ramseshk
6934bfdaa0
Dashboard (dashboard/):
- New /api/vbt/results — list VBT backtest results with full metrics
- New /api/vbt/result/{file} — load result + equity curve (auto-decimated >500pts)
- New /api/vbt/run — run backtests on-demand from the UI
- New /api/vbt/sweep — parameter sweep as heatmap data
- New /api/vbt/strategies — list available strategy keys
- New /vbt — interactive HTML dashboard (Plotly.js):
- Equity curve chart with area fill
- Drawdown waterfall chart
- Returns distribution histogram
- Metric cards: Sharpe, Sortino, max DD, win rate, profit factor
- Strategy filter sidebar
- One-click backtest runner
- Fix BACKTEST_DIR auto-detection for local/dev paths
API verified: all 5 endpoints tested against live data
244 lines
11 KiB
HTML
244 lines
11 KiB
HTML
<!DOCTYPE html>
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<html lang="en">
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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">
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<title>FTDT Quant Lab — VectorBT Dashboard</title>
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<script src="https://cdn.plot.ly/plotly-3.1.0.min.js"></script>
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<style>
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*{margin:0;padding:0;box-sizing:border-box}
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body{font-family:'Ubuntu',-apple-system,sans-serif;background:#0a0e17;color:#c8d6e5;min-height:100vh}
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.header{background:#111827;border-bottom:1px solid #1e293b;padding:12px 24px;display:flex;justify-content:space-between;align-items:center}
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.header h1{font-size:18px;color:#e2e8f0}
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.header span{font-size:12px;color:#64748b}
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.main{display:grid;grid-template-columns:300px 1fr;height:calc(100vh - 49px)}
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.sidebar{background:#0f172a;border-right:1px solid #1e293b;overflow-y:auto;padding:12px}
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.sidebar h3{font-size:12px;text-transform:uppercase;color:#64748b;margin:12px 0 6px;letter-spacing:1px}
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.result-item{background:#1e293b;border:1px solid #334155;border-radius:6px;padding:10px;margin-bottom:6px;cursor:pointer;transition:border-color .15s}
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.result-item:hover{border-color:#3b82f6}
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.result-item.active{border-color:#3b82f6;background:#1e3a5f}
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.result-item .name{font-size:14px;font-weight:600;color:#e2e8f0}
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.result-item .meta{font-size:11px;color:#64748b;margin-top:3px}
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.result-item .stats{display:flex;gap:10px;margin-top:5px;font-size:11px}
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.stat-pos{color:#34d399}.stat-neg{color:#f87171}.stat-neutral{color:#94a3b8}
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.content{padding:20px;overflow-y:auto}
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.metrics-grid{display:grid;grid-template-columns:repeat(4,1fr);gap:12px;margin-bottom:20px}
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.metric-card{background:#1e293b;border:1px solid #334155;border-radius:8px;padding:14px;text-align:center}
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.metric-card .label{font-size:11px;text-transform:uppercase;color:#64748b;letter-spacing:0.5px;margin-bottom:4px}
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.metric-card .value{font-size:24px;font-weight:700}
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.chart-row{display:grid;grid-template-columns:1fr 1fr;gap:12px;margin-bottom:12px}
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.chart-box{background:#1e293b;border:1px solid #334155;border-radius:8px;padding:12px}
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.chart-box h4{font-size:12px;color:#64748b;text-transform:uppercase;margin-bottom:8px;letter-spacing:0.5px}
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.chart-full{grid-column:1/-1}
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.empty-state{text-align:center;padding:60px 20px;color:#64748b}
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.empty-state h2{font-size:16px;margin-bottom:8px}
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.btn{display:inline-flex;align-items:center;gap:6px;padding:6px 14px;border-radius:6px;font-size:13px;cursor:pointer;border:1px solid #334155;background:#1e293b;color:#c8d6e5;transition:all .15s}
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.btn:hover{background:#334155;border-color:#475569}
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.btn-primary{background:#3b82f6;border-color:#3b82f6;color:#fff}
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.btn-primary:hover{background:#2563eb}
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.btn-sm{padding:4px 10px;font-size:11px}
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.toolbar{display:flex;gap:8px;align-items:center;margin-bottom:16px;flex-wrap:wrap}
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select,input{background:#1e293b;border:1px solid #334155;color:#c8d6e5;border-radius:6px;padding:6px 10px;font-size:13px}
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select:focus,input:focus{outline:none;border-color:#3b82f6}
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.loading{text-align:center;padding:40px;color:#64748b}
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.sweep-table{width:100%;border-collapse:collapse;font-size:12px;margin-top:8px}
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.sweep-table th{text-align:left;padding:6px 10px;border-bottom:1px solid #334155;color:#64748b;font-weight:500}
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.sweep-table td{padding:5px 10px;border-bottom:1px solid #1e293b}
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.sweep-table tr:hover{background:#1e293b}
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.sweep-best{background:rgba(34,197,94,.08)}
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</style>
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</head>
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<body>
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<div class="header">
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<h1>VectorBT Dashboard <span style="font-size:11px;color:#3b82f6;margin-left:8px">Hyperliquid data</span></h1>
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<span id="last-update"></span>
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</div>
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<div class="main">
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<div class="sidebar">
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<div class="toolbar" style="flex-direction:column;align-items:stretch">
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<select id="strategy-filter" onchange="loadResults()" style="width:100%">
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<option value="">All strategies</option>
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<option value="pairs">Pairs Trading</option>
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<option value="hurst_vpin">Hurst VPIN</option>
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<option value="as_mm">A-S MM</option>
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<option value="momentum">Momentum</option>
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</select>
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<button class="btn btn-primary btn-sm" onclick="runBacktest()" style="justify-content:center">+ Run Backtest</button>
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</div>
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<h3>Results</h3>
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<div id="results-list">
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<div class="loading">Loading...</div>
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</div>
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</div>
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<div class="content" id="content">
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<div class="empty-state">
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<h2>Select a backtest result</h2>
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<p style="font-size:13px">Choose from the sidebar or run a new VectorBT backtest</p>
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</div>
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</div>
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</div>
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<script>
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const API = '';
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let currentResult = null;
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async function loadResults() {
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const strat = document.getElementById('strategy-filter').value;
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const url = strat ? `${API}/api/vbt/results?strategy=${strat}&limit=100` : `${API}/api/vbt/results?limit=100`;
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try {
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const r = await fetch(url);
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const data = await r.json();
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renderResultsList(data);
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document.getElementById('last-update').textContent = new Date().toLocaleTimeString();
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} catch(e) {
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document.getElementById('results-list').innerHTML = '<div class="loading">Error loading</div>';
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}
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}
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function renderResultsList(results) {
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const el = document.getElementById('results-list');
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if (!results.length) {
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el.innerHTML = '<div style="padding:12px;color:#64748b;font-size:12px">No results yet</div>';
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return;
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}
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el.innerHTML = results.map((r,i) => `
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<div class="result-item${i===0&&!currentResult?' active':''}" onclick="selectResult('${r.filename}')" id="item-${r.filename}">
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<div class="name">${r.strategy}</div>
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<div class="meta">${r.interval || '1h'} · ${r.total_trades||0} trades · ${r.n_bars||0} bars</div>
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<div class="stats">
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<span class="${r.sharpe>0?'stat-pos':(r.sharpe<0?'stat-neg':'stat-neutral')}">Sharpe ${r.sharpe?.toFixed(2)||0}</span>
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<span class="${r.total_return_pct>0?'stat-pos':(r.total_return_pct<0?'stat-neg':'stat-neutral')}">${r.total_return_pct?.toFixed(1)||0}%</span>
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</div>
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</div>
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`).join('');
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}
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async function selectResult(filename) {
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document.querySelectorAll('.result-item').forEach(el => el.classList.remove('active'));
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document.getElementById('item-'+filename)?.classList.add('active');
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try {
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const r = await fetch(`${API}/api/vbt/result/${filename}`);
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currentResult = await r.json();
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renderDetail(currentResult);
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} catch(e) {
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document.getElementById('content').innerHTML = '<div class="loading">Error loading result</div>';
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}
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}
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function renderDetail(r) {
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const ret = r.total_return_pct || 0;
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const dd = r.max_drawdown_pct || 0;
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const sharpe = r.sharpe || 0;
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const wr = (r.win_rate||0) * 100;
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const pf = r.profit_factor || 0;
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let html = `
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<h3 style="margin-bottom:4px">${r.strategy} <span style="font-size:12px;color:#64748b">${r.engine||'vectorbt'} · ${r.interval||'1h'}</span></h3>
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<div style="font-size:11px;color:#64748b;margin-bottom:16px">${r.total_trades||0} trades · ${r.n_bars||0} bars · ${r.generated_at||''}</div>
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<div class="metrics-grid">
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<div class="metric-card"><div class="label">Total Return</div><div class="value ${ret>=0?'stat-pos':'stat-neg'}">${ret.toFixed(2)}%</div></div>
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<div class="metric-card"><div class="label">Sharpe</div><div class="value ${sharpe>=0?'stat-pos':'stat-neg'}">${sharpe.toFixed(2)}</div></div>
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<div class="metric-card"><div class="label">Max Drawdown</div><div class="value stat-neg">${dd.toFixed(2)}%</div></div>
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<div class="metric-card"><div class="label">Win Rate</div><div class="value ${wr>=50?'stat-pos':'stat-neg'}">${wr.toFixed(0)}%</div></div>
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<div class="metric-card"><div class="label">Profit Factor</div><div class="value ${pf>=1?'stat-pos':'stat-neg'}">${pf.toFixed(2)}</div></div>
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<div class="metric-card"><div class="label">Total Trades</div><div class="value stat-neutral">${r.total_trades||0}</div></div>
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<div class="metric-card"><div class="label">End Equity</div><div class="value stat-neutral">$${((r.end_equity||10000)).toFixed(0)}</div></div>
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<div class="metric-card"><div class="label">Sortino</div><div class="value stat-neutral">${(r.sortino||0).toFixed(2)}</div></div>
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</div>
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`;
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document.getElementById('content').innerHTML = html + `
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<div class="chart-row">
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<div class="chart-box chart-full"><h4>Equity Curve</h4><div id="chart-equity" style="height:300px"></div></div>
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</div>
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<div class="chart-row">
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<div class="chart-box"><h4>Drawdown</h4><div id="chart-dd" style="height:250px"></div></div>
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<div class="chart-box"><h4>Returns Distribution</h4><div id="chart-returns" style="height:250px"></div></div>
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</div>
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`;
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renderCharts(r);
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}
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function renderCharts(r) {
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const ec = r.equity_curve || [];
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if (!ec.length) return;
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const times = ec.map(p => p.t);
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const values = ec.map(p => p.v);
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// Equity curve
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const eqTrace = {
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x: times, y: values, type: 'scatter', mode: 'lines',
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line: {color: '#3b82f6', width: 1.5},
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fill: 'tozeroy', fillcolor: 'rgba(59,130,246,0.08)',
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name: 'Equity'
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};
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Plotly.newPlot('chart-equity', [eqTrace], {
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margin: {t:5,r:15,b:30,l:55},
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paper_bgcolor: 'rgba(0,0,0,0)', plot_bgcolor: 'rgba(0,0,0,0)',
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xaxis: {gridcolor: '#1e293b', tickfont: {color: '#64748b', size: 10}, showgrid: true},
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yaxis: {gridcolor: '#1e293b', tickfont: {color: '#64748b', size: 10}, showgrid: true},
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showlegend: false,
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}, {responsive: true, displayModeBar: false});
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// Drawdown
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const peak = values.slice(1).reduce((arr, v, i) => {arr.push(Math.max(arr[i]||arr[0]||v, v)); return arr;}, [values[0]]);
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const dd = values.map((v, i) => i === 0 ? 0 : -((peak[i] - v) / peak[i]) * 100);
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Plotly.newPlot('chart-dd', [{
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x: times, y: dd, type: 'scatter', mode: 'none',
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fill: 'tozeroy', fillcolor: 'rgba(248,113,113,0.15)',
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line: {color: '#f87171', width: 1},
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name: 'Drawdown %'
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}], {
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margin: {t:5,r:15,b:30,l:55},
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paper_bgcolor: 'rgba(0,0,0,0)', plot_bgcolor: 'rgba(0,0,0,0)',
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xaxis: {gridcolor: '#1e293b', tickfont: {color: '#64748b', size: 10}},
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yaxis: {gridcolor: '#1e293b', tickfont: {color: '#64748b', size: 10}, ticksuffix: '%'},
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showlegend: false,
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}, {responsive: true, displayModeBar: false});
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// Returns histogram
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if (values.length > 1) {
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const rets = values.slice(1).map((v, i) => (v - values[i]) / values[i] * 100);
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Plotly.newPlot('chart-returns', [{
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x: rets, type: 'histogram',
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marker: {color: '#3b82f6', opacity: 0.7, line: {color: '#1e293b', width: 1}},
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nbinsx: 30,
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name: 'Returns'
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}], {
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margin: {t:5,r:15,b:30,l:45},
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paper_bgcolor: 'rgba(0,0,0,0)', plot_bgcolor: 'rgba(0,0,0,0)',
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xaxis: {gridcolor: '#1e293b', tickfont: {color: '#64748b', size: 10}, ticksuffix: '%'},
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yaxis: {gridcolor: '#1e293b', tickfont: {color: '#64748b', size: 10}},
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showlegend: false,
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bargap: 0.05,
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}, {responsive: true, displayModeBar: false});
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}
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}
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async function runBacktest() {
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const strat = document.getElementById('strategy-filter').value || 'pairs';
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const btn = document.querySelector('.btn-primary');
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btn.textContent = 'Running...';
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btn.disabled = true;
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try {
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const r = await fetch(`${API}/api/vbt/run?strategy=${strat}&interval=1h&limit=500`);
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const data = await r.json();
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if (data.error) { alert('Error: ' + data.error); return; }
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loadResults();
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selectResult(data.filename);
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} catch(e) {
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alert('Failed: ' + e.message);
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} finally {
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btn.textContent = '+ Run Backtest';
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btn.disabled = false;
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}
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}
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// Init
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loadResults();
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</script>
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</body>
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</html>
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