import time import webbrowser from types import SimpleNamespace import streamlit as st from streamlit_elements import elements, mui import constants from quants_lab.strategy.strategy_analysis import StrategyAnalysis from ui_components.dashboard import Dashboard from ui_components.directional_strategies_file_explorer import DirectionalStrategiesFileExplorer from ui_components.directional_strategy_creation_card import DirectionalStrategyCreationCard from ui_components.editor import Editor from ui_components.optimization_creation_card import OptimizationCreationCard from ui_components.optimization_run_card import OptimizationRunCard from ui_components.optimizations_file_explorer import OptimizationsStrategiesFileExplorer from utils import os_utils from utils.os_utils import load_directional_strategies from utils.st_utils import initialize_st_page initialize_st_page(title="Simulate", icon="📈", initial_sidebar_state="collapsed") # Start content here if "strategy_params" not in st.session_state: st.session_state.strategy_params = {} # TODO: # * Add videos explaining how to the triple barrier method works and how the backtesting is designed, # link to video of how to create a strategy, etc in a toggle. # * Add performance analysis graphs of the backtesting run strategies = load_directional_strategies(constants.DIRECTIONAL_STRATEGIES_PATH) strategy_to_optimize = st.selectbox("Select strategy to backtest", strategies.keys()) strategy = strategies[strategy_to_optimize] strategy_config = strategy["config"] field_schema = strategy_config.schema()["properties"] st.write("## Strategy parameters") c1, c2 = st.columns([5, 1]) with c1: columns = st.columns(4) column_index = 0 for field_name, properties in field_schema.items(): field_type = properties["type"] with columns[column_index]: if field_type in ["number", "integer"]: field_value = st.number_input(field_name, value=properties["default"], min_value=properties.get("minimum"), max_value=properties.get("maximum"), key=field_name) elif field_type == "string": field_value = st.text_input(field_name, value=properties["default"]) elif field_type == "boolean": # TODO: Add support for boolean fields in optimize tab field_value = st.checkbox(field_name, value=properties["default"]) else: raise ValueError(f"Field type {field_type} not supported") st.session_state["strategy_params"][field_name] = field_value column_index = (column_index + 1) % 4 with c2: add_positions = st.checkbox("Add positions", value=True) add_volume = st.checkbox("Add volume", value=True) add_pnl = st.checkbox("Add PnL", value=True) run_backtesting_button = st.button("Run Backtesting!") if run_backtesting_button: config = strategy["config"](**st.session_state["strategy_params"]) strategy = strategy["class"](config=config) # TODO: add form for order amount, leverage, tp, sl, etc. market_data, positions = strategy.run_backtesting( start='2021-04-01', order_amount=50, leverage=20, initial_portfolio=100, take_profit_multiplier=2.3, stop_loss_multiplier=1.2, time_limit=60 * 60 * 3, std_span=None, ) strategy_analysis = StrategyAnalysis( positions=positions, candles_df=market_data, ) st.text(strategy_analysis.text_report()) # TODO: check why the pnl is not being plotted strategy_analysis.create_base_figure(volume=add_volume, positions=add_positions, trade_pnl=add_pnl) st.plotly_chart(strategy_analysis.figure(), use_container_width=True)