load Default Configuration
|
||||
|
||||
Start by loading the default configuration for the PMM Simple strategy. This provides a baseline setup that you can customize to fit your needs.
|
||||
|
||||
### 2. User Inputs
|
||||
|
||||
Input various parameters for the strategy configuration. These parameters include:
|
||||
|
||||
- **Connector Name**: Select the trading platform or exchange.
|
||||
- **Trading Pair**: Choose the cryptocurrency trading pair.
|
||||
- **Leverage**: Set the leverage ratio. (Note: if you are using spot trading, set the leverage to 1)
|
||||
- **Total Amount (Quote Currency)**: Define the total amount you want to allocate for trading.
|
||||
- **Position Mode**: Choose between different position modes.
|
||||
- **Cooldown Time**: Set the cooldown period between trades.
|
||||
- **Executor Refresh Time**: Define how often the executors refresh.
|
||||
- **Buy/Sell Spread Distributions**: Configure the distribution of buy and sell spreads.
|
||||
- **Order Amounts**: Specify the percentages for buy and sell order amounts.
|
||||
- **Risk Management**: Set parameters for stop loss, take profit, time limit, and trailing stop settings.
|
||||
|
||||
### 3. Executor Distribution Visualization
|
||||
|
||||
Visualize the distribution of your trading executors. This helps you understand how your buy and sell orders are spread across different price levels and amounts.
|
||||
|
||||
### 4. Backtesting
|
||||
|
||||
Run backtests to evaluate the performance of your configured strategy. The backtesting section allows you to:
|
||||
|
||||
- **Process Data**: Analyze historical trading data.
|
||||
- **Visualize Results**: See performance metrics and charts.
|
||||
- **Evaluate Accuracy**: Assess the accuracy of your strategy’s predictions and trades.
|
||||
- **Understand Close Types**: Review different types of trade closures and their frequencies.
|
||||
|
||||
### 5. Save Configuration
|
||||
|
||||
Once you are satisfied with your configuration and backtest results, save the configuration for future use in the Deploy tab. This allows you to deploy the same strategy later without having to reconfigure it from scratch.
|
||||
0
frontend/pages/config/pmm_simple/__init__.py
Normal file
0
frontend/pages/config/pmm_simple/__init__.py
Normal file
44
frontend/pages/config/pmm_simple/app.py
Normal file
44
frontend/pages/config/pmm_simple/app.py
Normal file
@@ -0,0 +1,44 @@
|
||||
import streamlit as st
|
||||
from backend.services.backend_api_client import BackendAPIClient
|
||||
from CONFIG import BACKEND_API_HOST, BACKEND_API_PORT
|
||||
from frontend.components.config_loader import get_default_config_loader
|
||||
from frontend.components.save_config import render_save_config
|
||||
|
||||
# Import submodules
|
||||
from frontend.pages.config.pmm_simple.user_inputs import user_inputs
|
||||
from frontend.components.backtesting import backtesting_section
|
||||
from frontend.st_utils import initialize_st_page
|
||||
from frontend.visualization.backtesting import create_backtesting_figure
|
||||
from frontend.visualization.executors_distribution import create_executors_distribution_traces
|
||||
from frontend.visualization.backtesting_metrics import render_backtesting_metrics, render_close_types, \
|
||||
render_accuracy_metrics
|
||||
|
||||
# Initialize the Streamlit page
|
||||
initialize_st_page(title="PMM Simple", icon="👨🏫")
|
||||
backend_api_client = BackendAPIClient.get_instance(host=BACKEND_API_HOST, port=BACKEND_API_PORT)
|
||||
|
||||
# Page content
|
||||
st.text("This tool will let you create a config for PMM Simple, backtest and upload it to the Backend API.")
|
||||
get_default_config_loader("pmm_simple")
|
||||
inputs = user_inputs()
|
||||
|
||||
with st.expander("Executor Distribution:", expanded=True):
|
||||
fig = create_executors_distribution_traces(inputs["buy_spreads"], inputs["sell_spreads"], inputs["buy_amounts_pct"], inputs["sell_amounts_pct"], inputs["total_amount_quote"])
|
||||
st.plotly_chart(fig, use_container_width=True)
|
||||
|
||||
bt_results = backtesting_section(inputs, backend_api_client)
|
||||
if bt_results:
|
||||
fig = create_backtesting_figure(
|
||||
df=bt_results["processed_data"],
|
||||
executors=bt_results["executors"],
|
||||
config=inputs)
|
||||
c1, c2 = st.columns([0.9, 0.1])
|
||||
with c1:
|
||||
render_backtesting_metrics(bt_results["results"])
|
||||
st.plotly_chart(fig, use_container_width=True)
|
||||
with c2:
|
||||
render_accuracy_metrics(bt_results["results"])
|
||||
st.write("---")
|
||||
render_close_types(bt_results["results"])
|
||||
st.write("---")
|
||||
render_save_config("pmm_simple", inputs)
|
||||
39
frontend/pages/config/pmm_simple/user_inputs.py
Normal file
39
frontend/pages/config/pmm_simple/user_inputs.py
Normal file
@@ -0,0 +1,39 @@
|
||||
import streamlit as st
|
||||
|
||||
from frontend.components.executors_distribution import get_executors_distribution_inputs
|
||||
from frontend.components.market_making_general_inputs import get_market_making_general_inputs
|
||||
from frontend.components.risk_management import get_risk_management_inputs
|
||||
|
||||
|
||||
def user_inputs():
|
||||
connector_name, trading_pair, leverage, total_amount_quote, position_mode, cooldown_time, executor_refresh_time, _, _, _ = get_market_making_general_inputs()
|
||||
buy_spread_distributions, sell_spread_distributions, buy_order_amounts_pct, sell_order_amounts_pct = get_executors_distribution_inputs()
|
||||
sl, tp, time_limit, ts_ap, ts_delta, take_profit_order_type = get_risk_management_inputs()
|
||||
# Create the config
|
||||
config = {
|
||||
"controller_name": "pmm_simple",
|
||||
"controller_type": "market_making",
|
||||
"manual_kill_switch": None,
|
||||
"candles_config": [],
|
||||
"connector_name": connector_name,
|
||||
"trading_pair": trading_pair,
|
||||
"total_amount_quote": total_amount_quote,
|
||||
"buy_spreads": buy_spread_distributions,
|
||||
"sell_spreads": sell_spread_distributions,
|
||||
"buy_amounts_pct": buy_order_amounts_pct,
|
||||
"sell_amounts_pct": sell_order_amounts_pct,
|
||||
"executor_refresh_time": executor_refresh_time,
|
||||
"cooldown_time": cooldown_time,
|
||||
"leverage": leverage,
|
||||
"position_mode": position_mode,
|
||||
"stop_loss": sl,
|
||||
"take_profit": tp,
|
||||
"time_limit": time_limit,
|
||||
"take_profit_order_type": take_profit_order_type.value,
|
||||
"trailing_stop": {
|
||||
"activation_price": ts_ap,
|
||||
"trailing_delta": ts_delta
|
||||
}
|
||||
}
|
||||
st.session_state["default_config"] = config
|
||||
return config
|
||||
0
frontend/pages/config/position_builder/README.md
Normal file
0
frontend/pages/config/position_builder/README.md
Normal file
0
frontend/pages/config/position_builder/__init__.py
Normal file
0
frontend/pages/config/position_builder/__init__.py
Normal file
@@ -1,15 +1,14 @@
|
||||
from math import exp
|
||||
import streamlit as st
|
||||
from plotly.subplots import make_subplots
|
||||
import plotly.graph_objects as go
|
||||
from decimal import Decimal
|
||||
import yaml
|
||||
|
||||
from utils.st_utils import initialize_st_page
|
||||
from hummingbot.smart_components.utils.distributions import Distributions
|
||||
from frontend.components.st_inputs import normalize, distribution_inputs, get_distribution
|
||||
from frontend.st_utils import initialize_st_page
|
||||
|
||||
# Initialize the Streamlit page
|
||||
initialize_st_page(title="Position Generator", icon="🔭", initial_sidebar_state="collapsed")
|
||||
initialize_st_page(title="Position Generator", icon="🔭")
|
||||
|
||||
# Page content
|
||||
st.text("This tool will help you analyze and generate a position config.")
|
||||
@@ -18,12 +17,6 @@ st.write("---")
|
||||
# Layout in columns
|
||||
col_quote, col_tp_sl, col_levels, col_spread_dist, col_amount_dist = st.columns([1, 1, 1, 2, 2])
|
||||
|
||||
|
||||
def normalize(values):
|
||||
total = sum(values)
|
||||
return [val / total for val in values]
|
||||
|
||||
|
||||
def convert_to_yaml(spreads, order_amounts):
|
||||
data = {
|
||||
'dca_spreads': [float(spread)/100 for spread in spreads],
|
||||
@@ -43,61 +36,9 @@ with col_levels:
|
||||
n_levels = st.number_input("Number of Levels", min_value=1, value=5)
|
||||
|
||||
|
||||
def distribution_inputs(column, dist_type_name):
|
||||
if dist_type_name == "Spread":
|
||||
dist_type = column.selectbox(
|
||||
f"Type of {dist_type_name} Distribution",
|
||||
("GeoCustom", "Geometric", "Fibonacci", "Manual", "Logarithmic", "Arithmetic"),
|
||||
key=f"{dist_type_name.lower()}_dist_type",
|
||||
# Set the default value
|
||||
)
|
||||
else:
|
||||
dist_type = column.selectbox(
|
||||
f"Type of {dist_type_name} Distribution",
|
||||
("Geometric", "Fibonacci", "Manual", "Logarithmic", "Arithmetic"),
|
||||
key=f"{dist_type_name.lower()}_dist_type",
|
||||
# Set the default value
|
||||
)
|
||||
base, scaling_factor, step, ratio, manual_values = None, None, None, None, None
|
||||
|
||||
if dist_type != "Manual":
|
||||
start = column.number_input(f"{dist_type_name} Start Value", value=1.0, key=f"{dist_type_name.lower()}_start")
|
||||
if dist_type == "Logarithmic":
|
||||
base = column.number_input(f"{dist_type_name} Log Base", value=exp(1), key=f"{dist_type_name.lower()}_base")
|
||||
scaling_factor = column.number_input(f"{dist_type_name} Scaling Factor", value=2.0, key=f"{dist_type_name.lower()}_scaling")
|
||||
elif dist_type == "Arithmetic":
|
||||
step = column.number_input(f"{dist_type_name} Step", value=0.1, key=f"{dist_type_name.lower()}_step")
|
||||
elif dist_type == "Geometric":
|
||||
ratio = column.number_input(f"{dist_type_name} Ratio", value=2.0, key=f"{dist_type_name.lower()}_ratio")
|
||||
elif dist_type == "GeoCustom":
|
||||
ratio = column.number_input(f"{dist_type_name} Ratio", value=2.0, key=f"{dist_type_name.lower()}_ratio")
|
||||
else:
|
||||
manual_values = [column.number_input(f"{dist_type_name} for level {i+1}", value=1.0, key=f"{dist_type_name.lower()}_{i}") for i in range(n_levels)]
|
||||
start = None # As start is not relevant for Manual type
|
||||
|
||||
return dist_type, start, base, scaling_factor, step, ratio, manual_values
|
||||
|
||||
|
||||
# Spread and Amount Distributions
|
||||
spread_dist_type, spread_start, spread_base, spread_scaling, spread_step, spread_ratio, manual_spreads = distribution_inputs(col_spread_dist, "Spread")
|
||||
amount_dist_type, amount_start, amount_base, amount_scaling, amount_step, amount_ratio, manual_amounts = distribution_inputs(col_amount_dist, "Amount")
|
||||
|
||||
|
||||
def get_distribution(dist_type, n_levels, start, base=None, scaling_factor=None, step=None, ratio=None, manual_values=None):
|
||||
if dist_type == "Manual":
|
||||
return manual_values
|
||||
elif dist_type == "Linear":
|
||||
return Distributions.linear(n_levels, start, start + tp)
|
||||
elif dist_type == "Fibonacci":
|
||||
return Distributions.fibonacci(n_levels, start)
|
||||
elif dist_type == "Logarithmic":
|
||||
return Distributions.logarithmic(n_levels, base, scaling_factor, start)
|
||||
elif dist_type == "Arithmetic":
|
||||
return Distributions.arithmetic(n_levels, start, step)
|
||||
elif dist_type == "Geometric":
|
||||
return Distributions.geometric(n_levels, start, ratio)
|
||||
elif dist_type == "GeoCustom":
|
||||
return [Decimal("0")] + Distributions.geometric(n_levels - 1, start, ratio)
|
||||
spread_dist_type, spread_start, spread_base, spread_scaling, spread_step, spread_ratio, manual_spreads = distribution_inputs(col_spread_dist, "Spread", n_levels)
|
||||
amount_dist_type, amount_start, amount_base, amount_scaling, amount_step, amount_ratio, manual_amounts = distribution_inputs(col_amount_dist, "Amount", n_levels)
|
||||
|
||||
spread_distribution = get_distribution(spread_dist_type, n_levels, spread_start, spread_base, spread_scaling, spread_step, spread_ratio, manual_spreads)
|
||||
amount_distribution = normalize(get_distribution(amount_dist_type, n_levels, amount_start, amount_base, amount_scaling, amount_step, amount_ratio, manual_amounts))
|
||||
72
frontend/pages/config/supertrend_v1/README.md
Normal file
72
frontend/pages/config/supertrend_v1/README.md
Normal file
@@ -0,0 +1,72 @@
|
||||
# Super Trend Configuration Tool
|
||||
|
||||
Welcome to the Super Trend Configuration Tool! This tool allows you to create, modify, visualize, backtest, and save configurations for the Super Trend directional trading strategy. Here’s how you can make the most out of it.
|
||||
|
||||
## Features
|
||||
|
||||
- **Start from Default Configurations**: Begin with a default configuration or use the values from an existing configuration.
|
||||
- **Modify Configuration Values**: Change various parameters of the configuration to suit your trading strategy.
|
||||
- **Visualize Results**: See the impact of your changes through visual charts.
|
||||
- **Backtest Your Strategy**: Run backtests to evaluate the performance of your strategy.
|
||||
- **Save and Deploy**: Once satisfied, save the configuration to deploy it later.
|
||||
|
||||
## How to Use
|
||||
|
||||
### 1. Load Default Configuration
|
||||
|
||||
Start by loading the default configuration for the Super Trend strategy. This provides a baseline setup that you can customize to fit your needs.
|
||||
|
||||
### 2. User Inputs
|
||||
|
||||
Input various parameters for the strategy configuration. These parameters include:
|
||||
|
||||
- **Connector Name**: Select the trading platform or exchange.
|
||||
- **Trading Pair**: Choose the cryptocurrency trading pair.
|
||||
- **Leverage**: Set the leverage ratio. (Note: if you are using spot trading, set the leverage to 1)
|
||||
- **Total Amount (Quote Currency)**: Define the total amount you want to allocate for trading.
|
||||
- **Max Executors per Side**: Specify the maximum number of executors per side.
|
||||
- **Cooldown Time**: Set the cooldown period between trades.
|
||||
- **Position Mode**: Choose between different position modes.
|
||||
- **Candles Connector**: Select the data source for candlestick data.
|
||||
- **Candles Trading Pair**: Choose the trading pair for candlestick data.
|
||||
- **Interval**: Set the interval for candlestick data.
|
||||
- **Super Trend Length**: Define the length of the Super Trend indicator.
|
||||
- **Super Trend Multiplier**: Set the multiplier for the Super Trend indicator.
|
||||
- **Percentage Threshold**: Set the percentage threshold for signal generation.
|
||||
- **Risk Management**: Set parameters for stop loss, take profit, time limit, and trailing stop settings.
|
||||
|
||||
### 3. Visualize Indicators
|
||||
|
||||
Visualize the Super Trend indicator on the OHLC (Open, High, Low, Close) chart to see the impact of your configuration. Here are some hints to help you fine-tune the indicators:
|
||||
|
||||
- **Super Trend Length**: A larger length will make the Super Trend indicator smoother and less sensitive to short-term price fluctuations, while a smaller length will make it more responsive to recent price changes.
|
||||
- **Super Trend Multiplier**: Adjusting the multiplier affects the sensitivity of the Super Trend indicator. A higher multiplier makes the trend detection more conservative, while a lower multiplier makes it more aggressive.
|
||||
- **Percentage Threshold**: This defines how close the price needs to be to the Super Trend band to generate a signal. For example, a 0.5% threshold means the price needs to be within 0.5% of the Super Trend band to consider a trade.
|
||||
|
||||
### Combining Super Trend and Percentage Threshold for Trade Signals
|
||||
|
||||
The Super Trend V1 strategy uses the Super Trend indicator combined with a percentage threshold to generate trade signals:
|
||||
|
||||
- **Long Signal**: The Super Trend indicator must signal a long trend, and the price must be within the percentage threshold of the Super Trend long band. For example, if the threshold is 0.5%, the price must be within 0.5% of the Super Trend long band to trigger a long trade.
|
||||
- **Short Signal**: The Super Trend indicator must signal a short trend, and the price must be within the percentage threshold of the Super Trend short band. Similarly, if the threshold is 0.5%, the price must be within 0.5% of the Super Trend short band to trigger a short trade.
|
||||
|
||||
### 4. Executor Distribution
|
||||
|
||||
The total amount in the quote currency will be distributed among the maximum number of executors per side. For example, if the total amount quote is 1000 and the max executors per side is 5, each executor will have 200 to trade. If the signal is on, the first executor will place an order and wait for the cooldown time before the next one executes, continuing this pattern for the subsequent orders.
|
||||
|
||||
### 5. Backtesting
|
||||
|
||||
Run backtests to evaluate the performance of your configured strategy. The backtesting section allows you to:
|
||||
|
||||
- **Process Data**: Analyze historical trading data.
|
||||
- **Visualize Results**: See performance metrics and charts.
|
||||
- **Evaluate Accuracy**: Assess the accuracy of your strategy’s predictions and trades.
|
||||
- **Understand Close Types**: Review different types of trade closures and their frequencies.
|
||||
|
||||
### 6. Save Configuration
|
||||
|
||||
Once you are satisfied with your configuration and backtest results, save the configuration for future use in the Deploy tab. This allows you to deploy the same strategy later without having to reconfigure it from scratch.
|
||||
|
||||
---
|
||||
|
||||
Feel free to experiment with different configurations to find the optimal setup for your trading strategy. Happy trading!
|
||||
0
frontend/pages/config/supertrend_v1/__init__.py
Normal file
0
frontend/pages/config/supertrend_v1/__init__.py
Normal file
64
frontend/pages/config/supertrend_v1/app.py
Normal file
64
frontend/pages/config/supertrend_v1/app.py
Normal file
@@ -0,0 +1,64 @@
|
||||
import streamlit as st
|
||||
from plotly.subplots import make_subplots
|
||||
|
||||
from CONFIG import BACKEND_API_HOST, BACKEND_API_PORT
|
||||
from backend.services.backend_api_client import BackendAPIClient
|
||||
from frontend.components.backtesting import backtesting_section
|
||||
from frontend.components.config_loader import get_default_config_loader
|
||||
from frontend.components.save_config import render_save_config
|
||||
from frontend.pages.config.supertrend_v1.user_inputs import user_inputs
|
||||
from frontend.pages.config.utils import get_candles, get_max_records
|
||||
from frontend.st_utils import initialize_st_page
|
||||
from frontend.visualization import theme
|
||||
from frontend.visualization.backtesting import create_backtesting_figure
|
||||
from frontend.visualization.backtesting_metrics import render_backtesting_metrics, render_accuracy_metrics, \
|
||||
render_close_types
|
||||
from frontend.visualization.candles import get_candlestick_trace
|
||||
from frontend.visualization.indicators import get_volume_trace, get_supertrend_traces
|
||||
from frontend.visualization.signals import get_supertrend_v1_signal_traces
|
||||
from frontend.visualization.utils import add_traces_to_fig
|
||||
|
||||
# Initialize the Streamlit page
|
||||
initialize_st_page(title="SuperTrend V1", icon="📊", initial_sidebar_state="expanded")
|
||||
backend_api_client = BackendAPIClient.get_instance(host=BACKEND_API_HOST, port=BACKEND_API_PORT)
|
||||
|
||||
get_default_config_loader("supertrend_v1")
|
||||
# User inputs
|
||||
inputs = user_inputs()
|
||||
st.session_state["default_config"] = inputs
|
||||
|
||||
st.write("### Visualizing Supertrend Trading Signals")
|
||||
days_to_visualize = st.number_input("Days to Visualize", min_value=1, max_value=365, value=3)
|
||||
# Load candle data
|
||||
candles = get_candles(connector_name=inputs["candles_connector"], trading_pair=inputs["candles_trading_pair"], interval=inputs["interval"], days=days_to_visualize)
|
||||
|
||||
# Create a subplot with 2 rows
|
||||
fig = make_subplots(rows=2, cols=1, shared_xaxes=True,
|
||||
vertical_spacing=0.02, subplot_titles=('Candlestick with Bollinger Bands', 'Volume', "MACD"),
|
||||
row_heights=[0.8, 0.2])
|
||||
add_traces_to_fig(fig, [get_candlestick_trace(candles)], row=1, col=1)
|
||||
add_traces_to_fig(fig, get_supertrend_traces(candles, inputs["length"], inputs["multiplier"]), row=1, col=1)
|
||||
add_traces_to_fig(fig, get_supertrend_v1_signal_traces(candles, inputs["length"], inputs["multiplier"], inputs["percentage_threshold"]), row=1, col=1)
|
||||
add_traces_to_fig(fig, [get_volume_trace(candles)], row=2, col=1)
|
||||
|
||||
layout_settings = theme.get_default_layout()
|
||||
layout_settings["showlegend"] = False
|
||||
fig.update_layout(**layout_settings)
|
||||
# Use Streamlit's functionality to display the plot
|
||||
st.plotly_chart(fig, use_container_width=True)
|
||||
bt_results = backtesting_section(inputs, backend_api_client)
|
||||
if bt_results:
|
||||
fig = create_backtesting_figure(
|
||||
df=bt_results["processed_data"],
|
||||
executors=bt_results["executors"],
|
||||
config=inputs)
|
||||
c1, c2 = st.columns([0.9, 0.1])
|
||||
with c1:
|
||||
render_backtesting_metrics(bt_results["results"])
|
||||
st.plotly_chart(fig, use_container_width=True)
|
||||
with c2:
|
||||
render_accuracy_metrics(bt_results["results"])
|
||||
st.write("---")
|
||||
render_close_types(bt_results["results"])
|
||||
st.write("---")
|
||||
render_save_config("bollinger_v1", inputs)
|
||||
46
frontend/pages/config/supertrend_v1/user_inputs.py
Normal file
46
frontend/pages/config/supertrend_v1/user_inputs.py
Normal file
@@ -0,0 +1,46 @@
|
||||
import streamlit as st
|
||||
from frontend.components.directional_trading_general_inputs import get_directional_trading_general_inputs
|
||||
from frontend.components.risk_management import get_risk_management_inputs
|
||||
|
||||
|
||||
def user_inputs():
|
||||
default_config = st.session_state.get("default_config", {})
|
||||
length = default_config.get("length", 20)
|
||||
multiplier = default_config.get("multiplier", 3.0)
|
||||
percentage_threshold = default_config.get("percentage_threshold", 0.5)
|
||||
connector_name, trading_pair, leverage, total_amount_quote, max_executors_per_side, cooldown_time, position_mode, candles_connector_name, candles_trading_pair, interval = get_directional_trading_general_inputs()
|
||||
sl, tp, time_limit, ts_ap, ts_delta, take_profit_order_type = get_risk_management_inputs()
|
||||
|
||||
with st.expander("SuperTrend Configuration", expanded=True):
|
||||
c1, c2, c3 = st.columns(3)
|
||||
with c1:
|
||||
length = st.number_input("Supertrend Length", min_value=1, max_value=200, value=length)
|
||||
with c2:
|
||||
multiplier = st.number_input("Supertrend Multiplier", min_value=1.0, max_value=5.0, value=multiplier)
|
||||
with c3:
|
||||
percentage_threshold = st.number_input("Percentage Threshold (%)", value=percentage_threshold) / 100
|
||||
return {
|
||||
"controller_name": "supertrend_v1",
|
||||
"controller_type": "directional_trading",
|
||||
"connector_name": connector_name,
|
||||
"trading_pair": trading_pair,
|
||||
"leverage": leverage,
|
||||
"total_amount_quote": total_amount_quote,
|
||||
"max_executors_per_side": max_executors_per_side,
|
||||
"cooldown_time": cooldown_time,
|
||||
"position_mode": position_mode,
|
||||
"candles_connector": candles_connector_name,
|
||||
"candles_trading_pair": candles_trading_pair,
|
||||
"interval": interval,
|
||||
"length": length,
|
||||
"multiplier": multiplier,
|
||||
"percentage_threshold": percentage_threshold,
|
||||
"stop_loss": sl,
|
||||
"take_profit": tp,
|
||||
"time_limit": time_limit,
|
||||
"trailing_stop": {
|
||||
"activation_price": ts_ap,
|
||||
"trailing_delta": ts_delta
|
||||
},
|
||||
"take_profit_order_type": take_profit_order_type.value
|
||||
}
|
||||
28
frontend/pages/config/utils.py
Normal file
28
frontend/pages/config/utils.py
Normal file
@@ -0,0 +1,28 @@
|
||||
import datetime
|
||||
|
||||
import streamlit as st
|
||||
import pandas as pd
|
||||
|
||||
from CONFIG import BACKEND_API_HOST, BACKEND_API_PORT
|
||||
from backend.services.backend_api_client import BackendAPIClient
|
||||
|
||||
|
||||
def get_max_records(days_to_download: int, interval: str) -> int:
|
||||
conversion = {"s": 1 / 60, "m": 1, "h": 60, "d": 1440}
|
||||
unit = interval[-1]
|
||||
quantity = int(interval[:-1])
|
||||
return int(days_to_download * 24 * 60 / (quantity * conversion[unit]))
|
||||
|
||||
|
||||
@st.cache_data
|
||||
def get_candles(connector_name="binance", trading_pair="BTC-USDT", interval="1m", days=7):
|
||||
backend_client = BackendAPIClient(BACKEND_API_HOST, BACKEND_API_PORT)
|
||||
end_time = datetime.datetime.now() - datetime.timedelta(minutes=15)
|
||||
start_time = end_time - datetime.timedelta(days=days)
|
||||
|
||||
df = pd.DataFrame(backend_client.get_historical_candles(connector_name, trading_pair, interval,
|
||||
start_time=int(start_time.timestamp() * 1000),
|
||||
end_time=int(end_time.timestamp() * 1000)))
|
||||
df.index = pd.to_datetime(df.timestamp, unit='s')
|
||||
return df
|
||||
|
||||
60
frontend/pages/config/xemm_controller/README.md
Normal file
60
frontend/pages/config/xemm_controller/README.md
Normal file
@@ -0,0 +1,60 @@
|
||||
# XEMM Configuration Tool
|
||||
|
||||
Welcome to the XEMM Configuration Tool! This tool allows you to create, modify, visualize, backtest, and save configurations for the XEMM (Cross-Exchange Market Making) strategy. Here’s how you can make the most out of it.
|
||||
|
||||
## Features
|
||||
|
||||
- **Start from Default Configurations**: Begin with a default configuration or use the values from an existing configuration.
|
||||
- **Modify Configuration Values**: Change various parameters of the configuration to suit your trading strategy.
|
||||
- **Visualize Results**: See the impact of your changes through visual charts.
|
||||
- **Backtest Your Strategy**: Run backtests to evaluate the performance of your strategy.
|
||||
- **Save and Deploy**: Once satisfied, save the configuration to deploy it later.
|
||||
|
||||
## How to Use
|
||||
|
||||
### 1. Load Default Configuration
|
||||
|
||||
Start by loading the default configuration for the XEMM strategy. This provides a baseline setup that you can customize to fit your needs.
|
||||
|
||||
### 2. User Inputs
|
||||
|
||||
Input various parameters for the strategy configuration. These parameters include:
|
||||
|
||||
- **Maker Connector**: Select the maker trading platform or exchange where limit orders will be placed.
|
||||
- **Maker Trading Pair**: Choose the trading pair on the maker exchange.
|
||||
- **Taker Connector**: Select the taker trading platform or exchange where market orders will be executed to hedge the imbalance.
|
||||
- **Taker Trading Pair**: Choose the trading pair on the taker exchange.
|
||||
- **Min Profitability**: Set the minimum profitability percentage at which orders will be refreshed to avoid risking liquidity.
|
||||
- **Max Profitability**: Set the maximum profitability percentage at which orders will be refreshed to avoid being too far from the mid-price.
|
||||
- **Buy Maker Levels**: Specify the number of buy maker levels.
|
||||
- **Buy Targets and Amounts**: Define the target profitability and amounts for each buy maker level.
|
||||
- **Sell Maker Levels**: Specify the number of sell maker levels.
|
||||
- **Sell Targets and Amounts**: Define the target profitability and amounts for each sell maker level.
|
||||
|
||||
### 3. Visualize Order Distribution
|
||||
|
||||
Visualize the order distribution with profitability targets using Plotly charts. This helps you understand how your buy and sell orders are distributed across different profitability levels.
|
||||
|
||||
### Min and Max Profitability
|
||||
|
||||
The XEMM strategy uses min and max profitability bounds to manage the placement of limit orders:
|
||||
|
||||
- **Min Profitability**: If the expected profitability of a limit order drops below this value, the order will be refreshed to avoid risking liquidity.
|
||||
- **Max Profitability**: If the expected profitability of a limit order exceeds this value, the order will be refreshed to avoid being too far from the mid-price.
|
||||
|
||||
### Combining Profitability Targets and Order Amounts
|
||||
|
||||
- **Buy Orders**: Configure the target profitability and amounts for each buy maker level. The orders will be refreshed if they fall outside the min and max profitability bounds.
|
||||
- **Sell Orders**: Similarly, configure the target profitability and amounts for each sell maker level, with orders being refreshed based on the profitability bounds.
|
||||
|
||||
### 4. Save and Download Configuration
|
||||
|
||||
Once you have configured your strategy, you can save and download the configuration as a YAML file. This allows you to deploy the strategy later without having to reconfigure it from scratch.
|
||||
|
||||
### 5. Upload Configuration to Backend API
|
||||
|
||||
You can also upload the configuration directly to the Backend API for immediate deployment. This ensures that your strategy is ready to be executed in real-time.
|
||||
|
||||
## Conclusion
|
||||
|
||||
By following these steps, you can efficiently configure your XEMM strategy, visualize its potential performance, and deploy it for trading. Feel free to experiment with different configurations to find the optimal setup for your trading needs. Happy trading!
|
||||
0
frontend/pages/config/xemm_controller/__init__.py
Normal file
0
frontend/pages/config/xemm_controller/__init__.py
Normal file
140
frontend/pages/config/xemm_controller/app.py
Normal file
140
frontend/pages/config/xemm_controller/app.py
Normal file
@@ -0,0 +1,140 @@
|
||||
import streamlit as st
|
||||
import plotly.graph_objects as go
|
||||
import yaml
|
||||
|
||||
from CONFIG import BACKEND_API_HOST, BACKEND_API_PORT
|
||||
from backend.services.backend_api_client import BackendAPIClient
|
||||
from frontend.st_utils import initialize_st_page
|
||||
|
||||
# Initialize the Streamlit page
|
||||
initialize_st_page(title="XEMM Multiple Levels", icon="⚡️")
|
||||
|
||||
# Page content
|
||||
st.text("This tool will let you create a config for XEMM Controller and upload it to the BackendAPI.")
|
||||
st.write("---")
|
||||
c1, c2, c3, c4, c5 = st.columns([1, 1, 1, 1, 1])
|
||||
|
||||
with c1:
|
||||
maker_connector = st.text_input("Maker Connector", value="kucoin")
|
||||
maker_trading_pair = st.text_input("Maker Trading Pair", value="LBR-USDT")
|
||||
with c2:
|
||||
taker_connector = st.text_input("Taker Connector", value="okx")
|
||||
taker_trading_pair = st.text_input("Taker Trading Pair", value="LBR-USDT")
|
||||
with c3:
|
||||
min_profitability = st.number_input("Min Profitability (%)", value=0.2, step=0.01) / 100
|
||||
max_profitability = st.number_input("Max Profitability (%)", value=1.0, step=0.01) / 100
|
||||
with c4:
|
||||
buy_maker_levels = st.number_input("Buy Maker Levels", value=1, step=1)
|
||||
buy_targets_amounts = []
|
||||
c41, c42 = st.columns([1, 1])
|
||||
for i in range(buy_maker_levels):
|
||||
with c41:
|
||||
target_profitability = st.number_input(f"Target Profitability {i+1} B% ", value=0.3, step=0.01)
|
||||
with c42:
|
||||
amount = st.number_input(f"Amount {i+1}B Quote", value=10, step=1)
|
||||
buy_targets_amounts.append([target_profitability / 100, amount])
|
||||
with c5:
|
||||
sell_maker_levels = st.number_input("Sell Maker Levels", value=1, step=1)
|
||||
sell_targets_amounts = []
|
||||
c51, c52 = st.columns([1, 1])
|
||||
for i in range(sell_maker_levels):
|
||||
with c51:
|
||||
target_profitability = st.number_input(f"Target Profitability {i+1}S %", value=0.3, step=0.001)
|
||||
with c52:
|
||||
amount = st.number_input(f"Amount {i+1} S Quote", value=10, step=1)
|
||||
sell_targets_amounts.append([target_profitability / 100, amount])
|
||||
|
||||
|
||||
def create_order_graph(order_type, targets, min_profit, max_profit):
|
||||
# Create a figure
|
||||
fig = go.Figure()
|
||||
|
||||
# Convert profit targets to percentage for x-axis and prepare data for bar chart
|
||||
x_values = [t[0] * 100 for t in targets] # Convert to percentage
|
||||
y_values = [t[1] for t in targets]
|
||||
x_labels = [f"{x:.2f}%" for x in x_values] # Format x labels as strings with percentage sign
|
||||
|
||||
# Add bar plot for visualization of targets
|
||||
fig.add_trace(go.Bar(
|
||||
x=x_labels,
|
||||
y=y_values,
|
||||
width=0.01,
|
||||
name=f'{order_type.capitalize()} Targets',
|
||||
marker=dict(color='gold')
|
||||
))
|
||||
|
||||
# Convert min and max profitability to percentages for reference lines
|
||||
min_profit_percent = min_profit * 100
|
||||
max_profit_percent = max_profit * 100
|
||||
|
||||
# Add vertical lines for min and max profitability
|
||||
fig.add_shape(type="line",
|
||||
x0=min_profit_percent, y0=0, x1=min_profit_percent, y1=max(y_values, default=10),
|
||||
line=dict(color="red", width=2),
|
||||
name='Min Profitability')
|
||||
fig.add_shape(type="line",
|
||||
x0=max_profit_percent, y0=0, x1=max_profit_percent, y1=max(y_values, default=10),
|
||||
line=dict(color="red", width=2),
|
||||
name='Max Profitability')
|
||||
|
||||
# Update layouts with x-axis starting at 0
|
||||
fig.update_layout(
|
||||
title=f"{order_type.capitalize()} Order Distribution with Profitability Targets",
|
||||
xaxis=dict(
|
||||
title="Profitability (%)",
|
||||
range=[0, max(max(x_values + [min_profit_percent, max_profit_percent]) + 0.1, 1)] # Adjust range to include a buffer
|
||||
),
|
||||
yaxis=dict(
|
||||
title="Order Amount"
|
||||
),
|
||||
height=400,
|
||||
width=600
|
||||
)
|
||||
|
||||
return fig
|
||||
|
||||
# Use the function for both buy and sell orders
|
||||
buy_order_fig = create_order_graph('buy', buy_targets_amounts, min_profitability, max_profitability)
|
||||
sell_order_fig = create_order_graph('sell', sell_targets_amounts, min_profitability, max_profitability)
|
||||
|
||||
# Display the Plotly graphs in Streamlit
|
||||
st.plotly_chart(buy_order_fig, use_container_width=True)
|
||||
st.plotly_chart(sell_order_fig, use_container_width=True)
|
||||
|
||||
# Display in Streamlit
|
||||
c1, c2, c3 = st.columns([2, 2, 1])
|
||||
with c1:
|
||||
config_base = st.text_input("Config Base", value=f"xemm_{maker_connector}_{taker_connector}-{maker_trading_pair.split('-')[0]}")
|
||||
with c2:
|
||||
config_tag = st.text_input("Config Tag", value="1.1")
|
||||
|
||||
id = f"{config_base}-{config_tag}"
|
||||
config = {
|
||||
"id": id.lower(),
|
||||
"controller_name": "xemm_multiple_levels",
|
||||
"controller_type": "generic",
|
||||
"maker_connector": maker_connector,
|
||||
"maker_trading_pair": maker_trading_pair,
|
||||
"taker_connector": taker_connector,
|
||||
"taker_trading_pair": taker_trading_pair,
|
||||
"min_profitability": min_profitability,
|
||||
"max_profitability": max_profitability,
|
||||
"buy_levels_targets_amount": buy_targets_amounts,
|
||||
"sell_levels_targets_amount": sell_targets_amounts
|
||||
}
|
||||
yaml_config = yaml.dump(config, default_flow_style=False)
|
||||
|
||||
with c3:
|
||||
download_config = st.download_button(
|
||||
label="Download YAML",
|
||||
data=yaml_config,
|
||||
file_name=f'{id.lower()}.yml',
|
||||
mime='text/yaml'
|
||||
)
|
||||
upload_config_to_backend = st.button("Upload Config to BackendAPI")
|
||||
|
||||
|
||||
if upload_config_to_backend:
|
||||
backend_api_client = BackendAPIClient.get_instance(host=BACKEND_API_HOST, port=BACKEND_API_PORT)
|
||||
backend_api_client.add_controller_config(config)
|
||||
st.success("Config uploaded successfully!")
|
||||
0
frontend/pages/data/__init__.py
Normal file
0
frontend/pages/data/__init__.py
Normal file
0
frontend/pages/data/download_candles/__init__.py
Normal file
0
frontend/pages/data/download_candles/__init__.py
Normal file
70
frontend/pages/data/download_candles/app.py
Normal file
70
frontend/pages/data/download_candles/app.py
Normal file
@@ -0,0 +1,70 @@
|
||||
import streamlit as st
|
||||
from datetime import datetime, time
|
||||
import pandas as pd
|
||||
import plotly.graph_objects as go
|
||||
|
||||
from backend.services.backend_api_client import BackendAPIClient
|
||||
from frontend.st_utils import initialize_st_page
|
||||
|
||||
# Initialize Streamlit page
|
||||
initialize_st_page(title="Download Candles", icon="💾")
|
||||
backend_api_client = BackendAPIClient.get_instance()
|
||||
|
||||
c1, c2, c3, c4 = st.columns([2, 2, 2, 0.5])
|
||||
with c1:
|
||||
connector = st.selectbox("Exchange", ["binance_perpetual", "binance", "gate_io", "gate_io_perpetual", "kucoin", "ascend_ex"], index=0)
|
||||
trading_pair = st.text_input("Trading Pair", value="BTC-USDT")
|
||||
with c2:
|
||||
interval = st.selectbox("Interval", options=["1m", "3m", "5m", "15m", "1h", "4h", "1d", "1s"])
|
||||
with c3:
|
||||
start_date = st.date_input("Start Date", value=datetime(2023, 1, 1))
|
||||
end_date = st.date_input("End Date", value=datetime(2023, 1, 2))
|
||||
with c4:
|
||||
get_data_button = st.button("Get Candles!")
|
||||
|
||||
if get_data_button:
|
||||
start_datetime = datetime.combine(start_date, time.min)
|
||||
end_datetime = datetime.combine(end_date, time.max)
|
||||
|
||||
candles = backend_api_client.get_historical_candles(
|
||||
connector=connector,
|
||||
trading_pair=trading_pair,
|
||||
interval=interval,
|
||||
start_time=int(start_datetime.timestamp()) * 1000,
|
||||
end_time=int(end_datetime.timestamp()) * 1000
|
||||
)
|
||||
|
||||
candles_df = pd.DataFrame(candles)
|
||||
candles_df.index = pd.to_datetime(candles_df["timestamp"], unit='s')
|
||||
|
||||
# Plotting the candlestick chart
|
||||
fig = go.Figure(data=[go.Candlestick(
|
||||
x=candles_df.index,
|
||||
open=candles_df['open'],
|
||||
high=candles_df['high'],
|
||||
low=candles_df['low'],
|
||||
close=candles_df['close'],
|
||||
increasing_line_color='#2ECC71',
|
||||
decreasing_line_color='#E74C3C'
|
||||
)])
|
||||
fig.update_layout(
|
||||
height=1000,
|
||||
title="Candlesticks",
|
||||
xaxis_title="Time",
|
||||
yaxis_title="Price",
|
||||
template="plotly_dark",
|
||||
showlegend=False
|
||||
)
|
||||
fig.update_xaxes(rangeslider_visible=False)
|
||||
fig.update_yaxes(title_text="Price")
|
||||
st.plotly_chart(fig, use_container_width=True)
|
||||
|
||||
# Generating CSV and download button
|
||||
csv = candles_df.to_csv(index=False)
|
||||
filename = f"{connector}_{trading_pair}_{start_date.strftime('%Y%m%d')}_{end_date.strftime('%Y%m%d')}.csv"
|
||||
st.download_button(
|
||||
label="Download Candles as CSV",
|
||||
data=csv,
|
||||
file_name=filename,
|
||||
mime='text/csv',
|
||||
)
|
||||
0
frontend/pages/data/token_spreads/__init__.py
Normal file
0
frontend/pages/data/token_spreads/__init__.py
Normal file
@@ -1,17 +1,15 @@
|
||||
import streamlit as st
|
||||
from pathlib import Path
|
||||
import plotly.express as px
|
||||
import CONFIG
|
||||
from utils.coingecko_utils import CoinGeckoUtils
|
||||
from utils.miner_utils import MinerUtils
|
||||
from utils.st_utils import initialize_st_page
|
||||
|
||||
from backend.services.coingecko_client import CoinGeckoClient
|
||||
from backend.services.miner_client import MinerClient
|
||||
from frontend.st_utils import initialize_st_page
|
||||
|
||||
initialize_st_page(title="Token Spreads", icon="🧙")
|
||||
|
||||
# Start content here
|
||||
cg_utils = CoinGeckoUtils()
|
||||
miner_utils = MinerUtils()
|
||||
cg_utils = CoinGeckoClient()
|
||||
miner_utils = MinerClient()
|
||||
|
||||
@st.cache_data
|
||||
def get_all_coins_df():
|
||||
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user