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(feat) remove app since it's splitted now

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cardosofede
2023-08-04 18:39:30 +02:00
parent 426ffdbfd0
commit 81d1f2e02b
1 changed files with 0 additions and 187 deletions
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pages/backtest_manager/app.py
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import time
import webbrowser
from types import SimpleNamespace
import streamlit as st
from streamlit_elements import elements, mui
import constants
from quants_lab.strategy.strategy_analysis import StrategyAnalysis
from ui_components.dashboard import Dashboard
from ui_components.directional_strategies_file_explorer import DirectionalStrategiesFileExplorer
from ui_components.directional_strategy_creation_card import DirectionalStrategyCreationCard
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 utils.os_utils import load_directional_strategies
from utils.st_utils import initialize_st_page
initialize_st_page(title="Backtest Manager", icon="⚙️", initial_sidebar_state="collapsed")
# Start content here
if "strategy_params" not in st.session_state:
st.session_state.strategy_params = {}
build, backtest, optimize, analyze = st.tabs(["Build", "Backtest", "Optimize", "Analyze"])
with build:
# TODO:
# * Add videos explaining how to the triple barrier method works and how the backtesting is designed,
# link to video of how to create a strategy, etc in a toggle.
# * Add functionality to start strategy creation from scratch or by duplicating an existing one
if "ds_board" not in st.session_state:
board = Dashboard()
ds_board = SimpleNamespace(
dashboard=board,
create_strategy_card=DirectionalStrategyCreationCard(board, 0, 0, 3, 1),
file_explorer=DirectionalStrategiesFileExplorer(board, 0, 2, 3, 7),
editor=Editor(board, 4, 2, 9, 7),
)
st.session_state.ds_board = ds_board
else:
ds_board = st.session_state.ds_board
# Add new tabs
for tab_name, content in ds_board.file_explorer.tabs.items():
if tab_name not in ds_board.editor.tabs:
ds_board.editor.add_tab(tab_name, content["content"], content["language"])
# Remove deleted tabs
for tab_name in list(ds_board.editor.tabs.keys()):
if tab_name not in ds_board.file_explorer.tabs:
ds_board.editor.remove_tab(tab_name)
with elements("directional_strategies"):
with mui.Paper(elevation=3, style={"padding": "2rem"}, spacing=[2, 2], container=True):
mui.Typography("🗂Directional Strategies", variant="h3", sx={"margin-bottom": "2rem"})
with ds_board.dashboard():
ds_board.create_strategy_card()
ds_board.file_explorer()
ds_board.editor()
with backtest:
# TODO:
# * Add videos explaining how to the triple barrier method works and how the backtesting is designed,
# link to video of how to create a strategy, etc in a toggle.
# * Add performance analysis graphs of the backtesting run
strategies = load_directional_strategies(constants.DIRECTIONAL_STRATEGIES_PATH)
strategy_to_optimize = st.selectbox("Select strategy to backtest", strategies.keys())
strategy = strategies[strategy_to_optimize]
strategy_config = strategy["config"]
field_schema = strategy_config.schema()["properties"]
st.write("## Strategy parameters")
c1, c2 = st.columns([5, 1])
with c1:
columns = st.columns(4)
column_index = 0
for field_name, properties in field_schema.items():
field_type = properties["type"]
with columns[column_index]:
if field_type in ["number", "integer"]:
field_value = st.number_input(field_name,
value=properties["default"],
min_value=properties.get("minimum"),
max_value=properties.get("maximum"),
key=field_name)
elif field_type == "string":
field_value = st.text_input(field_name, value=properties["default"])
elif field_type == "boolean":
# TODO: Add support for boolean fields in optimize tab
field_value = st.checkbox(field_name, value=properties["default"])
else:
raise ValueError(f"Field type {field_type} not supported")
st.session_state["strategy_params"][field_name] = field_value
column_index = (column_index + 1) % 4
with c2:
add_positions = st.checkbox("Add positions", value=True)
add_volume = st.checkbox("Add volume", value=True)
add_pnl = st.checkbox("Add PnL", value=True)
run_backtesting_button = st.button("Run Backtesting!")
if run_backtesting_button:
config = strategy["config"](**st.session_state["strategy_params"])
strategy = strategy["class"](config=config)
# TODO: add form for order amount, leverage, tp, sl, etc.
market_data, positions = strategy.run_backtesting(
start='2021-04-01',
order_amount=50,
leverage=20,
initial_portfolio=100,
take_profit_multiplier=2.3,
stop_loss_multiplier=1.2,
time_limit=60 * 60 * 3,
std_span=None,
)
strategy_analysis = StrategyAnalysis(
positions=positions,
candles_df=market_data,
)
st.text(strategy_analysis.text_report())
# TODO: check why the pnl is not being plotted
strategy_analysis.create_base_figure(volume=add_volume, positions=add_positions, trade_pnl=add_pnl)
st.plotly_chart(strategy_analysis.figure(), use_container_width=True)
with optimize:
# TODO:
# * Add videos explaining how to use the optimization tool, quick intro to optuna, etc in a toggle
def run_optuna_dashboard():
os_utils.execute_bash_command(f"optuna-dashboard sqlite:///data/backtesting/backtesting_report.db")
time.sleep(5)
webbrowser.open("http://127.0.0.1:8080/dashboard", new=2)
if "op_board" not in st.session_state:
board = Dashboard()
op_board = SimpleNamespace(
dashboard=board,
run_optimization_card=OptimizationRunCard(board, 0, 0, 3, 1),
create_optimization_card=OptimizationCreationCard(board, 0, 1, 3, 1),
file_explorer=OptimizationsStrategiesFileExplorer(board, 0, 2, 3, 5),
editor=Editor(board, 4, 2, 9, 7),
)
st.session_state.op_board = op_board
else:
op_board = st.session_state.op_board
# Add new tabs
for tab_name, content in op_board.file_explorer.tabs.items():
if tab_name not in op_board.editor.tabs:
op_board.editor.add_tab(tab_name, content["content"], content["language"])
# Remove deleted tabs
for tab_name in list(op_board.editor.tabs.keys()):
if tab_name not in op_board.file_explorer.tabs:
op_board.editor.remove_tab(tab_name)
with elements("optimizations"):
with mui.Paper(elevation=3, style={"padding": "2rem"}, spacing=[2, 2], container=True):
with mui.Grid(container=True, spacing=2):
with mui.Grid(item=True, xs=10):
mui.Typography("🧪Optimizations", variant="h3", sx={"margin-bottom": "2rem"})
with mui.Grid(item=True, xs=2):
with mui.Button(variant="outlined", color="primary", size="large",
sx={"height": "100%", "width": "100%"}, onClick=run_optuna_dashboard):
mui.icon.AutoGraph()
mui.Typography("Run Optuna Dashboard", variant="body1")
with op_board.dashboard():
op_board.run_optimization_card()
op_board.create_optimization_card()
op_board.file_explorer()
op_board.editor()
with analyze:
# TODO:
# * Add graphs for all backtesting results
# * Add management of backtesting results (delete, rename, save, share, upload s3, etc)
pass