aljaz/hummingbot-dashboard
1
0
Fork 0
mirror of https://github.com/aljazceru/hummingbot-dashboard.git synced 2026-01-02 21:14:25 +01:00
Code Issues Packages Projects Releases Wiki Activity

(feat) add strategy summary table to StrategyData class

Browse Source
This commit is contained in:
drupman
2023-09-05 23:32:49 -03:00
parent 851041ae80
commit a08d7c46f7
1 changed files with 33 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files

33
utils/data_manipulation.py
View File

@@ -11,6 +11,39 @@ class StrategyData:
market_data: pd.DataFrame = None
position_executor: pd.DataFrame = None
@property
def strategy_summary(self):
if self.trade_fill is not None:
return self.get_strategy_summary()
else:
return None
def get_strategy_summary(self):
def full_series(series):
return list(series)
strategy_data = self.trade_fill.copy()
strategy_data["volume"] = strategy_data["amount"] * strategy_data["price"]
strategy_data["margin_volume"] = strategy_data["amount"] * strategy_data["price"] / strategy_data["leverage"]
strategy_summary = strategy_data.groupby(["strategy", "market", "symbol"]).agg({"order_id": "count",
"volume": "sum",
"margin_volume": "sum",
"net_realized_pnl": [full_series,
"last"]}).reset_index()
strategy_summary.columns = [f"{col[0]}_{col[1]}" if isinstance(col, tuple) and col[1] is not None else col for col in strategy_summary.columns]
strategy_summary.rename(columns={"strategy_": "Strategy",
"market_": "Exchange",
"symbol_": "Trading Pair",
"order_id_count": "# Trades",
"volume_sum": "Volume",
"margin_volume_sum": "Margin volume",
"net_realized_pnl_full_series": "PnL Over Time",
"net_realized_pnl_last": "Realized PnL"}, inplace=True)
strategy_summary.sort_values(["Realized PnL"], ascending=True, inplace=True)
strategy_summary["Examine"] = False
strategy_summary["Examine"][0] = True
return strategy_summary
def get_single_market_strategy_data(self, exchange: str, trading_pair: str):
orders = self.orders[(self.orders["market"] == exchange) & (self.orders["symbol"] == trading_pair)].copy()
trade_fill = self.trade_fill[self.trade_fill["order_id"].isin(orders["id"])].copy()