Synced repo using 'sync_with_huggingface' Github Action

app.py

@@ -1,148 +1,100 @@
-from dash import Dash, Input, Output, State, callback, dcc, html
-import dash_bootstrap_components as dbc
-import pandas as pd
-from indicators import SMC
-from data_fetcher import fetch
-from strategies import smc_plot_backtest, smc_ema_plot_backtest
-
-# Load symbols data
-symbols = pd.read_csv('data/Ticker_List_NSE_India.csv')
-
-# Initialize the app with a Bootstrap theme
-app = Dash(__name__, external_stylesheets=[dbc.themes.BOOTSTRAP])
-
-# Function to create the layout
-app.layout = dbc.Container([
-    dbc.Row([
-        html.H1("Algorithmic Trading Dashboard", className="text-center mb-4")
-    ]),
-
-    dbc.Row([
-        html.Label("Select Company Name", className="form-label"),
-        dcc.Dropdown(
-            id="name",
-            options=[{"label": name, "value": name} for name in symbols['NAME OF COMPANY'].unique()],
-            value='',
-            placeholder="Select a company",
-            className="mb-3"
-        ),
-
-        html.Label("Select Strategy", className="form-label"),
-        dcc.Dropdown(
-            id="strategy",
-            options=['SMC', 'SMC with EMA'],
-            value='',
-            placeholder="Select Strategy",
-            className="mb-3"
-        ),
-
-        html.Label("Swing High/Low Window Size", className="form-label"),
-        dcc.Input(
-            id="window",
-            type="number",
-            value=10,
-            placeholder="Enter window size",
-            className="form-control mb-3"
-        ),
-
-    ]),
-
-    html.Div([
-        dbc.Row([
-            dbc.Col([
-                html.Label("Fast EMA Length: ", className="form-label"),
-                dcc.Input(
-                    id="ema1",
-                    type="number",
-                    value=9,
-                    placeholder="Enter EMA Length",
-                    # className="form-control mb-3"
-                    className = "text-nowrap"
-                ),
-            ], md=8),
-
-            dbc.Col([
-                html.Label("Slow EMA Length: ", className="form-label"),
-                dcc.Input(
-                    id="ema2",
-                    type="number",
-                    value=21,
-                    placeholder="Enter EMA size",
-                    # className="form-control mb-3"
-                    className="text-nowrap"
-                ),
-
-            dbc.Col([dcc.Checklist(['Close on EMA crossover'], id='closecross', className="text-nowrap")]),
-
-            ]),
-        ]),
-        ], style={'display': 'block'}, id='smc_ema'
-    ),
-
-    dbc.Button("Run", id="submit-button", color="primary", className="w-100 mb-4"),
-
-    dbc.Row([
-        html.H5("Order Block Chart", className="text-center mb-3"),
-        html.Iframe(
-            src="assets/SMC.html",
-            style={"height": "450px", "width": "95%", "border": "none"},
-            className="mb-4"
-        ),
-
-        html.H5("Backtest Results", className="text-center mb-3"),
-        html.Iframe(
-            src="assets/backtest_results.html",
-            style={"height": "1067px", "width": "95%", "border": "none"}
-        ),
-    ])
-], fluid=True)
-
-
-@callback(
-    Output("smc_ema", 'style'),
-    Input("strategy", 'value')
-)
-def update_layout(strategy):
-    if strategy=='SMC with EMA':
-        return {'display':'block'}
-    else:
-        return {'display':'none'}
-
-
-# Callback for updating the visualizations
-@callback(
-    Input("submit-button", "n_clicks"),
-    State("name", "value"),
-    State("window", "value"),
-    State("strategy", "value"),
-    State("ema1", "value"),
-    State("ema2", "value"),
-    State("closecross", "value")
-)
-def update_visuals(n_clicks, name, window, strategy, ema1, ema2, closecross):
-    if n_clicks <= 0 or not name:
-        return
-
-    # Clear existing files
-    open('assets/backtest_results.html', 'w').close()
-    open('assets/SMC.html', 'w').close()
-
-    ticker = symbols[symbols['NAME OF COMPANY'] == name]['YahooEquiv'].values[0]
-    data = fetch(ticker, '1mo', '15m')
-
-    fig = SMC(data=data, swing_hl_window_sz=window).plot(show=False).update_layout(title=dict(text=ticker))
-
-    print(strategy)
-    if strategy=='SMC':
-        smc_plot_backtest(data, 'assets/backtest_results.html', swing_hl=window)
-    elif strategy=='SMC with EMA':
-        smc_ema_plot_backtest(data, 'assets/backtest_results.html', ema1, ema2, closecross)
-
-    fig.write_html('assets/SMC.html')
-
-if __name__ == "__main__":
-    # Clear initial files
-    open('assets/backtest_results.html', 'w').close()
-    open('assets/SMC.html', 'w').close()
-
-    app.run(debug=True)
+import gradio as gr
+from indicators import SMC
+from utils import smc_plot_backtest, smc_ema_plot_backtest, smc_structure_plot_backtest, fetch
+import pandas as pd
+
+symbols = pd.read_csv('data/Ticker_List_NSE_India.csv')
+limits = pd.read_csv('data/yahoo_limits.csv')
+
+def run(stock, interval, period, strategy, swing_hl, ema1=9, ema2=21, cross_close=False):
+    # Downloading ticker data.
+    ticker =  symbols[symbols['NAME OF COMPANY'] == stock]['YahooEquiv'].values[0]
+    data = fetch(ticker, period, interval)
+
+    # Plotting signal plot based on strategy.
+    if strategy == "Order Block" or strategy == "Order Block with EMA":
+        signal_plot = (SMC(data=data, swing_hl_window_sz=swing_hl).
+                       plot(order_blocks=True, swing_hl=True, show=False).
+                       update_layout(title=dict(text=ticker)))
+    else:
+        signal_plot = (SMC(data=data, swing_hl_window_sz=swing_hl).
+                       plot(swing_hl_v2=True, structure=True, show=False).
+                       update_layout(title=dict(text=ticker)))
+
+    backtest_plot = gr.Plot()
+
+
+    # Plotting backtest plot based on strategy.
+    if strategy == "Order Block":
+        backtest_plot = smc_plot_backtest(data, 'test.html', swing_hl)
+    if strategy == "Order Block with EMA":
+        backtest_plot = smc_ema_plot_backtest(data, 'test.html', ema1, ema2, cross_close)
+    if strategy == "Structure trading":
+        backtest_plot = smc_structure_plot_backtest(data, 'test.html', swing_hl)
+
+    return signal_plot, backtest_plot
+
+
+with gr.Blocks(fill_width=True) as app:
+    gr.Markdown(
+        '# Algorithmic Trading Dashboard'
+    )
+    stock = gr.Dropdown(symbols['NAME OF COMPANY'].unique().tolist(), label='Select Company', value=None)
+
+    with gr.Row():
+        interval = gr.Dropdown(limits['interval'].tolist(), label='Select Interval', value=None)
+
+        period_list = ['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']
+        period = gr.Dropdown(label = 'Select Period', choices=[])
+
+        # Updating period based on interval
+        def update_period(interval):
+            limit = limits[limits['interval'] == interval]['limit'].values[0]
+            idx = period_list.index(limit)
+            return gr.Dropdown(period_list[:idx+1]+['max'], interactive=True, label='Select Period')
+
+        interval.change(update_period, [interval], [period])
+
+    with gr.Row():
+        strategy = gr.Dropdown(['Order Block', 'Order Block with EMA', 'Structure trading'], label='Strategy', value=None)
+        swing_hl = gr.Number(label="Swing High/Low Window Size", value=10, interactive=True)
+
+    @gr.render(inputs=[strategy])
+    def show_extra(strat):
+        if strat == "Order Block with EMA":
+            with gr.Row():
+                ema1 = gr.Number(label='Fast EMA length', value=9)
+                ema2 = gr.Number(label='Slow EMA length', value=21)
+                cross_close = gr.Checkbox(label='Close trade on EMA crossover')
+            input = [stock, interval, period, strategy, swing_hl, ema1, ema2, cross_close]
+
+        elif strat == "Order Block" or strat == "Structure trading":
+            input = [stock, interval, period, strategy, swing_hl]
+        else:
+            input = []
+
+        btn.click(
+            run,
+            inputs=input,
+            outputs=[signal_plot, backtest_plot]
+        )
+
+        examples = gr.Examples(
+            examples=[
+                ["Reliance Industries Limited", "15m", "max", "Order Block", 10],
+                ["Reliance Industries Limited", "15m", "max", "Order Block with EMA", 10],
+                ["Reliance Industries Limited", "15m", "max", "Structure trading", 20],
+            ],
+            example_labels=['Order Block', 'Order Block with EMA', 'Structure trading'],
+            inputs=[stock, interval, period, strategy, swing_hl]
+        )
+
+    btn = gr.Button("Run")
+
+    with gr.Row():
+        signal_plot = gr.Plot(label='Signal plot')
+
+    with gr.Row():
+        backtest_plot = gr.Plot(label='Backtesting plot')
+
+app.launch(debug=True)

data/ind_nifty50list.csv

@@ -0,0 +1,52 @@
+Company Name,Industry,Symbol,Series,ISIN Code
+Adani Enterprises Ltd.,Metals & Mining,ADANIENT,EQ,INE423A01024
+Adani Ports and Special Economic Zone Ltd.,Services,ADANIPORTS,EQ,INE742F01042
+Apollo Hospitals Enterprise Ltd.,Healthcare,APOLLOHOSP,EQ,INE437A01024
+Asian Paints Ltd.,Consumer Durables,ASIANPAINT,EQ,INE021A01026
+Axis Bank Ltd.,Financial Services,AXISBANK,EQ,INE238A01034
+Bajaj Auto Ltd.,Automobile and Auto Components,BAJAJ-AUTO,EQ,INE917I01010
+Bajaj Finance Ltd.,Financial Services,BAJFINANCE,EQ,INE296A01024
+Bajaj Finserv Ltd.,Financial Services,BAJAJFINSV,EQ,INE918I01026
+Bharat Electronics Ltd.,Capital Goods,BEL,EQ,INE263A01024
+Bharat Petroleum Corporation Ltd.,Oil Gas & Consumable Fuels,BPCL,EQ,INE029A01011
+Bharti Airtel Ltd.,Telecommunication,BHARTIARTL,EQ,INE397D01024
+Britannia Industries Ltd.,Fast Moving Consumer Goods,BRITANNIA,EQ,INE216A01030
+Cipla Ltd.,Healthcare,CIPLA,EQ,INE059A01026
+Coal India Ltd.,Oil Gas & Consumable Fuels,COALINDIA,EQ,INE522F01014
+Dr. Reddy's Laboratories Ltd.,Healthcare,DRREDDY,EQ,INE089A01031
+Dummy ITC Ltd.,Consumer Services,DUMMYITC,EQ,DUM154A01025
+Eicher Motors Ltd.,Automobile and Auto Components,EICHERMOT,EQ,INE066A01021
+Grasim Industries Ltd.,Construction Materials,GRASIM,EQ,INE047A01021
+HCL Technologies Ltd.,Information Technology,HCLTECH,EQ,INE860A01027
+HDFC Bank Ltd.,Financial Services,HDFCBANK,EQ,INE040A01034
+HDFC Life Insurance Company Ltd.,Financial Services,HDFCLIFE,EQ,INE795G01014
+Hero MotoCorp Ltd.,Automobile and Auto Components,HEROMOTOCO,EQ,INE158A01026
+Hindalco Industries Ltd.,Metals & Mining,HINDALCO,EQ,INE038A01020
+Hindustan Unilever Ltd.,Fast Moving Consumer Goods,HINDUNILVR,EQ,INE030A01027
+ICICI Bank Ltd.,Financial Services,ICICIBANK,EQ,INE090A01021
+ITC Ltd.,Fast Moving Consumer Goods,ITC,EQ,INE154A01025
+IndusInd Bank Ltd.,Financial Services,INDUSINDBK,EQ,INE095A01012
+Infosys Ltd.,Information Technology,INFY,EQ,INE009A01021
+JSW Steel Ltd.,Metals & Mining,JSWSTEEL,EQ,INE019A01038
+Kotak Mahindra Bank Ltd.,Financial Services,KOTAKBANK,EQ,INE237A01028
+Larsen & Toubro Ltd.,Construction,LT,EQ,INE018A01030
+Mahindra & Mahindra Ltd.,Automobile and Auto Components,M&M,EQ,INE101A01026
+Maruti Suzuki India Ltd.,Automobile and Auto Components,MARUTI,EQ,INE585B01010
+NTPC Ltd.,Power,NTPC,EQ,INE733E01010
+Nestle India Ltd.,Fast Moving Consumer Goods,NESTLEIND,EQ,INE239A01024
+Oil & Natural Gas Corporation Ltd.,Oil Gas & Consumable Fuels,ONGC,EQ,INE213A01029
+Power Grid Corporation of India Ltd.,Power,POWERGRID,EQ,INE752E01010
+Reliance Industries Ltd.,Oil Gas & Consumable Fuels,RELIANCE,EQ,INE002A01018
+SBI Life Insurance Company Ltd.,Financial Services,SBILIFE,EQ,INE123W01016
+Shriram Finance Ltd.,Financial Services,SHRIRAMFIN,EQ,INE721A01047
+State Bank of India,Financial Services,SBIN,EQ,INE062A01020
+Sun Pharmaceutical Industries Ltd.,Healthcare,SUNPHARMA,EQ,INE044A01036
+Tata Consultancy Services Ltd.,Information Technology,TCS,EQ,INE467B01029
+Tata Consumer Products Ltd.,Fast Moving Consumer Goods,TATACONSUM,EQ,INE192A01025
+Tata Motors Ltd.,Automobile and Auto Components,TATAMOTORS,EQ,INE155A01022
+Tata Steel Ltd.,Metals & Mining,TATASTEEL,EQ,INE081A01020
+Tech Mahindra Ltd.,Information Technology,TECHM,EQ,INE669C01036
+Titan Company Ltd.,Consumer Durables,TITAN,EQ,INE280A01028
+Trent Ltd.,Consumer Services,TRENT,EQ,INE849A01020
+UltraTech Cement Ltd.,Construction Materials,ULTRACEMCO,EQ,INE481G01011
+Wipro Ltd.,Information Technology,WIPRO,EQ,INE075A01022

data/yahoo_limits.csv

@@ -0,0 +1,12 @@
+interval,limit
+1m,5d
+2m,1mo
+5m,1mo
+15m,1mo
+30m,1mo
+1h,2y
+1d,ytd
+5d,ytd
+1wk,ytd
+1mo,ytd
+3mo,ytd

indicators.py

@@ -504,8 +504,8 @@ class SMC:
         fig.update_xaxes(rangebreaks=[dict(dvalue=5 * 60 * 1000, values=dt_breaks)])
 
         if order_blocks:
-            print(self.order_blocks.head())
-            print(self.order_blocks.index.to_list())
+            # print(self.order_blocks.head())
+            # print(self.order_blocks.index.to_list())
 
             ob_df = self.data.iloc[self.order_blocks.index.to_list()]
             # print(ob_df)
@@ -610,7 +610,8 @@ def EMA(array, n):
     return pd.Series(array).ewm(span=n, adjust=False).mean()
 
 if __name__ == "__main__":
-    from data_fetcher import fetch
+    from utils import fetch
+
     data = fetch('ICICIBANK.NS', period='1mo', interval='15m')
     data = fetch('RELIANCE.NS', period='1mo', interval='15m')
     data['Date'] = data.index.to_series()

requirements.txt

@@ -1,8 +1,7 @@
-backtesting==0.3.3
-numpy==2.2.0
-pandas==2.2.3
-bokeh==3.1.0
-yfinance==0.2.50
-plotly==5.24.1
-dash==2.18.2
-dash-bootstrap-components==1.6.0
+backtesting==0.3.3
+numpy==2.2.0
+pandas==2.2.3
+bokeh==3.1.0
+yfinance==0.2.50
+plotly==5.24.1
+gradio==5.9.1

strategies.py

@@ -1,7 +1,6 @@
 from backtesting import Backtest, Strategy
 from backtesting.lib import SignalStrategy, TrailingStrategy
 from indicators import SMC, EMA
-from data_fetcher import fetch
 import pandas as pd
 import numpy as np
 
@@ -152,28 +151,14 @@ class SMCStructure(TrailingStrategy):
         return swings['Level'].iloc[-2]
 
 
-def smc_plot_backtest(data, filename, swing_hl, **kwargs):
-    bt = Backtest(data, SMC_test, **kwargs)
-    bt.run(swing_hl=swing_hl)
-    return bt.plot(filename=filename, open_browser=False)
-
-def smc_ema_plot_backtest(data, filename, ema1, ema2, closecross, **kwargs):
-    bt = Backtest(data, SMC_ema, **kwargs)
-    bt.run(ema1=ema1, ema2=ema2, close_on_crossover=closecross)
-    return bt.plot(filename=filename, open_browser=False)
-
-def smc_structure_backtest(data, filename, swing_hl, **kwargs):
-    bt = Backtest(data, SMCStructure, **kwargs)
-    bt.run(swing_window=swing_hl)
-    return bt.plot(filename=filename, open_browser=False)
-
 if __name__ == "__main__":
+    from utils import fetch
     # data = fetch('ICICIBANK.NS', period='1mo', interval='15m')
     data = fetch('RELIANCE.NS', period='1mo', interval='15m')
     # data = fetch('AXISBANK.NS', period='1mo', interval='15m')
     # bt = Backtest(data, SMC_ema, commission=.002)
     # bt.run(ema1 = 9, ema2 = 21, close_on_crossover=True)
     bt = Backtest(data, SMCStructure, commission = .002, trade_on_close=True)
-    bt.run()
+    print(bt.run())
 
-    bt.plot()
+    # bt.plot()

utils.py

@@ -0,0 +1,37 @@
+import yfinance as yf
+from backtesting import Backtest
+
+from strategies import SMC_test, SMC_ema, SMCStructure
+
+def fetch(symbol, period, interval):
+    df = yf.download(symbol, period=period, interval=interval)
+    df.columns =df.columns.get_level_values(0)
+    return df
+
+def smc_plot_backtest(data, filename, swing_hl, **kwargs):
+    bt = Backtest(data, SMC_test, **kwargs)
+    bt.run(swing_hl=swing_hl)
+    return bt.plot(filename=filename, open_browser=False)
+
+def smc_ema_plot_backtest(data, filename, ema1, ema2, closecross, **kwargs):
+    bt = Backtest(data, SMC_ema, **kwargs)
+    bt.run(ema1=ema1, ema2=ema2, close_on_crossover=closecross)
+    return bt.plot(filename=filename, open_browser=False)
+
+def smc_structure_plot_backtest(data, filename, swing_hl, **kwargs):
+    bt = Backtest(data, SMCStructure, **kwargs)
+    bt.run(swing_window=swing_hl)
+    return bt.plot(filename=filename, open_browser=False)
+
+def smc_backtest(data, swing_hl, **kwargs):
+    return Backtest(data, SMC_test, **kwargs).run(swing_hl=swing_hl)
+
+def smc_ema_backtest(data, ema1, ema2, closecross, **kwargs):
+    return Backtest(data, SMC_ema, **kwargs).run(ema1=ema1, ema2=ema2, close_on_crossover=closecross)
+
+def smc_structure_backtest(data, swing_hl, **kwargs):
+    return Backtest(data, SMCStructure, **kwargs).run(swing_hl=swing_hl)
+
+if __name__ == "__main__":
+    # data = fetch('RELIANCE.NS', period='1y', interval='15m')
+    df = yf.download('RELIANCE.NS', period='1yr', interval='15m')