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import pandas as pd |
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import streamlit as st |
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import os |
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import random |
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from bokeh.io import output_file, save |
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from bokeh.plotting import figure |
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from streamlit.components import v1 as components |
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from indicators import SMC |
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from utils import fetch, smc_plot_backtest, smc_ema_plot_backtest, smc_structure_plot_backtest |
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def use_file_for_bokeh(chart: figure, chart_height=1067): |
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file_name = f'bokeh_graph_{random.getrandbits(8)}.html' |
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output_file(file_name) |
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save(chart) |
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with open(file_name, 'r', encoding='utf-8') as f: |
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html = f.read() |
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os.remove(file_name) |
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components.html(html, height=chart_height) |
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st.bokeh_chart = use_file_for_bokeh |
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def algorithmic_trading_dashboard(): |
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symbols = pd.read_csv('data/Ticker_List_NSE_India.csv') |
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limits = pd.read_csv('data/yahoo_limits.csv') |
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period_list = ['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max'] |
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st.title("Algorithmic Trading Dashboard") |
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stock = st.selectbox("Select Company", symbols['NAME OF COMPANY'].unique(), index=None) |
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c1, c2 = st.columns(2) |
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with c1: |
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interval = st.selectbox("Select Interval", limits['interval'].tolist(), index=3) |
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with c2: |
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limit = limits[limits['interval'] == interval]['limit'].values[0] |
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idx = period_list.index(limit) |
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period_options = period_list[:idx + 1] + ['max'] |
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period = st.selectbox("Select Period", period_options, index=3) |
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c1, c2 = st.columns(2) |
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with c1: |
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strategy = st.selectbox("Select Strategy", ['Order Block', 'Order Block with EMA', 'Structure trading'], index=2) |
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with c2: |
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swing_hl = st.number_input("Swing High/Low Window Size", min_value=1, value=10) |
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if strategy == "Order Block with EMA": |
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c1, c2, c3 = st.columns(3) |
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with c1: |
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ema1 = st.number_input("Fast EMA Length", min_value=1, value=9) |
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with c2: |
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ema2 = st.number_input("Slow EMA Length", min_value=1, value=21) |
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with c3: |
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cross_close = st.checkbox("Close trade on EMA crossover", value=False) |
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if st.button("Run"): |
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ticker = symbols[symbols['NAME OF COMPANY'] == stock]['YahooEquiv'].values[0] |
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data = fetch(ticker, period, interval) |
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if strategy == "Order Block" or strategy == "Order Block with EMA": |
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signal_plot = ( |
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SMC(data=data, swing_hl_window_sz=swing_hl) |
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.plot(order_blocks=True, swing_hl=True, show=False) |
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.update_layout(title=dict(text=ticker)) |
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) |
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else: |
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signal_plot = ( |
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SMC(data=data, swing_hl_window_sz=swing_hl) |
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.plot(swing_hl_v2=True, structure=True, show=False) |
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.update_layout(title=dict(text=ticker)) |
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) |
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if strategy == "Order Block": |
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backtest_plot = smc_plot_backtest(data, 'test.html', swing_hl) |
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elif strategy == "Order Block with EMA": |
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backtest_plot = smc_ema_plot_backtest(data, 'test.html', ema1, ema2, cross_close) |
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elif strategy == "Structure trading": |
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backtest_plot = smc_structure_plot_backtest(data, 'test.html', swing_hl) |
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st.write("### Signal Plot") |
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st.plotly_chart(signal_plot, width=1200) |
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st.write("### Backtesting Plot") |
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st.bokeh_chart(backtest_plot) |
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algorithmic_trading_dashboard() |