Comprehensive fix: live node resilience + CSS contrast + win_rate + equity curves
- Mainnet API fallback when testnet unavailable (prices, orderbook, instruments) - Bypassed broken SDK instrument loading, uses raw mainnet meta API - Dynamic BTC/ETH perp ID lookup (handles "-USD-PERP" suffix changes) - Strategy-level equity tracking for per-strategy detail charts - Win rate fixed: checks pnl_net/pnl_gross not just pnl field - CSS contrast improved: --tx #6b6b7b→#9e9eae, borders/highlights brightened - Equity curve recalculated on fee tier change (chart adjusts visually) - Added Open Positions & Orders panel placeholder
This commit is contained in:
+2
-1
@@ -40,4 +40,5 @@ def max_drawdown(equity: list[float]) -> float:
|
|||||||
def win_rate(trades: list[dict]) -> float:
|
def win_rate(trades: list[dict]) -> float:
|
||||||
if not trades:
|
if not trades:
|
||||||
return 0.0
|
return 0.0
|
||||||
return sum(1 for t in trades if t.get("pnl", 0) > 0) / len(trades)
|
tp = sum(1 for t in trades if (t.get("pnl_net") or t.get("pnl_gross") or t.get("pnl", 0)) > 0)
|
||||||
|
return tp / len(trades)
|
||||||
|
|||||||
+18
-10
@@ -175,7 +175,7 @@ async def get_paper_metrics_rest():
|
|||||||
# Backtest endpoints
|
# Backtest endpoints
|
||||||
# ═══════════════════════════════════════════════════════════
|
# ═══════════════════════════════════════════════════════════
|
||||||
|
|
||||||
@app.get("/api/backtests")
|
@app.get("/backtests")
|
||||||
async def list_backtests():
|
async def list_backtests():
|
||||||
"""List all saved backtest results."""
|
"""List all saved backtest results."""
|
||||||
results = []
|
results = []
|
||||||
@@ -195,7 +195,7 @@ async def list_backtests():
|
|||||||
"sortino": data.get("sortino", 0),
|
"sortino": data.get("sortino", 0),
|
||||||
"pnl_pct": data.get("pnl_pct", 0),
|
"pnl_pct": data.get("pnl_pct", 0),
|
||||||
"max_dd": data.get("max_dd", 0),
|
"max_dd": data.get("max_dd", 0),
|
||||||
"win_rate": data.get("win_rate", 0),
|
"win_rate": data.get("win_rate", 0) or recalc_win_rate(data.get("trades", [])) or 0,
|
||||||
"total_trades": data.get("total_trades", 0),
|
"total_trades": data.get("total_trades", 0),
|
||||||
})
|
})
|
||||||
except (json.JSONDecodeError, IOError):
|
except (json.JSONDecodeError, IOError):
|
||||||
@@ -203,7 +203,7 @@ async def list_backtests():
|
|||||||
return JSONResponse(results)
|
return JSONResponse(results)
|
||||||
|
|
||||||
|
|
||||||
@app.get("/api/backtest/{name}")
|
@app.get("/backtest/{name}")
|
||||||
async def get_backtest(name: str):
|
async def get_backtest(name: str):
|
||||||
"""Get full backtest result data."""
|
"""Get full backtest result data."""
|
||||||
fpath = os.path.join(BACKTEST_DIR, f"{name}.json")
|
fpath = os.path.join(BACKTEST_DIR, f"{name}.json")
|
||||||
@@ -214,6 +214,14 @@ async def get_backtest(name: str):
|
|||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
def recalc_win_rate(trades):
|
||||||
|
"""Fallback win rate when stored value is 0."""
|
||||||
|
if not trades:
|
||||||
|
return 0.0
|
||||||
|
wins = sum(1 for t in trades if (t.get("pnl_net") or t.get("pnl_gross") or t.get("pnl", 0)) > 0)
|
||||||
|
return round(wins / len(trades), 4) if trades else 0.0
|
||||||
|
|
||||||
def recalc_equity_curve(equity_curve, trades, new_fee_rate, fee_model):
|
def recalc_equity_curve(equity_curve, trades, new_fee_rate, fee_model):
|
||||||
"""Rebuild equity curve with new fee rates, preserving gross PnL."""
|
"""Rebuild equity curve with new fee rates, preserving gross PnL."""
|
||||||
if not equity_curve or not trades:
|
if not equity_curve or not trades:
|
||||||
@@ -241,7 +249,7 @@ def recalc_equity_curve(equity_curve, trades, new_fee_rate, fee_model):
|
|||||||
new_curve.append({"t": pt_time, "v": round(pt.get("v", 0) + cum, 6)})
|
new_curve.append({"t": pt_time, "v": round(pt.get("v", 0) + cum, 6)})
|
||||||
return new_curve
|
return new_curve
|
||||||
|
|
||||||
@app.get("/api/backtest/{name}/recalc")
|
@app.get("/backtest/{name}/recalc")
|
||||||
async def recalc_backtest(name: str, fee_tier: int = 0, staking_tier: str = "none"):
|
async def recalc_backtest(name: str, fee_tier: int = 0, staking_tier: str = "none"):
|
||||||
"""Recalculate backtest PnL with different fee tier."""
|
"""Recalculate backtest PnL with different fee tier."""
|
||||||
fpath = os.path.join(BACKTEST_DIR, f"{name}.json")
|
fpath = os.path.join(BACKTEST_DIR, f"{name}.json")
|
||||||
@@ -302,12 +310,12 @@ async def recalc_backtest(name: str, fee_tier: int = 0, staking_tier: str = "non
|
|||||||
"sharpe": data.get("sharpe", 0),
|
"sharpe": data.get("sharpe", 0),
|
||||||
"sortino": data.get("sortino", 0),
|
"sortino": data.get("sortino", 0),
|
||||||
"max_dd": data.get("max_dd", 0),
|
"max_dd": data.get("max_dd", 0),
|
||||||
"win_rate": data.get("win_rate", 0),
|
"win_rate": data.get("win_rate", 0) or recalc_win_rate(data.get("trades", [])) or 0,
|
||||||
"num_periods": data.get("num_periods", 720),
|
"num_periods": data.get("num_periods", 720),
|
||||||
})
|
})
|
||||||
|
|
||||||
|
|
||||||
@app.get("/api/backtests/historical")
|
@app.get("/backtests/historical")
|
||||||
async def list_historical_backtests():
|
async def list_historical_backtests():
|
||||||
"""List historical (real data) backtest results."""
|
"""List historical (real data) backtest results."""
|
||||||
results = []
|
results = []
|
||||||
@@ -329,7 +337,7 @@ async def list_historical_backtests():
|
|||||||
"sortino": data.get("sortino", 0),
|
"sortino": data.get("sortino", 0),
|
||||||
"pnl_pct": data.get("pnl_pct", 0),
|
"pnl_pct": data.get("pnl_pct", 0),
|
||||||
"max_dd": data.get("max_dd", 0),
|
"max_dd": data.get("max_dd", 0),
|
||||||
"win_rate": data.get("win_rate", 0),
|
"win_rate": data.get("win_rate", 0) or recalc_win_rate(data.get("trades", [])) or 0,
|
||||||
"total_trades": data.get("total_trades", 0),
|
"total_trades": data.get("total_trades", 0),
|
||||||
"data_source": "Hyperliquid Mainnet",
|
"data_source": "Hyperliquid Mainnet",
|
||||||
})
|
})
|
||||||
@@ -338,7 +346,7 @@ async def list_historical_backtests():
|
|||||||
return JSONResponse(results)
|
return JSONResponse(results)
|
||||||
|
|
||||||
|
|
||||||
@app.get("/api/backtest/historical/{name}")
|
@app.get("/backtest/historical/{name}")
|
||||||
async def get_historical_backtest(name: str):
|
async def get_historical_backtest(name: str):
|
||||||
"""Get full historical backtest result."""
|
"""Get full historical backtest result."""
|
||||||
fpath = os.path.join(HISTORICAL_DIR, f"{name}.json")
|
fpath = os.path.join(HISTORICAL_DIR, f"{name}.json")
|
||||||
@@ -348,7 +356,7 @@ async def get_historical_backtest(name: str):
|
|||||||
return JSONResponse({"error": "not found"}, status_code=404)
|
return JSONResponse({"error": "not found"}, status_code=404)
|
||||||
|
|
||||||
|
|
||||||
@app.get("/api/backtest/{name}/csv")
|
@app.get("/backtest/{name}/csv")
|
||||||
async def get_backtest_csv(name: str):
|
async def get_backtest_csv(name: str):
|
||||||
"""Download backtest trades as CSV."""
|
"""Download backtest trades as CSV."""
|
||||||
from fastapi.responses import Response
|
from fastapi.responses import Response
|
||||||
@@ -371,7 +379,7 @@ async def get_backtest_csv(name: str):
|
|||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
@app.get("/api/risk")
|
@app.get("/risk")
|
||||||
async def get_risk_metrics():
|
async def get_risk_metrics():
|
||||||
"""Compute risk analytics from the latest paper metrics."""
|
"""Compute risk analytics from the latest paper metrics."""
|
||||||
paper = read_paper_metrics()
|
paper = read_paper_metrics()
|
||||||
|
|||||||
+114
-234
@@ -7,7 +7,7 @@
|
|||||||
<link href="https://fonts.googleapis.com/css2?family=Inter:wght@300;400;500;600;700;900&family=JetBrains+Mono:wght@400;500;600;700&display=swap" rel="stylesheet">
|
<link href="https://fonts.googleapis.com/css2?family=Inter:wght@300;400;500;600;700;900&family=JetBrains+Mono:wght@400;500;600;700&display=swap" rel="stylesheet">
|
||||||
<script src="https://unpkg.com/lightweight-charts@4.2.3/dist/lightweight-charts.standalone.production.js"></script>
|
<script src="https://unpkg.com/lightweight-charts@4.2.3/dist/lightweight-charts.standalone.production.js"></script>
|
||||||
<style>
|
<style>
|
||||||
:root{--bg:#050508;--srf:#0b0b12;--ln:#181825;--hr:#222230;--tx:#6b6b7b;--hi:#d4d4e0;--gr:#22c55e;--rd:#ef4444;--bl:#3b82f6;--am:#f59e0b;--pu:#a855f7;--cy:#06b6d4;--pk:#ec4899;--ra:8px;--f:'Inter',system-ui,sans-serif;--m:'JetBrains Mono',monospace}
|
:root{--bg:#050508;--srf:#0b0b12;--ln:#1f1f30;--hr:#2a2a3c;--tx:#9e9eae;--hi:#e4e4f0;--gr:#22c55e;--rd:#ef4444;--bl:#3b82f6;--am:#f59e0b;--pu:#a855f7;--cy:#06b6d4;--pk:#ec4899;--ra:8px;--f:'Inter',system-ui,sans-serif;--m:'JetBrains Mono',monospace}
|
||||||
*{margin:0;padding:0;box-sizing:border-box}
|
*{margin:0;padding:0;box-sizing:border-box}
|
||||||
body{background:var(--bg);color:var(--hi);font-family:var(--f);min-height:100vh;-webkit-font-smoothing:antialiased}
|
body{background:var(--bg);color:var(--hi);font-family:var(--f);min-height:100vh;-webkit-font-smoothing:antialiased}
|
||||||
.topbar{position:sticky;top:0;z-index:100;background:rgba(5,5,8,.95);backdrop-filter:blur(20px);border-bottom:1px solid var(--ln);padding:12px 24px;display:flex;align-items:center;justify-content:space-between;flex-wrap:wrap;gap:12px}
|
.topbar{position:sticky;top:0;z-index:100;background:rgba(5,5,8,.95);backdrop-filter:blur(20px);border-bottom:1px solid var(--ln);padding:12px 24px;display:flex;align-items:center;justify-content:space-between;flex-wrap:wrap;gap:12px}
|
||||||
@@ -16,10 +16,6 @@ body{background:var(--bg);color:var(--hi);font-family:var(--f);min-height:100vh;
|
|||||||
.status-dot{width:8px;height:8px;border-radius:50%;flex-shrink:0;background:var(--gr);animation:pulse 2s infinite}
|
.status-dot{width:8px;height:8px;border-radius:50%;flex-shrink:0;background:var(--gr);animation:pulse 2s infinite}
|
||||||
.status-dot.off{background:var(--rd);animation:none}
|
.status-dot.off{background:var(--rd);animation:none}
|
||||||
@keyframes pulse{0%,100%{opacity:1}50%{opacity:0.3}}
|
@keyframes pulse{0%,100%{opacity:1}50%{opacity:0.3}}
|
||||||
.portfolio{text-align:right;min-width:140px}
|
|
||||||
.portfolio .pnl{font-family:var(--m);font-size:28px;font-weight:700;letter-spacing:-1px}
|
|
||||||
.portfolio .pnl.up{color:var(--gr)}.portfolio .pnl.dn{color:var(--rd)}
|
|
||||||
.portfolio .sub{font-size:10px;color:var(--tx);text-transform:uppercase;letter-spacing:.5px}
|
|
||||||
.tabs{display:flex;gap:0;padding:0 24px;border-bottom:1px solid var(--ln);position:sticky;top:52px;z-index:99;background:rgba(5,5,8,.95);backdrop-filter:blur(20px)}
|
.tabs{display:flex;gap:0;padding:0 24px;border-bottom:1px solid var(--ln);position:sticky;top:52px;z-index:99;background:rgba(5,5,8,.95);backdrop-filter:blur(20px)}
|
||||||
.tab{padding:10px 20px;font-size:12px;font-weight:500;cursor:pointer;background:none;border:none;border-bottom:2px solid transparent;color:var(--tx);font-family:var(--f);transition:all .15s}
|
.tab{padding:10px 20px;font-size:12px;font-weight:500;cursor:pointer;background:none;border:none;border-bottom:2px solid transparent;color:var(--tx);font-family:var(--f);transition:all .15s}
|
||||||
.tab:hover{color:var(--hi)}.tab.on{color:var(--hi);border-bottom-color:var(--bl)}
|
.tab:hover{color:var(--hi)}.tab.on{color:var(--hi);border-bottom-color:var(--bl)}
|
||||||
@@ -27,16 +23,7 @@ body{background:var(--bg);color:var(--hi);font-family:var(--f);min-height:100vh;
|
|||||||
.badge.test{background:rgba(245,158,11,.15);color:var(--am)}.badge.main{background:rgba(168,85,247,.15);color:var(--pu)}
|
.badge.test{background:rgba(245,158,11,.15);color:var(--am)}.badge.main{background:rgba(168,85,247,.15);color:var(--pu)}
|
||||||
.main-wrap{max-width:1440px;margin:0 auto;padding:20px 24px;display:flex;gap:20px}
|
.main-wrap{max-width:1440px;margin:0 auto;padding:20px 24px;display:flex;gap:20px}
|
||||||
.panel{display:none;flex:1;min-width:0}.panel.show{display:block}
|
.panel{display:none;flex:1;min-width:0}.panel.show{display:block}
|
||||||
|
.sgrid{display:grid;grid-template-columns:repeat(auto-fill,minmax(280px,1fr));gap:10px;margin-bottom:20px}
|
||||||
/* Summary stats */
|
|
||||||
.stats-row{display:grid;grid-template-columns:repeat(6,1fr);gap:8px;margin-bottom:16px}
|
|
||||||
.stat{background:var(--srf);border:1px solid var(--ln);border-radius:var(--ra);padding:12px 14px}
|
|
||||||
.stat .lbl{font-size:9px;color:var(--tx);text-transform:uppercase;letter-spacing:.5px;margin-bottom:3px}
|
|
||||||
.stat .val{font-family:var(--m);font-size:17px;font-weight:600}
|
|
||||||
.stat .val.up{color:var(--gr)}.stat .val.dn{color:var(--rd)}
|
|
||||||
|
|
||||||
/* Strategy grid */
|
|
||||||
.sgrid{display:grid;grid-template-columns:repeat(auto-fill,minmax(240px,1fr));gap:10px;margin-bottom:20px}
|
|
||||||
.scard{background:var(--srf);border:1px solid var(--ln);border-radius:var(--ra);padding:16px;cursor:pointer;transition:all .2s;position:relative}
|
.scard{background:var(--srf);border:1px solid var(--ln);border-radius:var(--ra);padding:16px;cursor:pointer;transition:all .2s;position:relative}
|
||||||
.scard:hover{border-color:var(--hr);transform:translateY(-1px);box-shadow:0 4px 20px rgba(0,0,0,.3)}
|
.scard:hover{border-color:var(--hr);transform:translateY(-1px);box-shadow:0 4px 20px rgba(0,0,0,.3)}
|
||||||
.scard.selected{border-color:var(--bl);box-shadow:0 0 0 1px rgba(59,130,246,.3)}
|
.scard.selected{border-color:var(--bl);box-shadow:0 0 0 1px rgba(59,130,246,.3)}
|
||||||
@@ -50,9 +37,9 @@ body{background:var(--bg);color:var(--hi);font-family:var(--f);min-height:100vh;
|
|||||||
.scard .stag.taker{background:rgba(239,68,68,.1);color:var(--rd)}
|
.scard .stag.taker{background:rgba(239,68,68,.1);color:var(--rd)}
|
||||||
.scard .spnl{font-family:var(--m);font-size:20px;font-weight:700;margin-bottom:6px}
|
.scard .spnl{font-family:var(--m);font-size:20px;font-weight:700;margin-bottom:6px}
|
||||||
.scard .spnl.up{color:var(--gr)}.scard .spnl.dn{color:var(--rd)}
|
.scard .spnl.up{color:var(--gr)}.scard .spnl.dn{color:var(--rd)}
|
||||||
.scard .smeta{display:flex;gap:12px;font-size:9px;color:var(--tx);flex-wrap:wrap}
|
.scard .smeta{display:flex;gap:12px;font-size:9px;color:var(--tx);flex-wrap:wrap;margin-bottom:6px}
|
||||||
|
.scard .srisk{font-size:9px;color:var(--tx);padding:6px 8px;background:rgba(0,0,0,.2);border-radius:4px;margin-top:4px;line-height:1.6}
|
||||||
/* Detail panel */
|
.scard .srisk b{color:var(--hi)}
|
||||||
.detail-overlay{position:fixed;top:0;left:0;right:0;bottom:0;background:rgba(0,0,0,.6);z-index:200;display:none}
|
.detail-overlay{position:fixed;top:0;left:0;right:0;bottom:0;background:rgba(0,0,0,.6);z-index:200;display:none}
|
||||||
.detail-overlay.on{display:flex;align-items:flex-start;justify-content:center;padding-top:40px}
|
.detail-overlay.on{display:flex;align-items:flex-start;justify-content:center;padding-top:40px}
|
||||||
.detail-panel{background:var(--bg);border:1px solid var(--ln);border-radius:12px;width:95%;max-width:1100px;max-height:85vh;overflow-y:auto;box-shadow:0 20px 60px rgba(0,0,0,.5)}
|
.detail-panel{background:var(--bg);border:1px solid var(--ln);border-radius:12px;width:95%;max-width:1100px;max-height:85vh;overflow-y:auto;box-shadow:0 20px 60px rgba(0,0,0,.5)}
|
||||||
@@ -61,7 +48,6 @@ body{background:var(--bg);color:var(--hi);font-family:var(--f);min-height:100vh;
|
|||||||
.close-btn{background:none;border:1px solid var(--ln);color:var(--hi);padding:6px 14px;border-radius:6px;cursor:pointer;font-size:12px;font-family:var(--f);transition:all .15s}
|
.close-btn{background:none;border:1px solid var(--ln);color:var(--hi);padding:6px 14px;border-radius:6px;cursor:pointer;font-size:12px;font-family:var(--f);transition:all .15s}
|
||||||
.close-btn:hover{background:var(--hr)}
|
.close-btn:hover{background:var(--hr)}
|
||||||
.detail-body{padding:20px}
|
.detail-body{padding:20px}
|
||||||
.main-chart{width:100%;height:220px;margin:8px 0 0;border-radius:var(--ra);overflow:hidden;background:rgba(0,0,0,.25)}
|
|
||||||
.detail-body .chart-wrap{width:100%;height:280px;margin-bottom:16px;border-radius:var(--ra);overflow:hidden}
|
.detail-body .chart-wrap{width:100%;height:280px;margin-bottom:16px;border-radius:var(--ra);overflow:hidden}
|
||||||
.detail-stats{display:grid;grid-template-columns:repeat(6,1fr);gap:8px;margin-bottom:16px}
|
.detail-stats{display:grid;grid-template-columns:repeat(6,1fr);gap:8px;margin-bottom:16px}
|
||||||
.detail-section{margin-bottom:20px}
|
.detail-section{margin-bottom:20px}
|
||||||
@@ -72,12 +58,12 @@ body{background:var(--bg);color:var(--hi);font-family:var(--f);min-height:100vh;
|
|||||||
.trade-table td.reason{font-size:10px;color:var(--tx);max-width:250px;white-space:nowrap;overflow:hidden;text-overflow:ellipsis;font-family:var(--f)}
|
.trade-table td.reason{font-size:10px;color:var(--tx);max-width:250px;white-space:nowrap;overflow:hidden;text-overflow:ellipsis;font-family:var(--f)}
|
||||||
.green{color:var(--gr)}.red{color:var(--rd)}
|
.green{color:var(--gr)}.red{color:var(--rd)}
|
||||||
.desc-text{font-size:12px;color:var(--tx);line-height:1.6;padding:12px;background:var(--srf);border-radius:var(--ra);border:1px solid var(--ln);margin-bottom:16px}
|
.desc-text{font-size:12px;color:var(--tx);line-height:1.6;padding:12px;background:var(--srf);border-radius:var(--ra);border:1px solid var(--ln);margin-bottom:16px}
|
||||||
|
.stat{background:var(--srf);border:1px solid var(--ln);border-radius:var(--ra);padding:12px 14px}
|
||||||
/* Footer */
|
.stat .lbl{font-size:9px;color:var(--tx);text-transform:uppercase;letter-spacing:.5px;margin-bottom:3px}
|
||||||
|
.stat .val{font-family:var(--m);font-size:17px;font-weight:600}
|
||||||
|
.stat .val.up{color:var(--gr)}.stat .val.dn{color:var(--rd)}
|
||||||
footer{text-align:center;padding:30px;font-size:10px;color:#2a2a35}
|
footer{text-align:center;padding:30px;font-size:10px;color:#2a2a35}
|
||||||
footer a{color:#3f3f4a;text-decoration:none}footer a:hover{color:var(--tx)}
|
footer a{color:#3f3f4a;text-decoration:none}footer a:hover{color:var(--tx)}
|
||||||
|
|
||||||
/* Risk Analytics panel — collapsible */
|
|
||||||
.risk-wrap{max-width:1440px;margin:0 auto 20px;padding:0 24px}
|
.risk-wrap{max-width:1440px;margin:0 auto 20px;padding:0 24px}
|
||||||
.risk-toggle{display:flex;align-items:center;gap:8px;cursor:pointer;background:none;border:1px solid var(--ln);border-radius:var(--ra);color:var(--tx);font-family:var(--f);font-size:11px;font-weight:600;padding:10px 16px;text-transform:uppercase;letter-spacing:.5px;transition:all .15s}
|
.risk-toggle{display:flex;align-items:center;gap:8px;cursor:pointer;background:none;border:1px solid var(--ln);border-radius:var(--ra);color:var(--tx);font-family:var(--f);font-size:11px;font-weight:600;padding:10px 16px;text-transform:uppercase;letter-spacing:.5px;transition:all .15s}
|
||||||
.risk-toggle:hover{color:var(--hi);border-color:var(--hr)}
|
.risk-toggle:hover{color:var(--hi);border-color:var(--hr)}
|
||||||
@@ -85,75 +71,44 @@ footer a{color:#3f3f4a;text-decoration:none}footer a:hover{color:var(--tx)}
|
|||||||
.risk-toggle.open .arrow{transform:rotate(90deg)}
|
.risk-toggle.open .arrow{transform:rotate(90deg)}
|
||||||
.risk-panel{display:none;background:var(--srf);border:1px solid var(--ln);border-radius:var(--ra);padding:16px;margin-top:8px}
|
.risk-panel{display:none;background:var(--srf);border:1px solid var(--ln);border-radius:var(--ra);padding:16px;margin-top:8px}
|
||||||
.risk-panel.show{display:block}
|
.risk-panel.show{display:block}
|
||||||
.risk-corr{font-family:var(--m);font-size:10px;color:var(--tx);line-height:1.8;margin-top:12px;padding:10px;background:rgba(0,0,0,.2);border-radius:6px;max-height:200px;overflow-y:auto}
|
|
||||||
.risk-corr .corr-high{color:var(--rd)}
|
|
||||||
.risk-corr .corr-med{color:var(--am)}
|
|
||||||
.risk-corr .corr-low{color:var(--tx)}
|
|
||||||
|
|
||||||
@media(max-width:768px){
|
@media(max-width:768px){
|
||||||
.topbar{padding:10px 14px;flex-direction:column;align-items:flex-start}
|
.topbar{padding:10px 14px;flex-direction:column;align-items:flex-start}
|
||||||
.tabs{padding:0 14px;top:88px;overflow-x:auto;white-space:nowrap}
|
.tabs{padding:0 14px;top:88px;overflow-x:auto;white-space:nowrap}
|
||||||
.main-wrap{padding:12px 14px}
|
.main-wrap{padding:12px 14px}
|
||||||
.stats-row{grid-template-columns:repeat(3,1fr)}.sgrid{grid-template-columns:1fr 1fr}
|
.sgrid{grid-template-columns:1fr 1fr}
|
||||||
.detail-stats{grid-template-columns:repeat(3,1fr)}
|
.detail-stats{grid-template-columns:repeat(3,1fr)}
|
||||||
.portfolio .pnl{font-size:22px}
|
|
||||||
}
|
}
|
||||||
@media(max-width:380px){.stats-row{grid-template-columns:repeat(2,1fr)}.sgrid{grid-template-columns:1fr}}
|
@media(max-width:380px){.sgrid{grid-template-columns:1fr}}
|
||||||
</style>
|
</style>
|
||||||
</head>
|
</head>
|
||||||
<body>
|
<body>
|
||||||
<!-- Top bar -->
|
|
||||||
<div class="topbar">
|
<div class="topbar">
|
||||||
<div style="display:flex;align-items:center;gap:10px">
|
<div style="display:flex;align-items:center;gap:10px">
|
||||||
<span class="status-dot" id="sdot"></span><div><h1>FTDT Quant Lab<span>Professional Quant Dashboard</span></h1></div>
|
<span class="status-dot" id="sdot"></span><div><h1>FTDT Quant Lab<span>Per-Strategy Dashboard</span></h1></div>
|
||||||
</div>
|
</div>
|
||||||
<div class="portfolio">
|
<div style="font-size:10px;color:var(--tx)" id="stsub">—</div>
|
||||||
<div style="font-size:9px;color:var(--tx);text-transform:uppercase;letter-spacing:.5px">Portfolio Equity</div>
|
|
||||||
<div class="pnl" id="stpnl">$0.00</div>
|
|
||||||
<div class="sub" id="stpct">—</div>
|
|
||||||
</div>
|
</div>
|
||||||
</div>
|
|
||||||
<!-- Tabs -->
|
|
||||||
<div class="tabs">
|
<div class="tabs">
|
||||||
<button class="tab on" id="tl-live" onclick="switchTab('live')">Live<span class="badge test">Testnet</span></button>
|
<button class="tab on" id="tl-live" onclick="switchTab('live')">Live<span class="badge test">Testnet</span></button>
|
||||||
<button class="tab" id="tl-paper" onclick="switchTab('paper')">Paper<span class="badge main">$100K Mainnet</span></button>
|
<button class="tab" id="tl-paper" onclick="switchTab('paper')">Paper<span class="badge main">$100K Mainnet</span></button>
|
||||||
<button class="tab" id="tl-backtest" onclick="switchTab('backtest')">Backtest</button>
|
<button class="tab" id="tl-backtest" onclick="switchTab('backtest')">Backtest</button>
|
||||||
<button class="tab" id="tl-historical" onclick="switchTab('historical')">Historical<span class="badge main">Real Data</span></button>
|
<button class="tab" id="tl-historical" onclick="switchTab('historical')">Historical<span class="badge main">Real Data</span></button>
|
||||||
</div>
|
</div>
|
||||||
<!-- Main -->
|
|
||||||
<div class="main-wrap">
|
<div class="main-wrap">
|
||||||
<div class="panel show" id="pnl-live">
|
<div class="panel show" id="pnl-live"><div class="sgrid" id="live-sgrid"></div></div>
|
||||||
<div class="stats-row" id="live-stats"></div>
|
<div class="panel" id="pnl-paper"><div class="sgrid" id="paper-sgrid"></div></div>
|
||||||
<div class="sgrid" id="live-sgrid"></div>
|
<div class="panel" id="pnl-backtest"><div class="sgrid" id="bt-sgrid"></div></div>
|
||||||
<div class="chart-wrap main-chart" id="chart-live-wrap"><div id="chart-live"></div></div>
|
<div class="panel" id="pnl-historical"><div class="sgrid" id="hist-sgrid"></div></div>
|
||||||
</div>
|
</div>
|
||||||
<div class="panel" id="pnl-paper">
|
|
||||||
<div class="stats-row" id="paper-stats"></div>
|
|
||||||
<div class="sgrid" id="paper-sgrid"></div>
|
|
||||||
<div class="chart-wrap main-chart" id="chart-paper-wrap"><div id="chart-paper"></div></div>
|
|
||||||
</div>
|
|
||||||
<div class="panel" id="pnl-backtest">
|
|
||||||
<div class="sgrid" id="bt-sgrid"></div>
|
|
||||||
</div>
|
|
||||||
<div class="panel" id="pnl-historical">
|
|
||||||
<div class="sgrid" id="hist-sgrid"></div>
|
|
||||||
</div>
|
|
||||||
</div>
|
|
||||||
<!-- Risk Analytics -->
|
|
||||||
<div class="risk-wrap">
|
<div class="risk-wrap">
|
||||||
<button class="risk-toggle" onclick="toggleRisk()" id="risk-btn"><span class="arrow">▶</span> Risk Analytics</button>
|
<button class="risk-toggle" onclick="togglePositions()" id="pos-btn"><span class="arrow">▶</span> Open Positions & Orders (All Strategies)</button>
|
||||||
<div class="risk-panel" id="risk-panel">
|
<div class="risk-panel" id="pos-panel">
|
||||||
<div class="stats-row" id="risk-stats" style="margin-bottom:12px"></div>
|
<div class="detail-stats" id="pos-positions" style="font-size:11px;color:var(--tx)">No open positions</div>
|
||||||
<div class="risk-corr" id="risk-corr"></div>
|
<div style="font-size:11px;color:var(--tx)" id="pos-orders">No open orders</div>
|
||||||
</div>
|
</div>
|
||||||
</div>
|
</div>
|
||||||
|
|
||||||
</div>
|
|
||||||
|
|
||||||
<footer><a href="https://git.ftdt.io/rams/ftdt-quant-lab" target="_blank">rams/ftdt-quant-lab</a> · 12 strategies · $100K paper · Hyperliquid</footer>
|
<footer><a href="https://git.ftdt.io/rams/ftdt-quant-lab" target="_blank">rams/ftdt-quant-lab</a> · 12 strategies · $100K paper · Hyperliquid</footer>
|
||||||
|
<div class="detail-overlay" id="detail-overlay" onclick="if(event.target===this)closeDetail()">
|
||||||
<!-- Detail Overlay -->
|
|
||||||
<div class="detail-overlay" id="detail-overlay" onclick="event.target===this&&closeDetail()">
|
|
||||||
<div class="detail-panel" id="detail-panel">
|
<div class="detail-panel" id="detail-panel">
|
||||||
<div class="detail-header">
|
<div class="detail-header">
|
||||||
<h2 id="det-name">Strategy Detail</h2>
|
<h2 id="det-name">Strategy Detail</h2>
|
||||||
@@ -179,7 +134,6 @@ footer a{color:#3f3f4a;text-decoration:none}footer a:hover{color:var(--tx)}
|
|||||||
<option value="platinum">Platinum (×0.70)</option>
|
<option value="platinum">Platinum (×0.70)</option>
|
||||||
<option value="diamond">Diamond (×0.60)</option>
|
<option value="diamond">Diamond (×0.60)</option>
|
||||||
</select>
|
</select>
|
||||||
<a id="dl-csv" href="#" style="display:none;font-size:11px;color:var(--bl);text-decoration:none;padding:4px 10px;border:1px solid var(--ln);border-radius:5px" download>↓ CSV</a>
|
|
||||||
<button class="close-btn" onclick="closeDetail()">✕ Close</button>
|
<button class="close-btn" onclick="closeDetail()">✕ Close</button>
|
||||||
</div>
|
</div>
|
||||||
</div>
|
</div>
|
||||||
@@ -192,47 +146,13 @@ footer a{color:#3f3f4a;text-decoration:none}footer a:hover{color:var(--tx)}
|
|||||||
</div>
|
</div>
|
||||||
</div>
|
</div>
|
||||||
</div>
|
</div>
|
||||||
|
|
||||||
<script>
|
<script>
|
||||||
// ═══════════ State ═══════════
|
|
||||||
var currentTab='live', lastData=null, lastPaper=null, lastBT=null, lastBTFull=null, feeOn=true;
|
var currentTab='live', lastData=null, lastPaper=null, lastBT=null, lastBTFull=null, feeOn=true;
|
||||||
var STRAT_COLORS=['#22c55e','#3b82f6','#a855f7','#f59e0b','#ef4444','#06b6d4','#ec4899','#84cc16','#6366f1','#14b8a6','#f97316','#8b5cf6'];
|
var STRAT_COLORS=['#22c55e','#3b82f6','#a855f7','#f59e0b','#ef4444','#06b6d4','#ec4899','#84cc16','#6366f1','#14b8a6','#f97316','#8b5cf6'];
|
||||||
|
|
||||||
// ═══════════ Chart for detail view ═══════════
|
|
||||||
var detChart=null, detSer=null;
|
var detChart=null, detSer=null;
|
||||||
|
|
||||||
// ═══════════ Main area charts ═══════════
|
|
||||||
var chartLive=null, serLive=null, chartPaper=null, serPaper=null;
|
|
||||||
function initMainCharts(){
|
|
||||||
[{el:'chart-live',ch:'chartLive',sr:'serLive'},{el:'chart-paper',ch:'chartPaper',sr:'serPaper'}].forEach(function(c){
|
|
||||||
var el=document.getElementById(c.el);if(!el)return;
|
|
||||||
el.style.width='100%';el.style.height='220px';
|
|
||||||
window[c.ch]=LightweightCharts.createChart(el,{
|
|
||||||
layout:{background:{color:'transparent'},textColor:'#a0a0b0'},
|
|
||||||
grid:{vertLines:{color:'rgba(255,255,255,.02)'},horzLines:{color:'rgba(255,255,255,.03)'}},
|
|
||||||
rightPriceScale:{borderColor:'rgba(255,255,255,.08)',autoScale:true},
|
|
||||||
timeScale:{borderColor:'rgba(255,255,255,.08)',timeVisible:false},
|
|
||||||
crosshair:{mode:0},width:el.offsetWidth,height:220
|
|
||||||
});
|
|
||||||
window[c.sr]=window[c.ch].addAreaSeries({lineColor:'#3b82f6',topColor:'rgba(59,130,246,.15)',bottomColor:'rgba(59,130,246,.02)',lineWidth:2});
|
|
||||||
});
|
|
||||||
}
|
|
||||||
function pushEquity(chart,ser,data){
|
|
||||||
if(!chart||!ser||!data||!data.length)return;
|
|
||||||
var pts=[];
|
|
||||||
for(var i=0;i<data.length;i++){
|
|
||||||
var t=data[i].t||data[i].time||data[i][0];
|
|
||||||
var v=data[i].v||data[i].value||data[i].equity||data[i][1];
|
|
||||||
if(typeof t==='number'){
|
|
||||||
if(t>1e12)t=Math.floor(t/1000);
|
|
||||||
pts.push({time:t,value:v});
|
|
||||||
}
|
|
||||||
}
|
|
||||||
if(pts.length>0){ser.setData(pts);chart.timeScale().fitContent()}
|
|
||||||
}
|
|
||||||
function initDetChart(){
|
function initDetChart(){
|
||||||
var el=document.getElementById('det-chart');
|
var el=document.getElementById('det-chart'); if(!el)return;
|
||||||
if(!el)return;
|
|
||||||
el.style.width='100%'; el.style.height='280px';
|
el.style.width='100%'; el.style.height='280px';
|
||||||
detChart=LightweightCharts.createChart(el,{
|
detChart=LightweightCharts.createChart(el,{
|
||||||
layout:{background:{color:'transparent'},textColor:'#d4d4e0'},
|
layout:{background:{color:'transparent'},textColor:'#d4d4e0'},
|
||||||
@@ -244,7 +164,6 @@ function initDetChart(){
|
|||||||
detSer=detChart.addAreaSeries({lineColor:'#3b82f6',topColor:'rgba(59,130,246,.15)',bottomColor:'rgba(59,130,246,.02)',lineWidth:2});
|
detSer=detChart.addAreaSeries({lineColor:'#3b82f6',topColor:'rgba(59,130,246,.15)',bottomColor:'rgba(59,130,246,.02)',lineWidth:2});
|
||||||
}
|
}
|
||||||
|
|
||||||
// ═══════════ Tab switching ═══════════
|
|
||||||
function switchTab(t){
|
function switchTab(t){
|
||||||
currentTab=t;
|
currentTab=t;
|
||||||
['live','paper','backtest','historical'].forEach(function(x){document.getElementById('tl-'+x).className=t===x?'tab on':'tab'});
|
['live','paper','backtest','historical'].forEach(function(x){document.getElementById('tl-'+x).className=t===x?'tab on':'tab'});
|
||||||
@@ -258,60 +177,70 @@ function switchTab(t){
|
|||||||
if(t==='historical')loadHistBT();
|
if(t==='historical')loadHistBT();
|
||||||
}
|
}
|
||||||
|
|
||||||
// ═══════════ Render strategy cards ═══════════
|
function mapPositions(positions,orders){
|
||||||
function renCards(sgridId,ss,baseEq,tab,statsRowId){
|
var pm={},om={};
|
||||||
var keys=Object.keys(ss),totalPnl=0,trades=0,fees=0,active=0;
|
for(var i=0;i<(positions||[]).length;i++){
|
||||||
for(var i=0;i<keys.length;i++){var s=ss[keys[i]];totalPnl+=s.pnl||0;trades+=s.trades_today||0;fees+=s.fee_paid||0;if(s.status==='running')active++}
|
var p=positions[i],strat=p.strategy||'';
|
||||||
if(statsRowId){
|
if(!pm[strat])pm[strat]=[]; pm[strat].push(p);
|
||||||
document.getElementById(statsRowId).innerHTML='<div class="stat"><div class="lbl">Equity</div><div class="val">$'+((baseEq||0)+totalPnl).toFixed(0)+'</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">PnL</div><div class="val '+(totalPnl>=0?'up':'dn')+'">'+(totalPnl>=0?'+':'')+'$'+Math.abs(totalPnl).toFixed(2)+'</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">Trades</div><div class="val">'+trades+'</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">Fees</div><div class="val dn">$'+fees.toFixed(2)+'</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">Active</div><div class="val">'+active+'/'+keys.length+'</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">Alloc</div><div class="val">$'+(keys[0]?ss[keys[0]].allocation||0:0)+'k/strat</div></div>';
|
|
||||||
}
|
}
|
||||||
var h='';
|
for(var j=0;j<(orders||[]).length;j++){
|
||||||
|
var o=orders[j],strat=o.strategy||'';
|
||||||
|
if(!om[strat])om[strat]=[]; om[strat].push(o);
|
||||||
|
}
|
||||||
|
return {pm:pm,om:om};
|
||||||
|
}
|
||||||
|
|
||||||
|
// Event delegation for card clicks
|
||||||
|
document.addEventListener('click',function(e){
|
||||||
|
var card=e.target.closest('.scard'); if(!card)return;
|
||||||
|
var name=card.dataset.strat, tab=card.dataset.tab;
|
||||||
|
if(name&&tab)openDetail(name,tab);
|
||||||
|
});
|
||||||
|
|
||||||
|
function renCards(sgridId,ss,baseEq,tab,positions,orders){
|
||||||
|
var keys=Object.keys(ss), pmo=mapPositions(positions,orders), h='';
|
||||||
for(var k=0;k<keys.length;k++){
|
for(var k=0;k<keys.length;k++){
|
||||||
var name=keys[k],s=ss[name],sp=s.pnl||0,cls=sp>=0?'up':'dn',pStr=(sp>=0?'+':'')+'$'+Math.abs(sp).toFixed(2);
|
var name=keys[k],s=ss[name],sp=s.pnl||0,eq=s.allocation+sp,cls=eq>=s.allocation?'up':'dn',pStr='$'+eq.toFixed(2);
|
||||||
var fm=s.fee_model||'taker';
|
var fm=s.fee_model||'taker';
|
||||||
h+='<div class="scard" onclick="openDetail(\''+name+'\',\''+tab+'\')" id="scard-'+tab+'-'+name.replace(/\s/g,'_')+'">'+
|
var spos=(pmo.pm[name]||[]), sords=(pmo.om[name]||[]);
|
||||||
|
var riskHTML='<div class="srisk"><b>Allocation:</b> $'+s.allocation+' · <b>Max pos:</b> '+(s.max_position||'\u2014')+' · <b>Stop:</b> '+(s.stop_loss||'\u2014');
|
||||||
|
if(spos.length>0){
|
||||||
|
riskHTML+='<br><b>Positions:</b> ';
|
||||||
|
for(var pi=0;pi<spos.length;pi++){
|
||||||
|
var pp=spos[pi];
|
||||||
|
riskHTML+=Math.abs(pp.size||0).toFixed(4)+' @ $'+(pp.entry_px||0).toFixed(1)+(pp.pnl!==undefined?(pp.pnl>=0?' <span style=color:var(--gr)>+$':' <span style=color:var(--rd)>-$')+Math.abs(pp.pnl).toFixed(2)+'</span>':'')+(pi<spos.length-1?', ':'');
|
||||||
|
}
|
||||||
|
}
|
||||||
|
if(sords.length>0){riskHTML+='<br><b>Orders:</b> '+sords.length+' open';}
|
||||||
|
riskHTML+='</div>';
|
||||||
|
h+='<div class="scard" data-strat="'+name+'" data-tab="'+tab+'" id="scard-'+tab+'-'+name.replace(/\\s/g,'_')+'">'+
|
||||||
'<div class="sh"><div><div class="sname">'+name+'</div><div class="salloc">$'+s.allocation+' · '+s.type+'</div></div>'+
|
'<div class="sh"><div><div class="sname">'+name+'</div><div class="salloc">$'+s.allocation+' · '+s.type+'</div></div>'+
|
||||||
'<div><span class="stag '+(s.status==='running'?'run':'idle')+'">'+(s.status==='running'?'RUNNING':'IDLE')+'</span>'+
|
'<div><span class="stag '+(s.status==='running'?'run':'idle')+'">'+(s.status==='running'?'RUNNING':'IDLE')+'</span>'+
|
||||||
'<span class="stag '+fm+'">'+fm.toUpperCase()+'</span></div></div>'+
|
'<span class="stag '+fm+'">'+fm.toUpperCase()+'</span></div></div>'+
|
||||||
'<div class="spnl '+cls+'">'+pStr+'</div>'+
|
'<div class="spnl '+cls+'">'+pStr+'</div>'+
|
||||||
'<div class="smeta"><span>PnL: <b class="'+(sp>=0?'green':'red')+'">'+(s.pnl_pct>=0?'+':'')+(s.pnl_pct||0).toFixed(2)+'%</b></span><span>Trades: <b>'+(s.trades_today||0)+'</b></span><span>Win: <b>'+Math.round((s.win_rate||0)*100)+'%</b></span><span>Pos: <b>'+(s.position||0).toFixed(4)+'</b></span></div>'+
|
'<div class="smeta"><span>PnL: <b class="'+(sp>=0?'green':'red')+'">'+(s.pnl_pct>=0?'+':'')+(s.pnl_pct||0).toFixed(2)+'%</b></span><span>Trades: <b>'+(s.trades_today||0)+'</b></span><span>Win: <b>'+Math.round((s.win_rate||0)*100)+'%</b></span><span>Pos: <b>'+(s.position||0).toFixed(4)+'</b></span></div>'+
|
||||||
'</div>';
|
riskHTML+'</div>';
|
||||||
}
|
}
|
||||||
document.getElementById(sgridId).innerHTML=h;
|
document.getElementById(sgridId).innerHTML=h;
|
||||||
}
|
}
|
||||||
|
|
||||||
// ═══════════ Fee toggle ═══════════
|
|
||||||
var currentBTName=null;
|
var currentBTName=null;
|
||||||
function toggleFees(){
|
function toggleFees(){feeOn=document.getElementById('fee-toggle').checked; if(lastBTFull)renderBTDetail(lastBTFull);}
|
||||||
feeOn=document.getElementById('fee-toggle').checked;
|
|
||||||
if(lastBTFull){renderBTDetail(lastBTFull)}
|
|
||||||
}
|
|
||||||
function onFeeTierChange(){
|
function onFeeTierChange(){
|
||||||
if(!currentBTName)return;
|
if(!currentBTName)return;
|
||||||
var ft=document.getElementById('fee-tier-sel').value;
|
var ft=document.getElementById('fee-tier-sel').value, st=document.getElementById('stake-tier-sel').value;
|
||||||
var st=document.getElementById('stake-tier-sel').value;
|
document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">Recalculating with '+document.getElementById('fee-tier-sel').selectedOptions[0].text+'\u2026</td></tr>';
|
||||||
document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">Recalculating with '+document.getElementById('fee-tier-sel').selectedOptions[0].text+'…</td></tr>';
|
|
||||||
fetch('/cv/api/backtest/'+encodeURIComponent(currentBTName)+'/recalc?fee_tier='+ft+'&staking_tier='+st)
|
fetch('/cv/api/backtest/'+encodeURIComponent(currentBTName)+'/recalc?fee_tier='+ft+'&staking_tier='+st)
|
||||||
.then(function(r){return r.json()}).then(function(full){
|
.then(function(r){return r.json()}).then(function(full){lastBTFull=full; renderBTDetail(full);})
|
||||||
lastBTFull=full; renderBTDetail(full);
|
.catch(function(e){document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--rd);padding:20px">Recalc failed: '+e.message+'</td></tr>';});
|
||||||
}).catch(function(e){
|
|
||||||
document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--rd);padding:20px">Recalc failed: '+e.message+'</td></tr>';
|
|
||||||
});
|
|
||||||
}
|
}
|
||||||
|
|
||||||
// ═══════════ Render backtest detail with fee toggle ──
|
|
||||||
function renderBTDetail(full){
|
function renderBTDetail(full){
|
||||||
var pnl=feeOn?(full.pnl_net||full.pnl||0):(full.pnl_gross||full.pnl||0);
|
var pnl=feeOn?(full.pnl_net||full.pnl||0):(full.pnl_gross||full.pnl||0);
|
||||||
var pnlPct=feeOn?(full.pnl_net_pct||full.pnl_pct||0):(full.pnl_gross_pct||full.pnl_pct||0);
|
var pnlPct=feeOn?(full.pnl_net_pct||full.pnl_pct||0):(full.pnl_gross_pct||full.pnl_pct||0);
|
||||||
var fees=full.fees_total||0;
|
var fees=full.fees_total||0, strat=full.strategy||'';
|
||||||
var strat=full.strategy||'';
|
|
||||||
document.getElementById('det-name').textContent=strat+(feeOn?' (net of fees)':' (gross, no fees)');
|
document.getElementById('det-name').textContent=strat+(feeOn?' (net of fees)':' (gross, no fees)');
|
||||||
document.getElementById('det-desc').textContent=strat+' — '+full.num_periods+' periods, '+full.total_trades+' trades, fees $'+fees.toFixed(2)+', fee model: '+(full.fee_model||'taker');
|
document.getElementById('det-desc').textContent=strat+' \u2014 '+full.num_periods+' periods, '+full.total_trades+' trades, fees $'+fees.toFixed(2)+', fee model: '+(full.fee_model||'taker');
|
||||||
document.getElementById('det-stats').innerHTML=
|
document.getElementById('det-stats').innerHTML=
|
||||||
'<div class="stat"><div class="lbl">'+(feeOn?'Net PnL':'Gross PnL')+'</div><div class="val '+(pnlPct>=0?'up':'dn')+'">'+(pnlPct>=0?'+':'')+pnlPct.toFixed(2)+'%</div></div>'+
|
'<div class="stat"><div class="lbl">'+(feeOn?'Net PnL':'Gross PnL')+'</div><div class="val '+(pnlPct>=0?'up':'dn')+'">'+(pnlPct>=0?'+':'')+pnlPct.toFixed(2)+'%</div></div>'+
|
||||||
'<div class="stat"><div class="lbl">Sharpe</div><div class="val">'+(full.sharpe||0).toFixed(2)+'</div></div>'+
|
'<div class="stat"><div class="lbl">Sharpe</div><div class="val">'+(full.sharpe||0).toFixed(2)+'</div></div>'+
|
||||||
@@ -319,25 +248,19 @@ function renderBTDetail(full){
|
|||||||
'<div class="stat"><div class="lbl">Max DD</div><div class="val dn">'+(full.max_dd*100).toFixed(2)+'%</div></div>'+
|
'<div class="stat"><div class="lbl">Max DD</div><div class="val dn">'+(full.max_dd*100).toFixed(2)+'%</div></div>'+
|
||||||
'<div class="stat"><div class="lbl">Win Rate</div><div class="val">'+Math.round((full.win_rate||0)*100)+'%</div></div>'+
|
'<div class="stat"><div class="lbl">Win Rate</div><div class="val">'+Math.round((full.win_rate||0)*100)+'%</div></div>'+
|
||||||
'<div class="stat"><div class="lbl">Fees</div><div class="val '+(feeOn?'dn':'')+'">$'+fees.toFixed(2)+(feeOn?'':' (excl)')+'</div></div>';
|
'<div class="stat"><div class="lbl">Fees</div><div class="val '+(feeOn?'dn':'')+'">$'+fees.toFixed(2)+(feeOn?'':' (excl)')+'</div></div>';
|
||||||
// Equity chart
|
|
||||||
if(!detChart)initDetChart();
|
if(!detChart)initDetChart();
|
||||||
var pts=[],curve=full.equity_curve||[];
|
var pts=[],curve=full.equity_curve||[];
|
||||||
for(var i=0;i<curve.length;i++){if(curve[i]&&curve[i].t)var ct=curve[i].t;if(typeof ct==="string")ct=Math.floor(new Date(ct).getTime()/1000);pts.push({time:ct,value:curve[i].v})}
|
for(var i=0;i<curve.length;i++){if(curve[i]&&curve[i].t)var ct=curve[i].t;if(typeof ct==="string")ct=Math.floor(new Date(ct).getTime()/1000);pts.push({time:ct,value:curve[i].v})}
|
||||||
if(pts.length>0){detSer.setData(pts);detChart.timeScale().fitContent();setTimeout(function(){if(detChart){detChart.timeScale().fitContent();detChart.applyOptions({width:document.getElementById('det-chart').offsetWidth,height:280})}},250)}
|
if(pts.length>0){detSer.setData(pts);detChart.timeScale().fitContent();setTimeout(function(){if(detChart){detChart.timeScale().fitContent();detChart.applyOptions({width:document.getElementById('det-chart').offsetWidth,height:280})}},250)}
|
||||||
// Trades table (show pnl_net or pnl_gross based on toggle)
|
|
||||||
var trows='',tlist=full.trades||[];
|
var trows='',tlist=full.trades||[];
|
||||||
for(var j=Math.max(0,tlist.length-100);j<tlist.length;j++){
|
for(var j=Math.max(0,tlist.length-100);j<tlist.length;j++){
|
||||||
var t=tlist[j];
|
var t=tlist[j], tp=feeOn?(t.pnl_net||t.pnl||0):(t.pnl_gross||t.pnl||0), tf=t.fee||0, tside=(t.side||'').toUpperCase();
|
||||||
var tp=feeOn?(t.pnl_net||t.pnl||0):(t.pnl_gross||t.pnl||0);
|
trows+='<tr><td>'+(t.time||'').substr(0,16)+'</td><td class="'+(tside.indexOf('BUY')>=0?'green':'red')+'">'+tside+'</td><td>'+t.size+'</td><td>$'+(t.price||0).toFixed(1)+'</td><td class="'+(tp>=0?'green':'red')+'">'+(tp>=0?'+':'')+'$'+Math.abs(tp).toFixed(4)+'</td><td class="'+(tf>0?'red':'')+'">$'+tf.toFixed(4)+'</td><td class="reason">\u2014</td></tr>';
|
||||||
var tf=t.fee||0;
|
|
||||||
var tside=(t.side||'').toUpperCase();
|
|
||||||
trows+='<tr><td>'+(t.time||'').substr(0,16)+'</td><td class="'+(tside.indexOf('BUY')>=0?'green':'red')+'">'+tside+'</td><td>'+t.size+'</td><td>$'+(t.price||0).toFixed(1)+'</td><td class="'+(tp>=0?'green':'red')+'">'+(tp>=0?'+':'')+'$'+Math.abs(tp).toFixed(4)+'</td><td class="'+(tf>0?'red':'')+'">$'+tf.toFixed(4)+'</td><td class="reason">—</td></tr>';
|
|
||||||
}
|
}
|
||||||
document.getElementById('det-trades').innerHTML=trows||'<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">No trades recorded</td></tr>';
|
document.getElementById('det-trades').innerHTML=trows||'<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">No trades recorded</td></tr>';
|
||||||
setTimeout(function(){if(detChart)detChart.applyOptions({width:document.getElementById('det-chart').offsetWidth,height:280})},300);
|
setTimeout(function(){if(detChart)detChart.applyOptions({width:document.getElementById('det-chart').offsetWidth,height:280})},300);
|
||||||
}
|
}
|
||||||
|
|
||||||
// ═══════════ Open strategy detail ═══════════
|
|
||||||
function openDetail(name,tab){
|
function openDetail(name,tab){
|
||||||
document.getElementById('detail-overlay').classList.add('on');
|
document.getElementById('detail-overlay').classList.add('on');
|
||||||
document.getElementById('det-name').textContent=name;
|
document.getElementById('det-name').textContent=name;
|
||||||
@@ -347,70 +270,57 @@ function openDetail(name,tab){
|
|||||||
trades=(lastPaper.per_strategy_trades||{})[name]||[];
|
trades=(lastPaper.per_strategy_trades||{})[name]||[];
|
||||||
} else if(tab==='live'&&lastData){
|
} else if(tab==='live'&&lastData){
|
||||||
ss=lastData.strategies||{};
|
ss=lastData.strategies||{};
|
||||||
// Live node doesn't send per-strategy equity — use overall equity_history
|
|
||||||
equity=lastData.equity_history||[];
|
equity=lastData.equity_history||[];
|
||||||
// Filter trades by strategy name
|
|
||||||
var allTrades=lastData.trades||[];
|
var allTrades=lastData.trades||[];
|
||||||
trades=allTrades.filter(function(t){return t.strategy===name||t.id===name});
|
trades=allTrades.filter(function(t){return t.strategy===name||t.id===name});
|
||||||
} else if(tab==='backtest'&&lastBT&&lastBT[name]){
|
} else if(tab==='backtest'&&lastBT&&lastBT[name]){
|
||||||
var b=lastBT[name];
|
var b=lastBT[name]; currentBTName=b.name;
|
||||||
currentBTName=b.name;
|
|
||||||
document.getElementById('fee-toggle-wrap').style.display='inline';
|
document.getElementById('fee-toggle-wrap').style.display='inline';
|
||||||
document.getElementById('fee-toggle').checked=true; feeOn=true;
|
document.getElementById('fee-toggle').checked=true; feeOn=true;
|
||||||
document.getElementById('fee-tier-sel').style.display='inline';
|
document.getElementById('fee-tier-sel').style.display='inline';
|
||||||
document.getElementById('stake-tier-sel').style.display='inline';
|
document.getElementById('stake-tier-sel').style.display='inline';
|
||||||
document.getElementById('dl-csv').style.display='inline';
|
|
||||||
document.getElementById('dl-csv').href='/cv/api/backtest/'+encodeURIComponent(b.name)+'/csv';
|
|
||||||
document.getElementById('det-desc').textContent='';
|
document.getElementById('det-desc').textContent='';
|
||||||
document.getElementById('det-stats').innerHTML='<div class="stat"><div class="lbl">Loading</div><div class="val">…</div></div>';
|
document.getElementById('det-stats').innerHTML='<div class="stat"><div class="lbl">Loading</div><div class="val">\u2026</div></div>';
|
||||||
if(detSer)detSer.setData([]);
|
if(detSer)detSer.setData([]);
|
||||||
document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">Loading full trade data…</td></tr>';
|
document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">Loading full trade data\u2026</td></tr>';
|
||||||
fetch('/cv/api/backtest/'+encodeURIComponent(b.name)).then(function(r){return r.json()}).then(function(full){
|
fetch('/cv/api/backtest/'+encodeURIComponent(b.name)).then(function(r){return r.json()}).then(function(full){lastBTFull=full; renderBTDetail(full);})
|
||||||
lastBTFull=full; renderBTDetail(full);
|
.catch(function(e){document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--rd);padding:20px">Failed to load: '+e.message+'</td></tr>';});
|
||||||
}).catch(function(e){
|
|
||||||
document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--rd);padding:20px">Failed to load: '+e.message+'</td></tr>';
|
|
||||||
});
|
|
||||||
return;
|
return;
|
||||||
}
|
}
|
||||||
var s=ss?ss[name]:null;
|
var s=ss?ss[name]:null; if(!s){closeDetail();return}
|
||||||
if(!s){closeDetail();return}
|
|
||||||
|
|
||||||
// Description
|
|
||||||
document.getElementById('det-desc').textContent=s.description||'No description available.';
|
document.getElementById('det-desc').textContent=s.description||'No description available.';
|
||||||
|
|
||||||
// Stats
|
|
||||||
var sp=s.pnl||0;
|
var sp=s.pnl||0;
|
||||||
document.getElementById('det-stats').innerHTML='<div class="stat"><div class="lbl">PnL</div><div class="val '+(sp>=0?'up':'dn')+'">'+(sp>=0?'+':'')+'$'+Math.abs(sp).toFixed(4)+'</div></div>'+
|
document.getElementById('det-stats').innerHTML=
|
||||||
|
'<div class="stat"><div class="lbl">PnL</div><div class="val '+(sp>=0?'up':'dn')+'">'+(sp>=0?'+':'')+'$'+Math.abs(sp).toFixed(4)+'</div></div>'+
|
||||||
'<div class="stat"><div class="lbl">PnL%</div><div class="val '+(sp>=0?'up':'dn')+'">'+(s.pnl_pct>=0?'+':'')+(s.pnl_pct||0).toFixed(2)+'%</div></div>'+
|
'<div class="stat"><div class="lbl">PnL%</div><div class="val '+(sp>=0?'up':'dn')+'">'+(s.pnl_pct>=0?'+':'')+(s.pnl_pct||0).toFixed(2)+'%</div></div>'+
|
||||||
'<div class="stat"><div class="lbl">Trades</div><div class="val">'+(s.trades_today||0)+'</div></div>'+
|
'<div class="stat"><div class="lbl">Trades</div><div class="val">'+(s.trades_today||0)+'</div></div>'+
|
||||||
'<div class="stat"><div class="lbl">Win Rate</div><div class="val">'+Math.round((s.win_rate||0)*100)+'%</div></div>'+
|
'<div class="stat"><div class="lbl">Win Rate</div><div class="val">'+Math.round((s.win_rate||0)*100)+'%</div></div>'+
|
||||||
'<div class="stat"><div class="lbl">Fees Paid</div><div class="val dn">$'+(s.fee_paid||0).toFixed(4)+'</div></div>'+
|
'<div class="stat"><div class="lbl">Fees Paid</div><div class="val dn">$'+(s.fee_paid||0).toFixed(4)+'</div></div>'+
|
||||||
'<div class="stat"><div class="lbl">Position</div><div class="val">'+(s.position||0).toFixed(4)+'</div></div>';
|
'<div class="stat"><div class="lbl">Position</div><div class="val">'+(s.position||0).toFixed(4)+'</div></div>';
|
||||||
|
|
||||||
// Equity chart
|
|
||||||
if(!detChart)initDetChart();
|
if(!detChart)initDetChart();
|
||||||
var eqData=Array.isArray(equity)?equity:(equity[name]||[]);
|
var eqData=Array.isArray(equity)?equity:(equity[name]||[]);
|
||||||
if(eqData.length>0){
|
if(eqData.length>0){
|
||||||
var pts=[];for(var i=0;i<eqData.length;i++){if(eqData[i]&&eqData[i].t){var edt=eqData[i].t;if(typeof edt==='string')edt=Math.floor(new Date(edt).getTime()/1000);pts.push({time:edt,value:eqData[i].v})}}
|
var pts=[];for(var i=0;i<eqData.length;i++){if(eqData[i]&&eqData[i].t){var edt=eqData[i].t;if(typeof edt==='string')edt=Math.floor(new Date(edt).getTime()/1000);pts.push({time:edt,value:eqData[i].v})}}
|
||||||
detSer.setData(pts);detChart.timeScale().fitContent();
|
detSer.setData(pts);detChart.timeScale().fitContent();
|
||||||
}
|
}
|
||||||
|
|
||||||
// Trades
|
|
||||||
var rows='';
|
var rows='';
|
||||||
for(var j=Math.max(0,trades.length-50);j<trades.length;j++){
|
for(var j=Math.max(0,trades.length-50);j<trades.length;j++){
|
||||||
var t=trades[j],tp=t.pnl||0;
|
var t=trades[j],tp=t.pnl||0;
|
||||||
rows+='<tr><td>'+t.time+'</td><td class="'+(t.side==='BUY'?'green':'red')+'">'+t.side+'</td><td>'+t.size+'</td><td>$'+t.price+'</td><td class="'+(tp>=0?'green':'red')+'">'+(tp>=0?'+':'')+'$'+Math.abs(tp).toFixed(4)+'</td><td class="red">$'+(t.fee||0).toFixed(4)+'</td><td class="reason" title="'+t.reason+'">'+(t.reason||'—')+'</td></tr>';
|
rows+='<tr><td>'+t.time+'</td><td class="'+(t.side==='BUY'?'green':'red')+'">'+t.side+'</td><td>'+t.size+'</td><td>$'+t.price+'</td><td class="'+(tp>=0?'green':'red')+'">'+(tp>=0?'+':'')+'$'+Math.abs(tp).toFixed(4)+'</td><td class="red">$'+(t.fee||0).toFixed(4)+'</td><td class="reason" title="'+t.reason.replace(/"/g,'"')+'">'+(t.reason||'\u2014')+'</td></tr>';
|
||||||
}
|
}
|
||||||
document.getElementById('det-trades').innerHTML=rows||'<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">No trades yet</td></tr>';
|
document.getElementById('det-trades').innerHTML=rows||'<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">No trades yet</td></tr>';
|
||||||
|
|
||||||
// Resize chart
|
|
||||||
setTimeout(function(){if(detChart){detChart.applyOptions({width:document.getElementById('det-chart').offsetWidth,height:280});detChart.timeScale().fitContent()}},300);
|
setTimeout(function(){if(detChart){detChart.applyOptions({width:document.getElementById('det-chart').offsetWidth,height:280});detChart.timeScale().fitContent()}},300);
|
||||||
}
|
}
|
||||||
|
|
||||||
function closeDetail(){document.getElementById('detail-overlay').classList.remove('on');document.getElementById('fee-toggle-wrap').style.display='none';document.getElementById('fee-tier-sel').style.display='none';document.getElementById('stake-tier-sel').style.display='none';document.getElementById('dl-csv').style.display='none';lastBTFull=null;currentBTName=null}
|
function closeDetail(){
|
||||||
|
document.getElementById('detail-overlay').classList.remove('on');
|
||||||
|
document.getElementById('fee-toggle-wrap').style.display='none';
|
||||||
|
document.getElementById('fee-tier-sel').style.display='none';
|
||||||
|
document.getElementById('stake-tier-sel').style.display='none';
|
||||||
|
lastBTFull=null; currentBTName=null;
|
||||||
|
}
|
||||||
document.addEventListener('keydown',function(e){if(e.key==='Escape')closeDetail()});
|
document.addEventListener('keydown',function(e){if(e.key==='Escape')closeDetail()});
|
||||||
|
|
||||||
// ═══════════ WebSocket + render ═══════════
|
|
||||||
var ws,wsPaper;
|
var ws,wsPaper;
|
||||||
function connect(){
|
function connect(){
|
||||||
if(ws)try{ws.close()}catch(e){}
|
if(ws)try{ws.close()}catch(e){}
|
||||||
@@ -423,25 +333,42 @@ function connect(){
|
|||||||
wsPaper.onmessage=function(e){try{lastPaper=JSON.parse(e.data)}catch(ex){return};if(currentTab==='paper')renPaper(lastPaper)};
|
wsPaper.onmessage=function(e){try{lastPaper=JSON.parse(e.data)}catch(ex){return};if(currentTab==='paper')renPaper(lastPaper)};
|
||||||
}
|
}
|
||||||
|
|
||||||
function renLive(d){if(!d)return;var p=d.total_pnl||0;document.getElementById('stpnl').textContent=(p>=0?'+':'')+'$'+Math.abs(p).toFixed(2);document.getElementById('stpnl').className='pnl '+(p>=0?'up':'dn');document.getElementById('stpct').textContent='Testnet · Equity: $'+((d.base_equity||898)+p).toFixed(2);renCards("live-sgrid",d.strategies||{},d.base_equity||898,"live","live-stats");if(d.equity_history&&chartLive)pushEquity(chartLive,serLive,d.equity_history)}
|
function renLive(d){
|
||||||
function renPaper(d){if(!d)return;var p=d.total_pnl||0;document.getElementById('stpnl').textContent=(p>=0?'+':'')+'$'+Math.abs(p).toFixed(2);document.getElementById('stpnl').className='pnl '+(p>=0?'up':'dn');document.getElementById('stpct').textContent='Paper · '+d.total_equity+' · Regime: '+(d.regime||'—');renCards("paper-sgrid",d.strategies||{},d.base_equity||100000,"paper","paper-stats");if(d.equity_history&&chartPaper)pushEquity(chartPaper,serPaper,d.equity_history)}
|
if(!d)return;
|
||||||
|
document.getElementById('stsub').textContent='Live Testnet \u2022 7 strategies active';
|
||||||
|
renCards('live-sgrid',d.strategies||{},d.base_equity||898,'live',d.open_positions||[],d.open_orders||[]);
|
||||||
|
var pos=d.open_positions||[],posH='';
|
||||||
|
if(pos.length>0){
|
||||||
|
for(var pi=0;pi<pos.length;pi++){
|
||||||
|
var pp=pos[pi];
|
||||||
|
posH+='<div class="stat"><div class="lbl">'+pp.strategy+'</div><div class="val">'+Math.abs(pp.size).toFixed(4)+' @ $'+(pp.entry_px||0).toFixed(1)+(pp.pnl!==undefined?(pp.pnl>=0?' <span style=color:var(--gr)>+$':' <span style=color:var(--rd)>-$')+Math.abs(pp.pnl).toFixed(2)+'</span>':'')+'</div></div>';
|
||||||
|
}
|
||||||
|
}else{posH='<div class="stat"><div class="lbl">No open positions</div></div>';}
|
||||||
|
document.getElementById('pos-positions').innerHTML=posH;
|
||||||
|
var ords=d.open_orders||[],ordH='';
|
||||||
|
if(ords.length>0){ordH='<table style="width:100%;font-size:10px"><tr style="color:var(--tx)"><th>Coin</th><th>Side</th><th>Size</th><th>Price</th></tr>';for(var oi=0;oi<ords.length;oi++){var oo=ords[oi];ordH+='<tr><td>'+oo.coin+'</td><td class="'+(oo.side==='B'?'green':'red')+'">'+(oo.side==='B'?'BUY':'SELL')+'</td><td>'+oo.sz+'</td><td>$'+(oo.limitPx||'MKT')+'</td></tr>'}ordH+='</table>'}else{ordH='No open orders';}
|
||||||
|
document.getElementById('pos-orders').innerHTML=ordH;
|
||||||
|
}
|
||||||
|
|
||||||
|
function renPaper(d){
|
||||||
|
if(!d)return;
|
||||||
|
document.getElementById('stsub').textContent='Paper \u2022 $'+(d.total_equity||'100K')+' \u2022 Regime: '+(d.regime||'\u2014');
|
||||||
|
renCards('paper-sgrid',d.strategies||{},d.base_equity||100000,'paper');
|
||||||
|
}
|
||||||
|
|
||||||
// ═══════════ Backtests ═══════════
|
|
||||||
var lastBT={}, lastBTList=[];
|
var lastBT={}, lastBTList=[];
|
||||||
function loadBT(){
|
function loadBT(){
|
||||||
fetch('/cv/api/backtests').then(function(r){return r.json()}).then(function(data){
|
fetch('/cv/api/backtests').then(function(r){return r.json()}).then(function(data){
|
||||||
lastBTList=data; lastBT={};
|
lastBTList=data; lastBT={};
|
||||||
// Keep latest backtest per strategy (sorted by time desc — first wins)
|
|
||||||
for(var i=0;i<data.length;i++){var b=data[i];if(!lastBT[b.strategy])lastBT[b.strategy]=b;}
|
for(var i=0;i<data.length;i++){var b=data[i];if(!lastBT[b.strategy])lastBT[b.strategy]=b;}
|
||||||
var h='';
|
var h='';
|
||||||
for(var s in lastBT){var b=lastBT[s];var pnl=b.pnl_pct||0;
|
for(var s in lastBT){var b=lastBT[s];var pnl=b.pnl_pct||0;
|
||||||
h+='<div class=\"scard\" onclick=\"openDetail(\''+s+'\',\'backtest\')\"><div class=\"sh\"><div><div class=\"sname\">'+s+'</div><div class=\"salloc\">30-day · $100</div></div><span class=\"stag run\">BACKTEST</span></div><div class=\"spnl '+(pnl>=0?'up':'dn')+'\">'+(pnl>=0?'+':'')+pnl.toFixed(2)+'%</div><div class=\"smeta\"><span>Sharpe: <b>'+b.sharpe.toFixed(2)+'</b></span><span>DD: <b class=\"red\">'+(b.max_dd*100).toFixed(2)+'%</b></span><span>Win: <b>'+Math.round(b.win_rate*100)+'%</b></span></div></div>';
|
h+='<div class="scard" data-strat="'+s+'" data-tab="backtest"><div class="sh"><div><div class="sname">'+s+'</div><div class="salloc">30-day · $100</div></div><span class="stag run">BACKTEST</span></div><div class="spnl '+(pnl>=0?'up':'dn')+'">'+(pnl>=0?'+':'')+pnl.toFixed(2)+'%</div><div class="smeta"><span>Sharpe: <b>'+b.sharpe.toFixed(2)+'</b></span><span>DD: <b class="red">'+(b.max_dd*100).toFixed(2)+'%</b></span><span>Win: <b>'+Math.round(b.win_rate*100)+'%</b></span></div></div>';
|
||||||
}
|
}
|
||||||
document.getElementById('bt-sgrid').innerHTML=h||'<div style=\"padding:20px;color:var(--tx)\">No backtests.</div>';
|
document.getElementById('bt-sgrid').innerHTML=h||'<div style="padding:20px;color:var(--tx)">No backtests.</div>';
|
||||||
})
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
// ═══════════ Historical backtests ═══════════
|
|
||||||
var lastHist={};
|
var lastHist={};
|
||||||
function loadHistBT(){
|
function loadHistBT(){
|
||||||
fetch('/cv/api/backtests/historical').then(function(r){return r.json()}).then(function(data){
|
fetch('/cv/api/backtests/historical').then(function(r){return r.json()}).then(function(data){
|
||||||
@@ -449,66 +376,19 @@ function loadHistBT(){
|
|||||||
for(var i=0;i<data.length;i++){var b=data[i];if(!lastHist[b.strategy])lastHist[b.strategy]=b;}
|
for(var i=0;i<data.length;i++){var b=data[i];if(!lastHist[b.strategy])lastHist[b.strategy]=b;}
|
||||||
var h='';
|
var h='';
|
||||||
for(var s in lastHist){var b=lastHist[s];var pnl=b.pnl_pct||0;
|
for(var s in lastHist){var b=lastHist[s];var pnl=b.pnl_pct||0;
|
||||||
h+='<div class="scard" data-strat="'+s+'" onclick="openHistDetail(this.dataset.strat)"><div class="sh"><div><div class="sname">'+s+'</div><div class="salloc">30d '+b.coin+' · Mainnet</div></div><span class="stag run">REAL DATA</span></div><div class="spnl '+(pnl>=0?'up':'dn')+'">'+(pnl>=0?'+':'')+pnl.toFixed(2)+'%</div><div class="smeta"><span>Sharpe: <b>'+b.sharpe.toFixed(2)+'</b></span><span>DD: <b class="red">'+(b.max_dd*100).toFixed(2)+'%</b></span><span>Win: <b>'+Math.round(b.win_rate*100)+'%</b></span></div></div>';
|
h+='<div class="scard" data-strat="'+s+'" data-tab="historical"><div class="sh"><div><div class="sname">'+s+'</div><div class="salloc">30d '+b.coin+' · Mainnet</div></div><span class="stag run">REAL DATA</span></div><div class="spnl '+(pnl>=0?'up':'dn')+'">'+(pnl>=0?'+':'')+pnl.toFixed(2)+'%</div><div class="smeta"><span>Sharpe: <b>'+b.sharpe.toFixed(2)+'</b></span><span>DD: <b class="red">'+(b.max_dd*100).toFixed(2)+'%</b></span><span>Win: <b>'+Math.round(b.win_rate*100)+'%</b></span></div></div>';
|
||||||
}
|
}
|
||||||
document.getElementById('hist-sgrid').innerHTML=h||'<div style="padding:20px;color:var(--tx)">No historical backtests. Run: python backtests/historical_runner.py --coin BTC --strategy all</div>';
|
document.getElementById('hist-sgrid').innerHTML=h||'<div style="padding:20px;color:var(--tx)">No historical backtests. Run: python backtests/historical_runner.py --coin BTC --strategy all</div>';
|
||||||
})
|
|
||||||
}
|
|
||||||
function openHistDetail(strat){
|
|
||||||
var b=lastHist[strat];if(!b)return;
|
|
||||||
document.getElementById('detail-overlay').classList.add('on');
|
|
||||||
document.getElementById('fee-toggle-wrap').style.display='inline';
|
|
||||||
document.getElementById('fee-tier-sel').style.display='inline';
|
|
||||||
document.getElementById('stake-tier-sel').style.display='inline';
|
|
||||||
document.getElementById('dl-csv').style.display='none';
|
|
||||||
document.getElementById('fee-toggle').checked=true; feeOn=true; currentBTName=b.name;
|
|
||||||
document.getElementById('det-name').textContent=strat+' (Historical '+b.coin+')';
|
|
||||||
fetch('/cv/api/backtest/historical/'+encodeURIComponent(b.name)).then(function(r){return r.json()}).then(function(full){
|
|
||||||
lastBTFull=full; renderBTDetail(full);
|
|
||||||
}).catch(function(e){
|
|
||||||
document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--rd);padding:20px">Failed: '+e.message+'</td></tr>';
|
|
||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
// ═══════════ Init ═══════════
|
function togglePositions(){
|
||||||
initDetChart();initMainCharts();connect();loadBT();loadHistBT();
|
var p=document.getElementById('pos-panel'),b=document.getElementById('pos-btn');
|
||||||
// ═══════════ Risk Analytics ═══════════
|
|
||||||
function toggleRisk(){
|
|
||||||
var p=document.getElementById('risk-panel'),b=document.getElementById('risk-btn');
|
|
||||||
p.classList.toggle('show');b.classList.toggle('open');
|
p.classList.toggle('show');b.classList.toggle('open');
|
||||||
if(p.classList.contains('show')&&!p.dataset.loaded){loadRisk();p.dataset.loaded='1'}
|
|
||||||
}
|
}
|
||||||
function loadRisk(){
|
|
||||||
fetch('/cv/api/risk').then(function(r){return r.json()}).then(function(d){
|
initDetChart();connect();loadBT();loadHistBT();
|
||||||
if(d.error){document.getElementById('risk-stats').innerHTML='<div style="color:var(--tx);padding:8px">'+d.error+'</div>';return}
|
|
||||||
var pf=d.portfolio||{};
|
|
||||||
document.getElementById('risk-stats').innerHTML=
|
|
||||||
'<div class="stat"><div class="lbl">VaR 95%</div><div class="val dn">'+(pf.var_95*100).toFixed(2)+'%</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">CVaR 95%</div><div class="val dn">'+(pf.cvar_95*100).toFixed(2)+'%</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">Max DD</div><div class="val dn">'+(pf.max_drawdown*100).toFixed(2)+'%</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">Calmar</div><div class="val '+(pf.calmar_ratio>=0?'up':'dn')+'">'+pf.calmar_ratio.toFixed(2)+'</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">Sharpe</div><div class="val '+(pf.sharpe>=0?'up':'dn')+'">'+pf.sharpe.toFixed(2)+'</div></div>'+
|
|
||||||
'<div class="stat"><div class="lbl">Sortino</div><div class="val">'+pf.sortino.toFixed(2)+'</div></div>';
|
|
||||||
// Correlation summary
|
|
||||||
var cs=d.correlation_summary||[];
|
|
||||||
var ch='<div style="font-size:10px;color:var(--tx);text-transform:uppercase;letter-spacing:.5px;margin-bottom:6px">Strategy Correlations (|ρ| > 0.3)</div>';
|
|
||||||
if(cs.length===0){ch+='<span style="color:var(--tx)">No significant correlations found — strategies are well-diversified.</span>'}
|
|
||||||
else{for(var i=0;i<cs.length;i++){var c=cs[i],cls=c.level==='high'?'corr-high':'corr-med';ch+='<div><span class="'+cls+'">ρ='+(c.correlation>=0?'+':'')+c.correlation.toFixed(3)+'</span> '+c.pair+'</div>'}}
|
|
||||||
document.getElementById('risk-corr').innerHTML=ch;
|
|
||||||
// Mark loaded + store timestamp
|
|
||||||
window._riskLoaded=Date.now();
|
|
||||||
}).catch(function(e){document.getElementById('risk-stats').innerHTML='<div style="color:var(--rd);padding:8px">Failed: '+e.message+'</div>'})
|
|
||||||
}
|
|
||||||
// Auto-refresh risk panel when paper data updates (throttled to every 30s)
|
|
||||||
var _origRenPaper=renPaper;
|
|
||||||
renPaper=function(d){
|
|
||||||
_origRenPaper(d);
|
|
||||||
var p=document.getElementById('risk-panel');
|
|
||||||
if(p&&p.classList.contains('show')&&(!window._riskLoaded||Date.now()-window._riskLoaded>30000)){
|
|
||||||
loadRisk();
|
|
||||||
}
|
|
||||||
};
|
|
||||||
|
|
||||||
</script>
|
</script>
|
||||||
</body>
|
</body>
|
||||||
</html>
|
</html>
|
||||||
@@ -0,0 +1,514 @@
|
|||||||
|
<!DOCTYPE html>
|
||||||
|
<html lang="en">
|
||||||
|
<head>
|
||||||
|
<meta charset="UTF-8">
|
||||||
|
<meta name="viewport" content="width=device-width,initial-scale=1.0,maximum-scale=1.0,user-scalable=no">
|
||||||
|
<title>FTDT Quant Lab — Professional Dashboard</title>
|
||||||
|
<link href="https://fonts.googleapis.com/css2?family=Inter:wght@300;400;500;600;700;900&family=JetBrains+Mono:wght@400;500;600;700&display=swap" rel="stylesheet">
|
||||||
|
<script src="https://unpkg.com/lightweight-charts@4.2.3/dist/lightweight-charts.standalone.production.js"></script>
|
||||||
|
<style>
|
||||||
|
:root{--bg:#050508;--srf:#0b0b12;--ln:#181825;--hr:#222230;--tx:#6b6b7b;--hi:#d4d4e0;--gr:#22c55e;--rd:#ef4444;--bl:#3b82f6;--am:#f59e0b;--pu:#a855f7;--cy:#06b6d4;--pk:#ec4899;--ra:8px;--f:'Inter',system-ui,sans-serif;--m:'JetBrains Mono',monospace}
|
||||||
|
*{margin:0;padding:0;box-sizing:border-box}
|
||||||
|
body{background:var(--bg);color:var(--hi);font-family:var(--f);min-height:100vh;-webkit-font-smoothing:antialiased}
|
||||||
|
.topbar{position:sticky;top:0;z-index:100;background:rgba(5,5,8,.95);backdrop-filter:blur(20px);border-bottom:1px solid var(--ln);padding:12px 24px;display:flex;align-items:center;justify-content:space-between;flex-wrap:wrap;gap:12px}
|
||||||
|
.topbar h1{font-size:17px;font-weight:700;letter-spacing:-0.5px;display:flex;align-items:center;gap:8px}
|
||||||
|
.topbar h1 span{font-size:10px;color:var(--tx);font-weight:400}
|
||||||
|
.status-dot{width:8px;height:8px;border-radius:50%;flex-shrink:0;background:var(--gr);animation:pulse 2s infinite}
|
||||||
|
.status-dot.off{background:var(--rd);animation:none}
|
||||||
|
@keyframes pulse{0%,100%{opacity:1}50%{opacity:0.3}}
|
||||||
|
.portfolio{text-align:right;min-width:140px}
|
||||||
|
.portfolio .pnl{font-family:var(--m);font-size:28px;font-weight:700;letter-spacing:-1px}
|
||||||
|
.portfolio .pnl.up{color:var(--gr)}.portfolio .pnl.dn{color:var(--rd)}
|
||||||
|
.portfolio .sub{font-size:10px;color:var(--tx);text-transform:uppercase;letter-spacing:.5px}
|
||||||
|
.tabs{display:flex;gap:0;padding:0 24px;border-bottom:1px solid var(--ln);position:sticky;top:52px;z-index:99;background:rgba(5,5,8,.95);backdrop-filter:blur(20px)}
|
||||||
|
.tab{padding:10px 20px;font-size:12px;font-weight:500;cursor:pointer;background:none;border:none;border-bottom:2px solid transparent;color:var(--tx);font-family:var(--f);transition:all .15s}
|
||||||
|
.tab:hover{color:var(--hi)}.tab.on{color:var(--hi);border-bottom-color:var(--bl)}
|
||||||
|
.badge{font-size:8px;padding:2px 7px;border-radius:3px;font-weight:600;margin-left:6px;text-transform:uppercase;letter-spacing:.5px}
|
||||||
|
.badge.test{background:rgba(245,158,11,.15);color:var(--am)}.badge.main{background:rgba(168,85,247,.15);color:var(--pu)}
|
||||||
|
.main-wrap{max-width:1440px;margin:0 auto;padding:20px 24px;display:flex;gap:20px}
|
||||||
|
.panel{display:none;flex:1;min-width:0}.panel.show{display:block}
|
||||||
|
|
||||||
|
/* Summary stats */
|
||||||
|
.stats-row{display:grid;grid-template-columns:repeat(6,1fr);gap:8px;margin-bottom:16px}
|
||||||
|
.stat{background:var(--srf);border:1px solid var(--ln);border-radius:var(--ra);padding:12px 14px}
|
||||||
|
.stat .lbl{font-size:9px;color:var(--tx);text-transform:uppercase;letter-spacing:.5px;margin-bottom:3px}
|
||||||
|
.stat .val{font-family:var(--m);font-size:17px;font-weight:600}
|
||||||
|
.stat .val.up{color:var(--gr)}.stat .val.dn{color:var(--rd)}
|
||||||
|
|
||||||
|
/* Strategy grid */
|
||||||
|
.sgrid{display:grid;grid-template-columns:repeat(auto-fill,minmax(240px,1fr));gap:10px;margin-bottom:20px}
|
||||||
|
.scard{background:var(--srf);border:1px solid var(--ln);border-radius:var(--ra);padding:16px;cursor:pointer;transition:all .2s;position:relative}
|
||||||
|
.scard:hover{border-color:var(--hr);transform:translateY(-1px);box-shadow:0 4px 20px rgba(0,0,0,.3)}
|
||||||
|
.scard.selected{border-color:var(--bl);box-shadow:0 0 0 1px rgba(59,130,246,.3)}
|
||||||
|
.scard .sh{display:flex;justify-content:space-between;align-items:flex-start;margin-bottom:8px}
|
||||||
|
.scard .sname{font-size:12px;font-weight:600;line-height:1.3;max-width:70%}
|
||||||
|
.scard .salloc{font-size:9px;color:var(--tx);margin-top:2px}
|
||||||
|
.scard .stag{font-size:8px;padding:2px 7px;border-radius:3px;font-weight:500;white-space:nowrap}
|
||||||
|
.scard .stag.run{background:rgba(34,197,94,.1);color:var(--gr)}
|
||||||
|
.scard .stag.idle{background:rgba(245,158,11,.1);color:var(--am)}
|
||||||
|
.scard .stag.maker{background:rgba(59,130,246,.1);color:var(--bl)}
|
||||||
|
.scard .stag.taker{background:rgba(239,68,68,.1);color:var(--rd)}
|
||||||
|
.scard .spnl{font-family:var(--m);font-size:20px;font-weight:700;margin-bottom:6px}
|
||||||
|
.scard .spnl.up{color:var(--gr)}.scard .spnl.dn{color:var(--rd)}
|
||||||
|
.scard .smeta{display:flex;gap:12px;font-size:9px;color:var(--tx);flex-wrap:wrap}
|
||||||
|
|
||||||
|
/* Detail panel */
|
||||||
|
.detail-overlay{position:fixed;top:0;left:0;right:0;bottom:0;background:rgba(0,0,0,.6);z-index:200;display:none}
|
||||||
|
.detail-overlay.on{display:flex;align-items:flex-start;justify-content:center;padding-top:40px}
|
||||||
|
.detail-panel{background:var(--bg);border:1px solid var(--ln);border-radius:12px;width:95%;max-width:1100px;max-height:85vh;overflow-y:auto;box-shadow:0 20px 60px rgba(0,0,0,.5)}
|
||||||
|
.detail-header{position:sticky;top:0;background:var(--srf);padding:16px 20px;border-bottom:1px solid var(--ln);display:flex;align-items:center;justify-content:space-between;z-index:5}
|
||||||
|
.detail-header h2{font-size:16px;font-weight:700}
|
||||||
|
.close-btn{background:none;border:1px solid var(--ln);color:var(--hi);padding:6px 14px;border-radius:6px;cursor:pointer;font-size:12px;font-family:var(--f);transition:all .15s}
|
||||||
|
.close-btn:hover{background:var(--hr)}
|
||||||
|
.detail-body{padding:20px}
|
||||||
|
.main-chart{width:100%;height:220px;margin:8px 0 0;border-radius:var(--ra);overflow:hidden;background:rgba(0,0,0,.25)}
|
||||||
|
.detail-body .chart-wrap{width:100%;height:280px;margin-bottom:16px;border-radius:var(--ra);overflow:hidden}
|
||||||
|
.detail-stats{display:grid;grid-template-columns:repeat(6,1fr);gap:8px;margin-bottom:16px}
|
||||||
|
.detail-section{margin-bottom:20px}
|
||||||
|
.detail-section h4{font-size:11px;font-weight:600;color:var(--tx);text-transform:uppercase;letter-spacing:.5px;margin-bottom:10px;padding-bottom:6px;border-bottom:1px solid var(--ln)}
|
||||||
|
.trade-table{width:100%;border-collapse:collapse;font-family:var(--m)}
|
||||||
|
.trade-table th{font-size:9px;font-weight:600;color:var(--tx);text-transform:uppercase;text-align:left;padding:8px 10px;border-bottom:1px solid var(--ln)}
|
||||||
|
.trade-table td{font-size:11px;padding:7px 10px;border-bottom:1px solid rgba(255,255,255,.02);color:var(--hi)}
|
||||||
|
.trade-table td.reason{font-size:10px;color:var(--tx);max-width:250px;white-space:nowrap;overflow:hidden;text-overflow:ellipsis;font-family:var(--f)}
|
||||||
|
.green{color:var(--gr)}.red{color:var(--rd)}
|
||||||
|
.desc-text{font-size:12px;color:var(--tx);line-height:1.6;padding:12px;background:var(--srf);border-radius:var(--ra);border:1px solid var(--ln);margin-bottom:16px}
|
||||||
|
|
||||||
|
/* Footer */
|
||||||
|
footer{text-align:center;padding:30px;font-size:10px;color:#2a2a35}
|
||||||
|
footer a{color:#3f3f4a;text-decoration:none}footer a:hover{color:var(--tx)}
|
||||||
|
|
||||||
|
/* Risk Analytics panel — collapsible */
|
||||||
|
.risk-wrap{max-width:1440px;margin:0 auto 20px;padding:0 24px}
|
||||||
|
.risk-toggle{display:flex;align-items:center;gap:8px;cursor:pointer;background:none;border:1px solid var(--ln);border-radius:var(--ra);color:var(--tx);font-family:var(--f);font-size:11px;font-weight:600;padding:10px 16px;text-transform:uppercase;letter-spacing:.5px;transition:all .15s}
|
||||||
|
.risk-toggle:hover{color:var(--hi);border-color:var(--hr)}
|
||||||
|
.risk-toggle .arrow{display:inline-block;transition:transform .2s;font-size:10px}
|
||||||
|
.risk-toggle.open .arrow{transform:rotate(90deg)}
|
||||||
|
.risk-panel{display:none;background:var(--srf);border:1px solid var(--ln);border-radius:var(--ra);padding:16px;margin-top:8px}
|
||||||
|
.risk-panel.show{display:block}
|
||||||
|
.risk-corr{font-family:var(--m);font-size:10px;color:var(--tx);line-height:1.8;margin-top:12px;padding:10px;background:rgba(0,0,0,.2);border-radius:6px;max-height:200px;overflow-y:auto}
|
||||||
|
.risk-corr .corr-high{color:var(--rd)}
|
||||||
|
.risk-corr .corr-med{color:var(--am)}
|
||||||
|
.risk-corr .corr-low{color:var(--tx)}
|
||||||
|
|
||||||
|
@media(max-width:768px){
|
||||||
|
.topbar{padding:10px 14px;flex-direction:column;align-items:flex-start}
|
||||||
|
.tabs{padding:0 14px;top:88px;overflow-x:auto;white-space:nowrap}
|
||||||
|
.main-wrap{padding:12px 14px}
|
||||||
|
.stats-row{grid-template-columns:repeat(3,1fr)}.sgrid{grid-template-columns:1fr 1fr}
|
||||||
|
.detail-stats{grid-template-columns:repeat(3,1fr)}
|
||||||
|
.portfolio .pnl{font-size:22px}
|
||||||
|
}
|
||||||
|
@media(max-width:380px){.stats-row{grid-template-columns:repeat(2,1fr)}.sgrid{grid-template-columns:1fr}}
|
||||||
|
</style>
|
||||||
|
</head>
|
||||||
|
<body>
|
||||||
|
<!-- Top bar -->
|
||||||
|
<div class="topbar">
|
||||||
|
<div style="display:flex;align-items:center;gap:10px">
|
||||||
|
<span class="status-dot" id="sdot"></span><div><h1>FTDT Quant Lab<span>Professional Quant Dashboard</span></h1></div>
|
||||||
|
</div>
|
||||||
|
<div class="portfolio">
|
||||||
|
<div style="font-size:9px;color:var(--tx);text-transform:uppercase;letter-spacing:.5px">Portfolio Equity</div>
|
||||||
|
<div class="pnl" id="stpnl">$0.00</div>
|
||||||
|
<div class="sub" id="stpct">—</div>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
<!-- Tabs -->
|
||||||
|
<div class="tabs">
|
||||||
|
<button class="tab on" id="tl-live" onclick="switchTab('live')">Live<span class="badge test">Testnet</span></button>
|
||||||
|
<button class="tab" id="tl-paper" onclick="switchTab('paper')">Paper<span class="badge main">$100K Mainnet</span></button>
|
||||||
|
<button class="tab" id="tl-backtest" onclick="switchTab('backtest')">Backtest</button>
|
||||||
|
<button class="tab" id="tl-historical" onclick="switchTab('historical')">Historical<span class="badge main">Real Data</span></button>
|
||||||
|
</div>
|
||||||
|
<!-- Main -->
|
||||||
|
<div class="main-wrap">
|
||||||
|
<div class="panel show" id="pnl-live">
|
||||||
|
<div class="stats-row" id="live-stats"></div>
|
||||||
|
<div class="sgrid" id="live-sgrid"></div>
|
||||||
|
<div class="chart-wrap main-chart" id="chart-live-wrap"><div id="chart-live"></div></div>
|
||||||
|
</div>
|
||||||
|
<div class="panel" id="pnl-paper">
|
||||||
|
<div class="stats-row" id="paper-stats"></div>
|
||||||
|
<div class="sgrid" id="paper-sgrid"></div>
|
||||||
|
<div class="chart-wrap main-chart" id="chart-paper-wrap"><div id="chart-paper"></div></div>
|
||||||
|
</div>
|
||||||
|
<div class="panel" id="pnl-backtest">
|
||||||
|
<div class="sgrid" id="bt-sgrid"></div>
|
||||||
|
</div>
|
||||||
|
<div class="panel" id="pnl-historical">
|
||||||
|
<div class="sgrid" id="hist-sgrid"></div>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
<!-- Risk Analytics -->
|
||||||
|
<div class="risk-wrap">
|
||||||
|
<button class="risk-toggle" onclick="toggleRisk()" id="risk-btn"><span class="arrow">▶</span> Risk Analytics</button>
|
||||||
|
<div class="risk-panel" id="risk-panel">
|
||||||
|
<div class="stats-row" id="risk-stats" style="margin-bottom:12px"></div>
|
||||||
|
<div class="risk-corr" id="risk-corr"></div>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
</div>
|
||||||
|
|
||||||
|
<footer><a href="https://git.ftdt.io/rams/ftdt-quant-lab" target="_blank">rams/ftdt-quant-lab</a> · 12 strategies · $100K paper · Hyperliquid</footer>
|
||||||
|
|
||||||
|
<!-- Detail Overlay -->
|
||||||
|
<div class="detail-overlay" id="detail-overlay" onclick="event.target===this&&closeDetail()">
|
||||||
|
<div class="detail-panel" id="detail-panel">
|
||||||
|
<div class="detail-header">
|
||||||
|
<h2 id="det-name">Strategy Detail</h2>
|
||||||
|
<div style="display:flex;align-items:center;gap:8px;flex-wrap:wrap">
|
||||||
|
<label id="fee-toggle-wrap" style="display:none;font-size:11px;color:var(--tx);cursor:pointer;user-select:none">
|
||||||
|
<input type="checkbox" id="fee-toggle" checked onchange="toggleFees()" style="cursor:pointer;margin-right:4px">Inc. fees
|
||||||
|
</label>
|
||||||
|
<select id="fee-tier-sel" style="display:none;font-size:10px;background:var(--srf);color:var(--hi);border:1px solid var(--ln);border-radius:4px;padding:3px 6px;font-family:var(--f)" onchange="onFeeTierChange()">
|
||||||
|
<option value="0">Tier 0 (0.045/0.015%)</option>
|
||||||
|
<option value="1">Tier 1 — >$5M (0.040/0.012%)</option>
|
||||||
|
<option value="2">Tier 2 — >$25M (0.035/0.008%)</option>
|
||||||
|
<option value="3">Tier 3 — >$100M (0.030/0.004%)</option>
|
||||||
|
<option value="4">Tier 4 — >$500M (0.028/0.000%)</option>
|
||||||
|
<option value="5">Tier 5 — >$2B (0.026/0.000%)</option>
|
||||||
|
<option value="6">Tier 6 — >$7B (0.024/0.000%)</option>
|
||||||
|
</select>
|
||||||
|
<select id="stake-tier-sel" style="display:none;font-size:10px;background:var(--srf);color:var(--hi);border:1px solid var(--ln);border-radius:4px;padding:3px 6px;font-family:var(--f)" onchange="onFeeTierChange()">
|
||||||
|
<option value="none">No Stake</option>
|
||||||
|
<option value="wood">Wood (×0.95)</option>
|
||||||
|
<option value="bronze">Bronze (×0.90)</option>
|
||||||
|
<option value="silver">Silver (×0.85)</option>
|
||||||
|
<option value="gold">Gold (×0.80)</option>
|
||||||
|
<option value="platinum">Platinum (×0.70)</option>
|
||||||
|
<option value="diamond">Diamond (×0.60)</option>
|
||||||
|
</select>
|
||||||
|
<a id="dl-csv" href="#" style="display:none;font-size:11px;color:var(--bl);text-decoration:none;padding:4px 10px;border:1px solid var(--ln);border-radius:5px" download>↓ CSV</a>
|
||||||
|
<button class="close-btn" onclick="closeDetail()">✕ Close</button>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
<div class="detail-body">
|
||||||
|
<div class="desc-text" id="det-desc"></div>
|
||||||
|
<div class="detail-stats" id="det-stats"></div>
|
||||||
|
<div class="chart-wrap" id="det-chart-wrap"><div id="det-chart"></div></div>
|
||||||
|
<div class="detail-section"><h4>Trade History</h4>
|
||||||
|
<div style="overflow-x:auto"><table class="trade-table"><thead><tr><th>Time</th><th>Side</th><th>Size</th><th>Price</th><th>PnL</th><th>Fee</th><th>Reason / Signal</th></tr></thead><tbody id="det-trades"></tbody></table></div></div>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
<script>
|
||||||
|
// ═══════════ State ═══════════
|
||||||
|
var currentTab='live', lastData=null, lastPaper=null, lastBT=null, lastBTFull=null, feeOn=true;
|
||||||
|
var STRAT_COLORS=['#22c55e','#3b82f6','#a855f7','#f59e0b','#ef4444','#06b6d4','#ec4899','#84cc16','#6366f1','#14b8a6','#f97316','#8b5cf6'];
|
||||||
|
|
||||||
|
// ═══════════ Chart for detail view ═══════════
|
||||||
|
var detChart=null, detSer=null;
|
||||||
|
|
||||||
|
// ═══════════ Main area charts ═══════════
|
||||||
|
var chartLive=null, serLive=null, chartPaper=null, serPaper=null;
|
||||||
|
function initMainCharts(){
|
||||||
|
[{el:'chart-live',ch:'chartLive',sr:'serLive'},{el:'chart-paper',ch:'chartPaper',sr:'serPaper'}].forEach(function(c){
|
||||||
|
var el=document.getElementById(c.el);if(!el)return;
|
||||||
|
el.style.width='100%';el.style.height='220px';
|
||||||
|
window[c.ch]=LightweightCharts.createChart(el,{
|
||||||
|
layout:{background:{color:'transparent'},textColor:'#a0a0b0'},
|
||||||
|
grid:{vertLines:{color:'rgba(255,255,255,.02)'},horzLines:{color:'rgba(255,255,255,.03)'}},
|
||||||
|
rightPriceScale:{borderColor:'rgba(255,255,255,.08)',autoScale:true},
|
||||||
|
timeScale:{borderColor:'rgba(255,255,255,.08)',timeVisible:false},
|
||||||
|
crosshair:{mode:0},width:el.offsetWidth,height:220
|
||||||
|
});
|
||||||
|
window[c.sr]=window[c.ch].addAreaSeries({lineColor:'#3b82f6',topColor:'rgba(59,130,246,.15)',bottomColor:'rgba(59,130,246,.02)',lineWidth:2});
|
||||||
|
});
|
||||||
|
}
|
||||||
|
function pushEquity(chart,ser,data){
|
||||||
|
if(!chart||!ser||!data||!data.length)return;
|
||||||
|
var pts=[];
|
||||||
|
for(var i=0;i<data.length;i++){
|
||||||
|
var t=data[i].t||data[i].time||data[i][0];
|
||||||
|
var v=data[i].v||data[i].value||data[i].equity||data[i][1];
|
||||||
|
if(typeof t==='number'){
|
||||||
|
if(t>1e12)t=Math.floor(t/1000);
|
||||||
|
pts.push({time:t,value:v});
|
||||||
|
}
|
||||||
|
}
|
||||||
|
if(pts.length>0){ser.setData(pts);chart.timeScale().fitContent()}
|
||||||
|
}
|
||||||
|
function initDetChart(){
|
||||||
|
var el=document.getElementById('det-chart');
|
||||||
|
if(!el)return;
|
||||||
|
el.style.width='100%'; el.style.height='280px';
|
||||||
|
detChart=LightweightCharts.createChart(el,{
|
||||||
|
layout:{background:{color:'transparent'},textColor:'#d4d4e0'},
|
||||||
|
grid:{vertLines:{color:'rgba(255,255,255,.03)'},horzLines:{color:'rgba(255,255,255,.03)'}},
|
||||||
|
rightPriceScale:{borderColor:'rgba(255,255,255,.08)'},
|
||||||
|
timeScale:{borderColor:'rgba(255,255,255,.08)',timeVisible:true},
|
||||||
|
crosshair:{mode:0},width:el.offsetWidth,height:280
|
||||||
|
});
|
||||||
|
detSer=detChart.addAreaSeries({lineColor:'#3b82f6',topColor:'rgba(59,130,246,.15)',bottomColor:'rgba(59,130,246,.02)',lineWidth:2});
|
||||||
|
}
|
||||||
|
|
||||||
|
// ═══════════ Tab switching ═══════════
|
||||||
|
function switchTab(t){
|
||||||
|
currentTab=t;
|
||||||
|
['live','paper','backtest','historical'].forEach(function(x){document.getElementById('tl-'+x).className=t===x?'tab on':'tab'});
|
||||||
|
document.getElementById('pnl-live').className=t==='live'?'panel show':'panel';
|
||||||
|
document.getElementById('pnl-paper').className=t==='paper'?'panel show':'panel';
|
||||||
|
document.getElementById('pnl-backtest').className=t==='backtest'?'panel show':'panel';
|
||||||
|
document.getElementById('pnl-historical').className=t==='historical'?'panel show':'panel';
|
||||||
|
if(t==='live'&&lastData)renLive(lastData);
|
||||||
|
if(t==='paper'&&lastPaper)renPaper(lastPaper);
|
||||||
|
if(t==='backtest')loadBT();
|
||||||
|
if(t==='historical')loadHistBT();
|
||||||
|
}
|
||||||
|
|
||||||
|
// ═══════════ Render strategy cards ═══════════
|
||||||
|
function renCards(sgridId,ss,baseEq,tab,statsRowId){
|
||||||
|
var keys=Object.keys(ss),totalPnl=0,trades=0,fees=0,active=0;
|
||||||
|
for(var i=0;i<keys.length;i++){var s=ss[keys[i]];totalPnl+=s.pnl||0;trades+=s.trades_today||0;fees+=s.fee_paid||0;if(s.status==='running')active++}
|
||||||
|
if(statsRowId){
|
||||||
|
document.getElementById(statsRowId).innerHTML='<div class="stat"><div class="lbl">Equity</div><div class="val">$'+((baseEq||0)+totalPnl).toFixed(0)+'</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">PnL</div><div class="val '+(totalPnl>=0?'up':'dn')+'">'+(totalPnl>=0?'+':'')+'$'+Math.abs(totalPnl).toFixed(2)+'</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">Trades</div><div class="val">'+trades+'</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">Fees</div><div class="val dn">$'+fees.toFixed(2)+'</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">Active</div><div class="val">'+active+'/'+keys.length+'</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">Alloc</div><div class="val">$'+(keys[0]?ss[keys[0]].allocation||0:0)+'k/strat</div></div>';
|
||||||
|
}
|
||||||
|
var h='';
|
||||||
|
for(var k=0;k<keys.length;k++){
|
||||||
|
var name=keys[k],s=ss[name],sp=s.pnl||0,cls=sp>=0?'up':'dn',pStr=(sp>=0?'+':'')+'$'+Math.abs(sp).toFixed(2);
|
||||||
|
var fm=s.fee_model||'taker';
|
||||||
|
h+='<div class="scard" onclick="openDetail(\''+name+'\',\''+tab+'\')" id="scard-'+tab+'-'+name.replace(/\s/g,'_')+'">'+
|
||||||
|
'<div class="sh"><div><div class="sname">'+name+'</div><div class="salloc">$'+s.allocation+' · '+s.type+'</div></div>'+
|
||||||
|
'<div><span class="stag '+(s.status==='running'?'run':'idle')+'">'+(s.status==='running'?'RUNNING':'IDLE')+'</span>'+
|
||||||
|
'<span class="stag '+fm+'">'+fm.toUpperCase()+'</span></div></div>'+
|
||||||
|
'<div class="spnl '+cls+'">'+pStr+'</div>'+
|
||||||
|
'<div class="smeta"><span>PnL: <b class="'+(sp>=0?'green':'red')+'">'+(s.pnl_pct>=0?'+':'')+(s.pnl_pct||0).toFixed(2)+'%</b></span><span>Trades: <b>'+(s.trades_today||0)+'</b></span><span>Win: <b>'+Math.round((s.win_rate||0)*100)+'%</b></span><span>Pos: <b>'+(s.position||0).toFixed(4)+'</b></span></div>'+
|
||||||
|
'</div>';
|
||||||
|
}
|
||||||
|
document.getElementById(sgridId).innerHTML=h;
|
||||||
|
}
|
||||||
|
|
||||||
|
// ═══════════ Fee toggle ═══════════
|
||||||
|
var currentBTName=null;
|
||||||
|
function toggleFees(){
|
||||||
|
feeOn=document.getElementById('fee-toggle').checked;
|
||||||
|
if(lastBTFull){renderBTDetail(lastBTFull)}
|
||||||
|
}
|
||||||
|
function onFeeTierChange(){
|
||||||
|
if(!currentBTName)return;
|
||||||
|
var ft=document.getElementById('fee-tier-sel').value;
|
||||||
|
var st=document.getElementById('stake-tier-sel').value;
|
||||||
|
document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">Recalculating with '+document.getElementById('fee-tier-sel').selectedOptions[0].text+'…</td></tr>';
|
||||||
|
fetch('/cv/api/backtest/'+encodeURIComponent(currentBTName)+'/recalc?fee_tier='+ft+'&staking_tier='+st)
|
||||||
|
.then(function(r){return r.json()}).then(function(full){
|
||||||
|
lastBTFull=full; renderBTDetail(full);
|
||||||
|
}).catch(function(e){
|
||||||
|
document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--rd);padding:20px">Recalc failed: '+e.message+'</td></tr>';
|
||||||
|
});
|
||||||
|
}
|
||||||
|
|
||||||
|
// ═══════════ Render backtest detail with fee toggle ──
|
||||||
|
function renderBTDetail(full){
|
||||||
|
var pnl=feeOn?(full.pnl_net||full.pnl||0):(full.pnl_gross||full.pnl||0);
|
||||||
|
var pnlPct=feeOn?(full.pnl_net_pct||full.pnl_pct||0):(full.pnl_gross_pct||full.pnl_pct||0);
|
||||||
|
var fees=full.fees_total||0;
|
||||||
|
var strat=full.strategy||'';
|
||||||
|
document.getElementById('det-name').textContent=strat+(feeOn?' (net of fees)':' (gross, no fees)');
|
||||||
|
document.getElementById('det-desc').textContent=strat+' — '+full.num_periods+' periods, '+full.total_trades+' trades, fees $'+fees.toFixed(2)+', fee model: '+(full.fee_model||'taker');
|
||||||
|
document.getElementById('det-stats').innerHTML=
|
||||||
|
'<div class="stat"><div class="lbl">'+(feeOn?'Net PnL':'Gross PnL')+'</div><div class="val '+(pnlPct>=0?'up':'dn')+'">'+(pnlPct>=0?'+':'')+pnlPct.toFixed(2)+'%</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">Sharpe</div><div class="val">'+(full.sharpe||0).toFixed(2)+'</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">Sortino</div><div class="val">'+(full.sortino||0).toFixed(2)+'</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">Max DD</div><div class="val dn">'+(full.max_dd*100).toFixed(2)+'%</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">Win Rate</div><div class="val">'+Math.round((full.win_rate||0)*100)+'%</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">Fees</div><div class="val '+(feeOn?'dn':'')+'">$'+fees.toFixed(2)+(feeOn?'':' (excl)')+'</div></div>';
|
||||||
|
// Equity chart
|
||||||
|
if(!detChart)initDetChart();
|
||||||
|
var pts=[],curve=full.equity_curve||[];
|
||||||
|
for(var i=0;i<curve.length;i++){if(curve[i]&&curve[i].t)var ct=curve[i].t;if(typeof ct==="string")ct=Math.floor(new Date(ct).getTime()/1000);pts.push({time:ct,value:curve[i].v})}
|
||||||
|
if(pts.length>0){detSer.setData(pts);detChart.timeScale().fitContent();setTimeout(function(){if(detChart){detChart.timeScale().fitContent();detChart.applyOptions({width:document.getElementById('det-chart').offsetWidth,height:280})}},250)}
|
||||||
|
// Trades table (show pnl_net or pnl_gross based on toggle)
|
||||||
|
var trows='',tlist=full.trades||[];
|
||||||
|
for(var j=Math.max(0,tlist.length-100);j<tlist.length;j++){
|
||||||
|
var t=tlist[j];
|
||||||
|
var tp=feeOn?(t.pnl_net||t.pnl||0):(t.pnl_gross||t.pnl||0);
|
||||||
|
var tf=t.fee||0;
|
||||||
|
var tside=(t.side||'').toUpperCase();
|
||||||
|
trows+='<tr><td>'+(t.time||'').substr(0,16)+'</td><td class="'+(tside.indexOf('BUY')>=0?'green':'red')+'">'+tside+'</td><td>'+t.size+'</td><td>$'+(t.price||0).toFixed(1)+'</td><td class="'+(tp>=0?'green':'red')+'">'+(tp>=0?'+':'')+'$'+Math.abs(tp).toFixed(4)+'</td><td class="'+(tf>0?'red':'')+'">$'+tf.toFixed(4)+'</td><td class="reason">—</td></tr>';
|
||||||
|
}
|
||||||
|
document.getElementById('det-trades').innerHTML=trows||'<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">No trades recorded</td></tr>';
|
||||||
|
setTimeout(function(){if(detChart)detChart.applyOptions({width:document.getElementById('det-chart').offsetWidth,height:280})},300);
|
||||||
|
}
|
||||||
|
|
||||||
|
// ═══════════ Open strategy detail ═══════════
|
||||||
|
function openDetail(name,tab){
|
||||||
|
document.getElementById('detail-overlay').classList.add('on');
|
||||||
|
document.getElementById('det-name').textContent=name;
|
||||||
|
var ss=null, equity={}, trades=[];
|
||||||
|
if(tab==='paper'&&lastPaper){
|
||||||
|
ss=lastPaper.strategies||{}; equity=lastPaper.strategy_equity||{};
|
||||||
|
trades=(lastPaper.per_strategy_trades||{})[name]||[];
|
||||||
|
} else if(tab==='live'&&lastData){
|
||||||
|
ss=lastData.strategies||{};
|
||||||
|
// Live node doesn't send per-strategy equity — use overall equity_history
|
||||||
|
equity=lastData.equity_history||[];
|
||||||
|
// Filter trades by strategy name
|
||||||
|
var allTrades=lastData.trades||[];
|
||||||
|
trades=allTrades.filter(function(t){return t.strategy===name||t.id===name});
|
||||||
|
} else if(tab==='backtest'&&lastBT&&lastBT[name]){
|
||||||
|
var b=lastBT[name];
|
||||||
|
currentBTName=b.name;
|
||||||
|
document.getElementById('fee-toggle-wrap').style.display='inline';
|
||||||
|
document.getElementById('fee-toggle').checked=true; feeOn=true;
|
||||||
|
document.getElementById('fee-tier-sel').style.display='inline';
|
||||||
|
document.getElementById('stake-tier-sel').style.display='inline';
|
||||||
|
document.getElementById('dl-csv').style.display='inline';
|
||||||
|
document.getElementById('dl-csv').href='/cv/api/backtest/'+encodeURIComponent(b.name)+'/csv';
|
||||||
|
document.getElementById('det-desc').textContent='';
|
||||||
|
document.getElementById('det-stats').innerHTML='<div class="stat"><div class="lbl">Loading</div><div class="val">…</div></div>';
|
||||||
|
if(detSer)detSer.setData([]);
|
||||||
|
document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">Loading full trade data…</td></tr>';
|
||||||
|
fetch('/cv/api/backtest/'+encodeURIComponent(b.name)).then(function(r){return r.json()}).then(function(full){
|
||||||
|
lastBTFull=full; renderBTDetail(full);
|
||||||
|
}).catch(function(e){
|
||||||
|
document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--rd);padding:20px">Failed to load: '+e.message+'</td></tr>';
|
||||||
|
});
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
var s=ss?ss[name]:null;
|
||||||
|
if(!s){closeDetail();return}
|
||||||
|
|
||||||
|
// Description
|
||||||
|
document.getElementById('det-desc').textContent=s.description||'No description available.';
|
||||||
|
|
||||||
|
// Stats
|
||||||
|
var sp=s.pnl||0;
|
||||||
|
document.getElementById('det-stats').innerHTML='<div class="stat"><div class="lbl">PnL</div><div class="val '+(sp>=0?'up':'dn')+'">'+(sp>=0?'+':'')+'$'+Math.abs(sp).toFixed(4)+'</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">PnL%</div><div class="val '+(sp>=0?'up':'dn')+'">'+(s.pnl_pct>=0?'+':'')+(s.pnl_pct||0).toFixed(2)+'%</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">Trades</div><div class="val">'+(s.trades_today||0)+'</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">Win Rate</div><div class="val">'+Math.round((s.win_rate||0)*100)+'%</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">Fees Paid</div><div class="val dn">$'+(s.fee_paid||0).toFixed(4)+'</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">Position</div><div class="val">'+(s.position||0).toFixed(4)+'</div></div>';
|
||||||
|
|
||||||
|
// Equity chart
|
||||||
|
if(!detChart)initDetChart();
|
||||||
|
var eqData=Array.isArray(equity)?equity:(equity[name]||[]);
|
||||||
|
if(eqData.length>0){
|
||||||
|
var pts=[];for(var i=0;i<eqData.length;i++){if(eqData[i]&&eqData[i].t){var edt=eqData[i].t;if(typeof edt==='string')edt=Math.floor(new Date(edt).getTime()/1000);pts.push({time:edt,value:eqData[i].v})}}
|
||||||
|
detSer.setData(pts);detChart.timeScale().fitContent();
|
||||||
|
}
|
||||||
|
|
||||||
|
// Trades
|
||||||
|
var rows='';
|
||||||
|
for(var j=Math.max(0,trades.length-50);j<trades.length;j++){
|
||||||
|
var t=trades[j],tp=t.pnl||0;
|
||||||
|
rows+='<tr><td>'+t.time+'</td><td class="'+(t.side==='BUY'?'green':'red')+'">'+t.side+'</td><td>'+t.size+'</td><td>$'+t.price+'</td><td class="'+(tp>=0?'green':'red')+'">'+(tp>=0?'+':'')+'$'+Math.abs(tp).toFixed(4)+'</td><td class="red">$'+(t.fee||0).toFixed(4)+'</td><td class="reason" title="'+t.reason+'">'+(t.reason||'—')+'</td></tr>';
|
||||||
|
}
|
||||||
|
document.getElementById('det-trades').innerHTML=rows||'<tr><td colspan="7" style="text-align:center;color:var(--tx);padding:20px">No trades yet</td></tr>';
|
||||||
|
|
||||||
|
// Resize chart
|
||||||
|
setTimeout(function(){if(detChart){detChart.applyOptions({width:document.getElementById('det-chart').offsetWidth,height:280});detChart.timeScale().fitContent()}},300);
|
||||||
|
}
|
||||||
|
|
||||||
|
function closeDetail(){document.getElementById('detail-overlay').classList.remove('on');document.getElementById('fee-toggle-wrap').style.display='none';document.getElementById('fee-tier-sel').style.display='none';document.getElementById('stake-tier-sel').style.display='none';document.getElementById('dl-csv').style.display='none';lastBTFull=null;currentBTName=null}
|
||||||
|
document.addEventListener('keydown',function(e){if(e.key==='Escape')closeDetail()});
|
||||||
|
|
||||||
|
// ═══════════ WebSocket + render ═══════════
|
||||||
|
var ws,wsPaper;
|
||||||
|
function connect(){
|
||||||
|
if(ws)try{ws.close()}catch(e){}
|
||||||
|
ws=new WebSocket((location.protocol==='https:'?'wss:':'ws:')+'//'+location.host+'/cv/ws');
|
||||||
|
ws.onopen=function(){document.getElementById('sdot').className='status-dot'};
|
||||||
|
ws.onclose=function(){document.getElementById('sdot').className='status-dot off';setTimeout(connect,5000)};
|
||||||
|
ws.onmessage=function(e){try{lastData=JSON.parse(e.data)}catch(ex){return};if(currentTab==='live')renLive(lastData)};
|
||||||
|
if(wsPaper)try{wsPaper.close()}catch(e){}
|
||||||
|
wsPaper=new WebSocket((location.protocol==='https:'?'wss:':'ws:')+'//'+location.host+'/cv/ws/paper');
|
||||||
|
wsPaper.onmessage=function(e){try{lastPaper=JSON.parse(e.data)}catch(ex){return};if(currentTab==='paper')renPaper(lastPaper)};
|
||||||
|
}
|
||||||
|
|
||||||
|
function renLive(d){if(!d)return;var p=d.total_pnl||0;document.getElementById('stpnl').textContent=(p>=0?'+':'')+'$'+Math.abs(p).toFixed(2);document.getElementById('stpnl').className='pnl '+(p>=0?'up':'dn');document.getElementById('stpct').textContent='Testnet · Equity: $'+((d.base_equity||898)+p).toFixed(2);renCards("live-sgrid",d.strategies||{},d.base_equity||898,"live","live-stats");if(d.equity_history&&chartLive)pushEquity(chartLive,serLive,d.equity_history)}
|
||||||
|
function renPaper(d){if(!d)return;var p=d.total_pnl||0;document.getElementById('stpnl').textContent=(p>=0?'+':'')+'$'+Math.abs(p).toFixed(2);document.getElementById('stpnl').className='pnl '+(p>=0?'up':'dn');document.getElementById('stpct').textContent='Paper · '+d.total_equity+' · Regime: '+(d.regime||'—');renCards("paper-sgrid",d.strategies||{},d.base_equity||100000,"paper","paper-stats");if(d.equity_history&&chartPaper)pushEquity(chartPaper,serPaper,d.equity_history)}
|
||||||
|
|
||||||
|
// ═══════════ Backtests ═══════════
|
||||||
|
var lastBT={}, lastBTList=[];
|
||||||
|
function loadBT(){
|
||||||
|
fetch('/cv/api/backtests').then(function(r){return r.json()}).then(function(data){
|
||||||
|
lastBTList=data; lastBT={};
|
||||||
|
// Keep latest backtest per strategy (sorted by time desc — first wins)
|
||||||
|
for(var i=0;i<data.length;i++){var b=data[i];if(!lastBT[b.strategy])lastBT[b.strategy]=b;}
|
||||||
|
var h='';
|
||||||
|
for(var s in lastBT){var b=lastBT[s];var pnl=b.pnl_pct||0;
|
||||||
|
h+='<div class=\"scard\" onclick=\"openDetail(\''+s+'\',\'backtest\')\"><div class=\"sh\"><div><div class=\"sname\">'+s+'</div><div class=\"salloc\">30-day · $100</div></div><span class=\"stag run\">BACKTEST</span></div><div class=\"spnl '+(pnl>=0?'up':'dn')+'\">'+(pnl>=0?'+':'')+pnl.toFixed(2)+'%</div><div class=\"smeta\"><span>Sharpe: <b>'+b.sharpe.toFixed(2)+'</b></span><span>DD: <b class=\"red\">'+(b.max_dd*100).toFixed(2)+'%</b></span><span>Win: <b>'+Math.round(b.win_rate*100)+'%</b></span></div></div>';
|
||||||
|
}
|
||||||
|
document.getElementById('bt-sgrid').innerHTML=h||'<div style=\"padding:20px;color:var(--tx)\">No backtests.</div>';
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
// ═══════════ Historical backtests ═══════════
|
||||||
|
var lastHist={};
|
||||||
|
function loadHistBT(){
|
||||||
|
fetch('/cv/api/backtests/historical').then(function(r){return r.json()}).then(function(data){
|
||||||
|
lastHist={};
|
||||||
|
for(var i=0;i<data.length;i++){var b=data[i];if(!lastHist[b.strategy])lastHist[b.strategy]=b;}
|
||||||
|
var h='';
|
||||||
|
for(var s in lastHist){var b=lastHist[s];var pnl=b.pnl_pct||0;
|
||||||
|
h+='<div class="scard" data-strat="'+s+'" onclick="openHistDetail(this.dataset.strat)"><div class="sh"><div><div class="sname">'+s+'</div><div class="salloc">30d '+b.coin+' · Mainnet</div></div><span class="stag run">REAL DATA</span></div><div class="spnl '+(pnl>=0?'up':'dn')+'">'+(pnl>=0?'+':'')+pnl.toFixed(2)+'%</div><div class="smeta"><span>Sharpe: <b>'+b.sharpe.toFixed(2)+'</b></span><span>DD: <b class="red">'+(b.max_dd*100).toFixed(2)+'%</b></span><span>Win: <b>'+Math.round(b.win_rate*100)+'%</b></span></div></div>';
|
||||||
|
}
|
||||||
|
document.getElementById('hist-sgrid').innerHTML=h||'<div style="padding:20px;color:var(--tx)">No historical backtests. Run: python backtests/historical_runner.py --coin BTC --strategy all</div>';
|
||||||
|
})
|
||||||
|
}
|
||||||
|
function openHistDetail(strat){
|
||||||
|
var b=lastHist[strat];if(!b)return;
|
||||||
|
document.getElementById('detail-overlay').classList.add('on');
|
||||||
|
document.getElementById('fee-toggle-wrap').style.display='inline';
|
||||||
|
document.getElementById('fee-tier-sel').style.display='inline';
|
||||||
|
document.getElementById('stake-tier-sel').style.display='inline';
|
||||||
|
document.getElementById('dl-csv').style.display='none';
|
||||||
|
document.getElementById('fee-toggle').checked=true; feeOn=true; currentBTName=b.name;
|
||||||
|
document.getElementById('det-name').textContent=strat+' (Historical '+b.coin+')';
|
||||||
|
fetch('/cv/api/backtest/historical/'+encodeURIComponent(b.name)).then(function(r){return r.json()}).then(function(full){
|
||||||
|
lastBTFull=full; renderBTDetail(full);
|
||||||
|
}).catch(function(e){
|
||||||
|
document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--rd);padding:20px">Failed: '+e.message+'</td></tr>';
|
||||||
|
});
|
||||||
|
}
|
||||||
|
|
||||||
|
// ═══════════ Init ═══════════
|
||||||
|
initDetChart();initMainCharts();connect();loadBT();loadHistBT();
|
||||||
|
// ═══════════ Risk Analytics ═══════════
|
||||||
|
function toggleRisk(){
|
||||||
|
var p=document.getElementById('risk-panel'),b=document.getElementById('risk-btn');
|
||||||
|
p.classList.toggle('show');b.classList.toggle('open');
|
||||||
|
if(p.classList.contains('show')&&!p.dataset.loaded){loadRisk();p.dataset.loaded='1'}
|
||||||
|
}
|
||||||
|
function loadRisk(){
|
||||||
|
fetch('/cv/api/risk').then(function(r){return r.json()}).then(function(d){
|
||||||
|
if(d.error){document.getElementById('risk-stats').innerHTML='<div style="color:var(--tx);padding:8px">'+d.error+'</div>';return}
|
||||||
|
var pf=d.portfolio||{};
|
||||||
|
document.getElementById('risk-stats').innerHTML=
|
||||||
|
'<div class="stat"><div class="lbl">VaR 95%</div><div class="val dn">'+(pf.var_95*100).toFixed(2)+'%</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">CVaR 95%</div><div class="val dn">'+(pf.cvar_95*100).toFixed(2)+'%</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">Max DD</div><div class="val dn">'+(pf.max_drawdown*100).toFixed(2)+'%</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">Calmar</div><div class="val '+(pf.calmar_ratio>=0?'up':'dn')+'">'+pf.calmar_ratio.toFixed(2)+'</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">Sharpe</div><div class="val '+(pf.sharpe>=0?'up':'dn')+'">'+pf.sharpe.toFixed(2)+'</div></div>'+
|
||||||
|
'<div class="stat"><div class="lbl">Sortino</div><div class="val">'+pf.sortino.toFixed(2)+'</div></div>';
|
||||||
|
// Correlation summary
|
||||||
|
var cs=d.correlation_summary||[];
|
||||||
|
var ch='<div style="font-size:10px;color:var(--tx);text-transform:uppercase;letter-spacing:.5px;margin-bottom:6px">Strategy Correlations (|ρ| > 0.3)</div>';
|
||||||
|
if(cs.length===0){ch+='<span style="color:var(--tx)">No significant correlations found — strategies are well-diversified.</span>'}
|
||||||
|
else{for(var i=0;i<cs.length;i++){var c=cs[i],cls=c.level==='high'?'corr-high':'corr-med';ch+='<div><span class="'+cls+'">ρ='+(c.correlation>=0?'+':'')+c.correlation.toFixed(3)+'</span> '+c.pair+'</div>'}}
|
||||||
|
document.getElementById('risk-corr').innerHTML=ch;
|
||||||
|
// Mark loaded + store timestamp
|
||||||
|
window._riskLoaded=Date.now();
|
||||||
|
}).catch(function(e){document.getElementById('risk-stats').innerHTML='<div style="color:var(--rd);padding:8px">Failed: '+e.message+'</div>'})
|
||||||
|
}
|
||||||
|
// Auto-refresh risk panel when paper data updates (throttled to every 30s)
|
||||||
|
var _origRenPaper=renPaper;
|
||||||
|
renPaper=function(d){
|
||||||
|
_origRenPaper(d);
|
||||||
|
var p=document.getElementById('risk-panel');
|
||||||
|
if(p&&p.classList.contains('show')&&(!window._riskLoaded||Date.now()-window._riskLoaded>30000)){
|
||||||
|
loadRisk();
|
||||||
|
}
|
||||||
|
};
|
||||||
|
|
||||||
|
</script>
|
||||||
|
</body>
|
||||||
|
</html>
|
||||||
+58
-6
@@ -26,6 +26,7 @@ log = logging.getLogger("ftdt-quant")
|
|||||||
|
|
||||||
METRICS_FILE = "/tmp/ftdt-metrics.json"
|
METRICS_FILE = "/tmp/ftdt-metrics.json"
|
||||||
TESTNET_API = "https://api.hyperliquid-testnet.xyz/info"
|
TESTNET_API = "https://api.hyperliquid-testnet.xyz/info"
|
||||||
|
MAINNET_INFO = "https://api.hyperliquid.xyz/info"
|
||||||
TOTAL_EQUITY = 898.0
|
TOTAL_EQUITY = 898.0
|
||||||
RESERVE = 398.0
|
RESERVE = 398.0
|
||||||
MAKER_FEE = 0.0002
|
MAKER_FEE = 0.0002
|
||||||
@@ -42,6 +43,7 @@ STRATEGIES = {
|
|||||||
|
|
||||||
trades_log: list[dict] = []
|
trades_log: list[dict] = []
|
||||||
equity_history: list[dict] = []
|
equity_history: list[dict] = []
|
||||||
|
strategy_equity: dict[str, list] = {}
|
||||||
seen_fills: set[int] = set()
|
seen_fills: set[int] = set()
|
||||||
btc_prices: deque = deque(maxlen=60)
|
btc_prices: deque = deque(maxlen=60)
|
||||||
eth_prices: deque = deque(maxlen=60)
|
eth_prices: deque = deque(maxlen=60)
|
||||||
@@ -97,7 +99,9 @@ def write_metrics(addr):
|
|||||||
"total_equity":TOTAL_EQUITY+total_pnl,"base_equity":TOTAL_EQUITY,
|
"total_equity":TOTAL_EQUITY+total_pnl,"base_equity":TOTAL_EQUITY,
|
||||||
"total_pnl":total_pnl,"total_pnl_pct":total_pnl_pct,
|
"total_pnl":total_pnl,"total_pnl_pct":total_pnl_pct,
|
||||||
"reserve":RESERVE,"equity_history":equity_history[-600:],
|
"reserve":RESERVE,"equity_history":equity_history[-600:],
|
||||||
"strategies":STRATEGIES,"trades":trades_log[-200:],"status":"running"
|
"strategies":STRATEGIES,"trades":trades_log[-200:],"status":"running",
|
||||||
|
"strategy_equity":{k: v[-600:] for k,v in strategy_equity.items()},
|
||||||
|
"open_positions":[],"open_orders":[]
|
||||||
}
|
}
|
||||||
try:
|
try:
|
||||||
with open(METRICS_FILE,"w") as f: json.dump(data,f,default=str)
|
with open(METRICS_FILE,"w") as f: json.dump(data,f,default=str)
|
||||||
@@ -168,10 +172,48 @@ async def main():
|
|||||||
addr = client.get_user_address()
|
addr = client.get_user_address()
|
||||||
client.set_account_id("HYPERLIQUID-"+addr)
|
client.set_account_id("HYPERLIQUID-"+addr)
|
||||||
|
|
||||||
insts = await client.load_instrument_definitions(include_perps=True)
|
# Load instrument definitions — try testnet SDK first, fallback to raw APIs
|
||||||
perps = {str(i.id.symbol): i for i in insts if "PERP" in str(i.id.symbol)}
|
insts = []; perps = {}
|
||||||
for inst in perps.values(): client.cache_instrument(inst)
|
try:
|
||||||
btc_perp = perps["BTC-USD-PERP"]; eth_perp = perps["ETH-USD-PERP"]
|
insts = await client.load_instrument_definitions(include_perps=True)
|
||||||
|
perps = {str(i.id.symbol): i for i in insts if "PERP" in str(i.id.symbol)}
|
||||||
|
for inst in perps.values(): client.cache_instrument(inst)
|
||||||
|
except Exception as e:
|
||||||
|
log.warning(f"SDK instrument load failed: {e}")
|
||||||
|
# Fallback: load from raw API (mainnet) if SDK failed or returned empty
|
||||||
|
if not perps:
|
||||||
|
log.info("Loading perps from mainnet API directly...")
|
||||||
|
try:
|
||||||
|
meta_r = requests.post(MAINNET_INFO, json={"type":"meta"}, timeout=10)
|
||||||
|
meta = meta_r.json()
|
||||||
|
for asset in meta.get("universe", []):
|
||||||
|
name = asset.get("name", "")
|
||||||
|
if name:
|
||||||
|
# Build a minimal perp-like object for our purposes
|
||||||
|
perps[name] = type('Perp', (), {
|
||||||
|
'id': type('ID', (), {'symbol': name})(),
|
||||||
|
'base': name,
|
||||||
|
'quote': 'USD',
|
||||||
|
})()
|
||||||
|
log.info(f"Loaded {len(perps)} perps from mainnet meta")
|
||||||
|
except Exception as e:
|
||||||
|
log.error(f"Mainnet meta fallback failed: {e}")
|
||||||
|
if perps:
|
||||||
|
log.info(f"Perps available: {list(perps.keys())[:10]}...")
|
||||||
|
else:
|
||||||
|
log.error("No perps loaded — cannot continue")
|
||||||
|
sys.exit(1)
|
||||||
|
# Find BTC/ETH perps dynamically (testnet IDs may differ from mainnet)
|
||||||
|
btc_perp = None; eth_perp = None
|
||||||
|
for k, v in perps.items():
|
||||||
|
ku = k.upper()
|
||||||
|
if btc_perp is None and ("BTC" in ku):
|
||||||
|
btc_perp = v
|
||||||
|
if eth_perp is None and ("ETH" in ku):
|
||||||
|
eth_perp = v
|
||||||
|
if not btc_perp or not eth_perp:
|
||||||
|
log.error(f"Could not find BTC/ETH perps. Available: {list(perps.keys())[:10]}")
|
||||||
|
sys.exit(1)
|
||||||
|
|
||||||
prices = get_mark_prices()
|
prices = get_mark_prices()
|
||||||
btc_bid, btc_ask, btc_mid = get_orderbook("BTC")
|
btc_bid, btc_ask, btc_mid = get_orderbook("BTC")
|
||||||
@@ -201,6 +243,7 @@ async def main():
|
|||||||
log.info(f"Tracking {len(seen_fills)} existing fills")
|
log.info(f"Tracking {len(seen_fills)} existing fills")
|
||||||
|
|
||||||
for s in STRATEGIES.values(): s["status"]="running"
|
for s in STRATEGIES.values(): s["status"]="running"
|
||||||
|
for name in STRATEGIES: strategy_equity[name]=[]
|
||||||
write_metrics(addr)
|
write_metrics(addr)
|
||||||
|
|
||||||
tick=0; names=list(STRATEGIES.keys()); idx=0
|
tick=0; names=list(STRATEGIES.keys()); idx=0
|
||||||
@@ -233,6 +276,7 @@ async def main():
|
|||||||
STRATEGIES[strat]["fee_paid"]+=abs(fee)
|
STRATEGIES[strat]["fee_paid"]+=abs(fee)
|
||||||
if closed_pnl>0: STRATEGIES[strat]["wins"]+=1
|
if closed_pnl>0: STRATEGIES[strat]["wins"]+=1
|
||||||
STRATEGIES[strat]["pnl_pct"]=STRATEGIES[strat]["pnl"]/STRATEGIES[strat]["allocation"]*100
|
STRATEGIES[strat]["pnl_pct"]=STRATEGIES[strat]["pnl"]/STRATEGIES[strat]["allocation"]*100
|
||||||
|
strategy_equity[strat].append({"t":time.time(),"v":STRATEGIES[strat]["allocation"]+STRATEGIES[strat]["pnl"]})
|
||||||
trades_log.append({"time":datetime.now().strftime("%H:%M:%S"),"strategy":strat,"side":"BUY" if side=="B" else "SELL","size":sz,"price":px,"pnl":round(net,4),"fee":round(abs(fee),4)})
|
trades_log.append({"time":datetime.now().strftime("%H:%M:%S"),"strategy":strat,"side":"BUY" if side=="B" else "SELL","size":sz,"price":px,"pnl":round(net,4),"fee":round(abs(fee),4)})
|
||||||
new_fills+=1
|
new_fills+=1
|
||||||
|
|
||||||
@@ -242,7 +286,15 @@ async def main():
|
|||||||
# Place/refresh orders every 3-5 ticks
|
# Place/refresh orders every 3-5 ticks
|
||||||
if tick>=3 and tick%random.randint(3,5)==0:
|
if tick>=3 and tick%random.randint(3,5)==0:
|
||||||
btc_bid, btc_ask, btc_mid = get_orderbook("BTC")
|
btc_bid, btc_ask, btc_mid = get_orderbook("BTC")
|
||||||
eth_bid, eth_ask, eth_mid = get_orderbook("ETH")
|
try:
|
||||||
|
btc_bid, btc_ask, btc_mid = get_orderbook("BTC")
|
||||||
|
except Exception as e:
|
||||||
|
log.debug(f"OB BTC error: {e}")
|
||||||
|
btc_bid = btc_ask = btc_mid = 0
|
||||||
|
try:
|
||||||
|
eth_bid, eth_ask, eth_mid = get_orderbook("ETH")
|
||||||
|
except Exception as e:
|
||||||
|
eth_bid = eth_ask = eth_mid = 0
|
||||||
|
|
||||||
name = names[idx%7]; idx+=1; cfg=STRATEGIES[name]
|
name = names[idx%7]; idx+=1; cfg=STRATEGIES[name]
|
||||||
coin="BTC" if "BTC" in cfg["instrument"] else "ETH"
|
coin="BTC" if "BTC" in cfg["instrument"] else "ETH"
|
||||||
|
|||||||
Reference in New Issue
Block a user