ramseshk
0c0d2124ad
config/fee_tiers.py: complete Hyperliquid fee schedule with perps and spot
base rates plus staking discount multipliers. effective_rate() computes
the actual fee after staking discount. get_perp_fees() returns the
effective rate for a given VIP tier, staking tier, and fee model.
Backtest runner: added --fee-tier (0-6) and --staking-tier flags.
Regenerated all 12 backtests at VIP 0 baseline. Runner now shows fee tier
info at startup.
Server: /api/backtest/{name}/recalc endpoint accepts ?fee_tier=X&staking_tier=Y
and returns recalculated PnL with the new fee structure. On-the-fly
recalculation — no need to re-run the backtest.
Dashboard: VIP tier dropdown (VIP 0-6) and staking tier dropdown
(None/Wood/Bronze/Silver/Gold/Platinum/Diamond) in backtest detail panel.
Changing either instantly recalculates PnL via the API.
Key finding: Cartea-Jaimungal goes from -5.58% net at VIP0 to +2.39% net
at VIP6+Diamond (maker rebate: exchange pays YOU -0.0024% to provide
liquidity). Fee structure completely changes strategy viability assessment.
381 lines
25 KiB
HTML
381 lines
25 KiB
HTML
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<head>
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<meta charset="UTF-8">
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<meta name="viewport" content="width=device-width,initial-scale=1.0,maximum-scale=1.0,user-scalable=no">
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<title>FTDT Quant Lab — Professional Dashboard</title>
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</head>
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<body>
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<!-- Top bar -->
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<div class="topbar">
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<div style="display:flex;align-items:center;gap:10px">
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<span class="status-dot" id="sdot"></span><div><h1>FTDT Quant Lab<span>Professional Quant Dashboard</span></h1></div>
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</div>
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<div class="portfolio">
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<div style="font-size:9px;color:var(--tx);text-transform:uppercase;letter-spacing:.5px">Portfolio Equity</div>
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<div class="pnl" id="stpnl">$0.00</div>
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<div class="sub" id="stpct">—</div>
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</div>
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</div>
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<!-- Tabs -->
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<div class="tabs">
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<button class="tab on" id="tl-live" onclick="switchTab('live')">Live<span class="badge test">Testnet</span></button>
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<button class="tab" id="tl-paper" onclick="switchTab('paper')">Paper<span class="badge main">$100K Mainnet</span></button>
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<button class="tab" id="tl-backtest" onclick="switchTab('backtest')">Backtest</button>
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</div>
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<!-- Main -->
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<div class="main-wrap">
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<div class="panel show" id="pnl-live">
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<div class="stats-row" id="live-stats"></div>
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<div class="sgrid" id="live-sgrid"></div>
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</div>
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<div class="panel" id="pnl-paper">
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<div class="stats-row" id="paper-stats"></div>
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<div class="sgrid" id="paper-sgrid"></div>
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</div>
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<div class="panel" id="pnl-backtest">
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<div class="sgrid" id="bt-sgrid"></div>
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</div>
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</div>
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<footer><a href="https://git.ftdt.io/rams/ftdt-quant-lab" target="_blank">rams/ftdt-quant-lab</a> · 12 strategies · $100K paper · Hyperliquid</footer>
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<!-- Detail Overlay -->
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<div class="detail-overlay" id="detail-overlay" onclick="event.target===this&&closeDetail()">
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<div class="detail-panel" id="detail-panel">
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<div class="detail-header">
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<h2 id="det-name">Strategy Detail</h2>
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<div style="display:flex;align-items:center;gap:8px;flex-wrap:wrap">
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<label id="fee-toggle-wrap" style="display:none;font-size:11px;color:var(--tx);cursor:pointer;user-select:none">
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<input type="checkbox" id="fee-toggle" checked onchange="toggleFees()" style="cursor:pointer;margin-right:4px">Inc. fees
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</label>
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<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()">
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<option value="0">VIP 0 (0.045/0.015%)</option>
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<option value="1">VIP 1 (0.040/0.012%)</option>
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<option value="2">VIP 2 (0.035/0.008%)</option>
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<option value="3">VIP 3 (0.030/0.004%)</option>
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<option value="4">VIP 4 (0.025/0.000%)</option>
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<option value="5">VIP 5 (0.020/-0.002%)</option>
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<option value="6">VIP 6 (0.015/-0.004%)</option>
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</select>
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<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()">
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<option value="none">No Stake</option>
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<option value="wood">Wood (×0.95)</option>
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<option value="bronze">Bronze (×0.90)</option>
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<option value="silver">Silver (×0.85)</option>
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<option value="gold">Gold (×0.80)</option>
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<option value="platinum">Platinum (×0.70)</option>
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<option value="diamond">Diamond (×0.60)</option>
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</select>
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<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>
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<button class="close-btn" onclick="closeDetail()">✕ Close</button>
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</div>
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</div>
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<div class="detail-body">
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<div class="desc-text" id="det-desc"></div>
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<div class="detail-stats" id="det-stats"></div>
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<div class="chart-wrap" id="det-chart-wrap"><div id="det-chart"></div></div>
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<div class="detail-section"><h4>Trade History</h4>
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<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>
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</div>
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</div>
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</div>
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<script>
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// ═══════════ State ═══════════
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var currentTab='live', lastData=null, lastPaper=null, lastBT=null, lastBTFull=null, feeOn=true;
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var STRAT_COLORS=['#22c55e','#3b82f6','#a855f7','#f59e0b','#ef4444','#06b6d4','#ec4899','#84cc16','#6366f1','#14b8a6','#f97316','#8b5cf6'];
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// ═══════════ Chart for detail view ═══════════
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var detChart=null, detSer=null;
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function initDetChart(){
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var el=document.getElementById('det-chart');
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if(!el)return;
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el.style.width='100%'; el.style.height='280px';
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detChart=LightweightCharts.createChart(el,{
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layout:{background:{color:'transparent'},textColor:'#d4d4e0'},
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grid:{vertLines:{color:'rgba(255,255,255,.03)'},horzLines:{color:'rgba(255,255,255,.03)'}},
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rightPriceScale:{borderColor:'rgba(255,255,255,.08)'},
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timeScale:{borderColor:'rgba(255,255,255,.08)',timeVisible:true},
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crosshair:{mode:0},width:el.offsetWidth,height:280
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});
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detSer=detChart.addAreaSeries({lineColor:'#3b82f6',topColor:'rgba(59,130,246,.15)',bottomColor:'rgba(59,130,246,.02)',lineWidth:2});
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}
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// ═══════════ Tab switching ═══════════
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function switchTab(t){
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currentTab=t;
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['live','paper','backtest'].forEach(function(x){document.getElementById('tl-'+x).className=t===x?'tab on':'tab'});
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document.getElementById('pnl-live').className=t==='live'?'panel show':'panel';
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document.getElementById('pnl-paper').className=t==='paper'?'panel show':'panel';
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document.getElementById('pnl-backtest').className=t==='backtest'?'panel show':'panel';
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if(t==='live'&&lastData)renLive(lastData);
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if(t==='paper'&&lastPaper)renPaper(lastPaper);
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if(t==='backtest')loadBT();
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}
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// ═══════════ Render strategy cards ═══════════
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function renCards(sgridId,ss,baseEq,tab,statsRowId){
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var keys=Object.keys(ss),totalPnl=0,trades=0,fees=0,active=0;
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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++}
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if(statsRowId){
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document.getElementById(statsRowId).innerHTML='<div class="stat"><div class="lbl">Equity</div><div class="val">$'+((baseEq||0)+totalPnl).toFixed(0)+'</div></div>'+
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'<div class="stat"><div class="lbl">PnL</div><div class="val '+(totalPnl>=0?'up':'dn')+'">'+(totalPnl>=0?'+':'')+'$'+Math.abs(totalPnl).toFixed(2)+'</div></div>'+
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'<div class="stat"><div class="lbl">Trades</div><div class="val">'+trades+'</div></div>'+
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'<div class="stat"><div class="lbl">Fees</div><div class="val dn">$'+fees.toFixed(2)+'</div></div>'+
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'<div class="stat"><div class="lbl">Active</div><div class="val">'+active+'/'+keys.length+'</div></div>'+
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'<div class="stat"><div class="lbl">Alloc</div><div class="val">$'+(keys[0]?ss[keys[0]].allocation||0:0)+'k/strat</div></div>';
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}
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var h='';
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for(var k=0;k<keys.length;k++){
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var name=keys[k],s=ss[name],sp=s.pnl||0,cls=sp>=0?'up':'dn',pStr=(sp>=0?'+':'')+'$'+Math.abs(sp).toFixed(2);
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var fm=s.fee_model||'taker';
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h+='<div class="scard" onclick="openDetail(\''+name+'\',\''+tab+'\')" id="scard-'+tab+'-'+name.replace(/\s/g,'_')+'">'+
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'<div class="sh"><div><div class="sname">'+name+'</div><div class="salloc">$'+s.allocation+' · '+s.type+'</div></div>'+
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'<div><span class="stag '+(s.status==='running'?'run':'idle')+'">'+(s.status==='running'?'RUNNING':'IDLE')+'</span>'+
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'<span class="stag '+fm+'">'+fm.toUpperCase()+'</span></div></div>'+
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'<div class="spnl '+cls+'">'+pStr+'</div>'+
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'<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>'+
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'</div>';
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}
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document.getElementById(sgridId).innerHTML=h;
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}
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// ═══════════ Fee toggle ═══════════
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var currentBTName=null;
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function toggleFees(){
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feeOn=document.getElementById('fee-toggle').checked;
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if(lastBTFull){renderBTDetail(lastBTFull)}
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}
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function onFeeTierChange(){
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if(!currentBTName)return;
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var ft=document.getElementById('fee-tier-sel').value;
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var st=document.getElementById('stake-tier-sel').value;
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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>';
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fetch('/cv/api/backtest/'+encodeURIComponent(currentBTName)+'/recalc?fee_tier='+ft+'&staking_tier='+st)
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.then(function(r){return r.json()}).then(function(full){
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lastBTFull=full; renderBTDetail(full);
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}).catch(function(e){
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document.getElementById('det-trades').innerHTML='<tr><td colspan="7" style="text-align:center;color:var(--rd);padding:20px">Recalc failed: '+e.message+'</td></tr>';
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});
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}
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// ═══════════ Render backtest detail with fee toggle ──
|
||
function renderBTDetail(full){
|
||
var pnl=feeOn?(full.pnl||0):(full.pnl_gross||full.pnl||0);
|
||
var pnlPct=feeOn?(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)pts.push({time:curve[i].t,value:curve[i].v})}
|
||
if(pts.length>0){detSer.setData(pts);detChart.timeScale().fitContent();setTimeout(function(){detChart.timeScale().fitContent()},200)}
|
||
// 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||{};
|
||
} 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">$'+(s.fee_paid||0).toFixed(4)+'</div></div>'+
|
||
'<div class="stat"><div class="lbl">Position</div><div class="val">'+(s.position||0).toFixed(4)+'</div></div>';
|
||
|
||
// Equity chart
|
||
if(!detChart)initDetChart();
|
||
var eqData=equity[name]||[];
|
||
if(eqData.length>0){
|
||
var pts=[];for(var i=0;i<eqData.length;i++){if(eqData[i]&&eqData[i].t)pts.push({time:eqData[i].t,value:eqData[i].v})}
|
||
detSer.setData(pts);detChart.timeScale().fitContent();
|
||
}
|
||
|
||
// Trades
|
||
var rows='';
|
||
for(var j=Math.max(0,trades.length-50);j<trades.length;j++){
|
||
var t=trades[j],tp=t.pnl||0;
|
||
rows+='<tr><td>'+t.time+'</td><td class="'+(t.side==='BUY'?'green':'red')+'">'+t.side+'</td><td>'+t.size+'</td><td>$'+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: $'+((d.base_equity||898)+p).toFixed(2);renCards('live-sgrid',d.strategies||{},d.base_equity||898,'live','live-stats')}
|
||
function renPaper(d){if(!d)return;var p=d.total_pnl||0;document.getElementById('stpnl').textContent=(p>=0?'+':'')+'$'+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')}
|
||
|
||
// ═══════════ 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>';
|
||
})
|
||
}
|
||
|
||
// ═══════════ Init ═══════════
|
||
initDetChart();connect();loadBT();
|
||
</script>
|
||
</body>
|
||
</html>
|