import streamlit as st import pandas as pd import numpy as np import time from streamlit.components import v1 as components from src.utils import complete_test, categorize_df def complete_backtest(): @st.cache_data def load_data(): # Load data limits = pd.read_csv('data/yahoo_limits.csv') return limits limits = load_data() st.markdown( """ # Algorithmic Trading Dashboard ## Evaluate Strategy """ ) stock_list = st.selectbox("Select Stock list", ['Nifty 50', 'Nifty Next 50', 'Nifty 100', 'Nifty 200'], index=0) period_list = ['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max'] c1, c2 = st.columns(2) with c1: # Select strategy strategy = st.selectbox("Select Strategy", ['Order Block', 'Order Block with EMA', 'Structure trading'], index=2) with c2: # Swing High/Low window size swing_hl = st.number_input("Swing High/Low Window Size", min_value=1, value=10, help = "Minimum window size for finding swing highs and lows.") c1, c2 = st.columns(2) with c1: # Select interval interval = st.selectbox("Select Interval", limits['interval'].tolist(), index=3) with c2: # Update period options based on interval limit = limits[limits['interval'] == interval]['limit'].values[0] idx = period_list.index(limit) period_options = period_list[:idx + 1] + ['max'] period = st.selectbox("Select Period", period_options, index=2) # EMA parameters if "Order Block with EMA" is selected if strategy == "Order Block with EMA": c1, c2, c3 = st.columns([2, 2, 1.5]) with c1: ema1 = st.number_input("Fast EMA Length", min_value=1, value=9, help = "Length of Fast moving Exponential Moving Average.") with c2: ema2 = st.number_input("Slow EMA Length", min_value=1, value=21, help = "Length of Slow moving Exponential Moving Average.") with c3: close_on_crossover = st.checkbox("Close trade on EMA crossover", value=False) else: ema1, ema2, close_on_crossover = None, None, None with st.expander("Advanced options"): c1, c2, c3 = st.columns([2, 2, 1]) with c1: initial_cash = st.number_input("Initial Cash [₹]", min_value=10000, value=10000) with c2: commission = st.number_input("Commission [%]", value = 0, min_value=-10, max_value=10, help="Commission is the commission ratio. E.g. if your broker's " "commission is 1% of trade value, set commission to 1.") with c3: multiprocess = st.checkbox("Multiprocess", value=True, help="Use multiple CPUs (if available) to parallelize the run. " "Run time is inversely proportional to no of CPUs available.") # Button to run the analysis if st.button("Run"): start = time.time() results = complete_test(stock_list, strategy, period, interval, multiprocess, swing_hl=swing_hl, ema1=ema1, ema2=ema2, close_on_crossover=close_on_crossover, cash=initial_cash, commission=commission/100) results['Select'] = False st.session_state.categorized_results = categorize_df(results, 'Sector', 'Return [%]') st.success(f"Analysis finished in {round(time.time()-start, 2)} seconds") if "categorized_results" in st.session_state: # st.write("⬇️ Select a row in index column to get detailed information of the respective stock run.") st.markdown(f""" --- ### :orange[{stock_list} stocks backtest result by using {strategy} strategy] ⬇️ Select rows in 'Select' column to get backtest plots of the selected stocks. """) cols = ['Select', 'Stock', 'Sector', 'Start', 'End', 'Return [%]', 'Equity Final [₹]', 'Buy & Hold Return [%]', '# Trades', 'Win Rate [%]', 'Best Trade [%]', 'Worst Trade [%]', 'Avg. Trade [%]'] st.session_state.categorized_results_dict = {} st.session_state.selected_stocks = {} for category, df in st.session_state.categorized_results.items(): mean = round(df['Return [%]'].mean(), 2) color = "green" if mean > 0 else "red" with st.expander(f"{str(category).upper()} :{color}[Average return rate: {mean} %]"): st.session_state.categorized_results_dict[category] = ( st.data_editor(df, column_config={ 'Select': st.column_config.CheckboxColumn( 'Select', default=False ) }, hide_index=True, column_order=cols, # on_select="rerun", selection_mode="single-row" )) st.session_state.selected_stocks[category] = ( np.where(st.session_state.categorized_results_dict[category]['Select']))[0] for selected_rows in st.session_state.selected_stocks.values(): if len(selected_rows) > 0: st.toast("Scroll to the bottom of page to view backtest plots.", icon=":material/vertical_align_bottom:") st.markdown(f""" --- ### :orange[Selected stocks backtest plots by using {strategy} strategy] """) break # for selected_rows in st.session_state.selected_stocks.values(): # for row in selected_rows: # ticker = st.session_state.results['Stock'].values[row] # plot = st.session_state.results['plot'].values[row] # color = "green" if st.session_state.results['Return [%]'].values[row] > 0 else "red" # with st.expander(f":{color}[{ticker} backtest plot] 📊"): # components.html(plot, height=900) complete_backtest()