Synced repo using 'sync_with_huggingface' Github Action
Browse files- app.py +7 -95
- gradio_app.py +99 -0
app.py
CHANGED
@@ -1,99 +1,11 @@
|
|
1 |
-
import
|
2 |
-
from indicators import SMC
|
3 |
-
from utils import smc_plot_backtest, smc_ema_plot_backtest, smc_structure_plot_backtest, fetch
|
4 |
-
import pandas as pd
|
5 |
|
6 |
-
|
7 |
-
|
8 |
|
9 |
-
|
10 |
-
|
11 |
-
ticker = symbols[symbols['NAME OF COMPANY'] == stock]['YahooEquiv'].values[0]
|
12 |
-
data = fetch(ticker, period, interval)
|
13 |
|
14 |
-
|
15 |
-
if strategy == "Order Block" or strategy == "Order Block with EMA":
|
16 |
-
signal_plot = (SMC(data=data, swing_hl_window_sz=swing_hl).
|
17 |
-
plot(order_blocks=True, swing_hl=True, show=False).
|
18 |
-
update_layout(title=dict(text=ticker)))
|
19 |
-
else:
|
20 |
-
signal_plot = (SMC(data=data, swing_hl_window_sz=swing_hl).
|
21 |
-
plot(swing_hl_v2=True, structure=True, show=False).
|
22 |
-
update_layout(title=dict(text=ticker)))
|
23 |
|
24 |
-
|
25 |
-
|
26 |
-
# Plotting backtest plot based on strategy.
|
27 |
-
if strategy == "Order Block":
|
28 |
-
backtest_plot = smc_plot_backtest(data, 'test.html', swing_hl)
|
29 |
-
if strategy == "Order Block with EMA":
|
30 |
-
backtest_plot = smc_ema_plot_backtest(data, 'test.html', ema1, ema2, cross_close)
|
31 |
-
if strategy == "Structure trading":
|
32 |
-
backtest_plot = smc_structure_plot_backtest(data, 'test.html', swing_hl)
|
33 |
-
|
34 |
-
return signal_plot, backtest_plot
|
35 |
-
|
36 |
-
|
37 |
-
with gr.Blocks(fill_width=True) as app:
|
38 |
-
gr.Markdown(
|
39 |
-
'# Algorithmic Trading Dashboard'
|
40 |
-
)
|
41 |
-
stock = gr.Dropdown(symbols['NAME OF COMPANY'].unique().tolist(), label='Select Company', value=None)
|
42 |
-
|
43 |
-
with gr.Row():
|
44 |
-
interval = gr.Dropdown(limits['interval'].tolist(), label='Select Interval', value=None)
|
45 |
-
|
46 |
-
period_list = ['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']
|
47 |
-
period = gr.Dropdown(label = 'Select Period', choices=["max"], value="max")
|
48 |
-
|
49 |
-
# Updating period based on interval
|
50 |
-
def update_period(interval):
|
51 |
-
limit = limits[limits['interval'] == interval]['limit'].values[0]
|
52 |
-
idx = period_list.index(limit)
|
53 |
-
return gr.Dropdown(period_list[:idx+1]+['max'], interactive=True, label='Select Period')
|
54 |
-
|
55 |
-
interval.change(update_period, [interval], [period])
|
56 |
-
|
57 |
-
with gr.Row():
|
58 |
-
strategy = gr.Dropdown(['Order Block', 'Order Block with EMA', 'Structure trading'], label='Strategy', value=None)
|
59 |
-
swing_hl = gr.Number(label="Swing High/Low Window Size", value=10, interactive=True)
|
60 |
-
|
61 |
-
@gr.render(inputs=[strategy])
|
62 |
-
def show_extra(strat):
|
63 |
-
if strat == "Order Block with EMA":
|
64 |
-
with gr.Row():
|
65 |
-
ema1 = gr.Number(label='Fast EMA length', value=9)
|
66 |
-
ema2 = gr.Number(label='Slow EMA length', value=21)
|
67 |
-
cross_close = gr.Checkbox(label='Close trade on EMA crossover')
|
68 |
-
input = [stock, interval, period, strategy, swing_hl, ema1, ema2, cross_close]
|
69 |
-
|
70 |
-
elif strat == "Order Block" or strat == "Structure trading":
|
71 |
-
input = [stock, interval, period, strategy, swing_hl]
|
72 |
-
else:
|
73 |
-
input = []
|
74 |
-
|
75 |
-
btn.click(
|
76 |
-
run,
|
77 |
-
inputs=input,
|
78 |
-
outputs=[signal_plot, backtest_plot]
|
79 |
-
)
|
80 |
-
|
81 |
-
examples = gr.Examples(
|
82 |
-
examples=[
|
83 |
-
["Reliance Industries Limited", "15m", "max", "Order Block", 10],
|
84 |
-
["Reliance Industries Limited", "15m", "max", "Order Block with EMA", 10],
|
85 |
-
["Reliance Industries Limited", "15m", "max", "Structure trading", 20],
|
86 |
-
],
|
87 |
-
example_labels=['Order Block', 'Order Block with EMA', 'Structure trading'],
|
88 |
-
inputs=[stock, interval, period, strategy, swing_hl]
|
89 |
-
)
|
90 |
-
|
91 |
-
btn = gr.Button("Run")
|
92 |
-
|
93 |
-
with gr.Row():
|
94 |
-
signal_plot = gr.Plot(label='Signal plot')
|
95 |
-
|
96 |
-
with gr.Row():
|
97 |
-
backtest_plot = gr.Plot(label='Backtesting plot')
|
98 |
-
|
99 |
-
app.launch(debug=True)
|
|
|
1 |
+
import streamlit as st
|
|
|
|
|
|
|
2 |
|
3 |
+
st.set_page_config(page_title="Algorithmic Trading Dashboard", layout="wide", initial_sidebar_state="auto",
|
4 |
+
menu_items=None, page_icon=":chart_with_upwards_trend:")
|
5 |
|
6 |
+
dashboard = st.Page("pages/dashboard.py", title="Dashboard")
|
7 |
+
complete_test = st.Page("pages/complete_backtest.py", title="Nifty50 Test")
|
|
|
|
|
8 |
|
9 |
+
pg = st.navigation([dashboard, complete_test])
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
10 |
|
11 |
+
pg.run()
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
gradio_app.py
ADDED
@@ -0,0 +1,99 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
import gradio as gr
|
2 |
+
from indicators import SMC
|
3 |
+
from utils import smc_plot_backtest, smc_ema_plot_backtest, smc_structure_plot_backtest, fetch
|
4 |
+
import pandas as pd
|
5 |
+
|
6 |
+
symbols = pd.read_csv('data/Ticker_List_NSE_India.csv')
|
7 |
+
limits = pd.read_csv('data/yahoo_limits.csv')
|
8 |
+
|
9 |
+
def run(stock, interval, period, strategy, swing_hl, ema1=9, ema2=21, cross_close=False):
|
10 |
+
# Downloading ticker data.
|
11 |
+
ticker = symbols[symbols['NAME OF COMPANY'] == stock]['YahooEquiv'].values[0]
|
12 |
+
data = fetch(ticker, period, interval)
|
13 |
+
|
14 |
+
# Plotting signal plot based on strategy.
|
15 |
+
if strategy == "Order Block" or strategy == "Order Block with EMA":
|
16 |
+
signal_plot = (SMC(data=data, swing_hl_window_sz=swing_hl).
|
17 |
+
plot(order_blocks=True, swing_hl=True, show=False).
|
18 |
+
update_layout(title=dict(text=ticker)))
|
19 |
+
else:
|
20 |
+
signal_plot = (SMC(data=data, swing_hl_window_sz=swing_hl).
|
21 |
+
plot(swing_hl_v2=True, structure=True, show=False).
|
22 |
+
update_layout(title=dict(text=ticker)))
|
23 |
+
|
24 |
+
backtest_plot = gr.Plot()
|
25 |
+
|
26 |
+
# Plotting backtest plot based on strategy.
|
27 |
+
if strategy == "Order Block":
|
28 |
+
backtest_plot = smc_plot_backtest(data, 'test.html', swing_hl)
|
29 |
+
if strategy == "Order Block with EMA":
|
30 |
+
backtest_plot = smc_ema_plot_backtest(data, 'test.html', ema1, ema2, cross_close)
|
31 |
+
if strategy == "Structure trading":
|
32 |
+
backtest_plot = smc_structure_plot_backtest(data, 'test.html', swing_hl)
|
33 |
+
|
34 |
+
return signal_plot, backtest_plot
|
35 |
+
|
36 |
+
|
37 |
+
with gr.Blocks(fill_width=True) as app:
|
38 |
+
gr.Markdown(
|
39 |
+
'# Algorithmic Trading Dashboard'
|
40 |
+
)
|
41 |
+
stock = gr.Dropdown(symbols['NAME OF COMPANY'].unique().tolist(), label='Select Company', value=None)
|
42 |
+
|
43 |
+
with gr.Row():
|
44 |
+
interval = gr.Dropdown(limits['interval'].tolist(), label='Select Interval', value=None)
|
45 |
+
|
46 |
+
period_list = ['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max']
|
47 |
+
period = gr.Dropdown(label = 'Select Period', choices=["max"], value="max")
|
48 |
+
|
49 |
+
# Updating period based on interval
|
50 |
+
def update_period(interval):
|
51 |
+
limit = limits[limits['interval'] == interval]['limit'].values[0]
|
52 |
+
idx = period_list.index(limit)
|
53 |
+
return gr.Dropdown(period_list[:idx+1]+['max'], interactive=True, label='Select Period')
|
54 |
+
|
55 |
+
interval.change(update_period, [interval], [period])
|
56 |
+
|
57 |
+
with gr.Row():
|
58 |
+
strategy = gr.Dropdown(['Order Block', 'Order Block with EMA', 'Structure trading'], label='Strategy', value=None)
|
59 |
+
swing_hl = gr.Number(label="Swing High/Low Window Size", value=10, interactive=True)
|
60 |
+
|
61 |
+
@gr.render(inputs=[strategy])
|
62 |
+
def show_extra(strat):
|
63 |
+
if strat == "Order Block with EMA":
|
64 |
+
with gr.Row():
|
65 |
+
ema1 = gr.Number(label='Fast EMA length', value=9)
|
66 |
+
ema2 = gr.Number(label='Slow EMA length', value=21)
|
67 |
+
cross_close = gr.Checkbox(label='Close trade on EMA crossover')
|
68 |
+
input = [stock, interval, period, strategy, swing_hl, ema1, ema2, cross_close]
|
69 |
+
|
70 |
+
elif strat == "Order Block" or strat == "Structure trading":
|
71 |
+
input = [stock, interval, period, strategy, swing_hl]
|
72 |
+
else:
|
73 |
+
input = []
|
74 |
+
|
75 |
+
btn.click(
|
76 |
+
run,
|
77 |
+
inputs=input,
|
78 |
+
outputs=[signal_plot, backtest_plot]
|
79 |
+
)
|
80 |
+
|
81 |
+
examples = gr.Examples(
|
82 |
+
examples=[
|
83 |
+
["Reliance Industries Limited", "15m", "max", "Order Block", 10],
|
84 |
+
["Reliance Industries Limited", "15m", "max", "Order Block with EMA", 10],
|
85 |
+
["Reliance Industries Limited", "15m", "max", "Structure trading", 20],
|
86 |
+
],
|
87 |
+
example_labels=['Order Block', 'Order Block with EMA', 'Structure trading'],
|
88 |
+
inputs=[stock, interval, period, strategy, swing_hl]
|
89 |
+
)
|
90 |
+
|
91 |
+
btn = gr.Button("Run")
|
92 |
+
|
93 |
+
with gr.Row():
|
94 |
+
signal_plot = gr.Plot(label='Signal plot')
|
95 |
+
|
96 |
+
with gr.Row():
|
97 |
+
backtest_plot = gr.Plot(label='Backtesting plot')
|
98 |
+
|
99 |
+
app.launch(debug=True)
|