737b24895c
- 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
238 lines
12 KiB
HTML
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>
|