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(feat) replace cummulative pnl for individual pnl

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This commit is contained in:
drupman
2023-09-19 17:19:12 -03:00
parent ec1dc6e250
commit f97d4bb977
1 changed files with 11 additions and 10 deletions
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21
pages/strategy_performance/app.py
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@@ -94,6 +94,7 @@ def show_strategy_summary(summary_df: pd.DataFrame):
else:
return None
def summary_chart(df: pd.DataFrame):
fig = px.bar(df, x="Trading Pair", y="Realized PnL", color="Exchange")
fig.update_traces(width=min(1.0, 0.1 * len(strategy_data.strategy_summary)))
@@ -172,20 +173,20 @@ def intraday_performance(df: pd.DataFrame):
return hr_str + suffix
df["hour"] = df["timestamp"].dt.hour
profits = df[df["net_realized_pnl"] >= 0]
losses = df[df["net_realized_pnl"] < 0]
polar_profits = profits.groupby("hour")["net_realized_pnl"].sum().reset_index()
polar_losses = losses.groupby("hour")["net_realized_pnl"].sum().reset_index()
polar_losses["net_realized_pnl"] = abs(polar_losses["net_realized_pnl"])
profits = df[df["realized_pnl"] >= 0]
losses = df[df["realized_pnl"] < 0]
polar_profits = profits.groupby("hour")["realized_pnl"].sum().reset_index()
polar_losses = losses.groupby("hour")["realized_pnl"].sum().reset_index()
polar_losses["realized_pnl"] = abs(polar_losses["realized_pnl"])
fig = go.Figure()
fig.add_trace(go.Barpolar(
name="Profits",
r=polar_profits["net_realized_pnl"],
r=polar_profits["realized_pnl"],
theta=polar_profits["hour"] * 15,
marker_color=BULLISH_COLOR))
fig.add_trace(go.Barpolar(
name="Losses",
r=polar_losses["net_realized_pnl"],
r=polar_losses["realized_pnl"],
theta=polar_losses["hour"] * 15,
marker_color=BEARISH_COLOR))
fig.update_layout(
@@ -258,7 +259,7 @@ if selected_db is not None:
st.info("💡 Choose a trading pair and start analyzing!")
else:
st.divider()
st.subheader("🔍 Examine Trading Pair")
st.subheader("🔍 Explore Trading Pair")
if not any("Error" in value for key, value in selected_db.status.items() if key != "position_executor"):
date_array = pd.date_range(start=strategy_data.start_time, end=strategy_data.end_time, periods=60)
start_time, end_time = st.select_slider("Select a time range to analyze",
@@ -278,7 +279,7 @@ if selected_db is not None:
st.metric(label='Total Trades', value=strategy_data_filtered.total_orders)
with col3:
st.metric(label='Accuracy',
value=round(strategy_data_filtered.accuracy, 2))
value=f"{100 * strategy_data_filtered.accuracy:.2f} %")
with col4:
st.metric(label="Profit Factor",
value=round(strategy_data_filtered.profit_factor, 2))
@@ -337,7 +338,7 @@ if selected_db is not None:
st.plotly_chart(fig, use_container_width=True)
with col2:
st.plotly_chart(intraday_performance(page_data_filtered.trade_fill), use_container_width=True)
st.plotly_chart(top_n_trades(page_data_filtered.trade_fill.net_realized_pnl), use_container_width=True)
st.plotly_chart(top_n_trades(page_data_filtered.trade_fill.realized_pnl), use_container_width=True)
else:
st.warning("Market data is not available so the candles graph is not going to be rendered. "
"Make sure that you are using the latest version of Hummingbot and market data recorder activated.")