updating backtest wording
Browse files
app.py
CHANGED
@@ -72,23 +72,27 @@ class TrendFollowingStrategy(bt.Strategy):
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def fetch_forex_intraday(api_key, from_symbol, to_symbol, interval, outputsize='compact'):
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def analyze_sentiment(json_response, target_ticker):
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"""
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@@ -232,95 +236,99 @@ def run_backtest(api_key, from_symbol, to_symbol, interval):
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- html_message (str): An HTML message containing the calculated statistics, trade log, and trade decision information.
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"""
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# Set up Cerebro engine
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# Add data feed to Cerebro
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data = load_data(api_key, from_symbol, to_symbol, interval)
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cerebro.adddata(data)
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# Set initial cash (optional)
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cerebro.broker.set_cash(10000)
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# Run the backtest
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strategy_instance = cerebro.run()[0]
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api_endpoint = "https://www.alphavantage.co/query" # Replace with actual endpoint
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# Calculate win and loss percentages
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total_trades = strategy_instance.trade_count
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total_wins = strategy_instance.win_count
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total_losses = strategy_instance.loss_count
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win_percentage = (total_wins / total_trades) * 100
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loss_percentage = (total_losses / total_trades) * 100
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# Get trade log from the strategy
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trade_log = strategy_instance.get_trade_log()
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# Iterate through the trade log and count valid trades
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valid_buy_trades = 0
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valid_sell_trades = 0
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# Initialize a variable to store the last trade line
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last_trade_line = ""
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# Iterate through the trade log and count valid trades
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for trade in trade_log:
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if trade['trade_type'] == 'CALL':
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valid_buy_trades += 1
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elif trade['trade_type'] == 'PUT':
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valid_sell_trades += 1
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# Store the last trade line
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last_trade_line = f"Trade {trade['trade_num']}: {trade['trade_type']} - {trade['outcome']}"
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for trade in trade_log:
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if trade['trade_type'] == 'CALL':
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valid_buy_trades += 1
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elif trade['trade_type'] == 'PUT':
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valid_sell_trades += 1
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# Determine if the backtest agrees (valid Buy trades > valid Sell trades)
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if win_percentage > loss_percentage:
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signal = last_trade_line
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color = "green"
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else:
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signal = last_trade_line
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color = "red"
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<p>On the {interval} timeframe</p>
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<p>*****************************</p>
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<p>Total Trades: {total_trades}</p>
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<p>Total Wins: {total_wins} ({win_percentage:.2f}%)</p>
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<p>Total Losses: {total_losses} ({loss_percentage:.2f}%)</p>
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<p>Signal: <span style='color: {color}'>{signal}</span></p>
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<p><strong>Trade Log:</strong></p>
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<ul>
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"""
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for trade in trade_log:
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html_message += f"<li>Trade {trade['trade_num']}: {trade['trade_type']} - {trade['outcome']}</li>"
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# Define a list of popular currency pairs for the dropdowns
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def fetch_forex_intraday(api_key, from_symbol, to_symbol, interval, outputsize='compact'):
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try:
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url = f'https://www.alphavantage.co/query?function=FX_INTRADAY&from_symbol={from_symbol}&to_symbol={to_symbol}&interval={interval}&apikey={api_key}&outputsize={outputsize}'
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response = requests.get(url)
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data = response.json()
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# Extracting the time series data from the JSON object
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time_series_key = 'Time Series FX (' + str(interval) + ')'
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forex_data = pd.DataFrame(data[time_series_key]).T
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forex_data.columns = ['Open', 'High', 'Low', 'Close']
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# Convert index to datetime and sort data
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forex_data.index = pd.to_datetime(forex_data.index)
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forex_data.sort_index(inplace=True)
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# Convert columns to numeric
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forex_data = forex_data.apply(pd.to_numeric)
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return forex_data
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except Exception as e:
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print(f"An error occurred: {str(e)}")
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return None
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def analyze_sentiment(json_response, target_ticker):
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"""
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- html_message (str): An HTML message containing the calculated statistics, trade log, and trade decision information.
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"""
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# Set up Cerebro engine
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try:
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cerebro = bt.Cerebro()
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cerebro.addstrategy(TrendFollowingStrategy)
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# Add data feed to Cerebro
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data = load_data(api_key, from_symbol, to_symbol, interval)
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cerebro.adddata(data)
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# Set initial cash (optional)
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cerebro.broker.set_cash(10000)
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# Run the backtest
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strategy_instance = cerebro.run()[0]
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api_endpoint = "https://www.alphavantage.co/query" # Replace with actual endpoint
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# Calculate win and loss percentages
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total_trades = strategy_instance.trade_count
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total_wins = strategy_instance.win_count
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total_losses = strategy_instance.loss_count
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win_percentage = (total_wins / total_trades) * 100
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loss_percentage = (total_losses / total_trades) * 100
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# Get trade log from the strategy
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trade_log = strategy_instance.get_trade_log()
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# Iterate through the trade log and count valid trades
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valid_buy_trades = 0
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valid_sell_trades = 0
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# Initialize a variable to store the last trade line
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last_trade_line = ""
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# Iterate through the trade log and count valid trades
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for trade in trade_log:
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if trade['trade_type'] == 'CALL':
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valid_buy_trades += 1
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elif trade['trade_type'] == 'PUT':
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valid_sell_trades += 1
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# Store the last trade line
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last_trade_line = f"Trade {trade['trade_num']}: {trade['trade_type']} - {trade['outcome']}"
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for trade in trade_log:
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if trade['trade_type'] == 'CALL':
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valid_buy_trades += 1
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elif trade['trade_type'] == 'PUT':
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valid_sell_trades += 1
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# Determine if the backtest agrees (valid Buy trades > valid Sell trades)
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if win_percentage > loss_percentage:
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signal = last_trade_line
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color = "green"
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else:
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signal = last_trade_line
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color = "red"
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# Get trade decision information
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trade_decision, trade_type, trade_timeframe, reason = should_trade(strategy_instance, api_endpoint, api_key, from_symbol, to_symbol)
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# Create an HTML message with the calculated statistics, trade log, and trade decision information
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html_message = f"""
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<p><strong>Strategy Performance Summary:</strong></p>
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<p>On the {interval} timeframe</p>
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<p>*****************************</p>
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<p>Total Trades: {total_trades}</p>
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<p>Total Wins: {total_wins} ({win_percentage:.2f}%)</p>
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<p>Total Losses: {total_losses} ({loss_percentage:.2f}%)</p>
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<p>Signal: <span style='color: {color}'>{signal}</span></p>
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<p><strong>Trade Log:</strong></p>
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<ul>
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"""
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for trade in trade_log:
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html_message += f"<li>Trade {trade['trade_num']}: {trade['trade_type']} - {trade['outcome']}</li>"
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html_message += "</ul>"
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# Include trade decision information
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html_message += f"""
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<p><strong>Trade Decision:</strong></p>
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<p>Trade Type: {trade_type}</p>
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<p>Timeframe: {trade_timeframe}</p>
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<p>Reason: {reason}</p>
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"""
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return html_message
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except Exception as e:
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return f"Waiting for data"
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# Define a list of popular currency pairs for the dropdowns
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