import pandas as pd import streamlit as st from streamlit.components import v1 as components from indicators import SMC from src.utils import fetch, run_strategy def algorithmic_trading_dashboard(): @st.cache_data def load_data(): # Load data symbols = pd.read_csv('data/Ticker_List_NSE_India.csv') limits = pd.read_csv('data/yahoo_limits.csv') return symbols, limits symbols, limits = load_data() # Dropdown options period_list = ['1d', '5d', '1mo', '3mo', '6mo', '1y', '2y', '5y', '10y', 'ytd', 'max'] st.markdown( """ # Algorithmic Trading Dashboard ## Run Strategy """ ) # Input fields on the main page # Select stock stock = st.selectbox("Select Company", symbols['NAME OF COMPANY'].unique(), index=None) 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=3) 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.") # EMA parameters if "Order Block with EMA" is selected if strategy == "Order Block with EMA": c1, c2, c3 = st.columns(3) 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 = st.columns(2) 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.") # Button to run the analysis if st.button("Run"): # Fetch ticker data ticker = symbols[symbols['NAME OF COMPANY'] == stock]['YahooEquiv'].values[0] data = fetch(ticker, period, interval) # Generate 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_results = run_strategy(ticker, strategy, period, interval, swing_hl=swing_hl, ema1=ema1, ema2=ema2, close_on_crossover=close_on_crossover, cash=initial_cash, commission=commission/100) color = "green" if backtest_results['Return [%]'].values[0] > 0 else "red" # Display plots st.write(f"### :{color}[Signal Plot]") st.plotly_chart(signal_plot, width=1200) st.write(f'### :{color}[Backtest Results]') cols = ['Stock', 'Sector', 'Start', 'End', 'Return [%]', 'Equity Final [₹]', 'Buy & Hold Return [%]', '# Trades', 'Win Rate [%]', 'Best Trade [%]', 'Worst Trade [%]', 'Avg. Trade [%]'] st.dataframe(backtest_results, hide_index=True, column_order=cols) st.write(f"### :{color}[Backtest Plot]") plot = backtest_results['plot'] components.html(plot[0], height=1067) algorithmic_trading_dashboard()