Files
ftdt-quant-lab/dashboard/static/vbt.html
T
ramseshk 737b24895c fix: VBT dashboard — proper metrics display + redesigned UI
- Fixed total_return_pct, profit_factor, n_bars showing 0 in detail view
  by using ?? operator instead of || 0 and fixing renderDetail logic
- Run Backtest now renders result directly from API response
  (no re-fetch race condition)
- Redesigned UI: monospace trading terminal aesthetic
  - Darker palette (#090d14 background, #0d1321 cards)
  - Indigo histogram, proper grid layout
  - Subtle borders (1px #1a2332), better spacing
  - Status indicator with pulse animation
  - Sidebar shows Sharpe, Return%, Profit Factor per result
  - 8 metric cards: Return, Sharpe, DD, Win Rate, PF, Trades,
    End Equity, Sortino
  - Smaller, cleaner fonts, monospace throughout
- Bumped memory guard to 2GB to prevent dashboard getting killed
2026-08-07 12:31:24 +08:00

238 lines
12 KiB
HTML

<!DOCTYPE html>
<html lang="en">
<head>
<meta charset="UTF-8">
<meta name="viewport" content="width=device-width, initial-scale=1.0">
<title>FTDT Quant Lab — VectorBT Dashboard</title>
<script src="https://cdn.plot.ly/plotly-3.1.0.min.js"></script>
<style>
*{margin:0;padding:0;box-sizing:border-box}
body{font-family:'SF Mono','Cascadia Code','Ubuntu Mono',monospace;background:#090d14;color:#a8b2c0;min-height:100vh;overflow:hidden}
.topbar{background:#0d1321;border-bottom:1px solid #1a2332;padding:10px 20px;display:flex;justify-content:space-between;align-items:center;height:44px}
.topbar h1{font-size:14px;font-weight:600;color:#e0e6ed;letter-spacing:1px}
.topbar .dot{display:inline-block;width:7px;height:7px;background:#22c55e;border-radius:50%;margin-right:6px;animation:pulse 2s infinite}
@keyframes pulse{0%,100%{opacity:1}50%{opacity:.4}}
.topbar .status{font-size:11px;color:#4ade80}
.main{display:grid;grid-template-columns:280px 1fr;height:calc(100vh - 44px)}
.sidebar{background:#0b1019;border-right:1px solid #1a2332;overflow-y:auto;padding:8px}
.sidebar h3{font-size:10px;text-transform:uppercase;color:#445265;margin:10px 0 6px;letter-spacing:2px}
.toolbar{display:flex;gap:6px;flex-direction:column;margin-bottom:8px}
select{background:#111827;border:1px solid #1e293b;color:#c8d6e5;border-radius:4px;padding:7px 10px;font-size:12px;font-family:inherit;width:100%;cursor:pointer}
select:focus{outline:none;border-color:#3b82f6}
.btn{display:inline-flex;align-items:center;justify-content:center;gap:5px;padding:7px 12px;border-radius:4px;font-size:12px;cursor:pointer;border:1px solid #1e293b;background:#111827;color:#a8b2c0;font-family:inherit;transition:all .12s;width:100%}
.btn:hover{background:#1a2744;border-color:#3b82f6}
.btn-primary{background:#1d4ed8;border-color:#2563eb;color:#e0e6ed}
.btn-primary:hover{background:#1e40af}
.result-item{background:#111827;border:1px solid #1a2332;border-left:3px solid transparent;border-radius:4px;padding:8px 10px;margin-bottom:4px;cursor:pointer;transition:all .12s}
.result-item:hover{border-color:#334155;background:#151e30}
.result-item.active{border-color:#3b82f6;border-left-color:#3b82f6;background:#121b2d}
.result-item .name{font-size:12px;font-weight:600;color:#c8d6e5}
.result-item .meta{font-size:10px;color:#445265;margin-top:2px}
.result-item .stats{display:flex;gap:12px;margin-top:4px;font-size:10px;font-family:monospace}
.pos{color:#4ade80}.neg{color:#f87171}.neu{color:#64748b}
.content{padding:24px 32px;overflow-y:auto}
.content h2{font-size:16px;color:#e0e6ed;margin-bottom:4px}
.content .sub{font-size:11px;color:#445265;margin-bottom:20px}
.metrics-grid{display:grid;grid-template-columns:repeat(4,1fr);gap:10px;margin-bottom:16px}
.metric{background:#0d1321;border:1px solid #1a2332;border-radius:6px;padding:14px 16px}
.metric .label{font-size:9px;text-transform:uppercase;color:#445265;letter-spacing:1.5px;margin-bottom:4px}
.metric .value{font-size:22px;font-weight:700;font-family:monospace}
.chart-row{display:grid;grid-template-columns:1fr 1fr;gap:10px;margin-bottom:10px}
.chart-box{background:#0d1321;border:1px solid #1a2332;border-radius:6px;padding:14px}
.chart-box h4{font-size:10px;color:#445265;text-transform:uppercase;letter-spacing:1.5px;margin-bottom:4px}
.chart-box.full{grid-column:1/-1}
.trade-table{width:100%;border-collapse:collapse;font-size:11px;margin-top:8px;font-family:monospace}
.trade-table th{text-align:left;padding:6px 10px;border-bottom:1px solid #1e293b;color:#445265;font-weight:500;font-size:10px;text-transform:uppercase;letter-spacing:1px}
.trade-table td{padding:5px 10px;border-bottom:1px solid #0d1321}
.trade-table tr:hover{background:#0d1321}
.empty{text-align:center;padding:60px 20px;color:#334155}
.empty h2{font-size:15px;margin-bottom:6px;color:#445265}
.loading{text-align:center;padding:20px;color:#334155;font-size:11px}
</style>
</head>
<body>
<div class="topbar">
<h1><span class="dot"></span>FTDT QUANT LAB — VBT</h1>
<div class="status">● LIVE · Hyperliquid Mainnet</div>
</div>
<div class="main">
<div class="sidebar">
<div class="toolbar">
<select id="strategy-filter" onchange="loadResults()">
<option value="">All Strategies</option>
<option value="pairs">Pairs Trading</option>
<option value="hurst_vpin">Hurst VPIN</option>
<option value="as_mm">Avellaneda-Stoikov</option>
<option value="obi">Order Book Imbalance</option>
<option value="grid_mm">Grid Market Making</option>
<option value="composite_mm">Composite MM</option>
<option value="iceberg">Iceberg Detection</option>
</select>
<button class="btn btn-primary" onclick="runNewBacktest()">▶ Run Backtest</button>
</div>
<h3>Results</h3>
<div id="results-list"><div class="loading">Loading...</div></div>
</div>
<div class="content" id="content">
<div class="empty">
<h2>SELECT A BACKTEST</h2>
<p>Choose from sidebar or run a new VBT backtest on live HL data</p>
</div>
</div>
</div>
<script>
const API = '';
let currentResult = null;
let currentFilename = null;
async function loadResults() {
const strat = document.getElementById('strategy-filter').value;
const url = strat ? `${API}/api/vbt/results?strategy=${strat}&limit=100` : `${API}/api/vbt/results?limit=100`;
try {
const data = await (await fetch(url)).json();
const el = document.getElementById('results-list');
if (!data.length) { el.innerHTML = '<div style="padding:10px;color:#445265;font-size:11px">No results. Run one.</div>'; return; }
el.innerHTML = data.map((r,i) => {
const c = r.sharpe > 0.5 ? 'pos' : (r.sharpe < -0.5 ? 'neg' : 'neu');
return `<div class="result-item${i===0&&!currentResult?' active':''}" onclick="selectFile('${r.filename}')" id="item-${r.filename}">
<div class="name">${r.strategy}</div>
<div class="meta">${r.interval||'1h'} · ${r.total_trades||0}t · ${(r.n_bars||0)}b</div>
<div class="stats">
<span class="${c}">S ${(r.sharpe||0).toFixed(2)}</span>
<span class="${r.total_return_pct>=0?'pos':'neg'}">${(r.total_return_pct||0).toFixed(1)}%</span>
<span class="neu">PF ${(r.profit_factor||0).toFixed(2)}</span>
</div>
</div>`;
}).join('');
} catch(e) { console.error(e); }
}
async function selectFile(filename) {
document.querySelectorAll('.result-item').forEach(el => el.classList.remove('active'));
document.getElementById('item-'+filename)?.classList.add('active');
currentFilename = filename;
try {
const r = await (await fetch(`${API}/api/vbt/result/${filename}`)).json();
if (r.error) { document.getElementById('content').innerHTML = '<div class="empty"><h2>FILE NOT FOUND</h2></div>'; return; }
currentResult = r;
renderDetail(r);
} catch(e) {
document.getElementById('content').innerHTML = '<div class="empty"><h2>ERROR</h2><p>'+e.message+'</p></div>';
}
}
function renderDetail(r) {
const ret = r.total_return_pct ?? 0;
const dd = r.max_drawdown_pct ?? 0;
const sh = r.sharpe ?? 0;
const wr = (r.win_rate ?? 0) * 100;
const pf = r.profit_factor ?? 0;
const eq = r.end_equity ?? 10000;
const tr = r.total_trades ?? 0;
const nb = r.n_bars ?? 0;
const so = r.sortino ?? 0;
let html = `
<h2>${r.strategy} <span style="font-size:12px;color:#445265;font-weight:400">VBT · ${r.interval||'1h'} · ${nb} bars</span></h2>
<div class="sub">${tr} trades · ${r.generated_at||''}</div>
<div class="metrics-grid">
<div class="metric"><div class="label">Total Return</div><div class="value ${ret>=0?'pos':'neg'}">${ret.toFixed(2)}%</div></div>
<div class="metric"><div class="label">Sharpe Ratio</div><div class="value ${sh>=0?'pos':'neg'}">${sh.toFixed(2)}</div></div>
<div class="metric"><div class="label">Max Drawdown</div><div class="value neg">${dd.toFixed(2)}%</div></div>
<div class="metric"><div class="label">Win Rate</div><div class="value ${wr>=50?'pos':'neg'}">${wr.toFixed(0)}%</div></div>
<div class="metric"><div class="label">Profit Factor</div><div class="value ${pf>=1?'pos':'neg'}">${pf.toFixed(2)}</div></div>
<div class="metric"><div class="label">Total Trades</div><div class="value neu">${tr}</div></div>
<div class="metric"><div class="label">End Equity</div><div class="value neu">$${(eq).toLocaleString()}</div></div>
<div class="metric"><div class="label">Sortino</div><div class="value ${so>=0?'pos':'neg'}">${so.toFixed(2)}</div></div>
</div>
<div class="chart-row">
<div class="chart-box full"><h4>Equity Curve</h4><div id="chart-eq" style="height:280px"></div></div>
</div>
<div class="chart-row">
<div class="chart-box"><h4>Drawdown</h4><div id="chart-dd" style="height:240px"></div></div>
<div class="chart-box"><h4>Period Returns</h4><div id="chart-ret" style="height:240px"></div></div>
</div>
`;
document.getElementById('content').innerHTML = html;
renderCharts(r);
}
function renderCharts(r) {
const ec = r.equity_curve || [];
if (!ec.length) return;
const times = ec.map(p => p.t);
const values = ec.map(p => p.v);
Plotly.newPlot('chart-eq', [{
x: times, y: values, type: 'scatter', mode: 'lines',
line: {color: '#3b82f6', width: 1.2},
fill: 'tozeroy', fillcolor: 'rgba(59,130,246,0.06)'
}], {
margin: {t:4,r:12,b:28,l:65}, height: 280,
paper_bgcolor: 'rgba(0,0,0,0)', plot_bgcolor: 'rgba(0,0,0,0)',
xaxis: {gridcolor: '#111827', tickfont: {color: '#334155', size: 9}, showgrid: true},
yaxis: {gridcolor: '#111827', tickfont: {color: '#334155', size: 9}, showgrid: true, tickprefix: '$'},
showlegend: false
}, {responsive: true, displayModeBar: false});
const peak = values.reduce((arr, v, i) => { arr.push(i===0?v:Math.max(arr[i-1], v)); return arr; }, []);
const dd = values.map((v, i) => i===0 ? 0 : -((peak[i]-v)/peak[i])*100);
Plotly.newPlot('chart-dd', [{
x: times, y: dd, type: 'scatter', mode: 'none',
fill: 'tozeroy', fillcolor: 'rgba(239,68,68,0.12)',
line: {color: '#ef4444', width: 0.8}
}], {
margin: {t:4,r:12,b:28,l:55}, height: 240,
paper_bgcolor: 'rgba(0,0,0,0)', plot_bgcolor: 'rgba(0,0,0,0)',
xaxis: {gridcolor: '#111827', tickfont: {color: '#334155', size: 9}},
yaxis: {gridcolor: '#111827', tickfont: {color: '#334155', size: 9}, ticksuffix: '%'},
showlegend: false
}, {responsive: true, displayModeBar: false});
if (values.length > 1) {
const rets = values.slice(1).map((v, i) => (v-values[i])/values[i]*100);
Plotly.newPlot('chart-ret', [{
x: rets, type: 'histogram', nbinsx: 40,
marker: {color: '#6366f1', opacity: 0.6, line: {color: '#0d1321', width: 1}}
}], {
margin: {t:4,r:12,b:28,l:45}, height: 240,
paper_bgcolor: 'rgba(0,0,0,0)', plot_bgcolor: 'rgba(0,0,0,0)',
xaxis: {gridcolor: '#111827', tickfont: {color: '#334155', size: 9}, ticksuffix: '%'},
yaxis: {gridcolor: '#111827', tickfont: {color: '#334155', size: 9}},
showlegend: false, bargap: 0.02
}, {responsive: true, displayModeBar: false});
}
}
async function runNewBacktest() {
const strat = document.getElementById('strategy-filter').value || 'pairs';
const btn = document.querySelector('.btn-primary');
const orig = btn.textContent;
btn.textContent = '⏳ Running...';
btn.disabled = true;
try {
const resp = await fetch(`${API}/api/vbt/run?strategy=${strat}&interval=1h&limit=500`);
const data = await resp.json();
if (data.error) { alert(data.error); btn.textContent = orig; btn.disabled = false; return; }
// Show result immediately from response data (no re-fetch needed)
currentResult = data;
currentFilename = data.filename;
renderDetail(data);
loadResults(); // Refresh sidebar
} catch(e) {
alert('Failed: ' + e.message);
}
btn.textContent = orig;
btn.disabled = false;
}
loadResults();
</script>
</body>
</html>