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(feat) update directional trading

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This commit is contained in:
cardosofede
2024-07-23 15:01:40 +03:00
parent fb6e843f02
commit 86675d64d0
7 changed files with 58 additions and 46 deletions
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19
pages/config/macd_bb_v1/app.py
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@@ -6,11 +6,10 @@ from frontend.components.config_loader import get_default_config_loader
from frontend.components.save_config import render_save_config
from frontend.pages.config.macd_bb_v1.user_inputs import user_inputs
from frontend.pages.config.utils import get_candles
from frontend.st_utils import initialize_st_page, get_backend_api_client
from frontend.st_utils import get_backend_api_client, initialize_st_page
from frontend.visualization import theme
from frontend.visualization.backtesting import create_backtesting_figure
from frontend.visualization.backtesting_metrics import render_backtesting_metrics, render_accuracy_metrics, \
render_close_types
from frontend.visualization.backtesting_metrics import render_accuracy_metrics, render_backtesting_metrics, render_close_types
from frontend.visualization.candles import get_candlestick_trace
from frontend.visualization.indicators import get_bbands_traces, get_macd_traces
from frontend.visualization.signals import get_macdbb_v1_signal_traces
@@ -25,11 +24,11 @@ get_default_config_loader("macd_bb_v1")
inputs = user_inputs()
st.session_state["default_config"].update(inputs)
st.write("### Visualizing MACD Bollinger Trading Signals")
days_to_visualize = st.number_input("Days to Visualize", min_value=1, max_value=365, value=7)
# Load candle data
candles = get_candles(connector_name=inputs["candles_connector"], trading_pair=inputs["candles_trading_pair"], interval=inputs["interval"], days=days_to_visualize)
candles = get_candles(connector_name=inputs["candles_connector"], trading_pair=inputs["candles_trading_pair"],
interval=inputs["interval"], days=days_to_visualize)
# Create a subplot with 2 rows
fig = make_subplots(rows=2, cols=1, shared_xaxes=True,
@@ -38,9 +37,12 @@ fig = make_subplots(rows=2, cols=1, shared_xaxes=True,
add_traces_to_fig(fig, [get_candlestick_trace(candles)], row=1, col=1)
add_traces_to_fig(fig, get_bbands_traces(candles, inputs["bb_length"], inputs["bb_std"]), row=1, col=1)
add_traces_to_fig(fig, get_macdbb_v1_signal_traces(df=candles, bb_length=inputs["bb_length"], bb_std=inputs["bb_std"],
bb_long_threshold=inputs["bb_long_threshold"], bb_short_threshold=inputs["bb_short_threshold"],
macd_fast=inputs["macd_fast"], macd_slow=inputs["macd_slow"], macd_signal=inputs["macd_signal"]), row=1, col=1)
add_traces_to_fig(fig, get_macd_traces(df=candles, macd_fast=inputs["macd_fast"], macd_slow=inputs["macd_slow"], macd_signal=inputs["macd_signal"]), row=2, col=1)
bb_long_threshold=inputs["bb_long_threshold"],
bb_short_threshold=inputs["bb_short_threshold"],
macd_fast=inputs["macd_fast"], macd_slow=inputs["macd_slow"],
macd_signal=inputs["macd_signal"]), row=1, col=1)
add_traces_to_fig(fig, get_macd_traces(df=candles, macd_fast=inputs["macd_fast"], macd_slow=inputs["macd_slow"],
macd_signal=inputs["macd_signal"]), row=2, col=1)
fig.update_layout(**theme.get_default_layout())
# Use Streamlit's functionality to display the plot
@@ -61,4 +63,3 @@ if bt_results:
render_close_types(bt_results["results"])
st.write("---")
render_save_config(st.session_state["default_config"]["id"], st.session_state["default_config"])