Files
deploy/pages/config/bollinger_v1/app.py
2024-07-09 18:10:55 +03:00

66 lines
3.1 KiB
Python

import streamlit as st
import pandas_ta as ta # noqa: F401
from frontend.components.backtesting import backtesting_section
from frontend.components.config_loader import get_default_config_loader
from frontend.components.save_config import render_save_config
from frontend.pages.config.utils import get_candles
from frontend.st_utils import initialize_st_page, get_backend_api_client
from frontend.pages.config.bollinger_v1.user_inputs import user_inputs
from plotly.subplots import make_subplots
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.candles import get_candlestick_trace
from frontend.visualization.indicators import get_bbands_traces, get_volume_trace
from frontend.visualization.signals import get_bollinger_v1_signal_traces
from frontend.visualization.utils import add_traces_to_fig
# Initialize the Streamlit page
initialize_st_page(title="Bollinger V1", icon="📈", initial_sidebar_state="expanded")
backend_api_client = get_backend_api_client()
st.text("This tool will let you create a config for Bollinger V1 and visualize the strategy.")
get_default_config_loader("bollinger_v1")
inputs = user_inputs()
st.session_state["default_config"].update(inputs)
st.write("### Visualizing Bollinger Bands and 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)
# Create a subplot with 2 rows
fig = make_subplots(rows=2, cols=1, shared_xaxes=True,
vertical_spacing=0.02, subplot_titles=('Candlestick with Bollinger Bands', 'Volume'),
row_heights=[0.8, 0.2])
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_bollinger_v1_signal_traces(candles, inputs["bb_length"], inputs["bb_std"], inputs["bb_long_threshold"], inputs["bb_short_threshold"]), row=1, col=1)
add_traces_to_fig(fig, [get_volume_trace(candles)], row=2, col=1)
fig.update_layout(**theme.get_default_layout())
# Use Streamlit's functionality to display the plot
st.plotly_chart(fig, use_container_width=True)
bt_results = backtesting_section(inputs, backend_api_client)
if bt_results:
fig = create_backtesting_figure(
df=bt_results["processed_data"],
executors=bt_results["executors"],
config=inputs)
c1, c2 = st.columns([0.9, 0.1])
with c1:
render_backtesting_metrics(bt_results["results"])
st.plotly_chart(fig, use_container_width=True)
with c2:
render_accuracy_metrics(bt_results["results"])
st.write("---")
render_close_types(bt_results["results"])
st.write("---")
render_save_config(st.session_state["default_config"]["id"], st.session_state["default_config"])