""" Jupyter Widgets UI for Algorithmic Trading System Interactive notebook interface for: - Data exploration and visualization - Strategy development and testing - Model training and evaluation - Real-time trading simulation """ import ipywidgets as widgets from IPython.display import display, HTML, clear_output import plotly.graph_objects as go import plotly.express as px import pandas as pd import numpy as np import yaml import os import sys from datetime import datetime, timedelta from typing import Dict, Any, Optional import asyncio import threading import time # Add project root to path sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__)))) from agentic_ai_system.main import load_config from agentic_ai_system.data_ingestion import load_data, validate_data, add_technical_indicators from agentic_ai_system.finrl_agent import FinRLAgent, FinRLConfig from agentic_ai_system.alpaca_broker import AlpacaBroker from agentic_ai_system.orchestrator import run_backtest, run_live_trading class TradingJupyterUI: def __init__(self): self.config = None self.data = None self.alpaca_broker = None self.finrl_agent = None self.trading_active = False self.setup_widgets() def setup_widgets(self): """Setup all interactive widgets""" # Configuration widgets self.config_file = widgets.Text( value='config.yaml', description='Config File:', style={'description_width': '120px'} ) self.load_config_btn = widgets.Button( description='Load Configuration', button_style='primary', icon='cog' ) self.config_output = widgets.Output() # Data widgets self.data_source = widgets.Dropdown( options=['csv', 'alpaca', 'synthetic'], value='csv', description='Data Source:', style={'description_width': '120px'} ) self.symbol_input = widgets.Text( value='AAPL', description='Symbol:', style={'description_width': '120px'} ) self.timeframe_input = widgets.Dropdown( options=['1m', '5m', '15m', '1h', '1d'], value='1m', description='Timeframe:', style={'description_width': '120px'} ) self.load_data_btn = widgets.Button( description='Load Data', button_style='success', icon='database' ) self.data_output = widgets.Output() # Alpaca widgets self.alpaca_api_key = widgets.Password( description='API Key:', style={'description_width': '120px'} ) self.alpaca_secret_key = widgets.Password( description='Secret Key:', style={'description_width': '120px'} ) self.connect_alpaca_btn = widgets.Button( description='Connect to Alpaca', button_style='info', icon='link' ) self.alpaca_output = widgets.Output() # FinRL widgets self.finrl_algorithm = widgets.Dropdown( options=['PPO', 'A2C', 'DDPG', 'TD3'], value='PPO', description='Algorithm:', style={'description_width': '120px'} ) self.learning_rate = widgets.FloatSlider( value=0.0003, min=0.0001, max=0.01, step=0.0001, description='Learning Rate:', style={'description_width': '120px'}, readout_format='.4f' ) self.training_steps = widgets.IntSlider( value=100000, min=1000, max=1000000, step=1000, description='Training Steps:', style={'description_width': '120px'} ) self.batch_size = widgets.Dropdown( options=[32, 64, 128, 256], value=64, description='Batch Size:', style={'description_width': '120px'} ) self.start_training_btn = widgets.Button( description='Start Training', button_style='warning', icon='play' ) self.finrl_output = widgets.Output() # Trading widgets self.capital_input = widgets.IntText( value=100000, description='Capital ($):', style={'description_width': '120px'} ) self.order_size_input = widgets.IntText( value=10, description='Order Size:', style={'description_width': '120px'} ) self.start_trading_btn = widgets.Button( description='Start Trading', button_style='danger', icon='rocket' ) self.stop_trading_btn = widgets.Button( description='Stop Trading', button_style='danger', icon='stop' ) self.trading_output = widgets.Output() # Backtesting widgets self.run_backtest_btn = widgets.Button( description='Run Backtest', button_style='primary', icon='chart-line' ) self.backtest_output = widgets.Output() # Chart widgets self.chart_type = widgets.Dropdown( options=['Candlestick', 'Line', 'Volume', 'Technical Indicators'], value='Candlestick', description='Chart Type:', style={'description_width': '120px'} ) self.chart_output = widgets.Output() # Setup callbacks self.load_config_btn.on_click(self.on_load_config) self.load_data_btn.on_click(self.on_load_data) self.connect_alpaca_btn.on_click(self.on_connect_alpaca) self.start_training_btn.on_click(self.on_start_training) self.start_trading_btn.on_click(self.on_start_trading) self.stop_trading_btn.on_click(self.on_stop_trading) self.run_backtest_btn.on_click(self.on_run_backtest) self.chart_type.observe(self.on_chart_type_change, names='value') def on_load_config(self, b): """Handle configuration loading""" with self.config_output: clear_output() try: self.config = load_config(self.config_file.value) print(f"✅ Configuration loaded from {self.config_file.value}") print(f"Symbol: {self.config['trading']['symbol']}") print(f"Capital: ${self.config['trading']['capital']:,}") print(f"Timeframe: {self.config['trading']['timeframe']}") print(f"Broker: {self.config['execution']['broker_api']}") except Exception as e: print(f"❌ Error loading configuration: {e}") def on_load_data(self, b): """Handle data loading""" with self.data_output: clear_output() try: if self.config: # Update config with widget values self.config['data_source']['type'] = self.data_source.value self.config['trading']['symbol'] = self.symbol_input.value self.config['trading']['timeframe'] = self.timeframe_input.value print(f"Loading data for {self.symbol_input.value}...") self.data = load_data(self.config) if self.data is not None and not self.data.empty: print(f"✅ Loaded {len(self.data)} data points") print(f"Date range: {self.data['timestamp'].min()} to {self.data['timestamp'].max()}") print(f"Price range: ${self.data['close'].min():.2f} - ${self.data['close'].max():.2f}") # Add technical indicators self.data = add_technical_indicators(self.data) print(f"✅ Added technical indicators") # Update chart self.update_chart() else: print("❌ Failed to load data") else: print("⚠️ Please load configuration first") except Exception as e: print(f"❌ Error loading data: {e}") def on_connect_alpaca(self, b): """Handle Alpaca connection""" with self.alpaca_output: clear_output() try: if self.alpaca_api_key.value and self.alpaca_secret_key.value: # Update config with API keys if self.config: self.config['alpaca']['api_key'] = self.alpaca_api_key.value self.config['alpaca']['secret_key'] = self.alpaca_secret_key.value self.config['execution']['broker_api'] = 'alpaca_paper' print("Connecting to Alpaca...") self.alpaca_broker = AlpacaBroker(self.config) account_info = self.alpaca_broker.get_account_info() if account_info: print("✅ Connected to Alpaca") print(f"Account ID: {account_info['account_id']}") print(f"Status: {account_info['status']}") print(f"Buying Power: ${account_info['buying_power']:,.2f}") print(f"Portfolio Value: ${account_info['portfolio_value']:,.2f}") else: print("❌ Failed to connect to Alpaca") else: print("⚠️ Please load configuration first") else: print("⚠️ Please enter Alpaca API credentials") except Exception as e: print(f"❌ Error connecting to Alpaca: {e}") def on_start_training(self, b): """Handle FinRL training""" with self.finrl_output: clear_output() try: if self.data is not None: print("Starting FinRL training...") # Create FinRL config finrl_config = FinRLConfig( algorithm=self.finrl_algorithm.value, learning_rate=self.learning_rate.value, batch_size=self.batch_size.value, buffer_size=1000000, learning_starts=100, gamma=0.99, tau=0.005, train_freq=1, gradient_steps=1, verbose=1, tensorboard_log='logs/finrl_tensorboard' ) # Initialize agent self.finrl_agent = FinRLAgent(finrl_config) # Train the agent result = self.finrl_agent.train( data=self.data, config=self.config, total_timesteps=self.training_steps.value, use_real_broker=False ) if result['success']: print("✅ Training completed successfully!") print(f"Algorithm: {result['algorithm']}") print(f"Timesteps: {result['total_timesteps']:,}") print(f"Model saved: {result['model_path']}") else: print("❌ Training failed") else: print("⚠️ Please load data first") except Exception as e: print(f"❌ Error during training: {e}") def on_start_trading(self, b): """Handle trading start""" with self.trading_output: clear_output() try: if self.config and self.alpaca_broker: print("Starting live trading...") self.trading_active = True # Update config with widget values self.config['trading']['capital'] = self.capital_input.value self.config['execution']['order_size'] = self.order_size_input.value # Start trading in background thread def run_trading(): try: run_live_trading(self.config, self.data) except Exception as e: print(f"Trading error: {e}") trading_thread = threading.Thread(target=run_trading) trading_thread.daemon = True trading_thread.start() print("✅ Live trading started") else: print("⚠️ Please load configuration and connect to Alpaca first") except Exception as e: print(f"❌ Error starting trading: {e}") def on_stop_trading(self, b): """Handle trading stop""" with self.trading_output: clear_output() self.trading_active = False print("✅ Trading stopped") def on_run_backtest(self, b): """Handle backtesting""" with self.backtest_output: clear_output() try: if self.config and self.data is not None: print("Running backtest...") # Update config with widget values self.config['trading']['capital'] = self.capital_input.value result = run_backtest(self.config, self.data) if result['success']: print("✅ Backtest completed") print(f"Total Return: {result['total_return']:.2%}") print(f"Sharpe Ratio: {result['sharpe_ratio']:.2f}") print(f"Max Drawdown: {result['max_drawdown']:.2%}") print(f"Total Trades: {result['total_trades']}") else: print("❌ Backtest failed") else: print("⚠️ Please load configuration and data first") except Exception as e: print(f"❌ Error during backtest: {e}") def on_chart_type_change(self, change): """Handle chart type change""" if self.data is not None: self.update_chart() def update_chart(self): """Update the chart display""" with self.chart_output: clear_output() if self.data is None: return if self.chart_type.value == "Candlestick": fig = go.Figure(data=[go.Candlestick( x=self.data['timestamp'], open=self.data['open'], high=self.data['high'], low=self.data['low'], close=self.data['close'] )]) fig.update_layout( title=f"{self.config['trading']['symbol']} Candlestick Chart", xaxis_title="Date", yaxis_title="Price ($)", height=500 ) display(fig) elif self.chart_type.value == "Line": fig = px.line(self.data, x='timestamp', y='close', title=f"{self.config['trading']['symbol']} Price Chart") fig.update_layout(height=500) display(fig) elif self.chart_type.value == "Volume": fig = go.Figure() fig.add_trace(go.Bar( x=self.data['timestamp'], y=self.data['volume'], name='Volume' )) fig.update_layout( title=f"{self.config['trading']['symbol']} Volume Chart", xaxis_title="Date", yaxis_title="Volume", height=500 ) display(fig) elif self.chart_type.value == "Technical Indicators": fig = go.Figure() # Add price fig.add_trace(go.Scatter( x=self.data['timestamp'], y=self.data['close'], name='Close Price', line=dict(color='blue') )) # Add moving averages if available if 'sma_20' in self.data.columns: fig.add_trace(go.Scatter( x=self.data['timestamp'], y=self.data['sma_20'], name='SMA 20', line=dict(color='orange') )) if 'sma_50' in self.data.columns: fig.add_trace(go.Scatter( x=self.data['timestamp'], y=self.data['sma_50'], name='SMA 50', line=dict(color='red') )) fig.update_layout( title=f"{self.config['trading']['symbol']} Technical Indicators", xaxis_title="Date", yaxis_title="Price ($)", height=500 ) display(fig) def display_interface(self): """Display the complete Jupyter interface""" # Header display(HTML("""

🤖 Algorithmic Trading System

Interactive Jupyter Interface for Trading Analysis

""")) # Configuration section display(HTML("

⚙️ Configuration

")) config_widgets = widgets.VBox([ widgets.HBox([self.config_file, self.load_config_btn]), self.config_output ]) display(config_widgets) # Data section display(HTML("

📥 Data Management

")) data_widgets = widgets.VBox([ widgets.HBox([self.data_source, self.symbol_input, self.timeframe_input]), widgets.HBox([self.load_data_btn]), self.data_output ]) display(data_widgets) # Alpaca section display(HTML("

🏦 Alpaca Integration

")) alpaca_widgets = widgets.VBox([ widgets.HBox([self.alpaca_api_key, self.alpaca_secret_key]), widgets.HBox([self.connect_alpaca_btn]), self.alpaca_output ]) display(alpaca_widgets) # FinRL section display(HTML("

🧠 FinRL Training

")) finrl_widgets = widgets.VBox([ widgets.HBox([self.finrl_algorithm, self.learning_rate]), widgets.HBox([self.training_steps, self.batch_size]), widgets.HBox([self.start_training_btn]), self.finrl_output ]) display(finrl_widgets) # Trading section display(HTML("

🎯 Trading Controls

")) trading_widgets = widgets.VBox([ widgets.HBox([self.capital_input, self.order_size_input]), widgets.HBox([self.start_trading_btn, self.stop_trading_btn]), self.trading_output ]) display(trading_widgets) # Backtesting section display(HTML("

📊 Backtesting

")) backtest_widgets = widgets.VBox([ widgets.HBox([self.run_backtest_btn]), self.backtest_output ]) display(backtest_widgets) # Chart section display(HTML("

📈 Data Visualization

")) chart_widgets = widgets.VBox([ widgets.HBox([self.chart_type]), self.chart_output ]) display(chart_widgets) def create_jupyter_interface(): """Create and return the Jupyter interface""" ui = TradingJupyterUI() return ui