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(feat) replace base inventory change for quote inventory change

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This commit is contained in:
drupman
2023-09-15 23:52:42 -03:00
parent e728cbbe87
commit daf09bde65
2 changed files with 12 additions and 25 deletions
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2
pages/strategy_performance/app.py
View File

@@ -326,7 +326,7 @@ if selected_db is not None:
cg.add_buy_trades(page_data_filtered.buys)
cg.add_sell_trades(page_data_filtered.sells)
cg.add_pnl(page_data_filtered, row=2)
cg.add_base_inventory_change(page_data_filtered, row=3)
cg.add_quote_inventory_change(page_data_filtered, row=3)
fig = cg.figure()
st.plotly_chart(fig, use_container_width=True)
with col2:

35
utils/graphs.py
View File

@@ -146,36 +146,23 @@ class CandlesGraph:
row=row, col=1,
)
def add_base_inventory_change(self, strategy_data: StrategyData, row=3):
# Create a list of colors based on the sign of the amount_new column
self.base_figure.add_trace(
go.Bar(
x=strategy_data.trade_fill["timestamp"],
y=strategy_data.trade_fill["net_amount"],
name="Base Inventory Change",
opacity=0.5,
marker=dict(color=["lightgreen" if amount > 0 else "indianred" for amount in
strategy_data.trade_fill["net_amount"]])
),
row=row, col=1,
)
# TODO: Review impact in different subgraphs
merged_df = self.get_merged_df(strategy_data)
def add_quote_inventory_change(self, strategy_data: StrategyData, row=3):
self.base_figure.add_trace(
go.Scatter(
x=merged_df.index,
y=merged_df["cum_net_amount"],
name="Cumulative Base Inventory Change",
x=strategy_data.trade_fill.timestamp,
y=strategy_data.trade_fill.inventory_cost,
name="Quote Inventory",
mode="lines+markers",
marker=dict(color="black", size=6),
line=dict(color="royalblue", width=2),
# text=merged_df["cum_net_amount"],
# textposition="top center",
# texttemplate="%{text:.2f}"
marker=dict(
size=10,
symbol="arrow",
angleref="previous",
),
line=dict(shape="hv"),
),
row=row, col=1
)
self.base_figure.update_yaxes(title_text='Base Inventory Change', row=row, col=1)
self.base_figure.update_yaxes(title_text='Quote Inventory Change', row=row, col=1)
def add_pnl(self, strategy_data: SingleMarketStrategyData, row=4):
self.base_figure.add_trace(