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Merged
merged 41 commits into from
Sep 21, 2023
Merged

Feat/strategy performance v0.10 #68

merged 41 commits into from
Sep 21, 2023

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@tomasgaudino
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@tomasgaudino tomasgaudino commented Sep 16, 2023 •
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VERSION 0.10

  • Fixes:

    • Download and display full data instead of page data
    • Remove session_state from page. Not necessary yet, makes debugging harder
    • Replace page_data_filtered in CandlesGraph methods

  • Features:

    • Add uploading db feature
    • Add position executors to StrategyData class
    • Improve get_trade_fills in order to process multiple exchange, trading pairs and config_file_path combinations
    • Add strategy summary table to StrategyData class
    • Improvements in status property and loading data in database_manager
    • Add properties table and metrics to SingleMarketStrategyData
    • New metrics styling
    • Allow user to explore different strategies (one at time for now)
    • Improve PnL subchart and replace Base Inventory with Quote Inventory
    • Always start from last candlestick page
    • Add panel metrics/charts
      • Add top/worst realized PnL chart (unused for now)
      • Add intraday performance chart
      • Add returns histogram
      • Add trades table
    • Improve error handling

@tomasgaudino
(fix) download and display all data instead of page data
1d7592a
@tomasgaudino
(refactor) replace unsafe_html with adhoc st element
179f159
@tomasgaudino
(fix) remove session state
45c6417
@tomasgaudino
(feat) add position executor data to strategy data
6d645d9
@tomasgaudino
(feat) allow get trade fills to process multiple exchange, trading pa…
851041a 
…irs and config_file_path combinations
@tomasgaudino
(feat) add strategy summary table to StrategyData class
a08d7c4
@tomasgaudino
(feat) improvements in status property and loading data in database_m…
3c4b9cf 
…anager.py + including in strategy performance page
@tomasgaudino
(feat) add properties table in SingleMarketStrategyData
fba64f9
@tomasgaudino
(refactor) changes in conditional rendering
ff64eb2
@tomasgaudino
(refactor) change warning msgs and add divider + remove pd warning
2a9c707
@tomasgaudino
(fix) replace page_data_filtered in CandlesGraph methods
49d1461
@tomasgaudino
(refactor) get_trade_fills refactor
4795557
@tomasgaudino
(feat) add accuracy and profit factor metrics to single market strate…
464fdc6 
…gy data
@tomasgaudino
(feat) set global colors
9c7b019
@tomasgaudino
(feat) add style metric cards function
3fdca1a
@tomasgaudino
(feat) add main metrics panel
6293cc9
@tomasgaudino
(feat) market activity improvements
08d9e53
@tomasgaudino
(feat) change bullish/bearish colors
cb7b4de
@tomasgaudino
(wip) add secondary metrics panel
3000381
@tomasgaudino
(feat) update_layout adjustments
98f30b9
@tomasgaudino
(feat) pnl subchart improvements
e728cbb
@tomasgaudino
(feat) replace base inventory change for quote inventory change
daf09bd
@tomasgaudino
(feat) remove merged_df
b46a9ba
@tomasgaudino
Merge branch 'feat/strategy-performance-v0.10'
20f55fc
@tomasgaudino
(refactor) remove comments and error handling
e96168b
@tomasgaudino
(refactor) remove default selection
98af661
@tomasgaudino
(feat) add uploading db feature
846b527
@tomasgaudino
(fix) correct profit factor
4687ba9
@tomasgaudino
(feat) rename examine summary column with explore and set as first co…
70961a8 
…lumn
@tomasgaudino
(feat) rename examine summary column with explore and set as first co…
ec1dc6e 
…lumn
@cardosofede cardosofede marked this pull request as ready for review September 21, 2023 06:58
cardosofede
cardosofede approved these changes Sep 21, 2023
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LGTM!

@cardosofede cardosofede merged commit 3e4e3a0 into main Sep 21, 2023
@cardosofede cardosofede deleted the feat/strategy-performance-v0.10 branch September 21, 2023 06:59
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@tomasgaudino @cardosofede