Files
hummingbot-dashboard/pages/strategy_performance/app.py
2023-07-24 17:29:21 +02:00

125 lines
6.8 KiB
Python

import os
import pandas as pd
import streamlit as st
from utils.database_manager import DatabaseManager
from utils.graphs import CandlesGraph
from utils.st_utils import initialize_st_page
initialize_st_page(title="Strategy Performance", icon="🚀")
# Start content here
intervals = {
"1m": 60,
"3m": 60 * 3,
"5m": 60 * 5,
"15m": 60 * 15,
"30m": 60 * 30,
"1h": 60 * 60,
"6h": 60 * 60 * 6,
"1d": 60 * 60 * 24,
}
@st.cache_resource
def get_database(db_name: str):
db_manager = DatabaseManager(db_name)
return db_manager
with st.container():
col1, col2 = st.columns(2)
with col1:
db_names = [db_name for db_name in os.listdir("data") if db_name.endswith(".sqlite")]
selected_db_name = st.selectbox("Select a database to use:",
db_names if len(db_names) > 0 else ["No databases found"])
if selected_db_name == "No databases found":
st.warning("No databases available to analyze. Please run a backtesting first.")
else:
db_manager = get_database(selected_db_name)
config_files = db_manager.get_config_files()
if config_files == []:
with col1:
st.warning('No trades have been recorded in the selected database')
with col2:
selected_config_file = st.selectbox("Select a config file to analyze:", config_files)
if selected_config_file is not None:
exchanges_trading_pairs = db_manager.get_exchanges_trading_pairs_by_config_file(selected_config_file)
strategy_data = db_manager.get_strategy_data(selected_config_file)
with st.container():
col1, col2, col3 = st.columns(3)
with col1:
selected_exchange = st.selectbox("Select an exchange:", [] if selected_config_file is None else list(exchanges_trading_pairs.keys()))
with col2:
selected_trading_pair = st.selectbox("Select a trading pair:", [] if selected_config_file is None else exchanges_trading_pairs[selected_exchange])
with col3:
interval = st.selectbox("Candles Interval:", intervals.keys(), index=2)
if selected_exchange and selected_trading_pair:
single_market_strategy_data = strategy_data.get_single_market_strategy_data(selected_exchange,
selected_trading_pair)
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", options=date_array.tolist(),
value=(date_array[0], date_array[-1]))
strategy_data_filtered = single_market_strategy_data.get_filtered_strategy_data(start_time, end_time)
row = st.container()
col11, col12, col13 = st.columns([1, 2, 3])
with row:
with col11:
st.header(f"🏦 Market")
st.metric(label="Exchange", value=strategy_data_filtered.exchange.capitalize())
st.metric(label="Trading pair", value=strategy_data_filtered.trading_pair.upper())
with col12:
st.header("📋 General stats")
col121, col122 = st.columns(2)
with col121:
st.metric(label='Duration (Hours)', value=round(strategy_data_filtered.duration_seconds / 3600, 2))
st.metric(label='Start date', value=strategy_data_filtered.start_time.strftime("%Y-%m-%d %H:%M"))
st.metric(label='End date', value=strategy_data_filtered.end_time.strftime("%Y-%m-%d %H:%M"))
with col122:
st.metric(label='Price change', value=f"{round(strategy_data_filtered.price_change * 100, 2)} %")
with col13:
st.header("📈 Performance")
col131, col132, col133, col134 = st.columns(4)
with col131:
st.metric(label=f'Net PNL {strategy_data_filtered.quote_asset}', value=round(strategy_data_filtered.net_pnl_quote, 2))
st.metric(label=f'Trade PNL {strategy_data_filtered.quote_asset}', value=round(strategy_data_filtered.trade_pnl_quote, 2))
st.metric(label=f'Fees {strategy_data_filtered.quote_asset}', value=round(strategy_data_filtered.cum_fees_in_quote, 2))
with col132:
st.metric(label='Total Trades', value=strategy_data_filtered.total_orders)
st.metric(label='Total Buy Trades', value=strategy_data_filtered.total_buy_trades)
st.metric(label='Total Sell Trades', value=strategy_data_filtered.total_sell_trades)
with col133:
st.metric(label='Inventory change in Base asset',
value=round(strategy_data_filtered.inventory_change_base_asset, 4))
st.metric(label='Total Buy Trades Amount', value=round(strategy_data_filtered.total_buy_amount, 2))
st.metric(label='Total Sell Trades Amount', value=round(strategy_data_filtered.total_sell_amount, 2))
with col134:
st.metric(label='End Price', value=round(strategy_data_filtered.end_price, 4))
st.metric(label='Average Buy Price', value=round(strategy_data_filtered.average_buy_price, 4))
st.metric(label='Average Sell Price', value=round(strategy_data_filtered.average_sell_price, 4))
if strategy_data_filtered.market_data is not None:
candles_df = strategy_data_filtered.get_market_data_resampled(interval=f"{intervals[interval]}S")
cg = CandlesGraph(candles_df, show_volume=False, extra_rows=2)
cg.add_buy_trades(strategy_data_filtered.buys)
cg.add_sell_trades(strategy_data_filtered.sells)
cg.add_pnl(strategy_data_filtered, row=2)
cg.add_base_inventory_change(strategy_data_filtered, row=3)
fig = cg.figure()
st.plotly_chart(fig, 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.")
st.subheader("💵Trades")
st.write(strategy_data_filtered.trade_fill)
st.subheader("📩 Orders")
st.write(strategy_data_filtered.orders)
st.subheader("⌕ Order Status")
st.write(strategy_data_filtered.order_status)