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Feat/improve pnl graph #22

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merged 6 commits into from
May 19, 2023
Merged

Feat/improve pnl graph #22

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1a9addd
(feat) clean up unused functions
cardosofede May 18, 2023
f82c73f
(feat) merge pnl subplots
cardosofede May 18, 2023
b7d72b9
(feat) change pnl method
cardosofede May 18, 2023
02b3a65
(feat) add makefile
cardosofede May 18, 2023
61d49ab
(feat) fine tune graph
cardosofede May 18, 2023
6103b35
(feat) adapt page to use only 2 extra rows
cardosofede May 18, 2023
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(feat) fine tune graph
  • Loading branch information
@cardosofede
cardosofede committed May 18, 2023
commit 61d49ab9780bfee4da83450e56b77690fb706c18
50 changes: 25 additions & 25 deletions utils/graphs.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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


Expand Down Expand Up @@ -176,40 +176,40 @@ def add_pnl(self, strategy_data: SingleMarketStrategyData, row=4):

self.base_figure.add_trace(
go.Scatter(
x=merged_df["timestamp"],
y=merged_df["net_pnl_continuos"].apply(lambda x: round(x, 3)),
name="Cumulative Net PnL",
mode="lines",
marker=dict(color="black", size=6),
line=dict(color="black", width=2),
text=merged_df["net_pnl_continuos"],
textposition="top center",
texttemplate="%{text:.3f}"
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.add_trace(
go.Scatter(
x=merged_df["timestamp"],
y=merged_df["cum_fees_in_quote"].apply(lambda x: round(x, 3)),
name="Cumulative Fees",
mode="lines",
fill="tozeroy", # Fill to the line below (trade pnl)
line=dict(color="yellow", width=2),
text=merged_df["cum_fees_in_quote"],
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.add_trace(
go.Scatter(
x=merged_df["timestamp"],
y=merged_df["trade_pnl_continuos"].apply(lambda x: round(x, 3)),
name="Cumulative Trade PnL",
mode="lines",
fill="tonexty", # Fill to the line below (net pnl)
line=dict(color="salmon", width=2),
text=merged_df["trade_pnl_continuos"],
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="black", width=2),
textposition="top center",
text=merged_df["net_pnl_continuos"],
texttemplate="%{text:.1f}"
),
row=row, col=1
)
Expand Down