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(feat) add backtesting components

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This commit is contained in:
cardosofede
2024-05-17 01:09:22 -04:00
parent d87f959860
commit f42b7eccbf
2 changed files with 14 additions and 10 deletions
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6
frontend/components/backtesting.py
View File

@@ -3,13 +3,15 @@ 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()
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)
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:

18
frontend/components/st_inputs.py
View File

@@ -35,7 +35,7 @@ def distribution_inputs(column, dist_type_name, levels=3):
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=0.1,
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,
@@ -56,17 +56,19 @@ def distribution_inputs(column, dist_type_name, levels=3):
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":
return manual_values
distribution = manual_values
elif dist_type == "Linear":
return Distributions.linear(n_levels, start, step)
distribution = Distributions.linear(n_levels, start, step)
elif dist_type == "Fibonacci":
return Distributions.fibonacci(n_levels, start)
distribution = Distributions.fibonacci(n_levels, start)
elif dist_type == "Logarithmic":
return Distributions.logarithmic(n_levels, base, scaling_factor, start)
distribution = Distributions.logarithmic(n_levels, base, scaling_factor, start)
elif dist_type == "Arithmetic":
return Distributions.arithmetic(n_levels, start, step)
distribution = Distributions.arithmetic(n_levels, start, step)
elif dist_type == "Geometric":
return Distributions.geometric(n_levels, start, ratio)
distribution = Distributions.geometric(n_levels, start, ratio)
elif dist_type == "GeoCustom":
return [Decimal("0")] + Distributions.geometric(n_levels - 1, start, ratio)
distribution = [Decimal("0")] + Distributions.geometric(n_levels - 1, start, ratio)
return [float(val) for val in distribution]