Merge pull request #22 from hummingbot/feat/improve_pnl_graph

Feat/improve pnl graph

Makefile

@@ -0,0 +1,19 @@
+.ONESHELL:
+.PHONY: run
+.PHONY: conda_remove
+.PHONY: conda_create
+
+run:
+	streamlit run main.py
+
+env_remove:
+	conda env remove -n dashboard
+
+env_create:
+	conda env create -f environment.yml
+
+docker_build:
+	docker build -t dashboard:latest .
+
+docker_run:
+	docker run -p 8501:8501 dashboard:latest

pages/2_🚀_Strategy_Performance.py

@@ -119,13 +119,11 @@ def get_ohlc(trading_pair: str, exchange: str, interval: str, start_timestamp: i
                         st.metric(label='Average Buy Price', value=round(strategy_data_filtered.average_buy_price, 4))
                         st.metric(label='Average Sell Price', value=round(strategy_data_filtered.average_sell_price, 4))
 
-            cg = CandlesGraph(candles_df_filtered, show_volume=True, extra_rows=4)
+            cg = CandlesGraph(candles_df_filtered, show_volume=True, extra_rows=2)
             cg.add_buy_trades(strategy_data_filtered.buys)
             cg.add_sell_trades(strategy_data_filtered.sells)
             cg.add_base_inventory_change(strategy_data_filtered)
-            cg.add_net_pnl(strategy_data_filtered)
-            cg.add_trade_pnl(strategy_data_filtered)
-            cg.add_trade_fee(strategy_data_filtered)
+            cg.add_pnl(strategy_data_filtered)
             fig = cg.figure()
             st.plotly_chart(fig, use_container_width=True)
 

utils/graphs.py

@@ -3,7 +3,7 @@
 import pandas_ta as ta  # noqa: F401
 import streamlit as st
 
-from utils.data_manipulation import StrategyData
+from utils.data_manipulation import StrategyData, SingleMarketStrategyData
 import plotly.graph_objs as go
 
 
@@ -171,60 +171,49 @@ def add_base_inventory_change(self, strategy_data: StrategyData, row=3):
         )
         self.base_figure.update_yaxes(title_text='Base Inventory Change', row=row, col=1)
 
-    def add_net_pnl(self, strategy_data: StrategyData, row=4):
+    def add_pnl(self, strategy_data: SingleMarketStrategyData, row=4):
         merged_df = self.get_merged_df(strategy_data)
+
         self.base_figure.add_trace(
             go.Scatter(
-                x=merged_df.datetime,
-                y=merged_df["net_pnl_continuos"],
-                name="Cumulative Net PnL",
-                mode="lines+markers+text",
-                marker=dict(color="black", size=6),
-                line=dict(color="mediumpurple", width=2),
-                text=merged_df["net_pnl_continuos"],
-                textposition="top center",
-                texttemplate="%{text:.2f}"
+                x=merged_df["datetime"],
+                y=merged_df["cum_fees_in_quote"].apply(lambda x: round(-x, 2)),
+                name="Cum Fees",
+                mode='lines',
+                line_color='teal',
+                fill="tozeroy",  # Fill to the line below (trade pnl)
+                stackgroup='one'
             ),
             row=row, col=1
         )
-        self.base_figure.update_yaxes(title_text='Cum Net PnL', row=row, col=1)
 
-    def add_trade_pnl(self, strategy_data: StrategyData, row=5):
-        merged_df = self.get_merged_df(strategy_data)
         self.base_figure.add_trace(
             go.Scatter(
-                x=merged_df.datetime,
-                y=merged_df["trade_pnl_continuos"],
-                name="Cumulative Trade PnL",
-                mode="lines+markers+text",
-                marker=dict(color="black", size=6),
-                line=dict(color="crimson", width=2),
-                text=merged_df["trade_pnl_continuos"],
-                textposition="top center",
-                texttemplate="%{text:.1f}"
+                x=merged_df["datetime"],
+                y=merged_df["trade_pnl_continuos"].apply(lambda x: round(x, 2)),
+                name="Cum Trade PnL",
+                mode='lines',
+                line_color='pink',
+                fill="tonexty",  # Fill to the line below (net pnl)
+                stackgroup='one'
             ),
             row=row, col=1
         )
-        self.base_figure.update_yaxes(title_text='Cum Trade PnL', row=row, col=1)
-
-    def add_trade_fee(self, strategy_data: StrategyData, row=6):
-        merged_df = self.get_merged_df(strategy_data)
-
         self.base_figure.add_trace(
             go.Scatter(
-                x=merged_df.datetime,
-                y=merged_df["cum_fees_in_quote"],
-                name="Cumulative Fees",
+                x=merged_df["datetime"],
+                y=merged_df["net_pnl_continuos"].apply(lambda x: round(x, 2)),
+                name="Cum Net PnL",
                 mode="lines+markers+text",
                 marker=dict(color="black", size=6),
-                line=dict(color="seagreen", width=2),
-                text=merged_df["cum_fees_in_quote"],
+                line=dict(color="black", width=2),
                 textposition="top center",
-                texttemplate="%{text:.2f}"
+                text=merged_df["net_pnl_continuos"],
+                texttemplate="%{text:.1f}"
             ),
             row=row, col=1
         )
-        self.base_figure.update_yaxes(title_text='Cum Trade Fees', row=row, col=1)
+        self.base_figure.update_yaxes(title_text='PNL', row=row, col=1)
 
     def update_layout(self):
         self.base_figure.update_layout(
@@ -256,47 +245,3 @@ def get_merged_df(self, strategy_data: StrategyData):
         merged_df["trade_pnl_continuos"] = merged_df["unrealized_trade_pnl"] + merged_df["cum_net_amount"] * merged_df["close"]
         merged_df["net_pnl_continuos"] = merged_df["trade_pnl_continuos"] - merged_df["cum_fees_in_quote"]
         return merged_df
-
-
-def get_bar_plot_volume_of_trades(strategy_data: StrategyData):
-    grouped_df = strategy_data.trade_fill.groupby("trade_type").agg({"amount": "sum", "order_id": "count"})
-    # Create figure with secondary y-axis
-    fig = go.Figure()
-    fig.add_trace(go.Bar(
-        y=['Total Amount'],
-        x=grouped_df.loc["BUY", ["amount"]],
-        name='Buy Amount',
-        orientation='h',
-
-    ))
-    fig.add_trace(go.Bar(
-        y=['Total Amount'],
-        x=grouped_df.loc["SELL", ["amount"]],
-        name='Sell Amount',
-        orientation='h',
-    ))
-    fig.update_layout(template="plotly_white", title="Volume analysis", height=300,
-                      xaxis_title="Amount in Base Asset")
-    return fig
-
-
-def get_bar_plot_quantity_of_trades(strategy_data: StrategyData):
-    grouped_df = strategy_data.trade_fill.groupby("trade_type").agg({"amount": "sum", "order_id": "count"})
-
-    fig = go.Figure()
-    fig.add_trace(go.Bar(
-        y=['Quantity of Orders'],
-        x=grouped_df.loc["BUY", ["order_id"]],
-        name='Quantity of Buys',
-        orientation='h',
-
-    ))
-    fig.add_trace(go.Bar(
-        y=['Quantity of Orders'],
-        x=grouped_df.loc["SELL", ["order_id"]],
-        name='Quantity of Sells',
-        orientation='h',
-    ))
-    fig.update_layout(template="plotly_white", title="Excution Analysis", height=300,
-                      xaxis_title="Quantity of orders")
-    return fig