aljaz/hummingbot-dashboard
1
0
Fork 0
mirror of https://github.com/aljazceru/hummingbot-dashboard.git synced 2026-01-28 09:34:21 +01:00
Code Issues Packages Projects Releases Wiki Activity

(feat) add position executors sunburst + general refactor

Browse Source
This commit is contained in:
drupman
2023-11-13 18:05:44 -03:00
parent 6f03027efa
commit a3f81e9987
4 changed files with 62 additions and 36 deletions
Download Patch File Download Diff File Expand all files Collapse all files

39
pages/strategy_performance/app.py
View File

@@ -4,28 +4,8 @@ import streamlit as st
import math
from utils.os_utils import get_databases
from utils.database_manager import DatabaseManager
from utils.graphs import CandlesGraph, PerformanceGraphs
from utils.st_utils import initialize_st_page, download_csv_button, style_metric_cards
def db_error_message(db: DatabaseManager, error_message: str):
container = st.container()
with container:
st.warning(error_message)
with st.expander("DB Status"):
status_df = pd.DataFrame([db.status]).transpose().reset_index()
status_df.columns = ["Attribute", "Value"]
st.table(status_df)
return container
def candles_graph(candles: pd.DataFrame, strat_data, show_volume=False, extra_rows=2):
cg = CandlesGraph(candles, show_volume=show_volume, extra_rows=extra_rows)
cg.add_buy_trades(strat_data.buys)
cg.add_sell_trades(strat_data.sells)
cg.add_pnl(strat_data, row=2)
cg.add_quote_inventory_change(strat_data, row=3)
return cg.figure()
from utils.graphs import PerformanceGraphs
from utils.st_utils import initialize_st_page, download_csv_button, style_metric_cards, db_error_message
initialize_st_page(title="Strategy Performance", icon="🚀")
@@ -45,7 +25,7 @@ intervals = {
"1d": 60 * 60 * 24,
}
# Data source section
st.subheader("🔫 Data source")
# Upload database
@@ -180,12 +160,12 @@ else:
# Filter strategy data by page
page_filtered_strategy_data = single_market_strategy_data.get_filtered_strategy_data(start_time_page, end_time_page)
page_performance_charts = PerformanceGraphs(page_filtered_strategy_data)
candles_chart = page_performance_charts.candles_graph(candles_df)
# Panel Metrics
if show_panel_metrics:
col1, col2 = st.columns([2, 1])
with col1:
candles_chart = candles_graph(candles_df, page_filtered_strategy_data)
st.plotly_chart(candles_chart, use_container_width=True)
with col2:
chart_tab, table_tab = st.tabs(["Chart", "Table"])
@@ -198,16 +178,7 @@ else:
hide_index=True,
height=(min(len(page_filtered_strategy_data.trade_fill) * 39, candles_chart.layout.height - 180)))
else:
st.plotly_chart(candles_graph(candles_df, page_filtered_strategy_data), use_container_width=True)
# Position executor section
st.divider()
st.subheader("🤖 Position executor")
if "Error" in selected_db.status["position_executor"] or strategy_data.position_executor.empty:
st.warning("Position executor data is not available so position executor graphs are not going to be rendered."
"Make sure that you are using the latest version of Hummingbot.")
else:
st.dataframe(strategy_data.position_executor, use_container_width=True)
st.plotly_chart(candles_chart, use_container_width=True)
# Community metrics section
st.divider()

3
utils/database_manager.py
View File

@@ -198,5 +198,6 @@ class DatabaseManager:
query = self._get_position_executor_query(start_date, end_date)
position_executor = pd.read_sql_query(text(query), session.connection())
position_executor.set_index("timestamp", inplace=True)
position_executor["datetime"] = pd.to_datetime(position_executor.index, unit="ms")
position_executor["datetime"] = pd.to_datetime(position_executor.index, unit="s")
position_executor["level"] = position_executor["order_level"].apply(lambda x: x.split("_")[1])
return position_executor

44
utils/graphs.py
View File

@@ -346,6 +346,13 @@ class PerformanceGraphs:
else:
return False
@property
def has_position_executor_summary(self):
if isinstance(self.strategy_data, StrategyData):
return self.strategy_data.position_executor is not None
else:
return False
def strategy_summary_table(self):
summary = st.data_editor(self.strategy_data.strategy_summary,
column_config={"PnL Over Time": st.column_config.LineChartColumn("PnL Over Time",
@@ -482,4 +489,39 @@ class PerformanceGraphs:
xanchor="center",
x=.48
))
return fig
return fig
def position_executor_summary_sunburst(self):
df = self.strategy_data.position_executor.copy()
grouped_df = df.groupby(["trading_pair", "side", "close_type"]).size().reset_index(name="count")
fig = px.sunburst(grouped_df,
path=['trading_pair', 'side', 'close_type'],
values="count",
color_continuous_scale='RdBu',
color_continuous_midpoint=0)
fig.update_layout(
title=dict(
text='Position Executor Summary',
x=0.5,
xanchor="center",
),
legend=dict(
orientation="h",
yanchor="bottom",
y=1.02,
xanchor="center",
x=.48
)
)
return fig
def candles_graph(self, candles: pd.DataFrame, show_volume=False, extra_rows=2):
cg = CandlesGraph(candles, show_volume=show_volume, extra_rows=extra_rows)
cg.add_buy_trades(self.strategy_data.buys)
cg.add_sell_trades(self.strategy_data.sells)
cg.add_pnl(self.strategy_data, row=2)
cg.add_quote_inventory_change(self.strategy_data, row=3)
return cg.figure()

12
utils/st_utils.py
View File

@@ -6,6 +6,7 @@ import inspect
import streamlit as st
from st_pages import add_page_title
from utils.database_manager import DatabaseManager
def initialize_st_page(title: str, icon: str, layout="wide", initial_sidebar_state="collapsed"):
st.set_page_config(
@@ -64,3 +65,14 @@ def style_metric_cards(
""",
unsafe_allow_html=True,
)
def db_error_message(db: DatabaseManager, error_message: str):
container = st.container()
with container:
st.warning(error_message)
with st.expander("DB Status"):
status_df = pd.DataFrame([db.status]).transpose().reset_index()
status_df.columns = ["Attribute", "Value"]
st.table(status_df)
return container