mcli-framework 7.1.3__py3-none-any.whl → 7.3.1__py3-none-any.whl

mcli/ml/dashboard/pages/test_portfolio.py

@@ -0,0 +1,373 @@
+"""Test portfolio page for paper trading and backtesting"""
+
+import logging
+from datetime import datetime, timedelta
+from typing import Dict, List, Optional
+from uuid import UUID
+
+import pandas as pd
+import plotly.express as px
+import plotly.graph_objects as go
+from plotly.subplots import make_subplots
+import streamlit as st
+from sqlalchemy.orm import Session
+
+from mcli.ml.trading.paper_trading import create_paper_trading_engine
+from mcli.ml.trading.trading_service import TradingService
+from mcli.ml.trading.models import OrderCreate, OrderType, OrderSide
+from mcli.ml.database.session import get_session
+
+logger = logging.getLogger(__name__)
+
+
+def show_test_portfolio():
+    """Test portfolio page for paper trading"""
+    st.title("🧪 Test Portfolio - Paper Trading")
+    st.markdown("Test your trading strategies with paper money before going live")
+    
+    # Initialize session state
+    if "test_portfolio_id" not in st.session_state:
+        st.session_state.test_portfolio_id = None
+    
+    try:
+        with get_session() as db:
+            trading_service = TradingService(db)
+            paper_engine = create_paper_trading_engine(db)
+            
+            # Create test portfolio if none exists
+            if not st.session_state.test_portfolio_id:
+                if st.button("Create Test Portfolio", type="primary"):
+                    with st.spinner("Creating test portfolio..."):
+                        user_id = UUID("00000000-0000-0000-0000-000000000000")  # Default user
+                        portfolio = paper_engine.create_test_portfolio(
+                            user_id=user_id,
+                            name="My Test Portfolio",
+                            initial_capital=100000.0
+                        )
+                        st.session_state.test_portfolio_id = portfolio.id
+                        st.success("Test portfolio created successfully!")
+                        st.rerun()
+            else:
+                # Get portfolio
+                portfolio = trading_service.get_portfolio(st.session_state.test_portfolio_id)
+                if not portfolio:
+                    st.error("Test portfolio not found")
+                    st.session_state.test_portfolio_id = None
+                    st.rerun()
+                    return
+                
+                # Portfolio header
+                col1, col2, col3, col4 = st.columns(4)
+                
+                with col1:
+                    st.metric("Portfolio Value", f"${float(portfolio.current_value):,.2f}")
+                with col2:
+                    st.metric("Cash Balance", f"${float(portfolio.cash_balance):,.2f}")
+                with col3:
+                    st.metric("Total Return", f"{portfolio.total_return_pct:.2f}%")
+                with col4:
+                    positions = trading_service.get_portfolio_positions(portfolio.id)
+                    st.metric("Positions", len(positions))
+                
+                # Trading interface
+                st.subheader("📈 Paper Trading Interface")
+                
+                col1, col2 = st.columns([1, 1])
+                
+                with col1:
+                    st.markdown("#### Place Test Order")
+                    
+                    with st.form("test_order"):
+                        symbol = st.text_input("Symbol", placeholder="AAPL", help="Stock symbol to trade")
+                        side = st.selectbox("Side", [OrderSide.BUY, OrderSide.SELL])
+                        order_type = st.selectbox("Order Type", [OrderType.MARKET, OrderType.LIMIT])
+                        quantity = st.number_input("Quantity", min_value=1, value=1)
+                        
+                        limit_price = None
+                        if order_type == OrderType.LIMIT:
+                            limit_price = st.number_input("Limit Price", min_value=0.01, value=100.0, step=0.01)
+                        
+                        if st.form_submit_button("Place Test Order", type="primary"):
+                            if symbol:
+                                try:
+                                    order_data = OrderCreate(
+                                        symbol=symbol.upper(),
+                                        side=side,
+                                        order_type=order_type,
+                                        quantity=quantity,
+                                        limit_price=limit_price,
+                                        time_in_force="day",
+                                        extended_hours=False
+                                    )
+                                    
+                                    # Create order
+                                    order = trading_service.place_order(portfolio.id, order_data)
+                                    
+                                    # Execute paper trade
+                                    success = paper_engine.execute_paper_order(order)
+                                    
+                                    if success:
+                                        st.success(f"Test order executed: {symbol} {side.value} {quantity} shares")
+                                        st.rerun()
+                                    else:
+                                        st.error("Failed to execute test order")
+                                        
+                                except Exception as e:
+                                    st.error(f"Error placing order: {e}")
+                            else:
+                                st.error("Please enter a symbol")
+                
+                with col2:
+                    st.markdown("#### Current Positions")
+                    
+                    positions = trading_service.get_portfolio_positions(portfolio.id)
+                    if positions:
+                        positions_data = []
+                        for pos in positions:
+                            positions_data.append({
+                                "Symbol": pos.symbol,
+                                "Quantity": pos.quantity,
+                                "Side": pos.side.value,
+                                "Avg Price": f"${pos.average_price:.2f}",
+                                "Current Price": f"${pos.current_price:.2f}",
+                                "Market Value": f"${pos.market_value:,.2f}",
+                                "P&L": f"${pos.unrealized_pnl:,.2f}",
+                                "P&L %": f"{pos.unrealized_pnl_pct:.2f}%",
+                                "Weight": f"{pos.weight:.1%}",
+                            })
+                        
+                        positions_df = pd.DataFrame(positions_data)
+                        st.dataframe(positions_df, use_container_width=True)
+                    else:
+                        st.info("No positions found")
+                
+                # Market simulation
+                st.subheader("🎲 Market Simulation")
+                
+                col1, col2, col3 = st.columns(3)
+                
+                with col1:
+                    if st.button("Simulate 1 Day", help="Simulate market movement for 1 day"):
+                        with st.spinner("Simulating market movement..."):
+                            paper_engine.simulate_market_movement(portfolio.id, days=1)
+                            st.success("Market simulation completed!")
+                            st.rerun()
+                
+                with col2:
+                    if st.button("Simulate 1 Week", help="Simulate market movement for 1 week"):
+                        with st.spinner("Simulating market movement..."):
+                            paper_engine.simulate_market_movement(portfolio.id, days=7)
+                            st.success("Market simulation completed!")
+                            st.rerun()
+                
+                with col3:
+                    if st.button("Reset Portfolio", help="Reset portfolio to initial state"):
+                        if st.session_state.get("confirm_reset", False):
+                            # Reset portfolio
+                            portfolio.current_value = portfolio.initial_capital
+                            portfolio.cash_balance = portfolio.initial_capital
+                            portfolio.total_return = 0.0
+                            portfolio.total_return_pct = 0.0
+                            
+                            # Clear positions
+                            trading_service.db.query(trading_service.db.query(Position).filter(
+                                Position.portfolio_id == portfolio.id
+                            ).first().__class__).filter(
+                                Position.portfolio_id == portfolio.id
+                            ).delete()
+                            
+                            trading_service.db.commit()
+                            st.success("Portfolio reset successfully!")
+                            st.session_state.confirm_reset = False
+                            st.rerun()
+                        else:
+                            st.session_state.confirm_reset = True
+                            st.warning("Click again to confirm reset")
+                
+                # Performance chart
+                st.subheader("📊 Performance Chart")
+                
+                performance_df = trading_service.get_portfolio_performance(portfolio.id, days=30)
+                
+                if not performance_df.empty:
+                    fig = make_subplots(
+                        rows=2, cols=1,
+                        subplot_titles=("Portfolio Value", "Daily Returns"),
+                        vertical_spacing=0.1
+                    )
+                    
+                    # Portfolio value
+                    fig.add_trace(
+                        go.Scatter(
+                            x=performance_df["date"],
+                            y=performance_df["portfolio_value"],
+                            mode="lines",
+                            name="Portfolio Value",
+                            line=dict(color="blue")
+                        ),
+                        row=1, col=1
+                    )
+                    
+                    # Daily returns
+                    fig.add_trace(
+                        go.Bar(
+                            x=performance_df["date"],
+                            y=performance_df["daily_return_pct"],
+                            name="Daily Return %",
+                            marker_color=["green" if x >= 0 else "red" for x in performance_df["daily_return_pct"]]
+                        ),
+                        row=2, col=1
+                    )
+                    
+                    fig.update_layout(height=600, showlegend=True)
+                    fig.update_xaxes(title_text="Date", row=2, col=1)
+                    fig.update_yaxes(title_text="Portfolio Value ($)", row=1, col=1)
+                    fig.update_yaxes(title_text="Daily Return (%)", row=2, col=1)
+                    
+                    st.plotly_chart(fig, use_container_width=True)
+                else:
+                    st.info("No performance data available yet. Start trading to see your performance!")
+                
+                # Recent orders
+                st.subheader("📋 Recent Test Orders")
+                
+                orders = trading_service.get_portfolio_orders(portfolio.id)
+                if orders:
+                    orders_data = []
+                    for order in orders[:10]:  # Last 10 orders
+                        orders_data.append({
+                            "Symbol": order.symbol,
+                            "Side": order.side.value,
+                            "Type": order.order_type.value,
+                            "Quantity": order.quantity,
+                            "Status": order.status.value,
+                            "Price": f"${order.average_fill_price:.2f}" if order.average_fill_price else "-",
+                            "Created": order.created_at.strftime("%Y-%m-%d %H:%M"),
+                            "Filled": order.filled_at.strftime("%Y-%m-%d %H:%M") if order.filled_at else "-",
+                        })
+                    
+                    orders_df = pd.DataFrame(orders_data)
+                    st.dataframe(orders_df, use_container_width=True)
+                else:
+                    st.info("No test orders found")
+                
+                # Backtesting section
+                st.subheader("🔬 Backtesting")
+                
+                with st.expander("Run Historical Backtest", expanded=False):
+                    col1, col2 = st.columns(2)
+                    
+                    with col1:
+                        start_date = st.date_input(
+                            "Start Date",
+                            value=datetime.now() - timedelta(days=365),
+                            max_value=datetime.now() - timedelta(days=1)
+                        )
+                    
+                    with col2:
+                        end_date = st.date_input(
+                            "End Date",
+                            value=datetime.now() - timedelta(days=1),
+                            max_value=datetime.now()
+                        )
+                    
+                    initial_capital = st.number_input(
+                        "Initial Capital",
+                        min_value=1000,
+                        value=100000,
+                        step=10000
+                    )
+                    
+                    if st.button("Run Backtest", type="primary"):
+                        with st.spinner("Running backtest..."):
+                            try:
+                                results = paper_engine.run_backtest(
+                                    portfolio_id=portfolio.id,
+                                    start_date=datetime.combine(start_date, datetime.min.time()),
+                                    end_date=datetime.combine(end_date, datetime.min.time()),
+                                    initial_capital=initial_capital
+                                )
+                                
+                                st.success("Backtest completed!")
+                                
+                                # Display results
+                                col1, col2, col3, col4 = st.columns(4)
+                                
+                                with col1:
+                                    st.metric("Initial Capital", f"${results['initial_capital']:,.2f}")
+                                with col2:
+                                    st.metric("Final Value", f"${results['final_value']:,.2f}")
+                                with col3:
+                                    st.metric("Total Return", f"${results['total_return']:,.2f}")
+                                with col4:
+                                    st.metric("Total Return %", f"{results['total_return_pct']:.2f}%")
+                                
+                            except Exception as e:
+                                st.error(f"Backtest failed: {e}")
+                
+                # Portfolio actions
+                st.subheader("⚙️ Portfolio Actions")
+                
+                col1, col2, col3 = st.columns(3)
+                
+                with col1:
+                    if st.button("Sync with Market", help="Update all positions with current market prices"):
+                        with st.spinner("Syncing with market..."):
+                            paper_engine.simulate_market_movement(portfolio.id, days=0)
+                            st.success("Portfolio synced with current market prices!")
+                            st.rerun()
+                
+                with col2:
+                    if st.button("Export Data", help="Export portfolio data to CSV"):
+                        # Export portfolio data
+                        positions = trading_service.get_portfolio_positions(portfolio.id)
+                        if positions:
+                            positions_data = []
+                            for pos in positions:
+                                positions_data.append({
+                                    "Symbol": pos.symbol,
+                                    "Quantity": pos.quantity,
+                                    "Side": pos.side.value,
+                                    "Average Price": float(pos.average_price),
+                                    "Current Price": float(pos.current_price),
+                                    "Market Value": float(pos.market_value),
+                                    "Unrealized P&L": float(pos.unrealized_pnl),
+                                    "Unrealized P&L %": pos.unrealized_pnl_pct,
+                                    "Weight": pos.weight,
+                                })
+                            
+                            positions_df = pd.DataFrame(positions_data)
+                            csv = positions_df.to_csv(index=False)
+                            st.download_button(
+                                label="Download Positions CSV",
+                                data=csv,
+                                file_name=f"test_portfolio_positions_{datetime.now().strftime('%Y%m%d_%H%M%S')}.csv",
+                                mime="text/csv"
+                            )
+                        else:
+                            st.info("No positions to export")
+                
+                with col3:
+                    if st.button("Delete Portfolio", help="Delete this test portfolio"):
+                        if st.session_state.get("confirm_delete", False):
+                            # Delete portfolio
+                            trading_service.db.delete(portfolio)
+                            trading_service.db.commit()
+                            st.session_state.test_portfolio_id = None
+                            st.session_state.confirm_delete = False
+                            st.success("Test portfolio deleted!")
+                            st.rerun()
+                        else:
+                            st.session_state.confirm_delete = True
+                            st.warning("Click again to confirm deletion")
+                
+    except Exception as e:
+        st.error(f"Error loading test portfolio: {e}")
+        logger.error(f"Test portfolio error: {e}")
+
+
+# Import Position for the reset functionality
+try:
+    from mcli.ml.trading.models import Position
+except ImportError:
+    Position = None