recent trades in list
This commit is contained in:
Dobromir Popov
parent
989e755264
commit
3eff11fd78
46
access_app.py
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46
access_app.py
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import sys
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import os
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import time
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from datetime import datetime
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# Add the project root to the path
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sys.path.append(os.getcwd())
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# Try to access the running application's charts
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from train_rl_with_realtime import charts
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if not charts:
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print("No charts are running. Please start the application first.")
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sys.exit(1)
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# Get the first chart
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chart = charts[0]
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print(f"Accessing chart for {chart.symbol}")
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# Add some test trades
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print("Adding trades...")
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chart.add_trade(price=64500, timestamp=datetime.now(), pnl=0.5, action='BUY')
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print("Added BUY trade 1")
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time.sleep(1)
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chart.add_trade(price=64800, timestamp=datetime.now(), pnl=0.7, action='SELL')
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print("Added SELL trade 1")
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time.sleep(1)
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chart.add_trade(price=64600, timestamp=datetime.now(), pnl=0.3, action='BUY')
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print("Added BUY trade 2")
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time.sleep(1)
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chart.add_trade(price=64900, timestamp=datetime.now(), pnl=0.6, action='SELL')
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print("Added SELL trade 2")
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# Try to get the current trades
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print("\nCurrent trades:")
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if hasattr(chart, 'trades') and chart.trades:
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for i, trade in enumerate(chart.trades[-5:]):
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action = trade.get('action', 'UNKNOWN')
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price = trade.get('price', 'N/A')
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timestamp = trade.get('timestamp', 'N/A')
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pnl = trade.get('pnl', None)
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close_price = trade.get('close_price', 'N/A')
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print(f"Trade {i+1}: {action} @ {price}, Close: {close_price}, PnL: {pnl}, Time: {timestamp}")
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else:
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print("No trades found.")
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53
add_test_trades.py
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53
add_test_trades.py
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from datetime import datetime, timedelta
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import random
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import time
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from realtime import RealTimeChart
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# Create a standalone chart instance
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chart = RealTimeChart('BTC/USDT')
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# Base price
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base_price = 65000.0
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# Add 5 pairs of trades (BUY followed by SELL)
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for i in range(5):
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# Create a buy trade
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buy_price = base_price + random.uniform(-200, 200)
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buy_time = datetime.now() - timedelta(minutes=5-i) # Older to newer
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buy_amount = round(random.uniform(0.05, 0.5), 2)
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# Add the BUY trade
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chart.add_trade(
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price=buy_price,
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timestamp=buy_time,
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amount=buy_amount,
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pnl=None, # Set to None for buys
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action='BUY'
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)
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print(f"Added BUY trade {i+1}: Price={buy_price:.2f}, Amount={buy_amount}, Time={buy_time}")
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# Wait a moment
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time.sleep(0.5)
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# Create a sell trade (typically at a different price)
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price_change = random.uniform(-100, 300) # More likely to be positive for profit
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sell_price = buy_price + price_change
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sell_time = buy_time + timedelta(minutes=random.uniform(0.5, 1.5))
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# Calculate PnL
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pnl = (sell_price - buy_price) * buy_amount
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# Add the SELL trade
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chart.add_trade(
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price=sell_price,
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timestamp=sell_time,
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amount=buy_amount, # Same amount as buy
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pnl=pnl,
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action='SELL'
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)
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print(f"Added SELL trade {i+1}: Price={sell_price:.2f}, PnL={pnl:.2f}, Time={sell_time}")
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# Wait a moment before the next pair
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time.sleep(0.5)
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print("\nAll trades added successfully!")
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11
generate_trades.py
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11
generate_trades.py
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from datetime import datetime
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from realtime import RealTimeChart
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chart = RealTimeChart('BTC/USDT')
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for i in range(3):
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chart.add_trade(price=65000+i*100, timestamp=datetime.now(), pnl=0.1*i, action='BUY')
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chart.add_trade(price=65100+i*100, timestamp=datetime.now(), pnl=0.2*i, action='SELL')
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print(f'Added trade pair {i+1}')
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print('All trades added successfully')
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189
realtime.py
189
realtime.py
@ -1519,7 +1519,7 @@ class RealTimeChart:
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'color': '#FFFFFF',
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'backgroundColor': '#222'
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})
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], style={'marginTop': '20px', 'marginBottom': '20px', 'overflowX': 'auto'})
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], style={'marginTop': '20px', 'marginBottom': '20px', 'overflowX': 'auto'}),
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# Chart acknowledgment
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html.Div("Real-time trading chart with ML signals", style={
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@ -2344,42 +2344,177 @@ class RealTimeChart:
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def _setup_position_list_callback(self):
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"""Callback to update the position list with the latest 5 trades"""
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@self.app.callback(
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Output('position-list', 'children'),
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Output('position-table-body', 'children'),
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[Input('interval-component', 'n_intervals')]
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)
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def update_position_list(n):
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try:
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# Get the last 5 positions
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if not hasattr(self, 'trades') or not self.trades:
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return [html.Li("No trades yet", style={'color': '#AAAAAA'})]
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last_positions = self.trades[-5:]
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position_items = []
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return [html.Tr([html.Td("No trades yet", colSpan=6, style={'textAlign': 'center', 'color': '#AAAAAA', 'padding': '10px'})])]
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for trade in last_positions:
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# Collect BUY and SELL trades to pair them
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buy_trades = {}
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sell_trades = {}
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position_rows = []
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# Process all trades to match buy and sell pairs
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for trade in self.trades:
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action = trade.get('action', 'UNKNOWN')
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price = trade.get('price', 'N/A')
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timestamp = trade.get('timestamp', 'N/A')
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pnl = trade.get('pnl', None)
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# Format the display
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pnl_str = f", PnL: {pnl:.4f}" if pnl is not None else ""
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time_str = timestamp.strftime('%H:%M:%S') if isinstance(timestamp, datetime) else str(timestamp)
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# Set color based on action
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color = '#00FF00' if action == 'BUY' else '#FF0000'
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position_items.append(
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html.Li(
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f"{action} @ {price} ({time_str}){pnl_str}",
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style={'color': color, 'padding': '5px', 'borderBottom': '1px solid #333'}
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)
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)
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if action == 'BUY':
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# Store buy trades by timestamp to match with sells later
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buy_trades[trade.get('timestamp')] = trade
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elif action == 'SELL':
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# Store sell trades
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sell_trades[trade.get('timestamp')] = trade
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return position_items
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# Create position entries (matched pairs or single trades)
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position_entries = []
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# First add matched pairs (BUY trades with matching close_price)
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for timestamp, buy_trade in buy_trades.items():
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if 'close_price' in buy_trade:
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# This is a closed position
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entry_price = buy_trade.get('price', 'N/A')
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exit_price = buy_trade.get('close_price', 'N/A')
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entry_time = buy_trade.get('timestamp')
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exit_time = buy_trade.get('close_timestamp')
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amount = buy_trade.get('amount', 0.1)
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# Calculate PnL if not provided
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pnl = buy_trade.get('pnl')
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if pnl is None and isinstance(entry_price, (int, float)) and isinstance(exit_price, (int, float)):
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pnl = (exit_price - entry_price) * amount
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position_entries.append({
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'action': 'CLOSED',
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'entry_price': entry_price,
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'exit_price': exit_price,
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'amount': amount,
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'pnl': pnl,
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'time': entry_time,
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'exit_time': exit_time,
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'status': 'CLOSED'
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})
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else:
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# This is an open position (BUY without a matching SELL)
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current_price = self.tick_storage.get_latest_price() or buy_trade.get('price', 0)
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amount = buy_trade.get('amount', 0.1)
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entry_price = buy_trade.get('price', 0)
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# Calculate unrealized PnL
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unrealized_pnl = (current_price - entry_price) * amount if isinstance(current_price, (int, float)) and isinstance(entry_price, (int, float)) else None
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position_entries.append({
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'action': 'BUY',
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'entry_price': entry_price,
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'exit_price': current_price, # Use current price as potential exit
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'amount': amount,
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'pnl': unrealized_pnl,
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'time': buy_trade.get('timestamp'),
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'status': 'OPEN'
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})
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# Add standalone SELL trades that don't have a matching BUY
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for timestamp, sell_trade in sell_trades.items():
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# Check if this SELL is already accounted for in a closed position
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already_matched = False
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for entry in position_entries:
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if entry.get('status') == 'CLOSED' and entry.get('exit_time') == timestamp:
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already_matched = True
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break
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if not already_matched:
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position_entries.append({
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'action': 'SELL',
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'entry_price': 'N/A',
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'exit_price': sell_trade.get('price', 'N/A'),
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'amount': sell_trade.get('amount', 0.1),
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'pnl': sell_trade.get('pnl'),
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'time': sell_trade.get('timestamp'),
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'status': 'STANDALONE'
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})
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# Sort by time (most recent first) and take last 5
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position_entries.sort(key=lambda x: x['time'] if isinstance(x['time'], datetime) else datetime.now(), reverse=True)
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position_entries = position_entries[:5]
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# Convert to table rows
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for entry in position_entries:
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action = entry['action']
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entry_price = entry['entry_price']
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exit_price = entry['exit_price']
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amount = entry['amount']
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pnl = entry['pnl']
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time_obj = entry['time']
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status = entry['status']
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# Format time
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if isinstance(time_obj, datetime):
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# If trade is from a different day, include the date
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today = datetime.now().date()
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if time_obj.date() == today:
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time_str = time_obj.strftime('%H:%M:%S')
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else:
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time_str = time_obj.strftime('%m-%d %H:%M:%S')
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else:
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time_str = str(time_obj)
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# Format prices with proper decimal places
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if isinstance(entry_price, (int, float)):
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entry_price_str = f"${entry_price:.2f}"
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else:
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entry_price_str = str(entry_price)
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if isinstance(exit_price, (int, float)):
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exit_price_str = f"${exit_price:.2f}"
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else:
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exit_price_str = str(exit_price)
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# Format PnL
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if pnl is not None and isinstance(pnl, (int, float)):
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pnl_str = f"${pnl:.2f}"
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pnl_color = '#00FF00' if pnl >= 0 else '#FF0000'
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else:
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pnl_str = 'N/A'
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pnl_color = '#FFFFFF'
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# Set action/status color and text
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if status == 'OPEN':
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status_color = '#00AAFF' # Blue for open positions
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status_text = "OPEN (BUY)"
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elif status == 'CLOSED':
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if pnl is not None and isinstance(pnl, (int, float)):
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status_color = '#00FF00' if pnl >= 0 else '#FF0000' # Green/Red based on profit
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else:
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status_color = '#FFCC00' # Yellow if PnL unknown
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status_text = "CLOSED"
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elif action == 'BUY':
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status_color = '#00FF00'
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status_text = "BUY"
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elif action == 'SELL':
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status_color = '#FF0000'
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status_text = "SELL"
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else:
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status_color = '#FFFFFF'
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status_text = action
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# Create table row
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position_rows.append(html.Tr([
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html.Td(status_text, style={'color': status_color, 'padding': '8px', 'border': '1px solid #444'}),
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html.Td(f"{amount} BTC", style={'padding': '8px', 'border': '1px solid #444'}),
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html.Td(entry_price_str, style={'padding': '8px', 'border': '1px solid #444'}),
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html.Td(exit_price_str, style={'padding': '8px', 'border': '1px solid #444'}),
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html.Td(pnl_str, style={'color': pnl_color, 'padding': '8px', 'border': '1px solid #444'}),
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html.Td(time_str, style={'padding': '8px', 'border': '1px solid #444'})
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]))
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return position_rows
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except Exception as e:
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logger.error(f"Error updating position list: {str(e)}")
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return [html.Li("Error loading positions", style={'color': '#FF0000'})]
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logger.error(f"Error updating position table: {str(e)}")
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import traceback
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logger.error(traceback.format_exc())
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return [html.Tr([html.Td(f"Error: {str(e)}", colSpan=6, style={'color': '#FF0000', 'padding': '10px'})])]
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def _interval_to_seconds(self, interval_key: str) -> int:
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"""Convert interval key to seconds"""
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50
test_timestamps.py
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50
test_timestamps.py
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from datetime import datetime, timedelta
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from realtime import RealTimeChart
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# Create a chart instance
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chart = RealTimeChart('BTC/USDT')
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# Add a BUY position from yesterday
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yesterday = datetime.now() - timedelta(days=1)
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chart.add_trade(
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price=64950.25,
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timestamp=yesterday,
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amount=0.5,
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pnl=None,
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action='BUY'
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)
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print(f'Added BUY position from {yesterday}')
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# Add a matching SELL position from yesterday (2 hours later)
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yesterday_plus_2h = yesterday + timedelta(hours=2)
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chart.add_trade(
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price=65100.75,
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timestamp=yesterday_plus_2h,
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amount=0.5,
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pnl=75.25,
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action='SELL'
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)
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print(f'Added matching SELL position from {yesterday_plus_2h}')
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# Add a trade from 2 days ago
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two_days_ago = datetime.now() - timedelta(days=2)
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chart.add_trade(
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price=64800.50,
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timestamp=two_days_ago,
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amount=0.25,
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pnl=None,
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action='BUY'
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)
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print(f'Added BUY position from {two_days_ago}')
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two_days_ago_plus_3h = two_days_ago + timedelta(hours=3)
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chart.add_trade(
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price=65000.75,
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timestamp=two_days_ago_plus_3h,
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amount=0.25,
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pnl=50.06,
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action='SELL'
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)
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print(f'Added matching SELL position from {two_days_ago_plus_3h}')
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print('\nAll test trades added successfully!')
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