diff --git a/dashboard/server.py b/dashboard/server.py
index 6163c13..85a2b0b 100644
--- a/dashboard/server.py
+++ b/dashboard/server.py
@@ -528,8 +528,13 @@ def _normalize_vbt_fields(data: dict) -> dict:
@app.get("/api/vbt/results")
-async def list_vbt_results(strategy: str = "", limit: int = 50):
- """List VectorBT backtest results with full metrics."""
+async def list_vbt_results(
+ strategy: str = "",
+ interval: str = "",
+ sort: str = "date",
+ limit: int = 100,
+):
+ """List VectorBT backtest results with full metrics and filtering."""
results = []
for d in [BACKTEST_DIR, HISTORICAL_DIR]:
if not os.path.isdir(d):
@@ -544,9 +549,14 @@ async def list_vbt_results(strategy: str = "", limit: int = 50):
with open(fpath) as f:
data = json.load(f)
n = _normalize_vbt_fields(data)
+ if interval and n.get("interval", "1h") != interval:
+ continue
+ # Infer asset from strategy or filename
+ asset = _infer_asset(n.get("strategy", ""), fname)
results.append({
"filename": fname,
"strategy": n.get("strategy", "unknown"),
+ "asset": asset,
"engine": n.get("engine", "vectorbt"),
"interval": n.get("interval", "1h"),
"sharpe": n.get("sharpe", 0),
@@ -564,10 +574,52 @@ async def list_vbt_results(strategy: str = "", limit: int = 50):
pass
if len(results) >= limit:
break
- results.sort(key=lambda r: r.get("generated_at", ""), reverse=True)
+
+ # Sort
+ if sort == "sharpe":
+ results.sort(key=lambda r: r.get("sharpe", -999), reverse=True)
+ elif sort == "return":
+ results.sort(key=lambda r: r.get("total_return_pct", -999), reverse=True)
+ elif sort == "dd":
+ results.sort(key=lambda r: -abs(r.get("max_drawdown_pct", 999)), reverse=True)
+ elif sort == "trades":
+ results.sort(key=lambda r: r.get("total_trades", 0), reverse=True)
+ else: # date
+ results.sort(key=lambda r: r.get("generated_at", ""), reverse=True)
+
return JSONResponse(results[:limit])
+def _infer_asset(strategy_name: str, filename: str) -> str:
+ """Infer the trading asset from strategy name or filename."""
+ name = (strategy_name + " " + filename).lower()
+ coin_map = {
+ "pairs": "BTC/ETH",
+ "order book": "BTC",
+ "obi": "BTC",
+ "iceberg": "BTC",
+ "momentum": "ETH" if "eth" in name else "BTC",
+ "mean rev": "ETH" if "eth" in name else "BTC",
+ "hurst": "BTC",
+ "vpin": "BTC",
+ "avellaneda": "BTC",
+ "as_mm": "BTC",
+ "grid": "BTC",
+ "composite": "BTC",
+ "funding": "BTC",
+ "kalman": "BTC/ETH",
+ "cartea": "BTC",
+ "gueant": "BTC",
+ "hawkes": "BTC",
+ "deep lob": "BTC",
+ "queue": "BTC",
+ }
+ for key, asset in coin_map.items():
+ if key in name:
+ return asset
+ return "BTC"
+
+
@app.get("/api/vbt/result/{filename}")
async def get_vbt_result(filename: str):
"""Get full VBT backtest result including equity curve."""
@@ -591,6 +643,7 @@ async def run_vbt_backtest(
strategy: str = "pairs",
interval: str = "1h",
limit: int = 500,
+ coin: str = "",
testnet: bool = False,
):
"""Run a new VectorBT backtest and return results."""
@@ -599,11 +652,14 @@ async def run_vbt_backtest(
runner = VBTBacktestRunner()
from datetime import datetime
ts = datetime.now().strftime("%Y%m%d-%H%M%S")
+ coin_suffix = f"_{coin}" if coin else ""
result = runner.run_strategy(
strategy=strategy, interval=interval, testnet=testnet, limit=limit
)
if result:
- fname = f"{strategy}_vbt_{ts}.json"
+ if coin:
+ result["asset"] = coin.upper()
+ fname = f"{strategy}{coin_suffix}_vbt_{ts}.json"
fpath = os.path.join(BACKTEST_DIR, fname)
with open(fpath, "w") as f:
json.dump(result, f, default=str)
diff --git a/dashboard/static/vbt.html b/dashboard/static/vbt.html
index 0f0474a..2f5a76d 100644
--- a/dashboard/static/vbt.html
+++ b/dashboard/static/vbt.html
@@ -8,49 +8,48 @@
@@ -60,51 +59,113 @@ select:focus{outline:none;border-color:#3b82f6}