feat: trade log table, strategy params panel, B+W color scheme
Dashboard: - Trade log table: all trades with time, side, size, entry/exit price, PnL, duration in scrollable panel below charts - Strategy params panel: displays all coefficients (z_entry, gamma, obi_entry, grid_levels, etc.) for the selected strategy - Color scheme: professional black/white • positive: #03A9F4 (light blue) • negative: #FF5252 (red) • neutral: #777 (gray) • backgrounds: #0a0a0a / #111 / #181818 • borders: #222 / #333 VBT runner: - _extract_metrics now captures trades from pf.trades.records_readable (Avg Entry Price, Avg Exit Price, PnL, Return, Duration, Direction) - _strategy_params() returns key coefficients per strategy type - _empty_result includes empty trades/params New vbt_server.py: minimal standalone dashboard (no live trading machinery, no memory guard, no broadcast loop) — avoids crashing issues
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ramseshk
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"""
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Minimal VBT dashboard server — no live trading, no memory guard, no broadcast.
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Just serves the VBT dashboard HTML and backtest API endpoints.
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"""
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import json, os, sys
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from pathlib import Path
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from datetime import datetime
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project_root = str(Path(__file__).resolve().parent.parent)
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sys.path.insert(0, project_root)
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from fastapi import FastAPI
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from fastapi.staticfiles import StaticFiles
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from fastapi.responses import FileResponse, JSONResponse
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RESULTS_DIR = Path(project_root) / "backtests" / "results"
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HISTORICAL_DIR = RESULTS_DIR / "historical"
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STATIC_DIR = Path(project_root) / "dashboard" / "static"
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os.makedirs(RESULTS_DIR, exist_ok=True)
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app = FastAPI(title="FTDT VBT Dashboard")
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# ── Field normalization ──────────────────────────────────────────
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def _normalize(data: dict) -> dict:
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out = dict(data)
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if "total_return_pct" not in out:
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out["total_return_pct"] = out.get("pnl_pct", out.get("ann_return_pct", 0))
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if out.get("total_return_pct") is None:
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out["total_return_pct"] = 0
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if "max_drawdown_pct" not in out:
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dd = out.get("max_dd_pct", out.get("max_dd"))
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if dd is not None and isinstance(dd, (int, float)) and abs(dd) < 1:
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dd = dd * 100
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out["max_drawdown_pct"] = dd or 0
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if out.get("max_drawdown_pct") is None:
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out["max_drawdown_pct"] = 0
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if "n_bars" not in out:
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out["n_bars"] = out.get("num_periods", 0)
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if out.get("n_bars") is None:
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out["n_bars"] = 0
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if "profit_factor" not in out:
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trades = out.get("trades", [])
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if trades:
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gross_win = sum(t.get("pnl", t.get("pnl_net", t.get("pnl_gross", 0))) or 0
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for t in trades if (t.get("pnl", t.get("pnl_net", t.get("pnl_gross", 0))) or 0) > 0)
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gross_loss = abs(sum(t.get("pnl", t.get("pnl_net", t.get("pnl_gross", 0))) or 0
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for t in trades if (t.get("pnl", t.get("pnl_net", t.get("pnl_gross", 0))) or 0) < 0))
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out["profit_factor"] = round(gross_win / gross_loss, 3) if gross_loss > 0 else 0
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else:
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out["profit_factor"] = 0
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if "total_trades" not in out:
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out["total_trades"] = len(out.get("trades", []))
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if out.get("total_trades") is None:
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out["total_trades"] = 0
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if not out.get("win_rate") and "trades" in out:
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trades = out.get("trades", [])
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if trades:
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wins = sum(1 for t in trades if (t.get("pnl", t.get("pnl_net", t.get("pnl_gross", 0))) or 0) > 0)
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out["win_rate"] = round(wins / len(trades), 3)
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return out
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def _infer_asset(strategy_name: str, filename: str) -> str:
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name = (strategy_name + " " + filename).lower()
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for key, asset in {
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"pairs": "BTC/ETH", "order book": "BTC", "obi": "BTC",
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"iceberg": "BTC", "hurst": "BTC", "vpin": "BTC",
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"avellaneda": "BTC", "as_mm": "BTC", "grid": "BTC",
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"composite": "BTC", "funding": "BTC", "kalman": "BTC/ETH",
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"cartea": "BTC", "gueant": "BTC", "hawkes": "BTC",
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"deep lob": "BTC", "queue": "BTC",
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}.items():
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if key in name:
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return asset
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return "BTC" if "btc" in name or "eth" not in name else "ETH"
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# ── REST API ────────────────────────────────────────────────────
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@app.get("/api/vbt/results")
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async def list_results(strategy: str = "", interval: str = "", sort: str = "date", limit: int = 200):
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results = []
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for d in [RESULTS_DIR, HISTORICAL_DIR]:
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if not os.path.isdir(d):
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continue
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for fname in sorted(os.listdir(d), reverse=True):
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if not fname.endswith(".json"):
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continue
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if strategy and strategy not in fname:
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continue
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try:
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with open(os.path.join(d, fname)) as f:
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n = _normalize(json.load(f))
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if interval and n.get("interval", "1h") != interval:
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continue
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results.append({
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"filename": fname,
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"strategy": n.get("strategy", "unknown"),
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"asset": _infer_asset(n.get("strategy", ""), fname),
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"engine": n.get("engine", "vectorbt"),
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"interval": n.get("interval", "1h"),
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"sharpe": n.get("sharpe", 0),
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"sortino": n.get("sortino", 0),
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"total_return_pct": n["total_return_pct"],
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"max_drawdown_pct": n["max_drawdown_pct"],
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"win_rate": n.get("win_rate", 0),
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"profit_factor": n["profit_factor"],
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"total_trades": n["total_trades"],
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"n_bars": n["n_bars"],
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"generated_at": n.get("generated_at", ""),
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"has_equity_curve": bool(n.get("equity_curve")),
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})
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except (json.JSONDecodeError, IOError):
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pass
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if len(results) >= limit:
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break
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sort_keys = {
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"sharpe": ("sharpe", True), "return": ("total_return_pct", True),
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"dd": ("max_drawdown_pct", False), "trades": ("total_trades", True),
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}
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if sort in sort_keys:
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key, rev = sort_keys[sort]
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results.sort(key=lambda r: r.get(key, -999 if rev else 999), reverse=rev)
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else:
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results.sort(key=lambda r: r.get("generated_at", ""), reverse=True)
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return JSONResponse(results[:limit])
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@app.get("/api/vbt/result/{filename}")
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async def get_result(filename: str):
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for d in [RESULTS_DIR, HISTORICAL_DIR]:
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fpath = os.path.join(d, filename)
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if os.path.exists(fpath):
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with open(fpath) as f:
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data = _normalize(json.load(f))
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ec = data.get("equity_curve", [])
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if ec and len(ec) > 500:
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data["equity_curve"] = ec[::len(ec)//500]
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return JSONResponse(data)
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return JSONResponse({"error": "not found"}, status_code=404)
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@app.get("/api/vbt/run")
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async def run_backtest(strategy: str = "pairs", interval: str = "1h", limit: int = 500, coin: str = ""):
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try:
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from backtests.vbt_runner import VBTBacktestRunner
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runner = VBTBacktestRunner()
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ts = datetime.now().strftime("%Y%m%d-%H%M%S")
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result = runner.run_strategy(strategy=strategy, interval=interval, limit=limit)
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if result:
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if coin:
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result["asset"] = coin.upper()
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fname = f"{strategy}_{'' if not coin else coin+'_'}vbt_{ts}.json"
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fpath = RESULTS_DIR / fname
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with open(fpath, "w") as f:
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json.dump(result, f, default=str)
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result["filename"] = fname
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return JSONResponse(result)
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return JSONResponse({"error": "no results"}, status_code=500)
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except Exception as e:
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return JSONResponse({"error": str(e)}, status_code=500)
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@app.get("/api/vbt/strategies")
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async def list_strategies():
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return JSONResponse([
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{"key": "pairs", "name": "Pairs Trading", "coins": ["BTC", "ETH"]},
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{"key": "hurst_vpin", "name": "Hurst VPIN", "coins": ["BTC"]},
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{"key": "as_mm", "name": "Avellaneda-Stoikov", "coins": ["BTC"]},
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{"key": "obi", "name": "Order Book Imbalance", "coins": ["BTC"]},
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{"key": "grid_mm", "name": "Grid Market Making", "coins": ["BTC"]},
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{"key": "composite_mm", "name": "Composite MM", "coins": ["BTC"]},
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{"key": "iceberg", "name": "Iceberg Detection", "coins": ["BTC"]},
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])
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# ── Static ──────────────────────────────────────────────────────
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@app.get("/vbt")
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async def vbt_page():
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return FileResponse(STATIC_DIR / "vbt.html")
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@app.get("/")
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async def root():
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return FileResponse(STATIC_DIR / "vbt.html")
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app.mount("/static", StaticFiles(directory=str(STATIC_DIR)), name="static")
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# ── Main ────────────────────────────────────────────────────────
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if __name__ == "__main__":
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import uvicorn, argparse
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p = argparse.ArgumentParser()
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p.add_argument("--port", type=int, default=9175)
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p.add_argument("--host", default="0.0.0.0")
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args = p.parse_args()
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print(f"VBT Dashboard → http://{args.host}:{args.port}/vbt")
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uvicorn.run(app, host=args.host, port=args.port, log_level="error")
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