1125 lines
44 KiB
HTML
1125 lines
44 KiB
HTML
<!DOCTYPE html>
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<html lang="en">
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<head>
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<meta charset="utf-8">
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<meta name="viewport" content="width=device-width, initial-scale=1">
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<title>kalshi paper trading</title>
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<script src="https://unpkg.com/htmx.org@2.0.4"></script>
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<script src="https://cdn.canvasjs.com/ga/canvasjs.stock.min.js"></script>
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<style>
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* { margin: 0; padding: 0; box-sizing: border-box; }
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body {
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font-family: 'SF Mono', 'Fira Code', monospace;
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background: #0d1117;
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color: #c9d1d9;
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font-size: 14px;
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}
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.header {
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position: sticky;
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top: 0;
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z-index: 100;
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background: #161b22;
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border-bottom: 1px solid #21262d;
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padding: 0.5rem 1rem;
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display: flex;
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align-items: center;
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gap: 1.5rem;
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flex-wrap: wrap;
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}
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.header-title {
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font-size: 1rem;
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font-weight: bold;
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color: #58a6ff;
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white-space: nowrap;
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}
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.header-stats {
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display: flex;
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align-items: center;
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gap: 1.2rem;
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flex-wrap: wrap;
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flex: 1;
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}
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.header-stat {
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display: flex;
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align-items: baseline;
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gap: 0.3rem;
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}
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.header-stat-label {
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color: #8b949e;
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font-size: 0.7rem;
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text-transform: uppercase;
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}
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.header-stat-value {
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font-size: 0.85rem;
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font-weight: bold;
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}
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.header-controls {
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display: flex;
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align-items: center;
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gap: 0.4rem;
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}
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.cb-dot {
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width: 8px;
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height: 8px;
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border-radius: 50%;
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display: inline-block;
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margin-right: 0.3rem;
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}
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.cb-dot-ok { background: #3fb950; }
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.cb-dot-tripped { background: #f85149; animation: pulse 1.5s infinite; }
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@keyframes pulse {
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0%, 100% { opacity: 1; }
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50% { opacity: 0.4; }
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}
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.split-view {
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display: flex;
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height: calc(100vh - 42px);
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}
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.panel {
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flex: 1;
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overflow-y: auto;
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padding: 1rem;
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}
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.panel-divider {
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width: 1px;
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background: #21262d;
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flex-shrink: 0;
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}
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.chart-container {
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background: #161b22;
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border: 1px solid #21262d;
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border-radius: 6px;
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padding: 0.5rem;
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margin-bottom: 1rem;
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}
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#stockChartContainer { height: 350px; width: 100%; }
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#backtestChartContainer { height: 300px; width: 100%; }
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.grid { display: grid; grid-template-columns: 1fr 1fr; gap: 1rem; margin-bottom: 1rem; }
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.card {
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background: #161b22;
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border: 1px solid #21262d;
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border-radius: 6px;
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padding: 1rem;
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}
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.full-width { grid-column: 1 / -1; }
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.card-header {
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font-size: 0.85rem;
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color: #8b949e;
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margin-bottom: 0.5rem;
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border-bottom: 1px solid #21262d;
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padding-bottom: 0.3rem;
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}
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.positive { color: #3fb950; }
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.negative { color: #f85149; }
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.status-running { color: #3fb950; }
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.status-paused { color: #d29922; }
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table { width: 100%; border-collapse: collapse; font-size: 0.8rem; }
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th {
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text-align: left;
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color: #8b949e;
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padding: 0.35rem 0.5rem;
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border-bottom: 1px solid #21262d;
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cursor: pointer;
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user-select: none;
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white-space: nowrap;
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}
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th:hover { color: #c9d1d9; }
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td {
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padding: 0.35rem 0.5rem;
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border-bottom: 1px solid #161b22;
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white-space: nowrap;
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}
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.table-scroll {
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max-height: 280px;
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overflow-y: auto;
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}
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.table-scroll::-webkit-scrollbar { width: 6px; }
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.table-scroll::-webkit-scrollbar-track { background: #0d1117; }
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.table-scroll::-webkit-scrollbar-thumb { background: #30363d; border-radius: 3px; }
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.ticker-cell {
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max-width: 180px;
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overflow: hidden;
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text-overflow: ellipsis;
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white-space: nowrap;
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}
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.ticker-cell:hover {
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overflow: visible;
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position: relative;
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z-index: 10;
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background: #161b22;
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}
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.side-badge {
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display: inline-block;
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padding: 0.1rem 0.4rem;
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border-radius: 3px;
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font-size: 0.7rem;
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font-weight: bold;
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text-transform: uppercase;
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}
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.side-yes { background: rgba(63, 185, 80, 0.15); color: #3fb950; }
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.side-no { background: rgba(248, 81, 73, 0.15); color: #f85149; }
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.icon-btn {
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background: #21262d;
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border: 1px solid #30363d;
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color: #c9d1d9;
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width: 28px;
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height: 28px;
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border-radius: 4px;
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cursor: pointer;
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display: flex;
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align-items: center;
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justify-content: center;
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font-size: 0.9rem;
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}
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.icon-btn:hover { background: #30363d; }
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.icon-btn-danger { border-color: #f85149; color: #f85149; }
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.last-update {
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font-size: 0.65rem;
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color: #484f58;
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white-space: nowrap;
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transition: color 0.3s;
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}
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.last-update.fresh { color: #8b949e; }
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.chart-empty {
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display: flex;
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align-items: center;
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justify-content: center;
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height: 350px;
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color: #484f58;
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font-size: 0.85rem;
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}
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.panel-title {
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font-size: 0.9rem;
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font-weight: bold;
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color: #58a6ff;
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margin-bottom: 0.75rem;
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}
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.bt-form {
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display: grid;
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grid-template-columns: 1fr 1fr 1fr;
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gap: 0.5rem;
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margin-bottom: 0.75rem;
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}
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.bt-field {
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display: flex;
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flex-direction: column;
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gap: 0.15rem;
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}
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.bt-field label {
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font-size: 0.65rem;
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color: #8b949e;
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text-transform: uppercase;
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}
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.bt-field input {
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background: #0d1117;
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border: 1px solid #30363d;
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border-radius: 4px;
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color: #c9d1d9;
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padding: 0.3rem 0.4rem;
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font-size: 0.8rem;
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font-family: inherit;
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}
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.bt-field input:focus {
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outline: none;
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border-color: #58a6ff;
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}
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.bt-run-btn {
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grid-column: 1 / -1;
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background: #1f6feb;
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border: none;
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border-radius: 4px;
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color: #fff;
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padding: 0.5rem;
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font-size: 0.8rem;
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font-weight: bold;
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font-family: inherit;
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cursor: pointer;
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margin-top: 0.25rem;
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}
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.bt-run-btn:hover { background: #388bfd; }
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.bt-run-btn:disabled {
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background: #21262d;
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color: #484f58;
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cursor: not-allowed;
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}
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.bt-progress {
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margin-bottom: 0.75rem;
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padding: 0.75rem;
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background: #161b22;
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border: 1px solid #21262d;
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border-radius: 6px;
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}
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.bt-progress-header {
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display: flex;
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justify-content: space-between;
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align-items: center;
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margin-bottom: 0.5rem;
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font-size: 0.8rem;
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}
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.bt-progress-phase {
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color: #58a6ff;
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font-weight: 600;
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}
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.bt-progress-elapsed {
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color: #8b949e;
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}
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.bt-progress-bar-wrap {
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width: 100%;
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height: 6px;
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background: #21262d;
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border-radius: 3px;
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overflow: hidden;
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margin-bottom: 0.4rem;
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}
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.bt-progress-bar {
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height: 100%;
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background: #58a6ff;
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border-radius: 3px;
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transition: width 0.3s ease;
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width: 0%;
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}
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.bt-progress-detail {
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display: flex;
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justify-content: space-between;
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font-size: 0.7rem;
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color: #8b949e;
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}
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.bt-progress-error {
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color: #f85149;
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font-size: 0.8rem;
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margin-top: 0.3rem;
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}
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.bt-metrics {
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display: grid;
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grid-template-columns: 1fr 1fr 1fr 1fr;
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gap: 0.5rem;
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margin-bottom: 0.75rem;
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}
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.bt-metric {
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background: #0d1117;
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border: 1px solid #21262d;
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border-radius: 4px;
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padding: 0.4rem 0.5rem;
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text-align: center;
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}
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.bt-metric-label {
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font-size: 0.6rem;
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color: #8b949e;
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text-transform: uppercase;
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}
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.bt-metric-value {
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font-size: 0.85rem;
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font-weight: bold;
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margin-top: 0.1rem;
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}
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@media (max-width: 1200px) {
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.split-view { flex-direction: column; height: auto; }
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.panel-divider { width: 100%; height: 1px; }
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}
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@media (max-width: 768px) {
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.grid { grid-template-columns: 1fr; }
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.header { gap: 0.8rem; }
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.bt-form { grid-template-columns: 1fr 1fr; }
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.bt-metrics { grid-template-columns: 1fr 1fr; }
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}
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</style>
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</head>
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<body>
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<div class="header">
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<div class="header-title">kalshi paper</div>
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<div class="header-stats" id="header-status"
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hx-get="/api/status" hx-trigger="load, every 5s"
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hx-swap="innerHTML">
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<span class="header-stat-label">loading...</span>
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</div>
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<div class="header-stats" id="header-portfolio"
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hx-get="/api/portfolio" hx-trigger="load, every 5s"
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hx-swap="innerHTML">
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</div>
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<div id="header-cb"
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hx-get="/api/circuit-breaker" hx-trigger="load, every 5s"
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hx-swap="innerHTML">
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<span class="cb-dot cb-dot-ok"></span>
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</div>
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<div class="header-controls">
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<button class="icon-btn icon-btn-danger"
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hx-post="/api/control/pause"
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hx-swap="none"
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title="pause">▮▮</button>
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<button class="icon-btn"
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hx-post="/api/control/resume"
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hx-swap="none"
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title="resume">▶</button>
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<span class="last-update" id="last-update"></span>
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</div>
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</div>
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<div class="split-view">
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<div class="panel panel-left">
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<div class="chart-container">
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<div id="stockChartContainer"></div>
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</div>
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<div class="grid">
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<div class="card full-width" id="positions-card"
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hx-get="/api/positions" hx-trigger="load, every 10s"
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hx-swap="innerHTML">
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<div class="card-header">positions</div>
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<p>loading...</p>
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</div>
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<div class="card full-width" id="trades-card"
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hx-get="/api/trades" hx-trigger="load, every 10s"
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hx-swap="innerHTML">
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<div class="card-header">recent trades</div>
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<p>loading...</p>
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</div>
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</div>
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</div>
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<div class="panel-divider"></div>
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<div class="panel panel-right">
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<div class="panel-title">backtest</div>
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<div class="card" style="margin-bottom: 0.75rem;">
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<div class="bt-form" id="bt-form">
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<div class="bt-field">
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<label>start</label>
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<input type="date" id="bt-start" value="2024-01-01">
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</div>
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<div class="bt-field">
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<label>end</label>
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<input type="date" id="bt-end" value="2024-01-31">
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</div>
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<div class="bt-field">
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<label>capital</label>
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<input type="number" id="bt-capital" value="10000" step="1000">
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</div>
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<div class="bt-field">
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<label>kelly</label>
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<input type="number" id="bt-kelly" value="0.40" step="0.05" min="0" max="1">
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</div>
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<div class="bt-field">
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<label>max pos %</label>
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<input type="number" id="bt-max-pos-pct" value="0.30" step="0.05" min="0" max="1">
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</div>
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<div class="bt-field">
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<label>take profit</label>
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<input type="number" id="bt-take-profit" value="0.50" step="0.05" min="0">
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</div>
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<div class="bt-field">
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<label>interval hrs</label>
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<input type="number" id="bt-interval" value="1" min="1">
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</div>
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<div class="bt-field">
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<label>max positions</label>
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<input type="number" id="bt-max-positions" value="100" min="1">
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</div>
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<div class="bt-field">
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<label>max hold hrs</label>
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<input type="number" id="bt-max-hold" value="48" min="1">
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</div>
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<div class="bt-field" style="grid-column: 1 / -1;">
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<label>data dir</label>
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<input type="text" id="bt-data-dir" value="data" placeholder="path to data directory">
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</div>
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<button class="bt-run-btn" id="bt-run-btn" onclick="runBacktest()">
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run backtest
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</button>
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</div>
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</div>
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|
|
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<div class="bt-progress" id="bt-progress" style="display:none;">
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<div class="bt-progress-header">
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<span class="bt-progress-phase" id="bt-phase">loading data</span>
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<span class="bt-progress-elapsed" id="bt-elapsed"></span>
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</div>
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<div class="bt-progress-bar-wrap">
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<div class="bt-progress-bar" id="bt-bar"></div>
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</div>
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<div class="bt-progress-detail">
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<span id="bt-steps">0 / 0 steps</span>
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<span id="bt-pct">0%</span>
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</div>
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<div class="bt-progress-error" id="bt-error" style="display:none;"></div>
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</div>
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|
|
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<div id="bt-metrics" style="display:none;">
|
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<div class="card-header">results</div>
|
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<div class="bt-metrics" id="bt-metrics-grid"></div>
|
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</div>
|
|
|
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<div id="bt-chart-wrap" style="display:none;">
|
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<div class="chart-container">
|
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<div id="backtestChartContainer"></div>
|
|
</div>
|
|
</div>
|
|
|
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<div id="bt-trades-wrap" style="display:none;">
|
|
<div class="card">
|
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<div class="card-header" id="bt-trades-header">trade log</div>
|
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<div class="table-scroll" id="bt-trades-table"></div>
|
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</div>
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</div>
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</div>
|
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</div>
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|
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<script>
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let stockChart = null;
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let equityData = [];
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let drawdownData = [];
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let btPollingInterval = null;
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let btChart = null;
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|
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function renderStockChart() {
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stockChart = new CanvasJS.StockChart("stockChartContainer", {
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theme: "dark1",
|
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backgroundColor: "#161b22",
|
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charts: [
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{
|
|
height: 230,
|
|
axisX: {
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|
lineColor: "#21262d",
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|
tickColor: "#21262d",
|
|
labelFontColor: "#8b949e",
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|
labelFontSize: 10,
|
|
crosshair: { enabled: true, color: "#58a6ff", labelFontColor: "#c9d1d9" }
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},
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|
axisY: {
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prefix: "$",
|
|
gridColor: "#21262d",
|
|
lineColor: "#21262d",
|
|
tickColor: "#21262d",
|
|
labelFontColor: "#8b949e",
|
|
labelFontSize: 10,
|
|
crosshair: { enabled: true, color: "#58a6ff", labelFontColor: "#c9d1d9" }
|
|
},
|
|
toolTip: {
|
|
shared: true,
|
|
fontColor: "#c9d1d9",
|
|
backgroundColor: "#21262d",
|
|
borderColor: "#30363d"
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},
|
|
data: [{
|
|
type: "splineArea",
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|
name: "equity",
|
|
color: "#58a6ff",
|
|
fillOpacity: 0.08,
|
|
lineThickness: 2,
|
|
xValueFormatString: "HH:mm MMM DD",
|
|
yValueFormatString: "$#,##0.00",
|
|
dataPoints: equityData
|
|
}]
|
|
},
|
|
{
|
|
height: 80,
|
|
axisX: {
|
|
lineColor: "#21262d",
|
|
tickColor: "#21262d",
|
|
labelFontColor: "#8b949e",
|
|
labelFontSize: 10,
|
|
crosshair: { enabled: true, color: "#f85149" }
|
|
},
|
|
axisY: {
|
|
suffix: "%",
|
|
gridColor: "#21262d",
|
|
lineColor: "#21262d",
|
|
tickColor: "#21262d",
|
|
labelFontColor: "#8b949e",
|
|
labelFontSize: 10,
|
|
reversed: true
|
|
},
|
|
toolTip: {
|
|
shared: true,
|
|
fontColor: "#c9d1d9",
|
|
backgroundColor: "#21262d",
|
|
borderColor: "#30363d"
|
|
},
|
|
data: [{
|
|
type: "area",
|
|
name: "drawdown",
|
|
color: "#f85149",
|
|
fillOpacity: 0.2,
|
|
lineThickness: 1,
|
|
yValueFormatString: "#,##0.00'%'",
|
|
dataPoints: drawdownData
|
|
}]
|
|
}
|
|
],
|
|
navigator: {
|
|
height: 40,
|
|
axisX: { labelFontColor: "#8b949e", labelFontSize: 9 },
|
|
slider: {
|
|
handleColor: "#58a6ff",
|
|
handleBorderColor: "#58a6ff"
|
|
},
|
|
data: [{
|
|
type: "splineArea",
|
|
color: "#58a6ff",
|
|
fillOpacity: 0.05,
|
|
lineThickness: 1,
|
|
dataPoints: equityData
|
|
}]
|
|
},
|
|
rangeSelector: {
|
|
backgroundColor: "#161b22",
|
|
buttonStyle: {
|
|
labelFontColor: "#8b949e",
|
|
backgroundColorOnHover: "#30363d",
|
|
backgroundColorOnSelect: "#21262d",
|
|
labelFontColorOnSelect: "#58a6ff",
|
|
borderColor: "#30363d"
|
|
},
|
|
inputFields: { enabled: false },
|
|
buttons: [
|
|
{ label: "1h", range: 1, rangeType: "hour" },
|
|
{ label: "6h", range: 6, rangeType: "hour" },
|
|
{ label: "12h", range: 12, rangeType: "hour" },
|
|
{ label: "1d", range: 1, rangeType: "day" },
|
|
{ label: "all", rangeType: "all" }
|
|
]
|
|
}
|
|
});
|
|
stockChart.render();
|
|
}
|
|
|
|
function showLastUpdate() {
|
|
const el = document.getElementById('last-update');
|
|
const now = new Date();
|
|
el.textContent = now.toLocaleTimeString();
|
|
el.classList.add('fresh');
|
|
setTimeout(() => el.classList.remove('fresh'), 2000);
|
|
}
|
|
|
|
async function updateEquityChart() {
|
|
try {
|
|
const resp = await fetch('/api/equity');
|
|
const data = await resp.json();
|
|
showLastUpdate();
|
|
|
|
const container = document.getElementById('stockChartContainer');
|
|
if (!data.length || data.length < 2) {
|
|
if (!stockChart) {
|
|
let empty = container.querySelector('.chart-empty');
|
|
if (!empty) {
|
|
empty = document.createElement('div');
|
|
empty.className = 'chart-empty';
|
|
container.appendChild(empty);
|
|
}
|
|
empty.textContent = 'waiting for equity data (' + data.length + ' points)...';
|
|
}
|
|
return;
|
|
}
|
|
|
|
const empty = container.querySelector('.chart-empty');
|
|
if (empty) empty.remove();
|
|
|
|
equityData.length = 0;
|
|
drawdownData.length = 0;
|
|
|
|
for (const d of data) {
|
|
const ts = new Date(d.timestamp);
|
|
equityData.push({ x: ts, y: d.equity });
|
|
drawdownData.push({ x: ts, y: d.drawdown_pct });
|
|
}
|
|
|
|
if (stockChart) {
|
|
stockChart.render();
|
|
} else {
|
|
renderStockChart();
|
|
}
|
|
} catch (e) {}
|
|
}
|
|
|
|
function escapeHtml(str) {
|
|
const div = document.createElement('div');
|
|
div.textContent = str;
|
|
return div.innerHTML;
|
|
}
|
|
|
|
function formatHeaderStatus(data) {
|
|
const stateClass = data.state.startsWith('paused') ? 'status-paused' :
|
|
data.state === 'running' ? 'status-running' : '';
|
|
const uptime = formatDuration(data.uptime_secs);
|
|
const state = escapeHtml(data.state);
|
|
return '<span class="header-stat">'
|
|
+ '<span class="header-stat-label">state</span>'
|
|
+ '<span class="header-stat-value ' + stateClass + '">' + state + '</span>'
|
|
+ '</span>'
|
|
+ '<span class="header-stat">'
|
|
+ '<span class="header-stat-label">uptime</span>'
|
|
+ '<span class="header-stat-value">' + uptime + '</span>'
|
|
+ '</span>'
|
|
+ '<span class="header-stat">'
|
|
+ '<span class="header-stat-label">ticks</span>'
|
|
+ '<span class="header-stat-value">' + data.ticks_completed + '</span>'
|
|
+ '</span>';
|
|
}
|
|
|
|
function formatHeaderPortfolio(data) {
|
|
const retClass = data.return_pct >= 0 ? 'positive' : 'negative';
|
|
const retSign = data.return_pct >= 0 ? '+' : '';
|
|
return '<span class="header-stat">'
|
|
+ '<span class="header-stat-label">equity</span>'
|
|
+ '<span class="header-stat-value">$' + data.equity.toFixed(2) + '</span>'
|
|
+ '</span>'
|
|
+ '<span class="header-stat">'
|
|
+ '<span class="header-stat-label">cash</span>'
|
|
+ '<span class="header-stat-value">$' + data.cash.toFixed(2) + '</span>'
|
|
+ '</span>'
|
|
+ '<span class="header-stat">'
|
|
+ '<span class="header-stat-label">return</span>'
|
|
+ '<span class="header-stat-value ' + retClass + '">' + retSign + data.return_pct.toFixed(2) + '%</span>'
|
|
+ '</span>'
|
|
+ '<span class="header-stat">'
|
|
+ '<span class="header-stat-label">dd</span>'
|
|
+ '<span class="header-stat-value negative">' + data.drawdown_pct.toFixed(2) + '%</span>'
|
|
+ '</span>';
|
|
}
|
|
|
|
function formatCbHeader(data) {
|
|
const isOk = data.status === 'ok';
|
|
return '<span class="cb-dot ' + (isOk ? 'cb-dot-ok' : 'cb-dot-tripped') + '"></span>';
|
|
}
|
|
|
|
function formatPositions(data) {
|
|
if (!data.length) return '<div class="card-header">positions</div><p style="color:#8b949e;font-size:0.8rem;">no open positions</p>';
|
|
let html = '<div class="card-header">positions (' + data.length + ')</div><div class="table-scroll"><table><tr><th>ticker</th><th>side</th><th>qty</th><th>entry</th><th>time</th></tr>';
|
|
const sorted = [...data].sort((a, b) => new Date(b.entry_time) - new Date(a.entry_time));
|
|
for (const p of sorted) {
|
|
const sideClass = p.side.toLowerCase() === 'yes' ? 'side-yes' : 'side-no';
|
|
const ticker = escapeHtml(p.ticker);
|
|
html += '<tr>'
|
|
+ '<td class="ticker-cell" title="' + ticker + '">' + ticker + '</td>'
|
|
+ '<td><span class="side-badge ' + sideClass + '">' + escapeHtml(p.side) + '</span></td>'
|
|
+ '<td>' + p.quantity + '</td>'
|
|
+ '<td>$' + p.entry_price.toFixed(3) + '</td>'
|
|
+ '<td>' + new Date(p.entry_time).toLocaleString() + '</td>'
|
|
+ '</tr>';
|
|
}
|
|
return html + '</table></div>';
|
|
}
|
|
|
|
function formatTrades(data) {
|
|
if (!data.length) return '<div class="card-header">recent trades</div><p style="color:#8b949e;font-size:0.8rem;">no trades yet</p>';
|
|
const limited = data.slice(0, 30);
|
|
let html = '<div class="card-header">recent trades (' + data.length + ' total)</div><div class="table-scroll"><table><tr><th>time</th><th>ticker</th><th>side</th><th>qty</th><th>price</th><th>pnl</th><th>reason</th></tr>';
|
|
for (const t of limited) {
|
|
const pnlClass = t.pnl != null ? (t.pnl >= 0 ? 'positive' : 'negative') : '';
|
|
const pnlStr = t.pnl != null ? (t.pnl >= 0 ? '+' : '') + '$' + t.pnl.toFixed(2) : '-';
|
|
const sideClass = t.side.toLowerCase() === 'yes' ? 'side-yes' : 'side-no';
|
|
const ticker = escapeHtml(t.ticker);
|
|
const reason = escapeHtml(t.exit_reason || 'entry');
|
|
html += '<tr>'
|
|
+ '<td>' + new Date(t.timestamp).toLocaleString() + '</td>'
|
|
+ '<td class="ticker-cell" title="' + ticker + '">' + ticker + '</td>'
|
|
+ '<td><span class="side-badge ' + sideClass + '">' + escapeHtml(t.side) + '</span></td>'
|
|
+ '<td>' + t.quantity + '</td>'
|
|
+ '<td>$' + t.price.toFixed(3) + '</td>'
|
|
+ '<td class="' + pnlClass + '">' + pnlStr + '</td>'
|
|
+ '<td>' + reason + '</td>'
|
|
+ '</tr>';
|
|
}
|
|
return html + '</table></div>';
|
|
}
|
|
|
|
function formatDuration(secs) {
|
|
const h = Math.floor(secs / 3600);
|
|
const m = Math.floor((secs % 3600) / 60);
|
|
const s = secs % 60;
|
|
if (h > 0) return h + 'h ' + m + 'm';
|
|
if (m > 0) return m + 'm ' + s + 's';
|
|
return s + 's';
|
|
}
|
|
|
|
document.body.addEventListener('htmx:beforeSwap', function(evt) {
|
|
const target = evt.detail.target;
|
|
try {
|
|
const data = JSON.parse(evt.detail.xhr.responseText);
|
|
if (target.id === 'header-status') {
|
|
evt.detail.serverResponse = formatHeaderStatus(data);
|
|
} else if (target.id === 'header-portfolio') {
|
|
evt.detail.serverResponse = formatHeaderPortfolio(data);
|
|
} else if (target.id === 'header-cb') {
|
|
evt.detail.serverResponse = formatCbHeader(data);
|
|
} else if (target.id === 'positions-card') {
|
|
evt.detail.serverResponse = formatPositions(data);
|
|
} else if (target.id === 'trades-card') {
|
|
evt.detail.serverResponse = formatTrades(data);
|
|
}
|
|
} catch (e) {}
|
|
});
|
|
|
|
setInterval(updateEquityChart, 10000);
|
|
setTimeout(updateEquityChart, 1000);
|
|
|
|
async function runBacktest() {
|
|
const btn = document.getElementById('bt-run-btn');
|
|
btn.disabled = true;
|
|
|
|
const dataDir = document.getElementById('bt-data-dir').value.trim();
|
|
const body = {
|
|
start: document.getElementById('bt-start').value,
|
|
end: document.getElementById('bt-end').value,
|
|
data_dir: dataDir || undefined,
|
|
capital: parseFloat(document.getElementById('bt-capital').value),
|
|
kelly_fraction: parseFloat(document.getElementById('bt-kelly').value),
|
|
max_position_pct: parseFloat(document.getElementById('bt-max-pos-pct').value),
|
|
take_profit: parseFloat(document.getElementById('bt-take-profit').value),
|
|
interval_hours: parseInt(document.getElementById('bt-interval').value),
|
|
max_positions: parseInt(document.getElementById('bt-max-positions').value),
|
|
max_hold_hours: parseInt(document.getElementById('bt-max-hold').value),
|
|
};
|
|
|
|
try {
|
|
const resp = await fetch('/api/backtest/run', {
|
|
method: 'POST',
|
|
headers: { 'Content-Type': 'application/json' },
|
|
body: JSON.stringify(body),
|
|
});
|
|
|
|
if (!resp.ok) {
|
|
let msg = 'failed to start (HTTP ' + resp.status + ')';
|
|
try {
|
|
const err = await resp.json();
|
|
if (err.error) msg = err.error;
|
|
} catch (e) {}
|
|
showBtError(msg);
|
|
btn.disabled = false;
|
|
return;
|
|
}
|
|
|
|
hideBtResults();
|
|
showBtProgress({phase: 'loading data', elapsed_secs: 0,
|
|
current_step: 0, total_steps: 0, progress_pct: 0});
|
|
startBacktestPolling();
|
|
} catch (e) {
|
|
showBtError('network error: ' + e.message);
|
|
btn.disabled = false;
|
|
}
|
|
}
|
|
|
|
function showBtProgress(data) {
|
|
const wrap = document.getElementById('bt-progress');
|
|
wrap.style.display = 'block';
|
|
document.getElementById('bt-error').style.display = 'none';
|
|
|
|
const phase = data.phase || 'loading data';
|
|
const elapsed = data.elapsed_secs || 0;
|
|
const current = data.current_step || 0;
|
|
const total = data.total_steps || 0;
|
|
const pct = data.progress_pct || 0;
|
|
|
|
document.getElementById('bt-phase').textContent = phase;
|
|
document.getElementById('bt-elapsed').textContent =
|
|
formatDuration(elapsed);
|
|
document.getElementById('bt-bar').style.width =
|
|
Math.min(pct, 100).toFixed(1) + '%';
|
|
document.getElementById('bt-steps').textContent =
|
|
current.toLocaleString() + ' / ' +
|
|
total.toLocaleString() + ' steps';
|
|
document.getElementById('bt-pct').textContent =
|
|
pct.toFixed(1) + '%';
|
|
}
|
|
|
|
function showBtError(msg) {
|
|
const wrap = document.getElementById('bt-progress');
|
|
wrap.style.display = 'block';
|
|
document.getElementById('bt-phase').textContent = 'failed';
|
|
document.getElementById('bt-phase').style.color = '#f85149';
|
|
document.getElementById('bt-bar').style.width = '0%';
|
|
document.getElementById('bt-bar').style.background = '#f85149';
|
|
const err = document.getElementById('bt-error');
|
|
err.style.display = 'block';
|
|
err.textContent = msg;
|
|
}
|
|
|
|
function hideBtProgress() {
|
|
document.getElementById('bt-progress').style.display = 'none';
|
|
document.getElementById('bt-phase').style.color = '#58a6ff';
|
|
document.getElementById('bt-bar').style.background = '#58a6ff';
|
|
}
|
|
|
|
function hideBtResults() {
|
|
document.getElementById('bt-metrics').style.display = 'none';
|
|
document.getElementById('bt-chart-wrap').style.display = 'none';
|
|
document.getElementById('bt-trades-wrap').style.display = 'none';
|
|
}
|
|
|
|
function startBacktestPolling() {
|
|
if (btPollingInterval) clearInterval(btPollingInterval);
|
|
btPollingInterval = setInterval(pollBacktestStatus, 2000);
|
|
}
|
|
|
|
async function pollBacktestStatus() {
|
|
try {
|
|
const resp = await fetch('/api/backtest/status');
|
|
const data = await resp.json();
|
|
|
|
if (data.status === 'running') {
|
|
showBtProgress(data);
|
|
} else if (data.status === 'complete') {
|
|
clearInterval(btPollingInterval);
|
|
btPollingInterval = null;
|
|
hideBtProgress();
|
|
document.getElementById('bt-run-btn').disabled = false;
|
|
await displayBacktestResult();
|
|
} else if (data.status === 'failed') {
|
|
clearInterval(btPollingInterval);
|
|
btPollingInterval = null;
|
|
showBtError(data.error || 'backtest failed');
|
|
document.getElementById('bt-run-btn').disabled = false;
|
|
} else {
|
|
clearInterval(btPollingInterval);
|
|
btPollingInterval = null;
|
|
hideBtProgress();
|
|
document.getElementById('bt-run-btn').disabled = false;
|
|
}
|
|
} catch (e) {}
|
|
}
|
|
|
|
async function displayBacktestResult() {
|
|
try {
|
|
const resp = await fetch('/api/backtest/result');
|
|
if (!resp.ok) return;
|
|
const result = await resp.json();
|
|
|
|
const metricsEl = document.getElementById('bt-metrics');
|
|
const grid = document.getElementById('bt-metrics-grid');
|
|
metricsEl.style.display = 'block';
|
|
|
|
const retClass = result.total_return_pct >= 0 ? 'positive' : 'negative';
|
|
const retSign = result.total_return_pct >= 0 ? '+' : '';
|
|
const pnlClass = result.avg_trade_pnl >= 0 ? 'positive' : 'negative';
|
|
|
|
grid.textContent = '';
|
|
var metrics = [
|
|
{ label: 'return', value: retSign + result.total_return_pct.toFixed(2) + '%', cls: retClass },
|
|
{ label: 'sharpe', value: result.sharpe_ratio.toFixed(3), cls: '' },
|
|
{ label: 'max dd', value: result.max_drawdown_pct.toFixed(2) + '%', cls: 'negative' },
|
|
{ label: 'win rate', value: result.win_rate.toFixed(1) + '%', cls: '' },
|
|
{ label: 'trades', value: String(result.total_trades), cls: '' },
|
|
{ label: 'avg pnl', value: '$' + result.avg_trade_pnl.toFixed(2), cls: pnlClass },
|
|
{ label: 'avg hold', value: result.avg_hold_time_hours.toFixed(1) + 'h', cls: '' },
|
|
{ label: 'trades/day', value: result.trades_per_day.toFixed(1), cls: '' },
|
|
];
|
|
for (var i = 0; i < metrics.length; i++) {
|
|
var m = metrics[i];
|
|
var div = document.createElement('div');
|
|
div.className = 'bt-metric';
|
|
var lbl = document.createElement('div');
|
|
lbl.className = 'bt-metric-label';
|
|
lbl.textContent = m.label;
|
|
var val = document.createElement('div');
|
|
val.className = 'bt-metric-value' + (m.cls ? ' ' + m.cls : '');
|
|
val.textContent = m.value;
|
|
div.appendChild(lbl);
|
|
div.appendChild(val);
|
|
grid.appendChild(div);
|
|
}
|
|
|
|
if (result.equity_curve && result.equity_curve.length > 1) {
|
|
document.getElementById('bt-chart-wrap').style.display = 'block';
|
|
renderBacktestChart(result.equity_curve);
|
|
}
|
|
|
|
if (result.trade_log && result.trade_log.length > 0) {
|
|
document.getElementById('bt-trades-wrap').style.display = 'block';
|
|
renderBacktestTrades(result.trade_log);
|
|
}
|
|
} catch (e) {}
|
|
}
|
|
|
|
function renderBacktestChart(curve) {
|
|
var btEquity = [];
|
|
var btDrawdown = [];
|
|
var peak = 0;
|
|
|
|
for (var i = 0; i < curve.length; i++) {
|
|
var pt = curve[i];
|
|
var ts = new Date(pt.timestamp);
|
|
var eq = pt.equity;
|
|
btEquity.push({ x: ts, y: eq });
|
|
if (eq > peak) peak = eq;
|
|
var dd = peak > 0 ? ((peak - eq) / peak * 100) : 0;
|
|
btDrawdown.push({ x: ts, y: dd });
|
|
}
|
|
|
|
btChart = new CanvasJS.StockChart("backtestChartContainer", {
|
|
theme: "dark1",
|
|
backgroundColor: "#161b22",
|
|
charts: [
|
|
{
|
|
height: 180,
|
|
axisX: {
|
|
lineColor: "#21262d",
|
|
tickColor: "#21262d",
|
|
labelFontColor: "#8b949e",
|
|
labelFontSize: 10,
|
|
},
|
|
axisY: {
|
|
prefix: "$",
|
|
gridColor: "#21262d",
|
|
lineColor: "#21262d",
|
|
tickColor: "#21262d",
|
|
labelFontColor: "#8b949e",
|
|
labelFontSize: 10,
|
|
},
|
|
toolTip: {
|
|
shared: true,
|
|
fontColor: "#c9d1d9",
|
|
backgroundColor: "#21262d",
|
|
borderColor: "#30363d"
|
|
},
|
|
data: [{
|
|
type: "splineArea",
|
|
name: "equity",
|
|
color: "#58a6ff",
|
|
fillOpacity: 0.08,
|
|
lineThickness: 2,
|
|
yValueFormatString: "$#,##0.00",
|
|
dataPoints: btEquity
|
|
}]
|
|
},
|
|
{
|
|
height: 60,
|
|
axisX: {
|
|
lineColor: "#21262d",
|
|
tickColor: "#21262d",
|
|
labelFontColor: "#8b949e",
|
|
labelFontSize: 10,
|
|
},
|
|
axisY: {
|
|
suffix: "%",
|
|
gridColor: "#21262d",
|
|
lineColor: "#21262d",
|
|
tickColor: "#21262d",
|
|
labelFontColor: "#8b949e",
|
|
labelFontSize: 10,
|
|
reversed: true
|
|
},
|
|
data: [{
|
|
type: "area",
|
|
name: "drawdown",
|
|
color: "#f85149",
|
|
fillOpacity: 0.2,
|
|
lineThickness: 1,
|
|
yValueFormatString: "#,##0.00'%'",
|
|
dataPoints: btDrawdown
|
|
}]
|
|
}
|
|
],
|
|
navigator: { enabled: false },
|
|
rangeSelector: { enabled: false }
|
|
});
|
|
btChart.render();
|
|
}
|
|
|
|
function renderBacktestTrades(trades) {
|
|
var header = document.getElementById('bt-trades-header');
|
|
var tableDiv = document.getElementById('bt-trades-table');
|
|
|
|
var sorted = trades
|
|
.filter(function(t) { return t.exit_time; })
|
|
.sort(function(a, b) { return new Date(b.entry_time) - new Date(a.entry_time); })
|
|
.slice(0, 50);
|
|
|
|
header.textContent = 'trade log (' + sorted.length + ' of ' + trades.length + ')';
|
|
|
|
var table = document.createElement('table');
|
|
var thead = '<tr><th>entry</th><th>exit</th><th>ticker</th><th>side</th><th>qty</th><th>entry$</th><th>exit$</th><th>pnl</th><th>category</th></tr>';
|
|
table.innerHTML = thead;
|
|
|
|
for (var i = 0; i < sorted.length; i++) {
|
|
var t = sorted[i];
|
|
var row = document.createElement('tr');
|
|
|
|
var tdEntry = document.createElement('td');
|
|
tdEntry.textContent = new Date(t.entry_time).toLocaleDateString();
|
|
row.appendChild(tdEntry);
|
|
|
|
var tdExit = document.createElement('td');
|
|
tdExit.textContent = t.exit_time ? new Date(t.exit_time).toLocaleDateString() : '-';
|
|
row.appendChild(tdExit);
|
|
|
|
var tdTicker = document.createElement('td');
|
|
tdTicker.className = 'ticker-cell';
|
|
tdTicker.title = t.ticker;
|
|
tdTicker.textContent = t.ticker;
|
|
row.appendChild(tdTicker);
|
|
|
|
var tdSide = document.createElement('td');
|
|
var badge = document.createElement('span');
|
|
badge.className = 'side-badge ' + (t.side.toLowerCase() === 'yes' ? 'side-yes' : 'side-no');
|
|
badge.textContent = t.side;
|
|
tdSide.appendChild(badge);
|
|
row.appendChild(tdSide);
|
|
|
|
var tdQty = document.createElement('td');
|
|
tdQty.textContent = t.quantity;
|
|
row.appendChild(tdQty);
|
|
|
|
var tdEntryP = document.createElement('td');
|
|
tdEntryP.textContent = '$' + t.entry_price.toFixed(3);
|
|
row.appendChild(tdEntryP);
|
|
|
|
var tdExitP = document.createElement('td');
|
|
tdExitP.textContent = t.exit_price != null ? '$' + t.exit_price.toFixed(3) : '-';
|
|
row.appendChild(tdExitP);
|
|
|
|
var tdPnl = document.createElement('td');
|
|
if (t.pnl != null) {
|
|
tdPnl.className = t.pnl >= 0 ? 'positive' : 'negative';
|
|
tdPnl.textContent = (t.pnl >= 0 ? '+' : '') + '$' + t.pnl.toFixed(2);
|
|
} else {
|
|
tdPnl.textContent = '-';
|
|
}
|
|
row.appendChild(tdPnl);
|
|
|
|
var tdCat = document.createElement('td');
|
|
tdCat.textContent = t.category || '-';
|
|
row.appendChild(tdCat);
|
|
|
|
table.appendChild(row);
|
|
}
|
|
|
|
tableDiv.textContent = '';
|
|
tableDiv.appendChild(table);
|
|
}
|
|
|
|
(async function checkInitialBtStatus() {
|
|
try {
|
|
var resp = await fetch('/api/backtest/status');
|
|
var data = await resp.json();
|
|
if (data.status === 'running') {
|
|
document.getElementById('bt-run-btn').disabled = true;
|
|
showBtProgress(data);
|
|
startBacktestPolling();
|
|
} else if (data.status === 'complete') {
|
|
await displayBacktestResult();
|
|
} else if (data.status === 'failed') {
|
|
showBtError(data.error || 'previous backtest failed');
|
|
}
|
|
} catch (e) {}
|
|
})();
|
|
</script>
|
|
</body>
|
|
</html>
|