investing-algorithm-framework 6.9.1__py3-none-any.whl → 7.19.15__py3-none-any.whl

investing_algorithm_framework/app/reporting/tables/trade_metrics_table.py

@@ -1,5 +1,6 @@
 import pandas as pd
 
+from investing_algorithm_framework.domain import DEFAULT_DATETIME_FORMAT
 from .utils import safe_format, safe_format_date, safe_format_percentage
 
 
@@ -64,40 +65,42 @@ def highlight_win_loss_ratio(row):
 
 
 def create_html_trade_metrics_table(results, report):
-    copy_results = results.copy()
-    copy_results['Trades per Year'] = safe_format(copy_results['Trades per Year'], "{:.2f}")
-    copy_results['Trades per Day'] =  safe_format(copy_results['Trade per day'], "{:.2f}")
-    copy_results['Exposure Factor'] =  safe_format(copy_results['Exposure'], "{:.2f}")
-    best_trade = copy_results['Best Trade']
+    copy_results = results.to_dict().copy()
+    string_format = "{:.2f}"
+    copy_results['Trades per Year'] = safe_format(copy_results['trades_per_year'], string_format)
+    copy_results['Trades per Day'] =  safe_format(copy_results['trade_per_day'], string_format)
+    copy_results['Exposure Ratio'] = safe_format(copy_results['exposure_ratio'],string_format)
+    copy_results["Cumulative Exposure"] = safe_format(copy_results['cumulative_exposure'],string_format)
+    best_trade = copy_results['best_trade']
 
     if best_trade is None:
         copy_results["Best Trade"] = "N/A"
         copy_results['Best Trade Date'] = "N/A"
     else:
-        copy_results['Best Trade'] = f"{copy_results['Best Trade'].net_gain:.2f} {report.trading_symbol} ({copy_results['Best Trade'].net_gain_percentage:.2f})%"
-        copy_results['Best Trade Date'] = copy_results['Best Trade Date'].strftime('%Y-%m-%d')
-
-    worst_trade = copy_results['Worst Trade']
+        copy_results['Best Trade'] = f"{best_trade['net_gain']:.2f} {report.trading_symbol}"
+        copy_results['Best Trade Date'] = safe_format_date(best_trade["opened_at"], format_str=DEFAULT_DATETIME_FORMAT)
+    worst_trade = copy_results['worst_trade']
 
     if worst_trade is None:
         copy_results["Worst Trade"] = "N/A"
         copy_results['Worst Trade Date'] = "N/A"
     else:
-        copy_results['Worst Trade'] = f"{copy_results['Worst Trade'].net_gain:.2f} {report.trading_symbol} ({copy_results['Worst Trade'].net_gain_percentage:.2f})%"
-        copy_results['Worst Trade Date'] = copy_results['Worst Trade Date'].strftime('%Y-%m-%d')
+        copy_results['Worst Trade'] = f"{worst_trade['net_gain']:.2f} {report.trading_symbol}"
+        copy_results['Worst Trade Date'] = safe_format_date(worst_trade['opened_at'], format_str=DEFAULT_DATETIME_FORMAT)
 
-    copy_results['Trades Average Gain'] = f"{copy_results['Trades average gain'][0]:.2f} {report.trading_symbol} {copy_results['Trades average gain'][1]:.2f}%"
-    copy_results['Trades Average Loss'] = f"{copy_results['Trades average loss'][1]:.2f} {report.trading_symbol} {copy_results['Trades average loss'][1]:.2f}%"
-    copy_results['Average Trade Duration'] = f"{copy_results['Average Trade Duration']:.2f} hours"
-    copy_results['Number of Trades'] = f"{copy_results['Number of Trades']}"
-    copy_results['Win Rate'] = f"{copy_results['Win Rate']:.2f}%"
-    copy_results['Win/Loss Ratio'] = f"{copy_results['Win/Loss Ratio']:.2f}"
+    copy_results['Trades Average Gain'] = f"{safe_format(copy_results['average_trade_gain'], string_format)} {report.trading_symbol} {copy_results['trades_average_gain_percentage']:.2f}%"
+    copy_results['Trades Average Loss'] = f"{safe_format(copy_results['average_trade_loss'], string_format)} {report.trading_symbol} {copy_results['trades_average_loss_percentage']:.2f}%"
+    copy_results['Average Trade Duration'] = f"{copy_results['average_trade_duration']:.2f} hours"
+    copy_results['Number of Trades'] = f"{copy_results['number_of_trades']}"
+    copy_results['Win Rate'] = f"{copy_results['win_rate']:.2f}%"
+    copy_results['Win/Loss Ratio'] = f"{copy_results['win_loss_ratio']:.2f}"
 
     stats = {
         "Metric": [
             "Trades per Year",
             "Trade per Day",
-            "Exposure Factor",
+            "Exposure Ratio",
+            "Cumulative Exposure",
             "Trades Average Gain",
             "Trades Average Loss",
             "Best Trade",
@@ -112,7 +115,8 @@ def create_html_trade_metrics_table(results, report):
         "Value": [
             copy_results['Trades per Year'],
             copy_results['Trades per Day'],
-            copy_results['Exposure Factor'],
+            copy_results['Exposure Ratio'],
+            copy_results['Cumulative Exposure'],
             copy_results['Trades Average Gain'],
             copy_results['Trades Average Loss'],
             copy_results['Best Trade'],

investing_algorithm_framework/app/reporting/tables/trades_table.py

@@ -53,7 +53,7 @@ def create_html_trades_table(report):
     # Create a DataFrame from the trades, with the attributes id, net_gain, net_gain_percentage, entry_time, exit_time, duration, and symbol
     selection = {
         'Trade': [f"{trade.id} {trade.target_symbol}/{trade.trading_symbol}" for trade in trades],
-        'Net Gain': [f"{trade.net_gain:.2f} {report.trading_symbol} ({trade.net_gain_percentage:.2f}%)" for trade in trades],
+        'Net Gain': [f"{trade.change:.2f} {report.trading_symbol} ({trade.percentage_change:.2f}%)" for trade in trades],
         'Entry (Price, Date)': [f"{trade.open_price} {trade.opened_at.strftime('%Y-%m-%d %H:%M:%S')}" for trade in trades],
         'Exit (Price, Date)': [get_exit(trade) for trade in trades],
         'Duration': [f"{trade.duration:.2f} hours" for trade in trades],

investing_algorithm_framework/app/reporting/tables/utils.py

@@ -16,6 +16,7 @@ def safe_format_percentage(value, format_str, default_value='N/A'):
 
     if isinstance(value, (int, float)):
         return format_str.format(value * 100)
+
     return value
 
 

investing_algorithm_framework/app/reporting/templates/report_template.html.j2

@@ -98,6 +98,8 @@
         <button class="tablink active" onclick="openTab(event, 'Overview')">Overview</button>
         <button class="tablink" onclick="openTab(event, 'Trades')">Trades</button>
         <button class="tablink" onclick="openTab(event, 'Positions and orders')">Positions and Orders</button>
+        <button class="tablink" onclick="openTab(event, 'DataAnalysis')">Data Analysis</button>
+
     </div>
 
     <div id="Overview" class="tabcontent active">
@@ -116,32 +118,20 @@
             </div>
         </div>
         <div class="grid-container">
-            <div class="metrics-table">
-                <h2>Performance Metrics</h2>
-                {{ key_metrics_table_html | safe }}
-                <script src="https://code.jquery.com/jquery-3.7.0.min.js"></script>
-                <script src="https://cdn.datatables.net/1.13.6/js/jquery.dataTables.min.js"></script>
-                <script>
-                    $(document).ready(function() {
-                        $('.stats-table').DataTable({
-                            paging: true,
-                            pageLength: 10,
-                            searching: true, // Enable search box
-                        });
-                    });
-                </script>
-            </div>
             <div class="metrics-table">
                 <h2>Time Metrics</h2>
                 {{ time_metrics_table_html | safe }}
             </div>
+            <div class="metrics-table">
+                <h2>Performance Metrics</h2>
+                {{ key_metrics_table_html | safe }}
+            </div>
             <div class="metrics-table">
                 <h2>Trade Metrics</h2>
                 {{ trades_metrics_table_html | safe }}
             </div>
         </div>
     </div>
-
     <div id="Trades" class="tabcontent">
         {{ trades_table_html | safe }}
         {% raw %}
@@ -156,5 +146,9 @@
         </script>
         {% endraw %}
     </div>
+    <div id="DataAnalysis" class="tabcontent">
+    <h2>OHLCV Data Completeness Charts</h2>
+        {{ data_completeness_charts_html | safe }}
+    </div>
 </body>
 </html>