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No files matched your search
@@ -33,6 +33,13 @@ EXCHANGE_API_SECRET=
|
|||||||
# Set true for testnet/sandbox where supported
|
# Set true for testnet/sandbox where supported
|
||||||
EXCHANGE_SANDBOX=false
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EXCHANGE_SANDBOX=false
|
||||||
|
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||||||
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# --- Go-live gate (required for MODE=live) ---
|
||||||
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# Live trading only starts when this is exactly "I UNDERSTAND THE RISK".
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||||||
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# Setting MODE=live alone is intentionally not enough.
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||||||
|
LIVE_CONFIRMATION=
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||||||
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# Refuse to start live below this account size (quote currency).
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||||||
|
MIN_LIVE_BALANCE=100
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||||||
|
|
||||||
# --- Risk controls (0 disables a limit) ---
|
# --- Risk controls (0 disables a limit) ---
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||||||
# Halt + flatten if the day's loss reaches this amount in quote currency
|
# Halt + flatten if the day's loss reaches this amount in quote currency
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||||||
MAX_DAILY_LOSS=0
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MAX_DAILY_LOSS=0
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||||||
@@ -58,6 +65,12 @@ TELEGRAM_BOT_TOKEN=
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|||||||
TELEGRAM_CHAT_ID=
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TELEGRAM_CHAT_ID=
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||||||
# Generic webhook: receives POST {"level": "...", "text": "..."}
|
# Generic webhook: receives POST {"level": "...", "text": "..."}
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||||||
NOTIFY_WEBHOOK_URL=
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NOTIFY_WEBHOOK_URL=
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||||||
|
# Event levels to notify on (comma separated): trade, error, warning, info.
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|
NOTIFY_LEVELS=trade,error
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||||||
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# Send explicit start/stop messages.
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|
NOTIFY_LIFECYCLE=true
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|
# Periodic portfolio summary every N minutes (0 disables).
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|
SUMMARY_INTERVAL_MINUTES=0
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||||||
|
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||||||
# --- Web ---
|
# --- Web ---
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||||||
# Comma separated list, or * in dev
|
# Comma separated list, or * in dev
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@@ -125,6 +125,11 @@ jobs:
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CRYPTO_TELEGRAM_BOT_TOKEN: ${{ secrets.CRYPTO_TELEGRAM_BOT_TOKEN }}
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CRYPTO_TELEGRAM_BOT_TOKEN: ${{ secrets.CRYPTO_TELEGRAM_BOT_TOKEN }}
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CRYPTO_TELEGRAM_CHAT_ID: ${{ vars.CRYPTO_TELEGRAM_CHAT_ID || secrets.CRYPTO_TELEGRAM_CHAT_ID }}
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CRYPTO_TELEGRAM_CHAT_ID: ${{ vars.CRYPTO_TELEGRAM_CHAT_ID || secrets.CRYPTO_TELEGRAM_CHAT_ID }}
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CRYPTO_NOTIFY_WEBHOOK_URL: ${{ secrets.CRYPTO_NOTIFY_WEBHOOK_URL }}
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CRYPTO_NOTIFY_WEBHOOK_URL: ${{ secrets.CRYPTO_NOTIFY_WEBHOOK_URL }}
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CRYPTO_NOTIFY_LEVELS: ${{ vars.CRYPTO_NOTIFY_LEVELS || 'trade,error' }}
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CRYPTO_NOTIFY_LIFECYCLE: ${{ vars.CRYPTO_NOTIFY_LIFECYCLE || 'true' }}
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CRYPTO_SUMMARY_INTERVAL_MINUTES: ${{ vars.CRYPTO_SUMMARY_INTERVAL_MINUTES || '0' }}
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CRYPTO_LIVE_CONFIRMATION: ${{ secrets.CRYPTO_LIVE_CONFIRMATION }}
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CRYPTO_MIN_LIVE_BALANCE: ${{ vars.CRYPTO_MIN_LIVE_BALANCE || '100' }}
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# Optional API bearer token (injected server-side by the frontend nginx).
|
# Optional API bearer token (injected server-side by the frontend nginx).
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||||||
CRYPTO_API_TOKEN: ${{ secrets.CRYPTO_API_TOKEN }}
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CRYPTO_API_TOKEN: ${{ secrets.CRYPTO_API_TOKEN }}
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CRYPTO_API_TOKEN_HEADER: ${{ vars.CRYPTO_API_TOKEN_HEADER || 'X-API-Token' }}
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CRYPTO_API_TOKEN_HEADER: ${{ vars.CRYPTO_API_TOKEN_HEADER || 'X-API-Token' }}
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@@ -133,6 +138,8 @@ jobs:
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# Persistent data root: repo var wins, else derive from the org
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# Persistent data root: repo var wins, else derive from the org
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# PERSISTENT_MOUNT (absolute HOST path), else the workspace fallback.
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# PERSISTENT_MOUNT (absolute HOST path), else the workspace fallback.
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CRYPTO_DATA_DIR: ${{ vars.CRYPTO_DATA_DIR || (vars.PERSISTENT_MOUNT && format('{0}/crypto_trading', vars.PERSISTENT_MOUNT)) || './data' }}
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CRYPTO_DATA_DIR: ${{ vars.CRYPTO_DATA_DIR || (vars.PERSISTENT_MOUNT && format('{0}/crypto_trading', vars.PERSISTENT_MOUNT)) || './data' }}
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# Stamped into both images so the client can detect a stale cached bundle.
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|
CRYPTO_BUILD_VERSION: ${{ github.sha }}
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DOCKERHUB_USERNAME: ${{ secrets.DOCKERHUB_USERNAME }}
|
DOCKERHUB_USERNAME: ${{ secrets.DOCKERHUB_USERNAME }}
|
||||||
DOCKERHUB_TOKEN: ${{ secrets.DOCKERHUB_TOKEN }}
|
DOCKERHUB_TOKEN: ${{ secrets.DOCKERHUB_TOKEN }}
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steps:
|
steps:
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@@ -176,14 +183,19 @@ jobs:
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|||||||
done
|
done
|
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built=0
|
built=0
|
||||||
for i in 1 2 3 4 5; do
|
for i in 1 2 3 4 5; do
|
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if docker compose build; then built=1; break; fi
|
# --pull refreshes base images; the build args carry the new commit
|
||||||
|
# so the cache is invalidated per release.
|
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|
if docker compose build --pull; then built=1; break; fi
|
||||||
echo "docker compose build failed (attempt $i); retrying in 30s"
|
echo "docker compose build failed (attempt $i); retrying in 30s"
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||||||
sleep 30
|
sleep 30
|
||||||
done
|
done
|
||||||
[ "$built" = "1" ] || { echo "::error::compose build failed after retries"; exit 1; }
|
[ "$built" = "1" ] || { echo "::error::compose build failed after retries"; exit 1; }
|
||||||
# Bring the new stack up and wait for healthchecks. No pre-`down`, so
|
# --force-recreate guarantees the containers are replaced with the
|
||||||
# the old containers keep serving until the new ones are healthy.
|
# freshly built images. Without it a config-identical service can be
|
||||||
if ! docker compose up -d --remove-orphans --wait --wait-timeout 300; then
|
# left running the previous image (stale UI after a deploy).
|
||||||
|
# No pre-`down`, so the old containers keep serving until the new ones
|
||||||
|
# are healthy.
|
||||||
|
if ! docker compose up -d --remove-orphans --force-recreate --wait --wait-timeout 300; then
|
||||||
echo "::error::New stack is unhealthy; rolling back to previous images"
|
echo "::error::New stack is unhealthy; rolling back to previous images"
|
||||||
docker compose down --remove-orphans || true
|
docker compose down --remove-orphans || true
|
||||||
for img in crypto_trading-backend crypto_trading-frontend; do
|
for img in crypto_trading-backend crypto_trading-frontend; do
|
||||||
@@ -191,7 +203,7 @@ jobs:
|
|||||||
docker tag "${img}:prev" "$img"
|
docker tag "${img}:prev" "$img"
|
||||||
fi
|
fi
|
||||||
done
|
done
|
||||||
docker compose up -d --remove-orphans --wait --wait-timeout 300 || true
|
docker compose up -d --remove-orphans --force-recreate --wait --wait-timeout 300 || true
|
||||||
exit 1
|
exit 1
|
||||||
fi
|
fi
|
||||||
|
|
||||||
@@ -200,6 +212,19 @@ jobs:
|
|||||||
docker compose ps
|
docker compose ps
|
||||||
docker compose logs --tail=80
|
docker compose logs --tail=80
|
||||||
|
|
||||||
|
- name: Verify the deployed frontend matches this commit
|
||||||
|
run: |
|
||||||
|
# The container must serve the build stamped with this commit's SHA.
|
||||||
|
# Without this, a config-identical service could keep an old image and
|
||||||
|
# serve a stale UI even though the deploy "succeeded".
|
||||||
|
want="${CRYPTO_BUILD_VERSION:-unknown}"
|
||||||
|
got="$(docker compose exec -T frontend cat /usr/share/nginx/html/.build-version 2>/dev/null | tr -d '[:space:]' || true)"
|
||||||
|
echo "expected=${want} served=${got:-<missing>}"
|
||||||
|
if [ "$want" != "unknown" ] && [ "$got" != "$want" ]; then
|
||||||
|
echo "::error::frontend container is serving a stale build; failing deploy"
|
||||||
|
exit 1
|
||||||
|
fi
|
||||||
|
|
||||||
- name: Health check (HTTP)
|
- name: Health check (HTTP)
|
||||||
run: |
|
run: |
|
||||||
probe_backend() {
|
probe_backend() {
|
||||||
|
|||||||
@@ -92,7 +92,7 @@ class MyStrategy(Strategy):
|
|||||||
| --- | --- |
|
| --- | --- |
|
||||||
| Price / candles | `ctx.price`, `ctx.candles`, `ctx.closes`, `ctx.high(n)`, `ctx.low(n)` |
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| Price / candles | `ctx.price`, `ctx.candles`, `ctx.closes`, `ctx.high(n)`, `ctx.low(n)` |
|
||||||
| Portfolio | `ctx.is_flat`, `ctx.side`, `ctx.position`, `ctx.equity`, `ctx.cash` |
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| Portfolio | `ctx.is_flat`, `ctx.side`, `ctx.position`, `ctx.equity`, `ctx.cash` |
|
||||||
| Indicators | `ctx.sma(p)`, `ctx.ema(p)`, `ctx.rsi(p)`, `ctx.atr(p)`, `ctx.std(p)` |
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| Indicators | `ctx.sma(p)`, `ctx.ema(p)`, `ctx.rsi(p)`, `ctx.atr(p)`, `ctx.std(p)`, `ctx.macd()`, `ctx.roc(p)`, `ctx.vwap(p)`, `ctx.supertrend(p, mult)`, `ctx.williams_r(p)` |
|
||||||
| Orders | `ctx.enter_long(size, stop_loss, take_profit, trailing_stop_pct, reason)`, `ctx.enter_short(...)`, `ctx.close(reason)` |
|
| Orders | `ctx.enter_long(size, stop_loss, take_profit, trailing_stop_pct, reason)`, `ctx.enter_short(...)`, `ctx.close(reason)` |
|
||||||
|
|
||||||
Notes:
|
Notes:
|
||||||
@@ -127,6 +127,26 @@ candles you control and asserts the emitted intents. See
|
|||||||
- Portfolio invariant: `equity = cash ± qty * mark`, realized P&L accumulates on
|
- Portfolio invariant: `equity = cash ± qty * mark`, realized P&L accumulates on
|
||||||
close, and every order/equity point/event is persisted.
|
close, and every order/equity point/event is persisted.
|
||||||
|
|
||||||
|
## Go-live gate
|
||||||
|
|
||||||
|
`app/engine/live_guard.py` (`check_live_ready`) is the single place that decides
|
||||||
|
whether live trading may start. It is enforced in `Runtime.start_many` (so both
|
||||||
|
the single and multi start paths are covered) and surfaced via
|
||||||
|
`GET /api/live-check`. Never bypass it: if you add a new way to start trading,
|
||||||
|
call `check_live_ready` first. `LIVE_CONFIRMATION` must equal
|
||||||
|
`"I UNDERSTAND THE RISK"` — keep it a phrase, not a boolean.
|
||||||
|
|
||||||
|
## Observability
|
||||||
|
|
||||||
|
- `app/metrics.py` renders Prometheus text at `GET /api/metrics` straight from
|
||||||
|
the manager status — no client library. Keep new series out of hot loops.
|
||||||
|
- `app/logs.py` keeps a small in-memory ring of log records, exposed at
|
||||||
|
`GET /api/logs` and shown in the dashboard. `Runtime._log_event` mirrors bot
|
||||||
|
events into the logger so the panel is useful (uvicorn's own loggers do not
|
||||||
|
propagate to the root handler).
|
||||||
|
- `docs/runbook.md` is the operations guide; update it when deploy or
|
||||||
|
recovery steps change.
|
||||||
|
|
||||||
## Risk controls & notifications
|
## Risk controls & notifications
|
||||||
|
|
||||||
- `app/engine/risk.py` (`RiskManager`) tracks daily loss, drawdown, position cap
|
- `app/engine/risk.py` (`RiskManager`) tracks daily loss, drawdown, position cap
|
||||||
|
|||||||
@@ -144,6 +144,31 @@ injects it on the handshake). If `API_TOKEN` is unset, `/api/ws` is as open as
|
|||||||
the rest of `/api`, which is fine for a trusted/private deployment but is the
|
the rest of `/api`, which is fine for a trusted/private deployment but is the
|
||||||
reason to set a token if the host is exposed.
|
reason to set a token if the host is exposed.
|
||||||
|
|
||||||
|
## Going live
|
||||||
|
|
||||||
|
Setting `MODE=live` alone is **not** enough. `GET /api/live-check` (and the
|
||||||
|
dashboard banner) validate a preflight before any live order can be placed; live
|
||||||
|
trading is blocked unless *all* of these hold:
|
||||||
|
|
||||||
|
- at least one risk limit is active (`MAX_DAILY_LOSS`, `MAX_DRAWDOWN_PCT` or
|
||||||
|
`MAX_TRADES_PER_DAY`);
|
||||||
|
- `MAX_POSITION_PCT < 1.0` (a single position can never be the whole account);
|
||||||
|
- `LIVE_CONFIRMATION` is exactly `I UNDERSTAND THE RISK`;
|
||||||
|
- the starting balance is at least `MIN_LIVE_BALANCE`;
|
||||||
|
- exchange API credentials are set.
|
||||||
|
|
||||||
|
A blocked live start returns `400` with the reasons, and the dashboard shows a
|
||||||
|
banner listing them. Practise the kill switch in paper mode first.
|
||||||
|
|
||||||
|
## Multi-strategy
|
||||||
|
|
||||||
|
The **Strategies (multi)** panel runs several strategies at once, each with its
|
||||||
|
own capital slice. Set a **weight** per strategy; weights are normalised across
|
||||||
|
the run (`[1, 3]` gives 25% / 75%) and each strategy starts with
|
||||||
|
`starting_balance × allocation` as its own cash, so one strategy's losses cannot
|
||||||
|
drain another's. Risk limits apply per strategy, and **Kill all** flattens and
|
||||||
|
halts every one.
|
||||||
|
|
||||||
## Risk controls
|
## Risk controls
|
||||||
|
|
||||||
The engine enforces limits on every tick and **halts + flattens** when one trips:
|
The engine enforces limits on every tick and **halts + flattens** when one trips:
|
||||||
@@ -166,6 +191,15 @@ best-effort: a failing channel never affects trading. For Telegram, create a bot
|
|||||||
with [@BotFather](https://t.me/BotFather), message it once, then read the chat id
|
with [@BotFather](https://t.me/BotFather), message it once, then read the chat id
|
||||||
from `https://api.telegram.org/bot<token>/getUpdates`.
|
from `https://api.telegram.org/bot<token>/getUpdates`.
|
||||||
|
|
||||||
|
Additional controls:
|
||||||
|
|
||||||
|
- `NOTIFY_LEVELS` (default `trade,error`) — which event levels to send; add
|
||||||
|
`warning` or `info`.
|
||||||
|
- `NOTIFY_LIFECYCLE` (default `true`) — explicit start/stop messages; the kill
|
||||||
|
switch always notifies.
|
||||||
|
- `SUMMARY_INTERVAL_MINUTES` (default `0`) — periodic portfolio summary (equity,
|
||||||
|
per-strategy P&L and allocation).
|
||||||
|
|
||||||
## Adding a strategy
|
## Adding a strategy
|
||||||
|
|
||||||
Drop a file in `backend/app/engine/strategies/` — it is auto-discovered and
|
Drop a file in `backend/app/engine/strategies/` — it is auto-discovered and
|
||||||
@@ -173,7 +207,9 @@ appears in the UI immediately. See **[AGENTS.md](AGENTS.md)** for the full
|
|||||||
template and the `StrategyContext` API.
|
template and the `StrategyContext` API.
|
||||||
|
|
||||||
Bundled strategies: `sma_cross`, `ema_cross`, `macd_trend`,
|
Bundled strategies: `sma_cross`, `ema_cross`, `macd_trend`,
|
||||||
`bollinger_reversion`, `donchian_breakout`, `momentum`, `rsi_reversion`.
|
`bollinger_reversion`, `donchian_breakout`, `momentum`, `rsi_reversion`,
|
||||||
|
`supertrend`, `vwap_reversion`, `ema_cross_short` (short-side example),
|
||||||
|
`williams_r`.
|
||||||
|
|
||||||
## API
|
## API
|
||||||
|
|
||||||
@@ -182,6 +218,11 @@ Bundled strategies: `sma_cross`, `ema_cross`, `macd_trend`,
|
|||||||
| `GET` | `/api/status` | Bot status, equity, P&L |
|
| `GET` | `/api/status` | Bot status, equity, P&L |
|
||||||
| `GET` | `/api/strategies` | Available strategies + parameter specs |
|
| `GET` | `/api/strategies` | Available strategies + parameter specs |
|
||||||
| `POST` | `/api/bot/start` | Start a strategy |
|
| `POST` | `/api/bot/start` | Start a strategy |
|
||||||
|
| `POST` | `/api/bot/start-many` | Start several strategies with per-strategy allocations |
|
||||||
|
| `GET` | `/api/bot/status` | Per-strategy status for a multi-strategy run |
|
||||||
|
| `GET` | `/api/live-check` | Go-live preflight (blockers for live trading) |
|
||||||
|
| `GET` | `/api/metrics` | Prometheus text exposition |
|
||||||
|
| `GET` | `/api/logs` | Recent backend log lines (in-memory ring) |
|
||||||
| `POST` | `/api/bot/stop` | Stop the bot |
|
| `POST` | `/api/bot/stop` | Stop the bot |
|
||||||
| `POST` | `/api/bot/kill` | Kill switch: flatten + halt |
|
| `POST` | `/api/bot/kill` | Kill switch: flatten + halt |
|
||||||
| `POST` | `/api/backtest` | Backtest a strategy on historical candles |
|
| `POST` | `/api/backtest` | Backtest a strategy on historical candles |
|
||||||
@@ -196,6 +237,16 @@ Bundled strategies: `sma_cross`, `ema_cross`, `macd_trend`,
|
|||||||
| `DELETE` | `/api/presets/{id}` | Delete a preset |
|
| `DELETE` | `/api/presets/{id}` | Delete a preset |
|
||||||
| `WS` | `/api/ws` | Live status + event stream |
|
| `WS` | `/api/ws` | Live status + event stream |
|
||||||
|
|
||||||
|
## Observability
|
||||||
|
|
||||||
|
- `GET /api/metrics` exposes Prometheus metrics (`crypto_equity`,
|
||||||
|
`crypto_total_pnl`, per-strategy `crypto_strategy_equity`/`_pnl`/`_allocation`/
|
||||||
|
`_halted`, `crypto_info`). Point the existing Prometheus scrape at it.
|
||||||
|
- The dashboard's **Server logs** panel shows recent backend log lines
|
||||||
|
(in-memory ring buffer), useful alongside **Activity**.
|
||||||
|
- See [docs/runbook.md](docs/runbook.md) for operations (deploys, kill switch,
|
||||||
|
resetting paper state, going live).
|
||||||
|
|
||||||
## Tests & lint
|
## Tests & lint
|
||||||
|
|
||||||
```bash
|
```bash
|
||||||
|
|||||||
@@ -5,6 +5,10 @@ ENV PYTHONUNBUFFERED=1 \
|
|||||||
|
|
||||||
WORKDIR /app
|
WORKDIR /app
|
||||||
|
|
||||||
|
# Build stamp exposed via /api/version so the frontend can detect a stale cache.
|
||||||
|
ARG BUILD_VERSION=unknown
|
||||||
|
ENV BUILD_VERSION=${BUILD_VERSION}
|
||||||
|
|
||||||
COPY requirements.txt .
|
COPY requirements.txt .
|
||||||
RUN pip install --no-cache-dir -r requirements.txt
|
RUN pip install --no-cache-dir -r requirements.txt
|
||||||
|
|
||||||
|
|||||||
@@ -4,10 +4,20 @@ import asyncio
|
|||||||
from typing import Annotated
|
from typing import Annotated
|
||||||
|
|
||||||
import httpx
|
import httpx
|
||||||
from fastapi import APIRouter, Depends, HTTPException, Request, WebSocket, WebSocketDisconnect
|
from fastapi import (
|
||||||
|
APIRouter,
|
||||||
|
Depends,
|
||||||
|
HTTPException,
|
||||||
|
Request,
|
||||||
|
Response,
|
||||||
|
WebSocket,
|
||||||
|
WebSocketDisconnect,
|
||||||
|
)
|
||||||
|
|
||||||
from app.config import Settings
|
from app.config import Settings
|
||||||
from app.engine.strategies import get_strategy, list_strategies, strategy_spec
|
from app.engine.strategies import get_strategy, list_strategies, strategy_spec
|
||||||
|
from app.logs import get_log_handler
|
||||||
|
from app.metrics import render_metrics
|
||||||
from app.models import OrderSide, Position, PositionStatus
|
from app.models import OrderSide, Position, PositionStatus
|
||||||
from app.runtime import Runtime
|
from app.runtime import Runtime
|
||||||
from app.schemas import (
|
from app.schemas import (
|
||||||
@@ -18,8 +28,10 @@ from app.schemas import (
|
|||||||
EventOut,
|
EventOut,
|
||||||
KillRequest,
|
KillRequest,
|
||||||
ManualOrderRequest,
|
ManualOrderRequest,
|
||||||
|
MultiStatusOut,
|
||||||
OrderOut,
|
OrderOut,
|
||||||
PositionOut,
|
PositionOut,
|
||||||
|
StartManyRequest,
|
||||||
StartRequest,
|
StartRequest,
|
||||||
StatusOut,
|
StatusOut,
|
||||||
StrategyConfigIn,
|
StrategyConfigIn,
|
||||||
@@ -63,6 +75,28 @@ def health() -> dict[str, str]:
|
|||||||
return {"status": "ok"}
|
return {"status": "ok"}
|
||||||
|
|
||||||
|
|
||||||
|
@router.get("/metrics")
|
||||||
|
def metrics(runtime: GuardedRuntimeDep) -> Response:
|
||||||
|
"""Prometheus text exposition, unauthenticated so a scraper can reach it."""
|
||||||
|
status = runtime.multi_status()
|
||||||
|
body = render_metrics(status, runtime.settings.mode, runtime.settings.exchange)
|
||||||
|
return Response(content=body, media_type="text/plain; version=0.0.4")
|
||||||
|
|
||||||
|
|
||||||
|
@router.get("/logs")
|
||||||
|
def logs(runtime: GuardedRuntimeDep, limit: int = 100) -> dict:
|
||||||
|
handler = get_log_handler()
|
||||||
|
entries = handler.snapshot(limit) if handler is not None else []
|
||||||
|
return {"entries": entries}
|
||||||
|
|
||||||
|
|
||||||
|
@router.get("/version")
|
||||||
|
def version(request: Request) -> dict[str, str]:
|
||||||
|
"""Build version of the running backend, used by the client to self-heal
|
||||||
|
from a stale cached bundle after a deploy."""
|
||||||
|
return {"version": getattr(request.app.state, "build_version", "unknown")}
|
||||||
|
|
||||||
|
|
||||||
@router.get("/strategies", response_model=list[StrategyOut])
|
@router.get("/strategies", response_model=list[StrategyOut])
|
||||||
def strategies() -> list[StrategyOut]:
|
def strategies() -> list[StrategyOut]:
|
||||||
return [strategy_spec(cls) for cls in list_strategies()]
|
return [strategy_spec(cls) for cls in list_strategies()]
|
||||||
@@ -89,6 +123,27 @@ async def start_bot(payload: StartRequest, runtime: GuardedRuntimeDep) -> Status
|
|||||||
raise HTTPException(status_code=400, detail=str(exc)) from exc
|
raise HTTPException(status_code=400, detail=str(exc)) from exc
|
||||||
|
|
||||||
|
|
||||||
|
@router.get("/bot/status", response_model=MultiStatusOut)
|
||||||
|
def multi_status(runtime: GuardedRuntimeDep) -> MultiStatusOut:
|
||||||
|
return runtime.multi_status()
|
||||||
|
|
||||||
|
|
||||||
|
@router.get("/live-check")
|
||||||
|
def live_check(runtime: GuardedRuntimeDep) -> dict:
|
||||||
|
"""Preflight for live trading: whether the config is safe enough."""
|
||||||
|
return runtime.live_check()
|
||||||
|
|
||||||
|
|
||||||
|
@router.post("/bot/start-many", response_model=MultiStatusOut)
|
||||||
|
async def start_many(payload: StartManyRequest, runtime: GuardedRuntimeDep) -> MultiStatusOut:
|
||||||
|
try:
|
||||||
|
return await runtime.start_many(payload)
|
||||||
|
except KeyError as exc:
|
||||||
|
raise HTTPException(status_code=404, detail=str(exc)) from exc
|
||||||
|
except (ValueError, RuntimeError) as exc:
|
||||||
|
raise HTTPException(status_code=400, detail=str(exc)) from exc
|
||||||
|
|
||||||
|
|
||||||
@router.post("/bot/stop", response_model=StatusOut)
|
@router.post("/bot/stop", response_model=StatusOut)
|
||||||
async def stop_bot(runtime: GuardedRuntimeDep) -> StatusOut:
|
async def stop_bot(runtime: GuardedRuntimeDep) -> StatusOut:
|
||||||
return await runtime.stop()
|
return await runtime.stop()
|
||||||
|
|||||||
@@ -39,6 +39,13 @@ class Settings(BaseSettings):
|
|||||||
exchange_api_secret: str = ""
|
exchange_api_secret: str = ""
|
||||||
exchange_sandbox: bool = False
|
exchange_sandbox: bool = False
|
||||||
|
|
||||||
|
# --- Go-live gate ---
|
||||||
|
# Live trading only starts when this is exactly "I UNDERSTAND THE RISK".
|
||||||
|
# It is deliberately not a boolean: setting MODE=live alone is not enough.
|
||||||
|
live_confirmation: str = ""
|
||||||
|
# Refuse to start live below this account size (quote currency).
|
||||||
|
min_live_balance: float = 100.0
|
||||||
|
|
||||||
# --- Risk controls (0 disables a limit) ---
|
# --- Risk controls (0 disables a limit) ---
|
||||||
# Absolute loss in quote currency since the start of the UTC day.
|
# Absolute loss in quote currency since the start of the UTC day.
|
||||||
max_daily_loss: float = 0.0
|
max_daily_loss: float = 0.0
|
||||||
@@ -53,6 +60,13 @@ class Settings(BaseSettings):
|
|||||||
telegram_bot_token: str = ""
|
telegram_bot_token: str = ""
|
||||||
telegram_chat_id: str = ""
|
telegram_chat_id: str = ""
|
||||||
notify_webhook_url: str = ""
|
notify_webhook_url: str = ""
|
||||||
|
# Event levels to notify on. Defaults to trades and errors; add "info" to
|
||||||
|
# include start/stop messages, or "warning" for blocked entries.
|
||||||
|
notify_levels: str = "trade,error"
|
||||||
|
# Explicit start/stop lifecycle messages (separate from event levels).
|
||||||
|
notify_lifecycle: bool = True
|
||||||
|
# Periodic portfolio summary, in minutes (0 disables).
|
||||||
|
summary_interval_minutes: int = 0
|
||||||
|
|
||||||
# Optional bearer token required on /api requests (defense-in-depth behind
|
# Optional bearer token required on /api requests (defense-in-depth behind
|
||||||
# the Traefik Basic auth). Empty disables the check.
|
# the Traefik Basic auth). Empty disables the check.
|
||||||
@@ -73,6 +87,10 @@ class Settings(BaseSettings):
|
|||||||
def cors_origin_list(self) -> list[str]:
|
def cors_origin_list(self) -> list[str]:
|
||||||
return [origin.strip() for origin in self.cors_origins.split(",") if origin.strip()]
|
return [origin.strip() for origin in self.cors_origins.split(",") if origin.strip()]
|
||||||
|
|
||||||
|
@property
|
||||||
|
def notify_level_set(self) -> set[str]:
|
||||||
|
return {level.strip().lower() for level in self.notify_levels.split(",") if level.strip()}
|
||||||
|
|
||||||
@property
|
@property
|
||||||
def is_live(self) -> bool:
|
def is_live(self) -> bool:
|
||||||
return self.mode == "live"
|
return self.mode == "live"
|
||||||
|
|||||||
@@ -151,6 +151,103 @@ def roc(values: Sequence[float], period: int = 10) -> list[Number]:
|
|||||||
return out
|
return out
|
||||||
|
|
||||||
|
|
||||||
|
def williams_r(candles: Sequence[Candle], period: int = 14) -> list[Number]:
|
||||||
|
"""Williams %R, in [-100, 0]. Below -80 is oversold, above -20 overbought."""
|
||||||
|
if period <= 0:
|
||||||
|
raise ValueError("period must be positive")
|
||||||
|
out: list[Number] = [None] * len(candles)
|
||||||
|
for i in range(period - 1, len(candles)):
|
||||||
|
window = candles[i - period + 1 : i + 1]
|
||||||
|
highest = max(candle.high for candle in window)
|
||||||
|
lowest = min(candle.low for candle in window)
|
||||||
|
if highest == lowest:
|
||||||
|
out[i] = -50.0
|
||||||
|
else:
|
||||||
|
out[i] = (highest - candles[i].close) / (highest - lowest) * -100
|
||||||
|
return out
|
||||||
|
|
||||||
|
|
||||||
|
def typical_price(candle: Candle) -> float:
|
||||||
|
return (candle.high + candle.low + candle.close) / 3
|
||||||
|
|
||||||
|
|
||||||
|
def vwap(candles: Sequence[Candle], period: int | None = None) -> list[Number]:
|
||||||
|
"""Volume-weighted average price, rolling over ``period`` bars.
|
||||||
|
|
||||||
|
With ``period=None`` it is cumulative from the first candle.
|
||||||
|
"""
|
||||||
|
out: list[Number] = [None] * len(candles)
|
||||||
|
pv_sum = 0.0
|
||||||
|
volume_sum = 0.0
|
||||||
|
window: list[tuple[float, float]] = []
|
||||||
|
for i, candle in enumerate(candles):
|
||||||
|
price = typical_price(candle)
|
||||||
|
volume = candle.volume
|
||||||
|
pv_sum += price * volume
|
||||||
|
volume_sum += volume
|
||||||
|
if period is not None:
|
||||||
|
window.append((price, volume))
|
||||||
|
if len(window) > period:
|
||||||
|
old_price, old_volume = window.pop(0)
|
||||||
|
pv_sum -= old_price * old_volume
|
||||||
|
volume_sum -= old_volume
|
||||||
|
if len(window) < period:
|
||||||
|
continue
|
||||||
|
if volume_sum:
|
||||||
|
out[i] = pv_sum / volume_sum
|
||||||
|
return out
|
||||||
|
|
||||||
|
|
||||||
|
def supertrend(
|
||||||
|
candles: Sequence[Candle],
|
||||||
|
period: int = 10,
|
||||||
|
multiplier: float = 3.0,
|
||||||
|
) -> tuple[list[float | None], list[bool | None]]:
|
||||||
|
"""Supertrend line and trend direction (True = uptrend) per candle."""
|
||||||
|
atr_series = atr(candles, period)
|
||||||
|
line: list[float | None] = [None] * len(candles)
|
||||||
|
up: list[bool | None] = [None] * len(candles)
|
||||||
|
|
||||||
|
final_upper: float | None = None
|
||||||
|
final_lower: float | None = None
|
||||||
|
prev_close: float | None = None
|
||||||
|
direction_up = True
|
||||||
|
|
||||||
|
for i, candle in enumerate(candles):
|
||||||
|
atr_value = atr_series[i]
|
||||||
|
if atr_value is None:
|
||||||
|
continue
|
||||||
|
midpoint = (candle.high + candle.low) / 2
|
||||||
|
basic_upper = midpoint + multiplier * atr_value
|
||||||
|
basic_lower = midpoint - multiplier * atr_value
|
||||||
|
|
||||||
|
if final_upper is None or final_lower is None:
|
||||||
|
final_upper, final_lower = basic_upper, basic_lower
|
||||||
|
direction_up = candle.close >= midpoint
|
||||||
|
else:
|
||||||
|
assert prev_close is not None
|
||||||
|
final_upper = (
|
||||||
|
basic_upper
|
||||||
|
if basic_upper < final_upper or prev_close > final_upper
|
||||||
|
else final_upper
|
||||||
|
)
|
||||||
|
final_lower = (
|
||||||
|
basic_lower
|
||||||
|
if basic_lower > final_lower or prev_close < final_lower
|
||||||
|
else final_lower
|
||||||
|
)
|
||||||
|
if direction_up:
|
||||||
|
direction_up = candle.close >= final_lower
|
||||||
|
else:
|
||||||
|
direction_up = candle.close > final_upper
|
||||||
|
|
||||||
|
prev_close = candle.close
|
||||||
|
line[i] = final_lower if direction_up else final_upper
|
||||||
|
up[i] = direction_up
|
||||||
|
|
||||||
|
return line, up
|
||||||
|
|
||||||
|
|
||||||
def last(series: Sequence[Number]) -> Number:
|
def last(series: Sequence[Number]) -> Number:
|
||||||
for value in reversed(series):
|
for value in reversed(series):
|
||||||
if value is not None:
|
if value is not None:
|
||||||
|
|||||||
@@ -0,0 +1,62 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
from dataclasses import dataclass, field
|
||||||
|
|
||||||
|
from app.config import Settings
|
||||||
|
|
||||||
|
# The exact phrase required in LIVE_CONFIRMATION before live trading starts.
|
||||||
|
LIVE_CONFIRMATION_PHRASE = "I UNDERSTAND THE RISK"
|
||||||
|
|
||||||
|
|
||||||
|
@dataclass(slots=True)
|
||||||
|
class LiveCheck:
|
||||||
|
"""Result of the go-live preflight."""
|
||||||
|
|
||||||
|
ok: bool
|
||||||
|
mode: str
|
||||||
|
# Each failure is a human-readable reason live trading is blocked.
|
||||||
|
blockers: list[str] = field(default_factory=list)
|
||||||
|
|
||||||
|
def as_dict(self) -> dict:
|
||||||
|
return {"ok": self.ok, "mode": self.mode, "blockers": self.blockers}
|
||||||
|
|
||||||
|
|
||||||
|
def check_live_ready(settings: Settings, starting_balance: float | None = None) -> LiveCheck:
|
||||||
|
"""Validate that the configuration is safe enough to trade real money.
|
||||||
|
|
||||||
|
Paper mode always passes. Live mode must satisfy every guard; the point is
|
||||||
|
that ``MODE=live`` alone is not sufficient to start live trading.
|
||||||
|
"""
|
||||||
|
if settings.mode != "live":
|
||||||
|
return LiveCheck(ok=True, mode=settings.mode)
|
||||||
|
|
||||||
|
blockers: list[str] = []
|
||||||
|
|
||||||
|
has_limit = (
|
||||||
|
settings.max_daily_loss > 0
|
||||||
|
or settings.max_drawdown_pct > 0
|
||||||
|
or settings.max_trades_per_day > 0
|
||||||
|
)
|
||||||
|
if not has_limit:
|
||||||
|
blockers.append(
|
||||||
|
"no active risk limit: set MAX_DAILY_LOSS, MAX_DRAWDOWN_PCT or MAX_TRADES_PER_DAY"
|
||||||
|
)
|
||||||
|
|
||||||
|
if settings.max_position_pct >= 1.0:
|
||||||
|
blockers.append(
|
||||||
|
"MAX_POSITION_PCT must be below 1.0 so a single position cannot be the whole account"
|
||||||
|
)
|
||||||
|
|
||||||
|
if settings.live_confirmation != LIVE_CONFIRMATION_PHRASE:
|
||||||
|
blockers.append(f'LIVE_CONFIRMATION must be exactly "{LIVE_CONFIRMATION_PHRASE}"')
|
||||||
|
|
||||||
|
balance = starting_balance if starting_balance is not None else settings.starting_balance
|
||||||
|
if balance < settings.min_live_balance:
|
||||||
|
blockers.append(
|
||||||
|
f"starting balance {balance:g} is below MIN_LIVE_BALANCE {settings.min_live_balance:g}"
|
||||||
|
)
|
||||||
|
|
||||||
|
if not settings.exchange_api_key or not settings.exchange_api_secret:
|
||||||
|
blockers.append("EXCHANGE_API_KEY and EXCHANGE_API_SECRET are required for live")
|
||||||
|
|
||||||
|
return LiveCheck(ok=not blockers, mode=settings.mode, blockers=blockers)
|
||||||
@@ -0,0 +1,185 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import asyncio
|
||||||
|
from collections.abc import Callable
|
||||||
|
|
||||||
|
from app.broker import build_broker
|
||||||
|
from app.broker.base import Broker
|
||||||
|
from app.config import Settings
|
||||||
|
from app.engine.engine import Publish, TradingEngine
|
||||||
|
from app.engine.strategies import get_strategy
|
||||||
|
from app.market import build_market_data
|
||||||
|
from app.market.base import MarketData
|
||||||
|
from app.schemas import (
|
||||||
|
MultiStatusOut,
|
||||||
|
StartManyRequest,
|
||||||
|
StrategySpec,
|
||||||
|
StrategyStatusOut,
|
||||||
|
)
|
||||||
|
from app.store import Store
|
||||||
|
|
||||||
|
FeedFactory = Callable[[Settings], MarketData]
|
||||||
|
BrokerFactory = Callable[[Settings], Broker]
|
||||||
|
|
||||||
|
|
||||||
|
def normalise_weights(specs: list[StrategySpec]) -> list[float]:
|
||||||
|
"""Turn relative weights into allocations that sum to exactly 1.0."""
|
||||||
|
total = sum(max(0.0, spec.weight) for spec in specs)
|
||||||
|
if total <= 0:
|
||||||
|
return [1 / len(specs)] * len(specs)
|
||||||
|
return [max(0.0, spec.weight) / total for spec in specs]
|
||||||
|
|
||||||
|
|
||||||
|
class StrategyRun:
|
||||||
|
"""One strategy's engine plus the allocation it was given."""
|
||||||
|
|
||||||
|
def __init__(self, spec: StrategySpec, engine: TradingEngine, allocation: float) -> None:
|
||||||
|
self.spec = spec
|
||||||
|
self.engine = engine
|
||||||
|
self.allocation = allocation
|
||||||
|
|
||||||
|
@property
|
||||||
|
def key(self) -> str:
|
||||||
|
return self.spec.strategy_key
|
||||||
|
|
||||||
|
|
||||||
|
class MultiStrategyManager:
|
||||||
|
"""Runs several strategies concurrently, each on its own capital slice.
|
||||||
|
|
||||||
|
Every strategy gets an independent :class:`TradingEngine` seeded with
|
||||||
|
``starting_balance * allocation``, so one strategy's losses cannot eat into
|
||||||
|
another's capital. Risk limits apply per strategy (each engine owns its own
|
||||||
|
RiskManager); the manager aggregates status and can halt everything at once.
|
||||||
|
"""
|
||||||
|
|
||||||
|
def __init__(
|
||||||
|
self,
|
||||||
|
*,
|
||||||
|
store: Store,
|
||||||
|
settings: Settings,
|
||||||
|
feed_factory: FeedFactory = build_market_data,
|
||||||
|
broker_factory: BrokerFactory = build_broker,
|
||||||
|
) -> None:
|
||||||
|
self.store = store
|
||||||
|
self.settings = settings
|
||||||
|
self._feed_factory = feed_factory
|
||||||
|
self._broker_factory = broker_factory
|
||||||
|
self.runs: list[StrategyRun] = []
|
||||||
|
self.starting_balance = settings.starting_balance
|
||||||
|
self._publish_cb: Publish | None = None
|
||||||
|
self._task: asyncio.Task | None = None
|
||||||
|
|
||||||
|
def set_publisher(self, publish: Publish | None) -> None:
|
||||||
|
self._publish_cb = publish
|
||||||
|
|
||||||
|
@property
|
||||||
|
def running(self) -> bool:
|
||||||
|
return bool(self.runs) and any(run.engine.running for run in self.runs)
|
||||||
|
|
||||||
|
@property
|
||||||
|
def last_price(self) -> float | None:
|
||||||
|
for run in self.runs:
|
||||||
|
if run.engine.last_price is not None:
|
||||||
|
return run.engine.last_price
|
||||||
|
return None
|
||||||
|
|
||||||
|
async def start(self, request: StartManyRequest) -> MultiStatusOut:
|
||||||
|
await self.stop()
|
||||||
|
|
||||||
|
starting_balance = float(request.starting_balance or self.settings.starting_balance)
|
||||||
|
allocations = normalise_weights(request.strategies)
|
||||||
|
self.starting_balance = starting_balance
|
||||||
|
self.runs = []
|
||||||
|
|
||||||
|
for spec, allocation in zip(request.strategies, allocations, strict=True):
|
||||||
|
strategy_cls = get_strategy(spec.strategy_key)
|
||||||
|
# Validate params early so a bad request fails before any orders.
|
||||||
|
strategy_cls(spec.params)
|
||||||
|
|
||||||
|
engine = TradingEngine(
|
||||||
|
feed=self._feed_factory(self.settings),
|
||||||
|
broker=self._broker_factory(self.settings),
|
||||||
|
store=self.store,
|
||||||
|
settings=self.settings,
|
||||||
|
)
|
||||||
|
engine.set_publisher(self._publish_cb)
|
||||||
|
await engine.start(
|
||||||
|
spec.strategy_key,
|
||||||
|
spec.params,
|
||||||
|
symbol=spec.symbol,
|
||||||
|
timeframe=spec.timeframe,
|
||||||
|
starting_balance=starting_balance * allocation,
|
||||||
|
)
|
||||||
|
self.runs.append(StrategyRun(spec, engine, allocation))
|
||||||
|
|
||||||
|
return self.status()
|
||||||
|
|
||||||
|
async def stop(self) -> MultiStatusOut:
|
||||||
|
for run in self.runs:
|
||||||
|
await run.engine.stop()
|
||||||
|
self.runs = []
|
||||||
|
return self.status()
|
||||||
|
|
||||||
|
async def kill(self, reason: str = "manual kill switch") -> MultiStatusOut:
|
||||||
|
for run in self.runs:
|
||||||
|
await run.engine.kill(reason)
|
||||||
|
return self.status()
|
||||||
|
|
||||||
|
async def shutdown(self) -> None:
|
||||||
|
for run in self.runs:
|
||||||
|
await run.engine.shutdown()
|
||||||
|
self.runs = []
|
||||||
|
|
||||||
|
def status(self) -> MultiStatusOut:
|
||||||
|
total_equity = 0.0
|
||||||
|
per_strategy: list[StrategyStatusOut] = []
|
||||||
|
last_tick = None
|
||||||
|
for run in self.runs:
|
||||||
|
engine_status = run.engine.status()
|
||||||
|
total_equity += engine_status.equity
|
||||||
|
if engine_status.last_tick and (
|
||||||
|
last_tick is None or engine_status.last_tick > last_tick
|
||||||
|
):
|
||||||
|
last_tick = engine_status.last_tick
|
||||||
|
per_strategy.append(
|
||||||
|
StrategyStatusOut(
|
||||||
|
strategy_key=engine_status.strategy_key or run.key,
|
||||||
|
strategy_name=engine_status.strategy_name,
|
||||||
|
params=engine_status.params,
|
||||||
|
symbol=engine_status.symbol,
|
||||||
|
timeframe=engine_status.timeframe,
|
||||||
|
allocation=run.allocation,
|
||||||
|
cash=engine_status.cash,
|
||||||
|
equity=engine_status.equity,
|
||||||
|
realized_pnl=engine_status.realized_pnl,
|
||||||
|
unrealized_pnl=engine_status.unrealized_pnl,
|
||||||
|
total_pnl=engine_status.total_pnl,
|
||||||
|
open_positions=engine_status.open_positions,
|
||||||
|
halted=engine_status.halted,
|
||||||
|
halt_reason=engine_status.halt_reason,
|
||||||
|
trades_today=engine_status.trades_today,
|
||||||
|
day_pnl=engine_status.day_pnl,
|
||||||
|
drawdown_pct=engine_status.drawdown_pct,
|
||||||
|
error=engine_status.error,
|
||||||
|
)
|
||||||
|
)
|
||||||
|
|
||||||
|
return MultiStatusOut(
|
||||||
|
running=self.running,
|
||||||
|
mode=self.settings.mode,
|
||||||
|
exchange=self.settings.exchange,
|
||||||
|
price=self.last_price,
|
||||||
|
starting_balance=self.starting_balance,
|
||||||
|
equity=total_equity,
|
||||||
|
total_pnl=total_equity - self.starting_balance,
|
||||||
|
strategies=per_strategy,
|
||||||
|
last_tick=last_tick,
|
||||||
|
)
|
||||||
|
|
||||||
|
def engine_at(self, index: int) -> TradingEngine | None:
|
||||||
|
if 0 <= index < len(self.runs):
|
||||||
|
return self.runs[index].engine
|
||||||
|
return None
|
||||||
|
|
||||||
|
|
||||||
|
__all__ = ["MultiStrategyManager", "StrategyRun", "normalise_weights"]
|
||||||
@@ -5,7 +5,18 @@ from collections.abc import Sequence
|
|||||||
from dataclasses import dataclass
|
from dataclasses import dataclass
|
||||||
from typing import Any, ClassVar, Literal, Protocol
|
from typing import Any, ClassVar, Literal, Protocol
|
||||||
|
|
||||||
from app.engine.indicators import atr, ema, macd, roc, rolling_std, rsi, sma
|
from app.engine.indicators import (
|
||||||
|
atr,
|
||||||
|
ema,
|
||||||
|
macd,
|
||||||
|
roc,
|
||||||
|
rolling_std,
|
||||||
|
rsi,
|
||||||
|
sma,
|
||||||
|
supertrend,
|
||||||
|
vwap,
|
||||||
|
williams_r,
|
||||||
|
)
|
||||||
from app.models import PositionSide
|
from app.models import PositionSide
|
||||||
from app.schemas import Candle, ParamSpec, StrategyOut
|
from app.schemas import Candle, ParamSpec, StrategyOut
|
||||||
|
|
||||||
@@ -116,6 +127,18 @@ class StrategyContext:
|
|||||||
def roc(self, period: int = 10) -> float | None:
|
def roc(self, period: int = 10) -> float | None:
|
||||||
return roc(self.closes, period)[-1]
|
return roc(self.closes, period)[-1]
|
||||||
|
|
||||||
|
def vwap(self, period: int | None = None) -> float | None:
|
||||||
|
return vwap(self._candles, period)[-1]
|
||||||
|
|
||||||
|
def williams_r(self, period: int = 14) -> float | None:
|
||||||
|
return williams_r(self._candles, period)[-1]
|
||||||
|
|
||||||
|
def supertrend(
|
||||||
|
self, period: int = 10, multiplier: float = 3.0
|
||||||
|
) -> tuple[float | None, bool | None]:
|
||||||
|
line, up = supertrend(self._candles, period, multiplier)
|
||||||
|
return line[-1], up[-1]
|
||||||
|
|
||||||
# --- order intents ------------------------------------------------
|
# --- order intents ------------------------------------------------
|
||||||
def enter_long(
|
def enter_long(
|
||||||
self,
|
self,
|
||||||
|
|||||||
@@ -0,0 +1,70 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
from typing import ClassVar
|
||||||
|
|
||||||
|
from app.engine.indicators import atr, ema
|
||||||
|
from app.engine.strategies.base import Strategy, StrategyContext, register
|
||||||
|
from app.models import PositionSide
|
||||||
|
|
||||||
|
|
||||||
|
@register
|
||||||
|
class EmaCrossShort(Strategy):
|
||||||
|
"""Short-side example: sell EMA cross-downs, cover on cross-up."""
|
||||||
|
|
||||||
|
key: ClassVar[str] = "ema_cross_short"
|
||||||
|
name: ClassVar[str] = "EMA Crossover (short)"
|
||||||
|
description: ClassVar[str] = (
|
||||||
|
"Open a short when the fast EMA crosses below the slow EMA and cover when "
|
||||||
|
"it crosses back above. Demonstrates short trades; optional ATR stop."
|
||||||
|
)
|
||||||
|
default_params: ClassVar[dict] = {
|
||||||
|
"fast": 9,
|
||||||
|
"slow": 21,
|
||||||
|
"atr_period": 14,
|
||||||
|
"atr_stop_mult": 2.0,
|
||||||
|
"size": 1.0,
|
||||||
|
}
|
||||||
|
param_help: ClassVar[dict] = {
|
||||||
|
"fast": "Fast EMA period",
|
||||||
|
"slow": "Slow EMA period",
|
||||||
|
"atr_period": "ATR lookback for the stop",
|
||||||
|
"atr_stop_mult": "Stop distance in ATRs (0 disables)",
|
||||||
|
"size": "Fraction of equity per short",
|
||||||
|
}
|
||||||
|
param_bounds: ClassVar[dict] = {
|
||||||
|
"fast": (2, 100),
|
||||||
|
"slow": (3, 300),
|
||||||
|
"atr_stop_mult": (0.0, 10.0),
|
||||||
|
"size": (0.01, 1.0),
|
||||||
|
}
|
||||||
|
|
||||||
|
def on_candle(self, ctx: StrategyContext) -> None:
|
||||||
|
fast_period = int(self.params["fast"])
|
||||||
|
slow_period = int(self.params["slow"])
|
||||||
|
if len(ctx.closes) < slow_period + 2:
|
||||||
|
return
|
||||||
|
|
||||||
|
fast = ema(ctx.closes, fast_period)
|
||||||
|
slow = ema(ctx.closes, slow_period)
|
||||||
|
f_prev, f_now = fast[-2], fast[-1]
|
||||||
|
s_prev, s_now = slow[-2], slow[-1]
|
||||||
|
if None in (f_prev, f_now, s_prev, s_now):
|
||||||
|
return
|
||||||
|
|
||||||
|
crossed_down = f_prev >= s_prev and f_now < s_now
|
||||||
|
crossed_up = f_prev <= s_prev and f_now > s_now
|
||||||
|
|
||||||
|
if ctx.is_flat and crossed_down:
|
||||||
|
stop = None
|
||||||
|
mult = float(self.params["atr_stop_mult"])
|
||||||
|
if mult > 0:
|
||||||
|
atr_value = atr(ctx.candles, int(self.params["atr_period"]))[-1]
|
||||||
|
if atr_value:
|
||||||
|
stop = ctx.price + mult * atr_value
|
||||||
|
ctx.enter_short(
|
||||||
|
size=float(self.params["size"]),
|
||||||
|
stop_loss=stop,
|
||||||
|
reason="EMA cross down",
|
||||||
|
)
|
||||||
|
elif ctx.side == PositionSide.SHORT and crossed_up:
|
||||||
|
ctx.close(reason="EMA cross up")
|
||||||
@@ -0,0 +1,63 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
from typing import ClassVar
|
||||||
|
|
||||||
|
from app.engine.indicators import supertrend as supertrend_series
|
||||||
|
from app.engine.strategies.base import Strategy, StrategyContext, register
|
||||||
|
from app.models import PositionSide
|
||||||
|
|
||||||
|
|
||||||
|
@register
|
||||||
|
class Supertrend(Strategy):
|
||||||
|
"""Trend following on the Supertrend indicator, long or short."""
|
||||||
|
|
||||||
|
key: ClassVar[str] = "supertrend"
|
||||||
|
name: ClassVar[str] = "Supertrend"
|
||||||
|
description: ClassVar[str] = (
|
||||||
|
"Go long when Supertrend flips to an uptrend and short when it flips to "
|
||||||
|
"a downtrend. Uses the Supertrend line as a stop."
|
||||||
|
)
|
||||||
|
default_params: ClassVar[dict] = {
|
||||||
|
"period": 10,
|
||||||
|
"multiplier": 3.0,
|
||||||
|
"allow_shorts": False,
|
||||||
|
"size": 1.0,
|
||||||
|
}
|
||||||
|
param_help: ClassVar[dict] = {
|
||||||
|
"period": "ATR period for the Supertrend bands",
|
||||||
|
"multiplier": "ATR multiplier (band width)",
|
||||||
|
"allow_shorts": "Also take short trades in downtrends",
|
||||||
|
"size": "Fraction of equity per trade",
|
||||||
|
}
|
||||||
|
param_bounds: ClassVar[dict] = {
|
||||||
|
"period": (2, 100),
|
||||||
|
"multiplier": (0.5, 10.0),
|
||||||
|
"size": (0.01, 1.0),
|
||||||
|
}
|
||||||
|
|
||||||
|
def on_candle(self, ctx: StrategyContext) -> None:
|
||||||
|
period = int(self.params["period"])
|
||||||
|
multiplier = float(self.params["multiplier"])
|
||||||
|
if len(ctx.candles) < period + 2:
|
||||||
|
return
|
||||||
|
|
||||||
|
line_series, up_series = supertrend_series(ctx.candles, period, multiplier)
|
||||||
|
line, up = line_series[-1], up_series[-1]
|
||||||
|
prev_up = up_series[-2]
|
||||||
|
if line is None or up is None or prev_up is None:
|
||||||
|
return
|
||||||
|
|
||||||
|
allow_shorts = bool(self.params.get("allow_shorts", False))
|
||||||
|
size = float(self.params["size"])
|
||||||
|
|
||||||
|
if ctx.side == PositionSide.LONG and not up:
|
||||||
|
ctx.close(reason="Supertrend turned down")
|
||||||
|
return
|
||||||
|
if ctx.side == PositionSide.SHORT and up:
|
||||||
|
ctx.close(reason="Supertrend turned up")
|
||||||
|
return
|
||||||
|
|
||||||
|
if ctx.is_flat and up and not prev_up:
|
||||||
|
ctx.enter_long(size=size, stop_loss=line, reason="Supertrend flipped up")
|
||||||
|
elif ctx.is_flat and allow_shorts and not up and prev_up:
|
||||||
|
ctx.enter_short(size=size, stop_loss=line, reason="Supertrend flipped down")
|
||||||
@@ -0,0 +1,63 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
from typing import ClassVar
|
||||||
|
|
||||||
|
from app.engine.strategies.base import Strategy, StrategyContext, register
|
||||||
|
from app.models import PositionSide
|
||||||
|
|
||||||
|
|
||||||
|
@register
|
||||||
|
class VwapReversion(Strategy):
|
||||||
|
"""Mean reversion around VWAP, long-only."""
|
||||||
|
|
||||||
|
key: ClassVar[str] = "vwap_reversion"
|
||||||
|
name: ClassVar[str] = "VWAP Reversion"
|
||||||
|
description: ClassVar[str] = (
|
||||||
|
"Open long when price falls this far below a rolling VWAP and exit when "
|
||||||
|
"it returns to VWAP. Optional ATR stop."
|
||||||
|
)
|
||||||
|
default_params: ClassVar[dict] = {
|
||||||
|
"period": 20,
|
||||||
|
"deviation_pct": 0.005,
|
||||||
|
"atr_period": 14,
|
||||||
|
"atr_stop_mult": 2.0,
|
||||||
|
"size": 1.0,
|
||||||
|
}
|
||||||
|
param_help: ClassVar[dict] = {
|
||||||
|
"period": "Rolling VWAP window in bars",
|
||||||
|
"deviation_pct": "Entry distance below VWAP (0.005 = 0.5%)",
|
||||||
|
"atr_period": "ATR lookback for the stop",
|
||||||
|
"atr_stop_mult": "Stop distance in ATRs (0 disables)",
|
||||||
|
"size": "Fraction of equity per trade",
|
||||||
|
}
|
||||||
|
param_bounds: ClassVar[dict] = {
|
||||||
|
"period": (2, 200),
|
||||||
|
"deviation_pct": (0.0, 0.2),
|
||||||
|
"atr_stop_mult": (0.0, 10.0),
|
||||||
|
"size": (0.01, 1.0),
|
||||||
|
}
|
||||||
|
|
||||||
|
def on_candle(self, ctx: StrategyContext) -> None:
|
||||||
|
period = int(self.params["period"])
|
||||||
|
if len(ctx.candles) < period + 1:
|
||||||
|
return
|
||||||
|
reference = ctx.vwap(period)
|
||||||
|
if reference is None or reference <= 0:
|
||||||
|
return
|
||||||
|
|
||||||
|
threshold = reference * (1 - float(self.params["deviation_pct"]))
|
||||||
|
|
||||||
|
if ctx.is_flat and ctx.price < threshold:
|
||||||
|
stop = None
|
||||||
|
mult = float(self.params["atr_stop_mult"])
|
||||||
|
if mult > 0:
|
||||||
|
atr_value = ctx.atr(int(self.params["atr_period"]))
|
||||||
|
if atr_value:
|
||||||
|
stop = ctx.price - mult * atr_value
|
||||||
|
ctx.enter_long(
|
||||||
|
size=float(self.params["size"]),
|
||||||
|
stop_loss=stop,
|
||||||
|
reason="price below VWAP band",
|
||||||
|
)
|
||||||
|
elif ctx.side == PositionSide.LONG and ctx.price >= reference:
|
||||||
|
ctx.close(reason="price returned to VWAP")
|
||||||
@@ -0,0 +1,61 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
from typing import ClassVar
|
||||||
|
|
||||||
|
from app.engine.strategies.base import Strategy, StrategyContext, register
|
||||||
|
from app.models import PositionSide
|
||||||
|
|
||||||
|
|
||||||
|
@register
|
||||||
|
class WilliamsR(Strategy):
|
||||||
|
"""Williams %R mean reversion, long-only."""
|
||||||
|
|
||||||
|
key: ClassVar[str] = "williams_r"
|
||||||
|
name: ClassVar[str] = "Williams %R"
|
||||||
|
description: ClassVar[str] = (
|
||||||
|
"Enter long when Williams %R is oversold (at or below the oversold "
|
||||||
|
"level) and exit when it becomes overbought. Optional ATR stop."
|
||||||
|
)
|
||||||
|
default_params: ClassVar[dict] = {
|
||||||
|
"period": 14,
|
||||||
|
"oversold": -80.0,
|
||||||
|
"overbought": -20.0,
|
||||||
|
"atr_period": 14,
|
||||||
|
"atr_stop_mult": 2.0,
|
||||||
|
"size": 1.0,
|
||||||
|
}
|
||||||
|
param_help: ClassVar[dict] = {
|
||||||
|
"period": "Williams %R lookback",
|
||||||
|
"oversold": "Oversold level (e.g. -80)",
|
||||||
|
"overbought": "Overbought level (e.g. -20)",
|
||||||
|
"atr_period": "ATR lookback for the stop",
|
||||||
|
"atr_stop_mult": "Stop distance in ATRs (0 disables)",
|
||||||
|
"size": "Fraction of equity per trade",
|
||||||
|
}
|
||||||
|
param_bounds: ClassVar[dict] = {
|
||||||
|
"period": (2, 100),
|
||||||
|
"oversold": (-100.0, -50.0),
|
||||||
|
"overbought": (-50.0, 0.0),
|
||||||
|
"atr_stop_mult": (0.0, 10.0),
|
||||||
|
"size": (0.01, 1.0),
|
||||||
|
}
|
||||||
|
|
||||||
|
def on_candle(self, ctx: StrategyContext) -> None:
|
||||||
|
value = ctx.williams_r(int(self.params["period"]))
|
||||||
|
if value is None:
|
||||||
|
return
|
||||||
|
|
||||||
|
if ctx.is_flat and value <= float(self.params["oversold"]):
|
||||||
|
stop = None
|
||||||
|
mult = float(self.params["atr_stop_mult"])
|
||||||
|
if mult > 0:
|
||||||
|
atr_value = ctx.atr(int(self.params["atr_period"]))
|
||||||
|
if atr_value:
|
||||||
|
stop = ctx.price - mult * atr_value
|
||||||
|
ctx.enter_long(
|
||||||
|
size=float(self.params["size"]),
|
||||||
|
stop_loss=stop,
|
||||||
|
reason=f"Williams %R {value:.1f} oversold",
|
||||||
|
)
|
||||||
|
elif ctx.side == PositionSide.LONG and value >= float(self.params["overbought"]):
|
||||||
|
ctx.close(reason=f"Williams %R {value:.1f} overbought")
|
||||||
@@ -0,0 +1,55 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import logging
|
||||||
|
from collections import deque
|
||||||
|
from datetime import UTC, datetime
|
||||||
|
|
||||||
|
|
||||||
|
class RingLogHandler(logging.Handler):
|
||||||
|
"""Keeps the most recent log records in memory for the dashboard.
|
||||||
|
|
||||||
|
Deliberately small and dependency-free: the goal is a debugging aid, not a
|
||||||
|
log store. Attach once at startup.
|
||||||
|
"""
|
||||||
|
|
||||||
|
def __init__(self, capacity: int = 200) -> None:
|
||||||
|
super().__init__()
|
||||||
|
self.records: deque[dict] = deque(maxlen=capacity)
|
||||||
|
|
||||||
|
def emit(self, record: logging.LogRecord) -> None:
|
||||||
|
try:
|
||||||
|
self.records.append(
|
||||||
|
{
|
||||||
|
"time": datetime.fromtimestamp(record.created, UTC).isoformat(),
|
||||||
|
"level": record.levelname.lower(),
|
||||||
|
"logger": record.name,
|
||||||
|
"message": record.getMessage(),
|
||||||
|
}
|
||||||
|
)
|
||||||
|
except Exception: # never let logging break the app
|
||||||
|
self.handleError(record)
|
||||||
|
|
||||||
|
def snapshot(self, limit: int = 100) -> list[dict]:
|
||||||
|
items = list(self.records)
|
||||||
|
return items[-limit:]
|
||||||
|
|
||||||
|
|
||||||
|
_handler: RingLogHandler | None = None
|
||||||
|
|
||||||
|
|
||||||
|
def install_log_capture(capacity: int = 200) -> RingLogHandler:
|
||||||
|
"""Attach the ring handler to the root logger (idempotent)."""
|
||||||
|
global _handler
|
||||||
|
if _handler is not None:
|
||||||
|
return _handler
|
||||||
|
_handler = RingLogHandler(capacity)
|
||||||
|
_handler.setLevel(logging.INFO)
|
||||||
|
root = logging.getLogger()
|
||||||
|
root.addHandler(_handler)
|
||||||
|
if root.level > logging.INFO or root.level == logging.NOTSET:
|
||||||
|
root.setLevel(logging.INFO)
|
||||||
|
return _handler
|
||||||
|
|
||||||
|
|
||||||
|
def get_log_handler() -> RingLogHandler | None:
|
||||||
|
return _handler
|
||||||
@@ -1,5 +1,6 @@
|
|||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import os
|
||||||
from collections.abc import AsyncIterator
|
from collections.abc import AsyncIterator
|
||||||
from contextlib import asynccontextmanager
|
from contextlib import asynccontextmanager
|
||||||
|
|
||||||
@@ -9,6 +10,7 @@ from fastapi.middleware.cors import CORSMiddleware
|
|||||||
from app.api.routes import router
|
from app.api.routes import router
|
||||||
from app.config import Settings, get_settings
|
from app.config import Settings, get_settings
|
||||||
from app.db import init_db
|
from app.db import init_db
|
||||||
|
from app.logs import install_log_capture
|
||||||
from app.runtime import Runtime
|
from app.runtime import Runtime
|
||||||
|
|
||||||
|
|
||||||
@@ -21,12 +23,16 @@ def create_app(
|
|||||||
|
|
||||||
@asynccontextmanager
|
@asynccontextmanager
|
||||||
async def lifespan(app: FastAPI) -> AsyncIterator[None]:
|
async def lifespan(app: FastAPI) -> AsyncIterator[None]:
|
||||||
|
install_log_capture()
|
||||||
init_db()
|
init_db()
|
||||||
app.state.runtime = runtime
|
app.state.runtime = runtime
|
||||||
yield
|
yield
|
||||||
await runtime.shutdown()
|
await runtime.shutdown()
|
||||||
|
|
||||||
app = FastAPI(title=settings.app_name, lifespan=lifespan)
|
app = FastAPI(title=settings.app_name, lifespan=lifespan)
|
||||||
|
# Baked at build time (see Dockerfile); the frontend compares its own
|
||||||
|
# version against this to self-heal from a stale cache.
|
||||||
|
app.state.build_version = os.environ.get("BUILD_VERSION", "unknown")
|
||||||
app.add_middleware(
|
app.add_middleware(
|
||||||
CORSMiddleware,
|
CORSMiddleware,
|
||||||
allow_origins=settings.cors_origin_list,
|
allow_origins=settings.cors_origin_list,
|
||||||
|
|||||||
@@ -0,0 +1,96 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
from app.schemas import MultiStatusOut
|
||||||
|
|
||||||
|
# Rendered as Prometheus text exposition format (no client library needed).
|
||||||
|
# The route serves this at GET /api/metrics for the existing Prometheus scrape.
|
||||||
|
|
||||||
|
|
||||||
|
def _escape(value: str) -> str:
|
||||||
|
return value.replace("\\", "\\\\").replace('"', '\\"')
|
||||||
|
|
||||||
|
|
||||||
|
def _metric(
|
||||||
|
name: str, help_text: str, value: float | int, labels: dict[str, str] | None = None
|
||||||
|
) -> str:
|
||||||
|
lines = [f"# HELP {name} {help_text}", f"# TYPE {name} gauge"]
|
||||||
|
if labels:
|
||||||
|
rendered = ",".join(f'{k}="{_escape(v)}"' for k, v in labels.items())
|
||||||
|
lines.append(f"{name}{{{rendered}}} {value}")
|
||||||
|
else:
|
||||||
|
lines.append(f"{name} {value}")
|
||||||
|
return "\n".join(lines)
|
||||||
|
|
||||||
|
|
||||||
|
def render_metrics(status: MultiStatusOut, mode: str, exchange: str) -> str:
|
||||||
|
"""Render the current portfolio state as Prometheus metrics."""
|
||||||
|
parts = [
|
||||||
|
_metric("crypto_running", "1 when the bot is running", int(status.running)),
|
||||||
|
_metric("crypto_equity", "Total account equity", status.equity),
|
||||||
|
_metric("crypto_starting_balance", "Starting balance", status.starting_balance),
|
||||||
|
_metric("crypto_total_pnl", "Total profit and loss", status.total_pnl),
|
||||||
|
_metric(
|
||||||
|
"crypto_open_positions",
|
||||||
|
"Number of open positions across strategies",
|
||||||
|
sum(s.open_positions for s in status.strategies),
|
||||||
|
),
|
||||||
|
_metric(
|
||||||
|
"crypto_strategies",
|
||||||
|
"Number of configured strategies",
|
||||||
|
len(status.strategies),
|
||||||
|
),
|
||||||
|
]
|
||||||
|
|
||||||
|
if status.price is not None:
|
||||||
|
parts.append(_metric("crypto_price", "Latest mark price", status.price))
|
||||||
|
|
||||||
|
# Common labels shared by the per-strategy families.
|
||||||
|
lines = [
|
||||||
|
"# HELP crypto_strategy_equity Equity per strategy",
|
||||||
|
"# TYPE crypto_strategy_equity gauge",
|
||||||
|
]
|
||||||
|
for s in status.strategies:
|
||||||
|
labels = {"strategy": s.strategy_key, "symbol": s.symbol}
|
||||||
|
rendered = ",".join(f'{k}="{_escape(v)}"' for k, v in labels.items())
|
||||||
|
lines.append(f"crypto_strategy_equity{{{rendered}}} {s.equity}")
|
||||||
|
parts.append("\n".join(lines))
|
||||||
|
|
||||||
|
lines = [
|
||||||
|
"# HELP crypto_strategy_pnl Total P&L per strategy",
|
||||||
|
"# TYPE crypto_strategy_pnl gauge",
|
||||||
|
]
|
||||||
|
for s in status.strategies:
|
||||||
|
labels = {"strategy": s.strategy_key, "symbol": s.symbol}
|
||||||
|
rendered = ",".join(f'{k}="{_escape(v)}"' for k, v in labels.items())
|
||||||
|
lines.append(f"crypto_strategy_pnl{{{rendered}}} {s.total_pnl}")
|
||||||
|
parts.append("\n".join(lines))
|
||||||
|
|
||||||
|
lines = [
|
||||||
|
"# HELP crypto_strategy_allocation Fraction of the balance per strategy",
|
||||||
|
"# TYPE crypto_strategy_allocation gauge",
|
||||||
|
]
|
||||||
|
for s in status.strategies:
|
||||||
|
labels = {"strategy": s.strategy_key}
|
||||||
|
rendered = ",".join(f'{k}="{_escape(v)}"' for k, v in labels.items())
|
||||||
|
lines.append(f"crypto_strategy_allocation{{{rendered}}} {s.allocation}")
|
||||||
|
parts.append("\n".join(lines))
|
||||||
|
|
||||||
|
lines = [
|
||||||
|
"# HELP crypto_strategy_halted 1 when a strategy is halted",
|
||||||
|
"# TYPE crypto_strategy_halted gauge",
|
||||||
|
]
|
||||||
|
for s in status.strategies:
|
||||||
|
labels = {"strategy": s.strategy_key}
|
||||||
|
rendered = ",".join(f'{k}="{_escape(v)}"' for k, v in labels.items())
|
||||||
|
lines.append(f"crypto_strategy_halted{{{rendered}}} {int(s.halted)}")
|
||||||
|
parts.append("\n".join(lines))
|
||||||
|
|
||||||
|
info_labels = {"mode": mode, "exchange": exchange}
|
||||||
|
rendered = ",".join(f'{k}="{_escape(v)}"' for k, v in info_labels.items())
|
||||||
|
parts.append(
|
||||||
|
"# HELP crypto_info Build information\n"
|
||||||
|
"# TYPE crypto_info gauge\n"
|
||||||
|
f"crypto_info{{{rendered}}} 1"
|
||||||
|
)
|
||||||
|
|
||||||
|
return "\n".join(parts) + "\n"
|
||||||
+131
-30
@@ -11,6 +11,8 @@ from app.broker import build_broker
|
|||||||
from app.broker.base import Broker
|
from app.broker.base import Broker
|
||||||
from app.config import Settings
|
from app.config import Settings
|
||||||
from app.engine.engine import TradingEngine
|
from app.engine.engine import TradingEngine
|
||||||
|
from app.engine.live_guard import check_live_ready
|
||||||
|
from app.engine.manager import MultiStrategyManager
|
||||||
from app.engine.strategies import get_strategy
|
from app.engine.strategies import get_strategy
|
||||||
from app.market import build_market_data
|
from app.market import build_market_data
|
||||||
from app.market.base import MarketData
|
from app.market.base import MarketData
|
||||||
@@ -18,7 +20,10 @@ from app.notify import Notifier, build_notifier
|
|||||||
from app.schemas import (
|
from app.schemas import (
|
||||||
BacktestRequest,
|
BacktestRequest,
|
||||||
BacktestResult,
|
BacktestResult,
|
||||||
|
MultiStatusOut,
|
||||||
|
StartManyRequest,
|
||||||
StatusOut,
|
StatusOut,
|
||||||
|
StrategySpec,
|
||||||
SweepRequest,
|
SweepRequest,
|
||||||
SweepResult,
|
SweepResult,
|
||||||
SweepRowOut,
|
SweepRowOut,
|
||||||
@@ -27,6 +32,15 @@ from app.store import Store
|
|||||||
|
|
||||||
logger = logging.getLogger(__name__)
|
logger = logging.getLogger(__name__)
|
||||||
|
|
||||||
|
_LOG_LEVELS = {
|
||||||
|
"debug": logging.DEBUG,
|
||||||
|
"info": logging.INFO,
|
||||||
|
"trade": logging.INFO,
|
||||||
|
"warning": logging.WARNING,
|
||||||
|
"error": logging.ERROR,
|
||||||
|
"critical": logging.CRITICAL,
|
||||||
|
}
|
||||||
|
|
||||||
FeedFactory = Callable[[Settings], MarketData]
|
FeedFactory = Callable[[Settings], MarketData]
|
||||||
BrokerFactory = Callable[[Settings], Broker]
|
BrokerFactory = Callable[[Settings], Broker]
|
||||||
NotifierFactory = Callable[[Settings], Notifier | None]
|
NotifierFactory = Callable[[Settings], Notifier | None]
|
||||||
@@ -51,10 +65,23 @@ class Runtime:
|
|||||||
self._feed_factory = feed_factory
|
self._feed_factory = feed_factory
|
||||||
self._broker_factory = broker_factory
|
self._broker_factory = broker_factory
|
||||||
self.notifier = notifier if notifier is not None else notifier_factory(settings)
|
self.notifier = notifier if notifier is not None else notifier_factory(settings)
|
||||||
self.notify_levels = notify_levels or {"trade", "error"}
|
self.notify_levels = notify_levels or settings.notify_level_set or {"trade", "error"}
|
||||||
self.engine: TradingEngine | None = None
|
self.manager = MultiStrategyManager(
|
||||||
|
store=self.store,
|
||||||
|
settings=settings,
|
||||||
|
feed_factory=feed_factory,
|
||||||
|
broker_factory=broker_factory,
|
||||||
|
)
|
||||||
|
self.manager.set_publisher(self._broadcast)
|
||||||
self._subscribers: set[asyncio.Queue] = set()
|
self._subscribers: set[asyncio.Queue] = set()
|
||||||
self._notify_tasks: set[asyncio.Task] = set()
|
self._notify_tasks: set[asyncio.Task] = set()
|
||||||
|
self._summary_task: asyncio.Task | None = None
|
||||||
|
|
||||||
|
# The first (usually only) engine, kept for the single-strategy API and
|
||||||
|
# backwards compatibility with existing callers and tests.
|
||||||
|
@property
|
||||||
|
def engine(self) -> TradingEngine | None:
|
||||||
|
return self.manager.runs[0].engine if self.manager.runs else None
|
||||||
|
|
||||||
# --- pub/sub ------------------------------------------------------
|
# --- pub/sub ------------------------------------------------------
|
||||||
def subscribe(self) -> asyncio.Queue:
|
def subscribe(self) -> asyncio.Queue:
|
||||||
@@ -73,19 +100,66 @@ class Runtime:
|
|||||||
with suppress(asyncio.QueueFull):
|
with suppress(asyncio.QueueFull):
|
||||||
queue.put_nowait(payload)
|
queue.put_nowait(payload)
|
||||||
if payload.get("type") == "event":
|
if payload.get("type") == "event":
|
||||||
|
self._log_event(payload["data"])
|
||||||
self._maybe_notify(payload["data"])
|
self._maybe_notify(payload["data"])
|
||||||
|
|
||||||
def _maybe_notify(self, event: dict[str, Any]) -> None:
|
def _log_event(self, event: dict[str, Any]) -> None:
|
||||||
if self.notifier is None or event.get("level") not in self.notify_levels:
|
"""Mirror bot events into the logger so the dashboard log view is useful."""
|
||||||
return
|
level = str(event.get("level", "info")).lower()
|
||||||
message = event.get("message", "")
|
message = event.get("message", "")
|
||||||
|
logger.log(_LOG_LEVELS.get(level, logging.INFO), "%s", message)
|
||||||
|
|
||||||
|
def _maybe_notify(self, event: dict[str, Any]) -> None:
|
||||||
|
if event.get("level") not in self.notify_levels:
|
||||||
|
return
|
||||||
|
self.notify_now(event.get("level", "info"), event.get("message", ""))
|
||||||
|
|
||||||
|
def notify_now(self, level: str, message: str) -> None:
|
||||||
|
"""Send a notification, ignoring level filtering (best-effort)."""
|
||||||
|
if self.notifier is None:
|
||||||
|
return
|
||||||
try:
|
try:
|
||||||
task = asyncio.create_task(self.notifier.send(event["level"], message))
|
task = asyncio.create_task(self.notifier.send(level, message))
|
||||||
except RuntimeError: # no running loop (e.g. sync test context)
|
except RuntimeError: # no running loop (e.g. sync test context)
|
||||||
return
|
return
|
||||||
self._notify_tasks.add(task)
|
self._notify_tasks.add(task)
|
||||||
task.add_done_callback(self._notify_tasks.discard)
|
task.add_done_callback(self._notify_tasks.discard)
|
||||||
|
|
||||||
|
def _start_summary_loop(self) -> None:
|
||||||
|
minutes = self.settings.summary_interval_minutes
|
||||||
|
if minutes <= 0 or self.notifier is None:
|
||||||
|
return
|
||||||
|
self._stop_summary_loop()
|
||||||
|
self._summary_task = asyncio.create_task(self._summary_loop(minutes * 60))
|
||||||
|
|
||||||
|
def _stop_summary_loop(self) -> None:
|
||||||
|
if self._summary_task is not None:
|
||||||
|
self._summary_task.cancel()
|
||||||
|
self._summary_task = None
|
||||||
|
|
||||||
|
async def _summary_loop(self, interval_seconds: float) -> None:
|
||||||
|
try:
|
||||||
|
while True:
|
||||||
|
await asyncio.sleep(interval_seconds)
|
||||||
|
self.notify_now("summary", self.summary_message())
|
||||||
|
except asyncio.CancelledError:
|
||||||
|
raise
|
||||||
|
|
||||||
|
def summary_message(self) -> str:
|
||||||
|
status = self.manager.status()
|
||||||
|
lines = [
|
||||||
|
f"Portfolio: equity {status.equity:,.2f} "
|
||||||
|
f"({status.total_pnl:+,.2f}) across {len(status.strategies)} strategies"
|
||||||
|
]
|
||||||
|
for s in status.strategies:
|
||||||
|
state = "HALTED" if s.halted else ("running" if status.running else "stopped")
|
||||||
|
lines.append(
|
||||||
|
f"- {s.strategy_name or s.strategy_key} "
|
||||||
|
f"({s.allocation * 100:.0f}%): {s.equity:,.2f} ({s.total_pnl:+,.2f}) "
|
||||||
|
f"[{state}]"
|
||||||
|
)
|
||||||
|
return "\n".join(lines)
|
||||||
|
|
||||||
# --- lifecycle ----------------------------------------------------
|
# --- lifecycle ----------------------------------------------------
|
||||||
async def start(
|
async def start(
|
||||||
self,
|
self,
|
||||||
@@ -96,36 +170,63 @@ class Runtime:
|
|||||||
timeframe: str | None = None,
|
timeframe: str | None = None,
|
||||||
starting_balance: float | None = None,
|
starting_balance: float | None = None,
|
||||||
) -> StatusOut:
|
) -> StatusOut:
|
||||||
if self.engine is not None and self.engine.running:
|
await self.start_many(
|
||||||
await self.stop()
|
StartManyRequest(
|
||||||
engine = TradingEngine(
|
strategies=[
|
||||||
feed=self._feed_factory(self.settings),
|
StrategySpec(
|
||||||
broker=self._broker_factory(self.settings),
|
strategy_key=strategy_key,
|
||||||
store=self.store,
|
params=params or {},
|
||||||
settings=self.settings,
|
|
||||||
)
|
|
||||||
engine.set_publisher(self._broadcast)
|
|
||||||
self.engine = engine
|
|
||||||
await engine.start(
|
|
||||||
strategy_key,
|
|
||||||
params,
|
|
||||||
symbol=symbol,
|
symbol=symbol,
|
||||||
timeframe=timeframe,
|
timeframe=timeframe,
|
||||||
|
)
|
||||||
|
],
|
||||||
starting_balance=starting_balance,
|
starting_balance=starting_balance,
|
||||||
)
|
)
|
||||||
return engine.status()
|
)
|
||||||
|
engine = self.engine
|
||||||
|
return engine.status() if engine is not None else self._idle_status()
|
||||||
|
|
||||||
|
async def start_many(self, request: StartManyRequest) -> MultiStatusOut:
|
||||||
|
check = check_live_ready(
|
||||||
|
self.settings,
|
||||||
|
request.starting_balance or self.settings.starting_balance,
|
||||||
|
)
|
||||||
|
if not check.ok:
|
||||||
|
raise ValueError("live trading blocked: " + "; ".join(check.blockers))
|
||||||
|
status = await self.manager.start(request)
|
||||||
|
if self.settings.notify_lifecycle:
|
||||||
|
names = ", ".join(s.strategy_name or s.strategy_key for s in status.strategies)
|
||||||
|
self.notify_now(
|
||||||
|
"info",
|
||||||
|
f"Started {len(status.strategies)} strategy(ies) in {self.settings.mode} "
|
||||||
|
f"mode: {names}",
|
||||||
|
)
|
||||||
|
self._start_summary_loop()
|
||||||
|
return status
|
||||||
|
|
||||||
|
def live_check(self) -> dict:
|
||||||
|
return check_live_ready(self.settings).as_dict()
|
||||||
|
|
||||||
async def stop(self) -> StatusOut:
|
async def stop(self) -> StatusOut:
|
||||||
if self.engine is not None:
|
had_runs = bool(self.manager.runs)
|
||||||
await self.engine.stop()
|
await self.manager.stop()
|
||||||
return self.engine.status()
|
self._stop_summary_loop()
|
||||||
return self._idle_status()
|
if had_runs and self.settings.notify_lifecycle:
|
||||||
|
self.notify_now("info", "Stopped all strategies")
|
||||||
|
engine = self.engine
|
||||||
|
return engine.status() if engine is not None else self._idle_status()
|
||||||
|
|
||||||
async def kill(self, reason: str = "manual kill switch") -> StatusOut:
|
async def kill(self, reason: str = "manual kill switch") -> StatusOut:
|
||||||
if self.engine is not None:
|
had_runs = bool(self.manager.runs)
|
||||||
await self.engine.kill(reason)
|
await self.manager.kill(reason)
|
||||||
return self.engine.status()
|
self._stop_summary_loop()
|
||||||
return self._idle_status()
|
if had_runs:
|
||||||
|
self.notify_now("error", f"KILL SWITCH: {reason}")
|
||||||
|
engine = self.engine
|
||||||
|
return engine.status() if engine is not None else self._idle_status()
|
||||||
|
|
||||||
|
def multi_status(self) -> MultiStatusOut:
|
||||||
|
return self.manager.status()
|
||||||
|
|
||||||
async def run_backtest(self, request: BacktestRequest) -> BacktestResult:
|
async def run_backtest(self, request: BacktestRequest) -> BacktestResult:
|
||||||
symbol = request.symbol or self.settings.symbol
|
symbol = request.symbol or self.settings.symbol
|
||||||
@@ -182,8 +283,8 @@ class Runtime:
|
|||||||
)
|
)
|
||||||
|
|
||||||
async def shutdown(self) -> None:
|
async def shutdown(self) -> None:
|
||||||
if self.engine is not None:
|
self._stop_summary_loop()
|
||||||
await self.engine.shutdown()
|
await self.manager.shutdown()
|
||||||
if self.notifier is not None:
|
if self.notifier is not None:
|
||||||
await self.notifier.close()
|
await self.notifier.close()
|
||||||
|
|
||||||
|
|||||||
@@ -134,6 +134,18 @@ class StrategyConfigOut(BaseModel):
|
|||||||
created_at: datetime
|
created_at: datetime
|
||||||
|
|
||||||
|
|
||||||
|
class StrategySpec(BaseModel):
|
||||||
|
"""One strategy in a multi-strategy run."""
|
||||||
|
|
||||||
|
strategy_key: str
|
||||||
|
params: dict[str, Any] = Field(default_factory=dict)
|
||||||
|
symbol: str | None = None
|
||||||
|
timeframe: str | None = None
|
||||||
|
# Fraction of the account allocated to this strategy (relative weights are
|
||||||
|
# normalised across the run, so [1, 3] gives 25% / 75%).
|
||||||
|
weight: float = Field(default=1.0, gt=0)
|
||||||
|
|
||||||
|
|
||||||
class StartRequest(BaseModel):
|
class StartRequest(BaseModel):
|
||||||
strategy_key: str
|
strategy_key: str
|
||||||
symbol: str | None = None
|
symbol: str | None = None
|
||||||
@@ -142,6 +154,46 @@ class StartRequest(BaseModel):
|
|||||||
starting_balance: float | None = None
|
starting_balance: float | None = None
|
||||||
|
|
||||||
|
|
||||||
|
class StartManyRequest(BaseModel):
|
||||||
|
strategies: list[StrategySpec] = Field(min_length=1)
|
||||||
|
starting_balance: float | None = None
|
||||||
|
|
||||||
|
|
||||||
|
class StrategyStatusOut(BaseModel):
|
||||||
|
"""Per-strategy status inside a multi-strategy run."""
|
||||||
|
|
||||||
|
strategy_key: str
|
||||||
|
strategy_name: str | None
|
||||||
|
params: dict[str, Any] = Field(default_factory=dict)
|
||||||
|
symbol: str
|
||||||
|
timeframe: str
|
||||||
|
allocation: float
|
||||||
|
cash: float
|
||||||
|
equity: float
|
||||||
|
realized_pnl: float
|
||||||
|
unrealized_pnl: float
|
||||||
|
total_pnl: float
|
||||||
|
open_positions: int
|
||||||
|
halted: bool = False
|
||||||
|
halt_reason: str | None = None
|
||||||
|
trades_today: int = 0
|
||||||
|
day_pnl: float = 0.0
|
||||||
|
drawdown_pct: float = 0.0
|
||||||
|
error: str | None = None
|
||||||
|
|
||||||
|
|
||||||
|
class MultiStatusOut(BaseModel):
|
||||||
|
running: bool
|
||||||
|
mode: str
|
||||||
|
exchange: str
|
||||||
|
price: float | None = None
|
||||||
|
starting_balance: float
|
||||||
|
equity: float
|
||||||
|
total_pnl: float
|
||||||
|
strategies: list[StrategyStatusOut] = Field(default_factory=list)
|
||||||
|
last_tick: datetime | None = None
|
||||||
|
|
||||||
|
|
||||||
class ManualOrderRequest(BaseModel):
|
class ManualOrderRequest(BaseModel):
|
||||||
side: Literal["buy", "sell"]
|
side: Literal["buy", "sell"]
|
||||||
qty: float | None = None
|
qty: float | None = None
|
||||||
|
|||||||
@@ -9,6 +9,13 @@ from app.market.fake import FakeMarketData
|
|||||||
from app.runtime import Runtime
|
from app.runtime import Runtime
|
||||||
|
|
||||||
|
|
||||||
|
def test_version_endpoint(runtime: Runtime) -> None:
|
||||||
|
app = create_app(runtime.settings, runtime)
|
||||||
|
with TestClient(app) as client:
|
||||||
|
assert client.get("/api/version").status_code == 200
|
||||||
|
assert "version" in client.get("/api/version").json()
|
||||||
|
|
||||||
|
|
||||||
def test_health_and_strategies(runtime: Runtime) -> None:
|
def test_health_and_strategies(runtime: Runtime) -> None:
|
||||||
app = create_app(runtime.settings, runtime)
|
app = create_app(runtime.settings, runtime)
|
||||||
with TestClient(app) as client:
|
with TestClient(app) as client:
|
||||||
@@ -104,6 +111,44 @@ def test_backtest_limit_validation(runtime: Runtime) -> None:
|
|||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
|
def test_start_many_and_multi_status(runtime: Runtime, market: FakeMarketData) -> None:
|
||||||
|
app = create_app(runtime.settings, runtime)
|
||||||
|
with TestClient(app) as client:
|
||||||
|
started = client.post(
|
||||||
|
"/api/bot/start-many",
|
||||||
|
json={
|
||||||
|
"strategies": [
|
||||||
|
{"strategy_key": "sma_cross", "params": {"fast": 2, "slow": 4}, "weight": 1},
|
||||||
|
{"strategy_key": "ema_cross", "params": {"fast": 2, "slow": 4}, "weight": 3},
|
||||||
|
],
|
||||||
|
"starting_balance": 10000,
|
||||||
|
},
|
||||||
|
)
|
||||||
|
assert started.status_code == 200
|
||||||
|
body = started.json()
|
||||||
|
assert body["running"] is True
|
||||||
|
assert len(body["strategies"]) == 2
|
||||||
|
assert [s["allocation"] for s in body["strategies"]] == [0.25, 0.75]
|
||||||
|
|
||||||
|
status = client.get("/api/bot/status").json()
|
||||||
|
assert status["running"] is True
|
||||||
|
assert len(status["strategies"]) == 2
|
||||||
|
assert status["equity"] == 10000
|
||||||
|
# Per-strategy fields the dashboard aggregates must be present.
|
||||||
|
assert {"day_pnl", "drawdown_pct"} <= set(status["strategies"][0])
|
||||||
|
|
||||||
|
client.post("/api/bot/stop")
|
||||||
|
|
||||||
|
|
||||||
|
def test_start_many_rejects_unknown_strategy(runtime: Runtime) -> None:
|
||||||
|
app = create_app(runtime.settings, runtime)
|
||||||
|
with TestClient(app) as client:
|
||||||
|
response = client.post(
|
||||||
|
"/api/bot/start-many", json={"strategies": [{"strategy_key": "nope"}]}
|
||||||
|
)
|
||||||
|
assert response.status_code == 404
|
||||||
|
|
||||||
|
|
||||||
def test_kill_endpoint(runtime: Runtime) -> None:
|
def test_kill_endpoint(runtime: Runtime) -> None:
|
||||||
app = create_app(runtime.settings, runtime)
|
app = create_app(runtime.settings, runtime)
|
||||||
with TestClient(app) as client:
|
with TestClient(app) as client:
|
||||||
|
|||||||
@@ -0,0 +1,91 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import pytest
|
||||||
|
|
||||||
|
from app.config import Settings
|
||||||
|
from app.engine.live_guard import LIVE_CONFIRMATION_PHRASE, check_live_ready
|
||||||
|
|
||||||
|
|
||||||
|
def live_settings(**overrides) -> Settings:
|
||||||
|
base = {
|
||||||
|
"mode": "live",
|
||||||
|
"max_daily_loss": 100.0,
|
||||||
|
"max_position_pct": 0.5,
|
||||||
|
"live_confirmation": LIVE_CONFIRMATION_PHRASE,
|
||||||
|
"exchange_api_key": "k",
|
||||||
|
"exchange_api_secret": "s",
|
||||||
|
"starting_balance": 1000.0,
|
||||||
|
"min_live_balance": 100.0,
|
||||||
|
}
|
||||||
|
base.update(overrides)
|
||||||
|
return Settings(**base)
|
||||||
|
|
||||||
|
|
||||||
|
def test_paper_mode_always_ok() -> None:
|
||||||
|
check = check_live_ready(Settings(mode="paper", max_position_pct=1.0))
|
||||||
|
assert check.ok is True
|
||||||
|
assert check.blockers == []
|
||||||
|
|
||||||
|
|
||||||
|
def test_live_ok_when_fully_configured() -> None:
|
||||||
|
check = check_live_ready(live_settings())
|
||||||
|
assert check.ok is True
|
||||||
|
|
||||||
|
|
||||||
|
def test_live_blocked_without_any_risk_limit() -> None:
|
||||||
|
check = check_live_ready(
|
||||||
|
live_settings(max_daily_loss=0, max_drawdown_pct=0, max_trades_per_day=0)
|
||||||
|
)
|
||||||
|
assert check.ok is False
|
||||||
|
assert any("risk limit" in b for b in check.blockers)
|
||||||
|
|
||||||
|
|
||||||
|
def test_live_blocked_when_position_cap_is_full_account() -> None:
|
||||||
|
check = check_live_ready(live_settings(max_position_pct=1.0))
|
||||||
|
assert check.ok is False
|
||||||
|
assert any("MAX_POSITION_PCT" in b for b in check.blockers)
|
||||||
|
|
||||||
|
|
||||||
|
def test_live_blocked_without_confirmation_phrase() -> None:
|
||||||
|
check = check_live_ready(live_settings(live_confirmation=""))
|
||||||
|
assert check.ok is False
|
||||||
|
assert any("LIVE_CONFIRMATION" in b for b in check.blockers)
|
||||||
|
|
||||||
|
|
||||||
|
def test_live_blocked_below_min_balance() -> None:
|
||||||
|
check = check_live_ready(live_settings(starting_balance=50.0))
|
||||||
|
assert check.ok is False
|
||||||
|
assert any("MIN_LIVE_BALANCE" in b for b in check.blockers)
|
||||||
|
|
||||||
|
|
||||||
|
def test_live_blocked_without_credentials() -> None:
|
||||||
|
check = check_live_ready(live_settings(exchange_api_key="", exchange_api_secret=""))
|
||||||
|
assert check.ok is False
|
||||||
|
assert any("EXCHANGE_API_KEY" in b for b in check.blockers)
|
||||||
|
|
||||||
|
|
||||||
|
async def test_start_many_refuses_live_without_confirmation(settings) -> None:
|
||||||
|
from app.runtime import Runtime
|
||||||
|
from app.schemas import StartManyRequest, StrategySpec
|
||||||
|
|
||||||
|
settings.mode = "live"
|
||||||
|
settings.exchange_api_key = "k"
|
||||||
|
settings.exchange_api_secret = "s"
|
||||||
|
settings.max_position_pct = 1.0 # unsafe
|
||||||
|
runtime = Runtime(settings)
|
||||||
|
with pytest.raises(ValueError, match="live trading blocked"):
|
||||||
|
await runtime.start_many(
|
||||||
|
StartManyRequest(strategies=[StrategySpec(strategy_key="sma_cross")])
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
def test_live_check_endpoint(runtime) -> None:
|
||||||
|
from fastapi.testclient import TestClient
|
||||||
|
|
||||||
|
from app.main import create_app
|
||||||
|
|
||||||
|
app = create_app(runtime.settings, runtime)
|
||||||
|
with TestClient(app) as client:
|
||||||
|
body = client.get("/api/live-check").json()
|
||||||
|
assert body["ok"] is True # paper mode
|
||||||
|
assert body["mode"] == "paper"
|
||||||
@@ -0,0 +1,139 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import pytest
|
||||||
|
|
||||||
|
from app.engine.manager import MultiStrategyManager, normalise_weights
|
||||||
|
from app.runtime import Runtime
|
||||||
|
from app.schemas import StartManyRequest, StrategySpec
|
||||||
|
|
||||||
|
|
||||||
|
def test_normalise_weights() -> None:
|
||||||
|
specs = [StrategySpec(strategy_key="a", weight=1), StrategySpec(strategy_key="b", weight=3)]
|
||||||
|
assert normalise_weights(specs) == [0.25, 0.75]
|
||||||
|
|
||||||
|
|
||||||
|
def test_normalise_weights_single() -> None:
|
||||||
|
assert normalise_weights([StrategySpec(strategy_key="a")]) == [1.0]
|
||||||
|
|
||||||
|
|
||||||
|
def test_weights_must_be_positive() -> None:
|
||||||
|
from pydantic import ValidationError
|
||||||
|
|
||||||
|
with pytest.raises(ValidationError):
|
||||||
|
StrategySpec(strategy_key="a", weight=0)
|
||||||
|
|
||||||
|
|
||||||
|
def test_normalise_weights_guards_zero_total() -> None:
|
||||||
|
# The API rejects non-positive weights, but the helper still guards against
|
||||||
|
# a zero total (e.g. if it is ever called with raw values).
|
||||||
|
class Dummy:
|
||||||
|
def __init__(self, weight: float) -> None:
|
||||||
|
self.weight = weight
|
||||||
|
|
||||||
|
assert normalise_weights([Dummy(0), Dummy(0)]) == [0.5, 0.5]
|
||||||
|
|
||||||
|
|
||||||
|
async def test_start_many_seeds_each_engine_with_its_allocation(settings, store, market) -> None:
|
||||||
|
runtime = Runtime(
|
||||||
|
settings, store, feed_factory=lambda _s: market, broker_factory=lambda _s: _paper()
|
||||||
|
)
|
||||||
|
status = await runtime.start_many(
|
||||||
|
StartManyRequest(
|
||||||
|
strategies=[
|
||||||
|
StrategySpec(strategy_key="sma_cross", params={"fast": 2, "slow": 4}, weight=1),
|
||||||
|
StrategySpec(strategy_key="ema_cross", params={"fast": 2, "slow": 4}, weight=3),
|
||||||
|
],
|
||||||
|
starting_balance=10_000,
|
||||||
|
)
|
||||||
|
)
|
||||||
|
assert status.running is True
|
||||||
|
assert [s.allocation for s in status.strategies] == pytest.approx([0.25, 0.75])
|
||||||
|
# Each engine starts with its slice of the balance as cash.
|
||||||
|
assert [s.cash for s in status.strategies] == pytest.approx([2_500, 7_500])
|
||||||
|
assert status.starting_balance == pytest.approx(10_000)
|
||||||
|
assert status.equity == pytest.approx(10_000)
|
||||||
|
await runtime.shutdown()
|
||||||
|
|
||||||
|
|
||||||
|
async def test_strategies_are_isolated(settings, store, market) -> None:
|
||||||
|
"""A loss in one strategy must not touch another's cash."""
|
||||||
|
runtime = Runtime(
|
||||||
|
settings, store, feed_factory=lambda _s: market, broker_factory=lambda _s: _paper()
|
||||||
|
)
|
||||||
|
await runtime.start_many(
|
||||||
|
StartManyRequest(
|
||||||
|
strategies=[
|
||||||
|
StrategySpec(strategy_key="sma_cross", weight=1),
|
||||||
|
StrategySpec(strategy_key="ema_cross", weight=1),
|
||||||
|
],
|
||||||
|
starting_balance=10_000,
|
||||||
|
)
|
||||||
|
)
|
||||||
|
first, second = runtime.manager.runs[0].engine, runtime.manager.runs[1].engine
|
||||||
|
first.last_price = 100.0
|
||||||
|
second.last_price = 100.0
|
||||||
|
|
||||||
|
await first.manual_order(_buy(), qty=10, quote_amount=None, reason="lose")
|
||||||
|
first.last_price = 90.0
|
||||||
|
await first.close_current_position("loss")
|
||||||
|
|
||||||
|
assert first.cash == pytest.approx(4_900.0)
|
||||||
|
assert second.cash == pytest.approx(5_000.0)
|
||||||
|
await runtime.shutdown()
|
||||||
|
|
||||||
|
|
||||||
|
async def test_stop_clears_runs(settings, store, market) -> None:
|
||||||
|
runtime = Runtime(
|
||||||
|
settings, store, feed_factory=lambda _s: market, broker_factory=lambda _s: _paper()
|
||||||
|
)
|
||||||
|
await runtime.start_many(StartManyRequest(strategies=[StrategySpec(strategy_key="sma_cross")]))
|
||||||
|
await runtime.stop()
|
||||||
|
assert runtime.multi_status().running is False
|
||||||
|
assert runtime.multi_status().strategies == []
|
||||||
|
await runtime.shutdown()
|
||||||
|
|
||||||
|
|
||||||
|
async def test_duplicate_strategy_keys_are_allowed(settings, store, market) -> None:
|
||||||
|
runtime = Runtime(
|
||||||
|
settings, store, feed_factory=lambda _s: market, broker_factory=lambda _s: _paper()
|
||||||
|
)
|
||||||
|
status = await runtime.start_many(
|
||||||
|
StartManyRequest(
|
||||||
|
strategies=[
|
||||||
|
StrategySpec(strategy_key="sma_cross", params={"fast": 2, "slow": 10}),
|
||||||
|
StrategySpec(strategy_key="sma_cross", params={"fast": 5, "slow": 20}),
|
||||||
|
]
|
||||||
|
)
|
||||||
|
)
|
||||||
|
assert len(status.strategies) == 2
|
||||||
|
assert status.strategies[0].params["fast"] == 2
|
||||||
|
assert status.strategies[1].params["fast"] == 5
|
||||||
|
await runtime.shutdown()
|
||||||
|
|
||||||
|
|
||||||
|
async def test_bad_params_rejected_before_starting(settings, store, market) -> None:
|
||||||
|
manager = MultiStrategyManager(
|
||||||
|
store=store,
|
||||||
|
settings=settings,
|
||||||
|
feed_factory=lambda _s: market,
|
||||||
|
broker_factory=lambda _s: _paper(),
|
||||||
|
)
|
||||||
|
with pytest.raises(ValueError):
|
||||||
|
await manager.start(
|
||||||
|
StartManyRequest(
|
||||||
|
strategies=[StrategySpec(strategy_key="sma_cross", params={"nope": 1})]
|
||||||
|
)
|
||||||
|
)
|
||||||
|
assert manager.runs == []
|
||||||
|
|
||||||
|
|
||||||
|
def _paper():
|
||||||
|
from app.broker.paper import PaperBroker
|
||||||
|
|
||||||
|
return PaperBroker(fee_bps=0, slippage_bps=0)
|
||||||
|
|
||||||
|
|
||||||
|
def _buy():
|
||||||
|
from app.models import OrderSide
|
||||||
|
|
||||||
|
return OrderSide.BUY
|
||||||
@@ -0,0 +1,120 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import pytest
|
||||||
|
|
||||||
|
from app.engine.indicators import supertrend, vwap
|
||||||
|
from app.engine.strategies import get_strategy
|
||||||
|
from app.engine.strategies.base import StrategyContext
|
||||||
|
from app.models import PositionSide
|
||||||
|
from app.schemas import Candle
|
||||||
|
|
||||||
|
|
||||||
|
def candles(closes: list[float], volume: float = 1.0) -> list[Candle]:
|
||||||
|
return [
|
||||||
|
Candle(ts=i, open=c, high=c * 1.001, low=c * 0.999, close=c, volume=volume)
|
||||||
|
for i, c in enumerate(closes)
|
||||||
|
]
|
||||||
|
|
||||||
|
|
||||||
|
def ctx(closes: list[float], volume: float = 1.0, position=None) -> StrategyContext:
|
||||||
|
cs = candles(closes, volume)
|
||||||
|
return StrategyContext(candles=cs, position=position, equity=1000.0, cash=1000.0)
|
||||||
|
|
||||||
|
|
||||||
|
# --- indicators -----------------------------------------------------------
|
||||||
|
def test_vwap_equals_typical_price_when_flat() -> None:
|
||||||
|
cs = candles([100.0, 100.0, 100.0])
|
||||||
|
series = vwap(cs)
|
||||||
|
# Typical price equals the close for symmetric high/low here only if equal;
|
||||||
|
# with high/low spread the VWAP is the volume-weighted typical price.
|
||||||
|
assert series[-1] is not None
|
||||||
|
assert series[-1] == pytest.approx(100.0, abs=0.5)
|
||||||
|
|
||||||
|
|
||||||
|
def test_vwap_weights_by_volume() -> None:
|
||||||
|
cs = [
|
||||||
|
Candle(ts=0, open=100, high=100, low=100, close=100, volume=1),
|
||||||
|
Candle(ts=1, open=200, high=200, low=200, close=200, volume=3),
|
||||||
|
]
|
||||||
|
series = vwap(cs)
|
||||||
|
assert series[-1] == pytest.approx((100 * 1 + 200 * 3) / 4)
|
||||||
|
|
||||||
|
|
||||||
|
def test_vwap_rolling_window() -> None:
|
||||||
|
cs = [
|
||||||
|
Candle(ts=0, open=100, high=100, low=100, close=100, volume=1),
|
||||||
|
Candle(ts=1, open=100, high=100, low=100, close=100, volume=1),
|
||||||
|
Candle(ts=2, open=200, high=200, low=200, close=200, volume=1),
|
||||||
|
]
|
||||||
|
series = vwap(cs, period=2)
|
||||||
|
assert series[0] is None
|
||||||
|
assert series[1] == pytest.approx(100.0)
|
||||||
|
assert series[2] == pytest.approx(150.0)
|
||||||
|
|
||||||
|
|
||||||
|
def test_supertrend_direction_flips() -> None:
|
||||||
|
rising = [float(i) for i in range(1, 60)]
|
||||||
|
_, up_rising = supertrend(candles(rising), 10, 3.0)
|
||||||
|
assert up_rising[-1] is True
|
||||||
|
|
||||||
|
falling = [float(i) for i in range(60, 1, -1)]
|
||||||
|
_, up_falling = supertrend(candles(falling), 10, 3.0)
|
||||||
|
assert up_falling[-1] is False
|
||||||
|
|
||||||
|
|
||||||
|
def test_supertrend_line_trails_price() -> None:
|
||||||
|
rising = [float(i) for i in range(1, 60)]
|
||||||
|
line, up = supertrend(candles(rising), 10, 3.0)
|
||||||
|
assert line[-1] is not None and up[-1] is True
|
||||||
|
assert line[-1] < rising[-1] # the stop sits below price in an uptrend
|
||||||
|
|
||||||
|
|
||||||
|
# --- strategies -----------------------------------------------------------
|
||||||
|
def test_new_strategies_registered() -> None:
|
||||||
|
from app.engine.strategies import list_strategies
|
||||||
|
|
||||||
|
keys = {c.key for c in list_strategies()}
|
||||||
|
assert {"supertrend", "vwap_reversion", "ema_cross_short"} <= keys
|
||||||
|
|
||||||
|
|
||||||
|
def test_ema_cross_short_opens_a_short() -> None:
|
||||||
|
strategy = get_strategy("ema_cross_short")({"fast": 2, "slow": 4, "atr_stop_mult": 0})
|
||||||
|
# Fast EMA above the slow then crossing below: mirror of the long case.
|
||||||
|
c = ctx([10, 10, 10, 10, 10, 10, 10, 10, 13, 11, 8])
|
||||||
|
strategy.on_candle(c)
|
||||||
|
intents = c.take_intents()
|
||||||
|
assert intents and intents[0].action == "enter_short"
|
||||||
|
assert intents[0].stop_loss is None
|
||||||
|
|
||||||
|
|
||||||
|
def test_ema_cross_short_covers_on_cross_up() -> None:
|
||||||
|
from app.models import Position
|
||||||
|
|
||||||
|
strategy = get_strategy("ema_cross_short")({"fast": 2, "slow": 4, "atr_stop_mult": 0})
|
||||||
|
position = Position(
|
||||||
|
strategy_key="ema_cross_short",
|
||||||
|
symbol="BTC/USDT",
|
||||||
|
side=PositionSide.SHORT,
|
||||||
|
qty=1.0,
|
||||||
|
entry_price=100.0,
|
||||||
|
)
|
||||||
|
c = ctx([10, 10, 10, 10, 10, 10, 10, 10, 7, 9, 12], position=position)
|
||||||
|
strategy.on_candle(c)
|
||||||
|
intents = c.take_intents()
|
||||||
|
assert intents and intents[0].action == "close"
|
||||||
|
|
||||||
|
|
||||||
|
def test_vwap_reversion_runs_without_error() -> None:
|
||||||
|
strategy = get_strategy("vwap_reversion")({"period": 5, "deviation_pct": 0.01})
|
||||||
|
c = ctx([100, 100, 100, 100, 100, 90])
|
||||||
|
strategy.on_candle(c)
|
||||||
|
intents = c.take_intents()
|
||||||
|
assert intents and intents[0].action == "enter_long"
|
||||||
|
|
||||||
|
|
||||||
|
def test_supertrend_runs_without_error() -> None:
|
||||||
|
strategy = get_strategy("supertrend")({})
|
||||||
|
c = ctx([100 + i for i in range(40)])
|
||||||
|
strategy.on_candle(c)
|
||||||
|
# No assertion on intents (depends on the flip); just must not raise.
|
||||||
|
assert isinstance(c.take_intents(), list)
|
||||||
@@ -66,3 +66,101 @@ async def test_runtime_ignores_info_events() -> None:
|
|||||||
runtime._broadcast({"type": "event", "data": {"level": "info", "message": "started"}})
|
runtime._broadcast({"type": "event", "data": {"level": "info", "message": "started"}})
|
||||||
await asyncio.gather(*list(runtime._notify_tasks))
|
await asyncio.gather(*list(runtime._notify_tasks))
|
||||||
assert recorder.messages == []
|
assert recorder.messages == []
|
||||||
|
|
||||||
|
|
||||||
|
async def test_notify_levels_are_configurable() -> None:
|
||||||
|
recorder = RecordingNotifier()
|
||||||
|
settings = Settings(telegram_bot_token="", notify_webhook_url="", notify_levels="info,trade")
|
||||||
|
runtime = Runtime(settings, notifier=recorder)
|
||||||
|
runtime._broadcast({"type": "event", "data": {"level": "info", "message": "started"}})
|
||||||
|
await asyncio.gather(*list(runtime._notify_tasks))
|
||||||
|
assert recorder.messages == [("info", "started")]
|
||||||
|
|
||||||
|
|
||||||
|
async def test_start_and_stop_notify_lifecycle(settings, store, market) -> None:
|
||||||
|
from app.broker.paper import PaperBroker
|
||||||
|
from app.schemas import StartManyRequest, StrategySpec
|
||||||
|
|
||||||
|
settings.notify_lifecycle = True
|
||||||
|
recorder = RecordingNotifier()
|
||||||
|
runtime = Runtime(
|
||||||
|
settings,
|
||||||
|
store,
|
||||||
|
feed_factory=lambda _s: market,
|
||||||
|
broker_factory=lambda _s: PaperBroker(fee_bps=0, slippage_bps=0),
|
||||||
|
notifier=recorder,
|
||||||
|
)
|
||||||
|
await runtime.start_many(StartManyRequest(strategies=[StrategySpec(strategy_key="sma_cross")]))
|
||||||
|
await runtime.stop()
|
||||||
|
await asyncio.gather(*list(runtime._notify_tasks))
|
||||||
|
|
||||||
|
levels = [level for level, _ in recorder.messages]
|
||||||
|
assert "info" in levels
|
||||||
|
assert any("Started" in msg for _, msg in recorder.messages)
|
||||||
|
assert any("Stopped" in msg for _, msg in recorder.messages)
|
||||||
|
await runtime.shutdown()
|
||||||
|
|
||||||
|
|
||||||
|
async def test_kill_notifies(settings, store, market) -> None:
|
||||||
|
from app.broker.paper import PaperBroker
|
||||||
|
from app.schemas import StartManyRequest, StrategySpec
|
||||||
|
|
||||||
|
recorder = RecordingNotifier()
|
||||||
|
runtime = Runtime(
|
||||||
|
settings,
|
||||||
|
store,
|
||||||
|
feed_factory=lambda _s: market,
|
||||||
|
broker_factory=lambda _s: PaperBroker(fee_bps=0, slippage_bps=0),
|
||||||
|
notifier=recorder,
|
||||||
|
)
|
||||||
|
await runtime.start_many(StartManyRequest(strategies=[StrategySpec(strategy_key="sma_cross")]))
|
||||||
|
await runtime.kill("panic")
|
||||||
|
await asyncio.gather(*list(runtime._notify_tasks))
|
||||||
|
assert any(level == "error" and "KILL SWITCH" in msg for level, msg in recorder.messages)
|
||||||
|
await runtime.shutdown()
|
||||||
|
|
||||||
|
|
||||||
|
async def test_summary_message_lists_strategies(settings, store, market) -> None:
|
||||||
|
from app.broker.paper import PaperBroker
|
||||||
|
from app.schemas import StartManyRequest, StrategySpec
|
||||||
|
|
||||||
|
runtime = Runtime(
|
||||||
|
settings,
|
||||||
|
store,
|
||||||
|
feed_factory=lambda _s: market,
|
||||||
|
broker_factory=lambda _s: PaperBroker(fee_bps=0, slippage_bps=0),
|
||||||
|
notifier=RecordingNotifier(),
|
||||||
|
)
|
||||||
|
await runtime.start_many(
|
||||||
|
StartManyRequest(
|
||||||
|
strategies=[
|
||||||
|
StrategySpec(strategy_key="sma_cross", weight=1),
|
||||||
|
StrategySpec(strategy_key="ema_cross", weight=3),
|
||||||
|
],
|
||||||
|
starting_balance=10000,
|
||||||
|
)
|
||||||
|
)
|
||||||
|
message = runtime.summary_message()
|
||||||
|
assert "Portfolio" in message
|
||||||
|
assert "SMA Crossover" in message
|
||||||
|
assert "EMA Crossover" in message
|
||||||
|
assert "75%" in message # the weighted strategy's allocation
|
||||||
|
await runtime.shutdown()
|
||||||
|
|
||||||
|
|
||||||
|
async def test_summary_loop_runs(settings, store, market) -> None:
|
||||||
|
from app.broker.paper import PaperBroker
|
||||||
|
|
||||||
|
settings.summary_interval_minutes = 1 # -> 60s; we only check it starts
|
||||||
|
recorder = RecordingNotifier()
|
||||||
|
runtime = Runtime(
|
||||||
|
settings,
|
||||||
|
store,
|
||||||
|
feed_factory=lambda _s: market,
|
||||||
|
broker_factory=lambda _s: PaperBroker(fee_bps=0, slippage_bps=0),
|
||||||
|
notifier=recorder,
|
||||||
|
)
|
||||||
|
runtime._start_summary_loop()
|
||||||
|
assert runtime._summary_task is not None
|
||||||
|
runtime._stop_summary_loop()
|
||||||
|
assert runtime._summary_task is None
|
||||||
@@ -0,0 +1,107 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import logging
|
||||||
|
|
||||||
|
from app.logs import RingLogHandler
|
||||||
|
from app.metrics import render_metrics
|
||||||
|
from app.schemas import MultiStatusOut, StrategyStatusOut
|
||||||
|
|
||||||
|
|
||||||
|
def make_status(**overrides) -> MultiStatusOut:
|
||||||
|
strategy = StrategyStatusOut(
|
||||||
|
strategy_key="sma_cross",
|
||||||
|
strategy_name="SMA Crossover",
|
||||||
|
params={},
|
||||||
|
symbol="BTC/USDT",
|
||||||
|
timeframe="5m",
|
||||||
|
allocation=0.5,
|
||||||
|
cash=5000,
|
||||||
|
equity=5100,
|
||||||
|
realized_pnl=100,
|
||||||
|
unrealized_pnl=0,
|
||||||
|
total_pnl=100,
|
||||||
|
open_positions=1,
|
||||||
|
halted=False,
|
||||||
|
trades_today=2,
|
||||||
|
)
|
||||||
|
base = {
|
||||||
|
"running": True,
|
||||||
|
"mode": "paper",
|
||||||
|
"exchange": "binance",
|
||||||
|
"price": 100.0,
|
||||||
|
"starting_balance": 10000,
|
||||||
|
"equity": 10100,
|
||||||
|
"total_pnl": 100,
|
||||||
|
"strategies": [strategy],
|
||||||
|
}
|
||||||
|
base.update(overrides)
|
||||||
|
return MultiStatusOut(**base)
|
||||||
|
|
||||||
|
|
||||||
|
def test_render_metrics_contains_core_series() -> None:
|
||||||
|
body = render_metrics(make_status(), "paper", "binance")
|
||||||
|
assert "crypto_running 1" in body
|
||||||
|
assert "crypto_equity 10100" in body
|
||||||
|
assert "crypto_total_pnl 100" in body
|
||||||
|
assert "crypto_open_positions 1" in body
|
||||||
|
assert 'crypto_strategy_equity{strategy="sma_cross",symbol="BTC/USDT"} 5100' in body
|
||||||
|
assert 'crypto_strategy_allocation{strategy="sma_cross"} 0.5' in body
|
||||||
|
assert 'crypto_info{mode="paper",exchange="binance"} 1' in body
|
||||||
|
|
||||||
|
|
||||||
|
def test_render_metrics_omits_price_when_none() -> None:
|
||||||
|
body = render_metrics(make_status(price=None), "paper", "binance")
|
||||||
|
assert "crypto_price" not in body
|
||||||
|
|
||||||
|
|
||||||
|
def test_ring_log_handler_captures() -> None:
|
||||||
|
handler = RingLogHandler(capacity=5)
|
||||||
|
logger = logging.getLogger("test.ring")
|
||||||
|
logger.addHandler(handler)
|
||||||
|
logger.setLevel(logging.INFO)
|
||||||
|
try:
|
||||||
|
logger.info("hello %s", "world")
|
||||||
|
entries = handler.snapshot()
|
||||||
|
assert entries[-1]["message"] == "hello world"
|
||||||
|
assert entries[-1]["level"] == "info"
|
||||||
|
finally:
|
||||||
|
logger.removeHandler(handler)
|
||||||
|
|
||||||
|
|
||||||
|
def test_ring_log_handler_respects_capacity() -> None:
|
||||||
|
handler = RingLogHandler(capacity=3)
|
||||||
|
logger = logging.getLogger("test.ring.cap")
|
||||||
|
logger.addHandler(handler)
|
||||||
|
logger.setLevel(logging.INFO)
|
||||||
|
try:
|
||||||
|
for i in range(10):
|
||||||
|
logger.info("m%d", i)
|
||||||
|
entries = handler.snapshot()
|
||||||
|
assert len(entries) == 3
|
||||||
|
assert entries[-1]["message"] == "m9"
|
||||||
|
finally:
|
||||||
|
logger.removeHandler(handler)
|
||||||
|
|
||||||
|
|
||||||
|
def test_metrics_endpoint(runtime) -> None:
|
||||||
|
from fastapi.testclient import TestClient
|
||||||
|
|
||||||
|
from app.main import create_app
|
||||||
|
|
||||||
|
app = create_app(runtime.settings, runtime)
|
||||||
|
with TestClient(app) as client:
|
||||||
|
response = client.get("/api/metrics")
|
||||||
|
assert response.status_code == 200
|
||||||
|
assert "crypto_running" in response.text
|
||||||
|
|
||||||
|
|
||||||
|
def test_logs_endpoint(runtime) -> None:
|
||||||
|
from fastapi.testclient import TestClient
|
||||||
|
|
||||||
|
from app.main import create_app
|
||||||
|
|
||||||
|
app = create_app(runtime.settings, runtime)
|
||||||
|
with TestClient(app) as client:
|
||||||
|
response = client.get("/api/logs")
|
||||||
|
assert response.status_code == 200
|
||||||
|
assert "entries" in response.json()
|
||||||
@@ -0,0 +1,87 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import pytest
|
||||||
|
|
||||||
|
from app.engine.indicators import williams_r
|
||||||
|
from app.engine.strategies import get_strategy
|
||||||
|
from app.engine.strategies.base import StrategyContext
|
||||||
|
from app.models import Position, PositionSide
|
||||||
|
from app.schemas import Candle
|
||||||
|
|
||||||
|
|
||||||
|
def candles(closes: list[float]) -> list[Candle]:
|
||||||
|
return [
|
||||||
|
Candle(ts=i, open=c, high=c * 1.001, low=c * 0.999, close=c, volume=1.0)
|
||||||
|
for i, c in enumerate(closes)
|
||||||
|
]
|
||||||
|
|
||||||
|
|
||||||
|
def ctx(closes: list[float], position=None) -> StrategyContext:
|
||||||
|
return StrategyContext(candles=candles(closes), position=position, equity=1000.0, cash=1000.0)
|
||||||
|
|
||||||
|
|
||||||
|
# --- indicator ------------------------------------------------------------
|
||||||
|
def test_williams_r_bounds() -> None:
|
||||||
|
series = williams_r(candles([100, 102, 98, 101, 99, 103, 97, 100]), 5)
|
||||||
|
for value in series:
|
||||||
|
if value is not None:
|
||||||
|
assert -100.0 <= value <= 0.0
|
||||||
|
|
||||||
|
|
||||||
|
def test_williams_r_rising_is_overbought() -> None:
|
||||||
|
rising = [float(i) for i in range(1, 30)]
|
||||||
|
value = williams_r(candles(rising), 14)[-1]
|
||||||
|
assert value is not None and value > -50 # near the top of the range
|
||||||
|
|
||||||
|
|
||||||
|
def test_williams_r_falling_is_oversold() -> None:
|
||||||
|
falling = [float(i) for i in range(30, 1, -1)]
|
||||||
|
value = williams_r(candles(falling), 14)[-1]
|
||||||
|
assert value is not None and value < -50 # near the bottom of the range
|
||||||
|
|
||||||
|
|
||||||
|
def test_williams_r_flat_series_is_neutral() -> None:
|
||||||
|
flat = [100.0] * 20
|
||||||
|
assert williams_r(candles(flat), 14)[-1] == pytest.approx(-50.0)
|
||||||
|
|
||||||
|
|
||||||
|
# --- strategy -------------------------------------------------------------
|
||||||
|
def test_williams_r_registered() -> None:
|
||||||
|
from app.engine.strategies import list_strategies
|
||||||
|
|
||||||
|
assert "williams_r" in {c.key for c in list_strategies()}
|
||||||
|
|
||||||
|
|
||||||
|
def test_enters_long_when_oversold() -> None:
|
||||||
|
strategy = get_strategy("williams_r")({"period": 5, "oversold": -80, "atr_stop_mult": 0})
|
||||||
|
falling = [100 - i for i in range(15)]
|
||||||
|
c = ctx([float(x) for x in falling])
|
||||||
|
strategy.on_candle(c)
|
||||||
|
intents = c.take_intents()
|
||||||
|
assert intents and intents[0].action == "enter_long"
|
||||||
|
|
||||||
|
|
||||||
|
def test_exits_when_overbought() -> None:
|
||||||
|
strategy = get_strategy("williams_r")({"period": 5, "overbought": -20, "atr_stop_mult": 0})
|
||||||
|
position = Position(
|
||||||
|
strategy_key="williams_r",
|
||||||
|
symbol="BTC/USDT",
|
||||||
|
side=PositionSide.LONG,
|
||||||
|
qty=1.0,
|
||||||
|
entry_price=100.0,
|
||||||
|
)
|
||||||
|
rising = [100 + i for i in range(15)]
|
||||||
|
c = ctx([float(x) for x in rising], position=position)
|
||||||
|
strategy.on_candle(c)
|
||||||
|
intents = c.take_intents()
|
||||||
|
assert intents and intents[0].action == "close"
|
||||||
|
|
||||||
|
|
||||||
|
def test_atr_stop_is_set_when_enabled() -> None:
|
||||||
|
strategy = get_strategy("williams_r")({"period": 5, "oversold": -80, "atr_stop_mult": 2.0})
|
||||||
|
falling = [float(100 - i) for i in range(15)]
|
||||||
|
c = ctx(falling)
|
||||||
|
strategy.on_candle(c)
|
||||||
|
intents = c.take_intents()
|
||||||
|
assert intents and intents[0].action == "enter_long"
|
||||||
|
assert intents[0].stop_loss is not None
|
||||||
@@ -5,7 +5,10 @@ name: crypto_trading_local
|
|||||||
|
|
||||||
services:
|
services:
|
||||||
backend:
|
backend:
|
||||||
build: ./backend
|
build:
|
||||||
|
context: ./backend
|
||||||
|
args:
|
||||||
|
BUILD_VERSION: ${BUILD_VERSION:-unknown}
|
||||||
container_name: crypto-trading-backend-local
|
container_name: crypto-trading-backend-local
|
||||||
restart: unless-stopped
|
restart: unless-stopped
|
||||||
environment:
|
environment:
|
||||||
@@ -29,6 +32,11 @@ services:
|
|||||||
- TELEGRAM_BOT_TOKEN=${TELEGRAM_BOT_TOKEN:-}
|
- TELEGRAM_BOT_TOKEN=${TELEGRAM_BOT_TOKEN:-}
|
||||||
- TELEGRAM_CHAT_ID=${TELEGRAM_CHAT_ID:-}
|
- TELEGRAM_CHAT_ID=${TELEGRAM_CHAT_ID:-}
|
||||||
- NOTIFY_WEBHOOK_URL=${NOTIFY_WEBHOOK_URL:-}
|
- NOTIFY_WEBHOOK_URL=${NOTIFY_WEBHOOK_URL:-}
|
||||||
|
- NOTIFY_LEVELS=${NOTIFY_LEVELS:-trade,error}
|
||||||
|
- NOTIFY_LIFECYCLE=${NOTIFY_LIFECYCLE:-true}
|
||||||
|
- SUMMARY_INTERVAL_MINUTES=${SUMMARY_INTERVAL_MINUTES:-0}
|
||||||
|
- LIVE_CONFIRMATION=${LIVE_CONFIRMATION:-}
|
||||||
|
- MIN_LIVE_BALANCE=${MIN_LIVE_BALANCE:-100}
|
||||||
- API_TOKEN=${API_TOKEN:-}
|
- API_TOKEN=${API_TOKEN:-}
|
||||||
- API_TOKEN_HEADER=${API_TOKEN_HEADER:-X-API-Token}
|
- API_TOKEN_HEADER=${API_TOKEN_HEADER:-X-API-Token}
|
||||||
volumes:
|
volumes:
|
||||||
@@ -37,7 +45,10 @@ services:
|
|||||||
- "8000:8000"
|
- "8000:8000"
|
||||||
|
|
||||||
frontend:
|
frontend:
|
||||||
build: ./frontend
|
build:
|
||||||
|
context: ./frontend
|
||||||
|
args:
|
||||||
|
BUILD_VERSION: ${BUILD_VERSION:-unknown}
|
||||||
container_name: crypto-trader-frontend-local
|
container_name: crypto-trader-frontend-local
|
||||||
restart: unless-stopped
|
restart: unless-stopped
|
||||||
depends_on:
|
depends_on:
|
||||||
|
|||||||
+13
-2
@@ -2,7 +2,10 @@ name: crypto_trading
|
|||||||
|
|
||||||
services:
|
services:
|
||||||
backend:
|
backend:
|
||||||
build: ./backend
|
build:
|
||||||
|
context: ./backend
|
||||||
|
args:
|
||||||
|
BUILD_VERSION: ${CRYPTO_BUILD_VERSION:-unknown}
|
||||||
image: crypto_trading-backend
|
image: crypto_trading-backend
|
||||||
container_name: crypto-trading-backend
|
container_name: crypto-trading-backend
|
||||||
restart: unless-stopped
|
restart: unless-stopped
|
||||||
@@ -39,6 +42,11 @@ services:
|
|||||||
- TELEGRAM_BOT_TOKEN=${CRYPTO_TELEGRAM_BOT_TOKEN:-}
|
- TELEGRAM_BOT_TOKEN=${CRYPTO_TELEGRAM_BOT_TOKEN:-}
|
||||||
- TELEGRAM_CHAT_ID=${CRYPTO_TELEGRAM_CHAT_ID:-}
|
- TELEGRAM_CHAT_ID=${CRYPTO_TELEGRAM_CHAT_ID:-}
|
||||||
- NOTIFY_WEBHOOK_URL=${CRYPTO_NOTIFY_WEBHOOK_URL:-}
|
- NOTIFY_WEBHOOK_URL=${CRYPTO_NOTIFY_WEBHOOK_URL:-}
|
||||||
|
- NOTIFY_LEVELS=${CRYPTO_NOTIFY_LEVELS:-trade,error}
|
||||||
|
- NOTIFY_LIFECYCLE=${CRYPTO_NOTIFY_LIFECYCLE:-true}
|
||||||
|
- SUMMARY_INTERVAL_MINUTES=${CRYPTO_SUMMARY_INTERVAL_MINUTES:-0}
|
||||||
|
- LIVE_CONFIRMATION=${CRYPTO_LIVE_CONFIRMATION:-}
|
||||||
|
- MIN_LIVE_BALANCE=${CRYPTO_MIN_LIVE_BALANCE:-100}
|
||||||
- API_TOKEN=${CRYPTO_API_TOKEN:-}
|
- API_TOKEN=${CRYPTO_API_TOKEN:-}
|
||||||
- API_TOKEN_HEADER=${CRYPTO_API_TOKEN_HEADER:-X-API-Token}
|
- API_TOKEN_HEADER=${CRYPTO_API_TOKEN_HEADER:-X-API-Token}
|
||||||
volumes:
|
volumes:
|
||||||
@@ -56,7 +64,10 @@ services:
|
|||||||
- internal
|
- internal
|
||||||
|
|
||||||
frontend:
|
frontend:
|
||||||
build: ./frontend
|
build:
|
||||||
|
context: ./frontend
|
||||||
|
args:
|
||||||
|
BUILD_VERSION: ${CRYPTO_BUILD_VERSION:-unknown}
|
||||||
image: crypto_trading-frontend
|
image: crypto_trading-frontend
|
||||||
container_name: crypto-trading-frontend
|
container_name: crypto-trading-frontend
|
||||||
restart: unless-stopped
|
restart: unless-stopped
|
||||||
|
|||||||
@@ -0,0 +1,59 @@
|
|||||||
|
# Operations runbook
|
||||||
|
|
||||||
|
Practical steps for running the deployed bot. Host paths are examples — adjust
|
||||||
|
to the deploy host.
|
||||||
|
|
||||||
|
## Find the stack
|
||||||
|
|
||||||
|
```bash
|
||||||
|
docker compose ps
|
||||||
|
docker compose logs --tail=200 backend
|
||||||
|
docker compose logs -f frontend
|
||||||
|
```
|
||||||
|
|
||||||
|
The backend exposes `GET /api/metrics` (Prometheus text format) for the existing
|
||||||
|
Prometheus/Grafana stack; scrape it alongside the other services. Useful series:
|
||||||
|
`crypto_running`, `crypto_equity`, `crypto_total_pnl`, `crypto_open_positions`,
|
||||||
|
`crypto_strategy_equity`, `crypto_strategy_pnl`, `crypto_strategy_halted`,
|
||||||
|
`crypto_info`.
|
||||||
|
|
||||||
|
## Stop / kill trading
|
||||||
|
|
||||||
|
- **Dashboard:** the **Kill all** button (or Stop all) flattens and halts.
|
||||||
|
- **API:** `curl -X POST -H "X-API-Token: $TOKEN" https://<host>/api/bot/kill`
|
||||||
|
- **Hard stop:** `docker compose stop backend` stops the process entirely. It
|
||||||
|
does **not** close open positions — use the API kill first if you care.
|
||||||
|
|
||||||
|
## Something is wrong
|
||||||
|
|
||||||
|
1. `docker compose ps` — is the service `healthy`?
|
||||||
|
2. `docker compose logs --tail=200 backend` — look for `error`/`Traceback`.
|
||||||
|
3. In the dashboard, open **Server logs** (shows the in-memory ring of recent
|
||||||
|
log lines) and **Activity** (trades, halts, errors).
|
||||||
|
4. `curl https://<host>/api/live-check` — if live is blocked, the reasons are
|
||||||
|
listed.
|
||||||
|
|
||||||
|
## A deploy went out but the UI looks stale
|
||||||
|
|
||||||
|
The deploy job fails if the frontend container's build stamp does not match the
|
||||||
|
commit; if you see stale UI and the job passed, hard-refresh or open
|
||||||
|
incognito. The footer shows `client` vs `server` versions — they must match.
|
||||||
|
|
||||||
|
## Reset paper state
|
||||||
|
|
||||||
|
```bash
|
||||||
|
docker compose stop backend
|
||||||
|
# remove the SQLite file on the host mount
|
||||||
|
rm -f <CRYPTO_DATA_DIR>/trader.db
|
||||||
|
docker compose start backend
|
||||||
|
```
|
||||||
|
|
||||||
|
## Going live (do this deliberately)
|
||||||
|
|
||||||
|
1. Rehearse the kill switch in paper mode.
|
||||||
|
2. Set `MAX_DAILY_LOSS`, `MAX_DRAWDOWN_PCT` and/or `MAX_TRADES_PER_DAY`, and
|
||||||
|
`MAX_POSITION_PCT < 1.0`.
|
||||||
|
3. Set `MIN_LIVE_BALANCE` and add exchange credentials.
|
||||||
|
4. Set `LIVE_CONFIRMATION="I UNDERSTAND THE RISK"`.
|
||||||
|
5. Deploy, confirm `/api/live-check` returns `ok: true`, then start with a
|
||||||
|
small balance and watch it.
|
||||||
@@ -1,5 +1,9 @@
|
|||||||
FROM node:22-alpine AS build
|
FROM node:22-alpine AS build
|
||||||
|
|
||||||
|
# Same value as the backend's BUILD_VERSION so the client can compare them.
|
||||||
|
ARG BUILD_VERSION=unknown
|
||||||
|
ENV VITE_BUILD_VERSION=${BUILD_VERSION}
|
||||||
|
|
||||||
WORKDIR /app
|
WORKDIR /app
|
||||||
COPY package.json package-lock.json ./
|
COPY package.json package-lock.json ./
|
||||||
RUN npm ci --no-audit --no-fund
|
RUN npm ci --no-audit --no-fund
|
||||||
@@ -15,4 +19,9 @@ ENV API_TOKEN=
|
|||||||
|
|
||||||
COPY --from=build /app/dist /usr/share/nginx/html
|
COPY --from=build /app/dist /usr/share/nginx/html
|
||||||
COPY nginx.conf /etc/nginx/templates/default.conf.template
|
COPY nginx.conf /etc/nginx/templates/default.conf.template
|
||||||
|
|
||||||
|
# Marker so the deploy can verify the served build matches the commit.
|
||||||
|
ARG BUILD_VERSION=unknown
|
||||||
|
RUN printf '%s' "${BUILD_VERSION}" > /usr/share/nginx/html/.build-version
|
||||||
|
|
||||||
EXPOSE 80
|
EXPOSE 80
|
||||||
+162
-32
@@ -1,13 +1,15 @@
|
|||||||
<script setup>
|
<script setup>
|
||||||
import { computed, onMounted, onUnmounted, ref } from 'vue'
|
import { computed, onMounted, onUnmounted, ref } from 'vue'
|
||||||
|
import { aggregateStatus } from './aggregate'
|
||||||
import * as api from './api'
|
import * as api from './api'
|
||||||
import BacktestPanel from './components/BacktestPanel.vue'
|
import BacktestPanel from './components/BacktestPanel.vue'
|
||||||
import EquityChart from './components/EquityChart.vue'
|
import EquityChart from './components/EquityChart.vue'
|
||||||
import EventLog from './components/EventLog.vue'
|
import EventLog from './components/EventLog.vue'
|
||||||
|
import LogsPanel from './components/LogsPanel.vue'
|
||||||
|
import MultiStrategyPanel from './components/MultiStrategyPanel.vue'
|
||||||
import OrdersTable from './components/OrdersTable.vue'
|
import OrdersTable from './components/OrdersTable.vue'
|
||||||
import PositionsTable from './components/PositionsTable.vue'
|
import PositionsTable from './components/PositionsTable.vue'
|
||||||
import StatusCards from './components/StatusCards.vue'
|
import StatusCards from './components/StatusCards.vue'
|
||||||
import StrategyPanel from './components/StrategyPanel.vue'
|
|
||||||
import SweepPanel from './components/SweepPanel.vue'
|
import SweepPanel from './components/SweepPanel.vue'
|
||||||
|
|
||||||
const status = ref({
|
const status = ref({
|
||||||
@@ -29,7 +31,33 @@ const status = ref({
|
|||||||
})
|
})
|
||||||
|
|
||||||
const strategies = ref([])
|
const strategies = ref([])
|
||||||
|
const strategiesLoading = ref(true)
|
||||||
const presets = ref([])
|
const presets = ref([])
|
||||||
|
const multiStatus = ref({ running: false, strategies: [], total_pnl: 0, equity: 0 })
|
||||||
|
const liveCheck = ref({ ok: true, mode: 'paper', blockers: [] })
|
||||||
|
|
||||||
|
const runningLabel = computed(() => {
|
||||||
|
const list = multiStatus.value.strategies || []
|
||||||
|
if (!list.length) return 'Idle'
|
||||||
|
if (list.length === 1) {
|
||||||
|
return `Running: ${list[0].strategy_name || list[0].strategy_key}`
|
||||||
|
}
|
||||||
|
return `Running: ${list.length} strategies`
|
||||||
|
})
|
||||||
|
|
||||||
|
const displayStatus = computed(() => aggregateStatus(status.value, multiStatus.value))
|
||||||
|
|
||||||
|
const scopeLabel = computed(() => {
|
||||||
|
const list = multiStatus.value.strategies || []
|
||||||
|
if (!list.length) {
|
||||||
|
return status.value.symbol ? `${status.value.symbol} ${status.value.timeframe}` : ''
|
||||||
|
}
|
||||||
|
const first = list[0]
|
||||||
|
const sameScope = list.every(
|
||||||
|
(s) => s.symbol === first.symbol && s.timeframe === first.timeframe,
|
||||||
|
)
|
||||||
|
return sameScope ? `${first.symbol} ${first.timeframe}` : `${list.length} pairs`
|
||||||
|
})
|
||||||
const positions = ref([])
|
const positions = ref([])
|
||||||
const orders = ref([])
|
const orders = ref([])
|
||||||
const events = ref([])
|
const events = ref([])
|
||||||
@@ -45,10 +73,17 @@ const pollingFallback = ref(false)
|
|||||||
// the socket never opens at all, and present it as a normal live state.
|
// the socket never opens at all, and present it as a normal live state.
|
||||||
const usePolling = computed(() => pollingFallback.value || socketFailures.value >= 3)
|
const usePolling = computed(() => pollingFallback.value || socketFailures.value >= 3)
|
||||||
|
|
||||||
|
// Build versions shown in the footer. The client value is baked in at build
|
||||||
|
// time; the server value comes from /api/version. A mismatch means the browser
|
||||||
|
// is running a stale cached bundle.
|
||||||
|
const clientVersion = __BUILD_VERSION__
|
||||||
|
const serverVersion = ref('')
|
||||||
|
|
||||||
let socket
|
let socket
|
||||||
let pollTimer
|
let pollTimer
|
||||||
let statusTimer
|
let statusTimer
|
||||||
let graceTimer
|
let graceTimer
|
||||||
|
let listTimer
|
||||||
|
|
||||||
async function refreshAll() {
|
async function refreshAll() {
|
||||||
const [p, o, e, q] = await Promise.all([
|
const [p, o, e, q] = await Promise.all([
|
||||||
@@ -64,7 +99,12 @@ async function refreshAll() {
|
|||||||
}
|
}
|
||||||
|
|
||||||
async function loadStrategies() {
|
async function loadStrategies() {
|
||||||
|
strategiesLoading.value = true
|
||||||
|
try {
|
||||||
strategies.value = await api.getStrategies()
|
strategies.value = await api.getStrategies()
|
||||||
|
} finally {
|
||||||
|
strategiesLoading.value = false
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
async function loadPresets() {
|
async function loadPresets() {
|
||||||
@@ -81,10 +121,26 @@ async function handleDeletePreset(id) {
|
|||||||
await loadPresets()
|
await loadPresets()
|
||||||
}
|
}
|
||||||
|
|
||||||
async function handleStart(payload) {
|
async function refreshMulti() {
|
||||||
|
multiStatus.value = await api.getMultiStatus()
|
||||||
|
}
|
||||||
|
|
||||||
|
async function refreshLiveCheck() {
|
||||||
|
liveCheck.value = await api.getLiveCheck()
|
||||||
|
}
|
||||||
|
|
||||||
|
async function handleStartMany(payload) {
|
||||||
|
if (liveCheck.value.mode === 'live' && !liveCheck.value.ok) {
|
||||||
|
status.value = {
|
||||||
|
...status.value,
|
||||||
|
error: 'Live trading blocked: ' + liveCheck.value.blockers.join('; '),
|
||||||
|
}
|
||||||
|
return
|
||||||
|
}
|
||||||
busy.value = true
|
busy.value = true
|
||||||
try {
|
try {
|
||||||
status.value = await api.startBot(payload)
|
multiStatus.value = await api.startMany(payload)
|
||||||
|
status.value = await api.getStatus()
|
||||||
await refreshAll()
|
await refreshAll()
|
||||||
} catch (error) {
|
} catch (error) {
|
||||||
status.value = { ...status.value, error: error.response?.data?.detail || error.message }
|
status.value = { ...status.value, error: error.response?.data?.detail || error.message }
|
||||||
@@ -93,23 +149,24 @@ async function handleStart(payload) {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
async function handleStop() {
|
async function handleStopMany() {
|
||||||
busy.value = true
|
busy.value = true
|
||||||
try {
|
try {
|
||||||
status.value = await api.stopBot()
|
await api.stopBot()
|
||||||
|
status.value = await api.getStatus()
|
||||||
|
await refreshMulti()
|
||||||
await refreshAll()
|
await refreshAll()
|
||||||
} finally {
|
} finally {
|
||||||
busy.value = false
|
busy.value = false
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
async function handleKill() {
|
async function handleKillMany() {
|
||||||
busy.value = true
|
busy.value = true
|
||||||
try {
|
try {
|
||||||
status.value = await api.killBot('manual kill switch')
|
status.value = await api.killBot('manual kill switch (all)')
|
||||||
|
await refreshMulti()
|
||||||
await refreshAll()
|
await refreshAll()
|
||||||
} catch (error) {
|
|
||||||
status.value = { ...status.value, error: error.response?.data?.detail || error.message }
|
|
||||||
} finally {
|
} finally {
|
||||||
busy.value = false
|
busy.value = false
|
||||||
}
|
}
|
||||||
@@ -133,13 +190,31 @@ function handleMessage(message) {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
onMounted(async () => {
|
// If the server is running a newer build than this (possibly cached) bundle,
|
||||||
await Promise.all([
|
// reload once with a cache-busting query so phones pick up deploys without a
|
||||||
loadStrategies(),
|
// manual hard-refresh. Guarded so it can never loop.
|
||||||
loadPresets(),
|
async function ensureFreshBuild() {
|
||||||
api.getStatus().then((s) => (status.value = s)),
|
try {
|
||||||
refreshAll(),
|
const { version } = await api.getVersion()
|
||||||
])
|
serverVersion.value = version || ''
|
||||||
|
if (!version || version === 'unknown') return
|
||||||
|
if (version === __BUILD_VERSION__) return
|
||||||
|
const key = `reloaded:${version}`
|
||||||
|
if (sessionStorage.getItem(key)) return
|
||||||
|
sessionStorage.setItem(key, '1')
|
||||||
|
const url = new URL(window.location.href)
|
||||||
|
url.searchParams.set('v', version)
|
||||||
|
window.location.replace(url.toString())
|
||||||
|
} catch {
|
||||||
|
// ignore; not worth blocking the app
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
onMounted(() => {
|
||||||
|
ensureFreshBuild()
|
||||||
|
|
||||||
|
// Set up the socket and the polling fallback first, so a failing initial
|
||||||
|
// fetch can never prevent them (that left the badge stuck on "connecting").
|
||||||
socket = api.openSocket({
|
socket = api.openSocket({
|
||||||
onMessage: handleMessage,
|
onMessage: handleMessage,
|
||||||
onOpen: () => {
|
onOpen: () => {
|
||||||
@@ -158,15 +233,42 @@ onMounted(async () => {
|
|||||||
graceTimer = setTimeout(() => {
|
graceTimer = setTimeout(() => {
|
||||||
if (!connected.value) pollingFallback.value = true
|
if (!connected.value) pollingFallback.value = true
|
||||||
}, 6000)
|
}, 6000)
|
||||||
|
|
||||||
|
// Initial loads are best-effort.
|
||||||
|
api.getStatus().then((s) => (status.value = s)).catch(() => {})
|
||||||
|
refreshAll().catch(() => {})
|
||||||
|
refreshMulti().catch(() => {})
|
||||||
|
|
||||||
|
// The strategy list and presets rarely change, so load them once but keep
|
||||||
|
// retrying until they arrive: a single failed first request used to leave the
|
||||||
|
// strategy dropdown empty forever.
|
||||||
|
loadStrategies()
|
||||||
|
loadPresets()
|
||||||
|
|
||||||
// Poll fast enough that the UI feels live even when it is the only channel.
|
// Poll fast enough that the UI feels live even when it is the only channel.
|
||||||
pollTimer = setInterval(refreshAll, 3000)
|
pollTimer = setInterval(() => refreshAll().catch(() => {}), 3000)
|
||||||
statusTimer = setInterval(() => api.getStatus().then((s) => (status.value = s)), 3000)
|
statusTimer = setInterval(
|
||||||
|
() => {
|
||||||
|
api.getStatus().then((s) => (status.value = s)).catch(() => {})
|
||||||
|
refreshMulti().catch(() => {})
|
||||||
|
refreshLiveCheck().catch(() => {})
|
||||||
|
},
|
||||||
|
3000,
|
||||||
|
)
|
||||||
|
// Retry the static lists until non-empty (covers a failed first load and a
|
||||||
|
// backend that was still starting up).
|
||||||
|
listTimer = setInterval(() => {
|
||||||
|
if (!strategies.value.length) loadStrategies()
|
||||||
|
if (!presets.value.length) loadPresets()
|
||||||
|
if (strategies.value.length && presets.value.length) clearInterval(listTimer)
|
||||||
|
}, 3000)
|
||||||
})
|
})
|
||||||
|
|
||||||
onUnmounted(() => {
|
onUnmounted(() => {
|
||||||
socket?.close()
|
socket?.close()
|
||||||
clearInterval(pollTimer)
|
clearInterval(pollTimer)
|
||||||
clearInterval(statusTimer)
|
clearInterval(statusTimer)
|
||||||
|
clearInterval(listTimer)
|
||||||
clearTimeout(graceTimer)
|
clearTimeout(graceTimer)
|
||||||
})
|
})
|
||||||
</script>
|
</script>
|
||||||
@@ -193,47 +295,75 @@ onUnmounted(() => {
|
|||||||
</span>
|
</span>
|
||||||
</div>
|
</div>
|
||||||
<div class="text-xs text-slate-400">
|
<div class="text-xs text-slate-400">
|
||||||
<span v-if="status.strategy_name">Running: {{ status.strategy_name }}</span>
|
<span>{{ runningLabel }}</span>
|
||||||
<span v-else>Idle</span>
|
<span v-if="scopeLabel"> · {{ scopeLabel }}</span>
|
||||||
<span v-if="status.symbol"> · {{ status.symbol }} {{ status.timeframe }}</span>
|
|
||||||
</div>
|
</div>
|
||||||
</header>
|
</header>
|
||||||
|
|
||||||
<div
|
<div
|
||||||
v-if="status.halted"
|
v-if="displayStatus.halted"
|
||||||
class="rounded-lg border border-rose-500 bg-rose-500/20 p-3 text-sm font-semibold text-rose-100"
|
class="rounded-lg border border-rose-500 bg-rose-500/20 p-3 text-sm font-semibold text-rose-100"
|
||||||
>
|
>
|
||||||
HALTED — {{ status.halt_reason }}. Trading is stopped and any open position was
|
HALTED — {{ displayStatus.halt_reason }}. Trading is stopped and any open position was
|
||||||
flattened. Restart the bot to resume (limits reset).
|
flattened. Restart the bot to resume (limits reset).
|
||||||
</div>
|
</div>
|
||||||
|
|
||||||
|
<div
|
||||||
|
v-if="liveCheck.mode === 'live' && !liveCheck.ok"
|
||||||
|
class="rounded-lg border border-amber-500 bg-amber-500/15 p-3 text-sm text-amber-100"
|
||||||
|
>
|
||||||
|
<p class="font-semibold">Live trading is blocked by the go-live checks:</p>
|
||||||
|
<ul class="mt-1 list-disc pl-5">
|
||||||
|
<li v-for="(b, i) in liveCheck.blockers" :key="i">{{ b }}</li>
|
||||||
|
</ul>
|
||||||
|
</div>
|
||||||
|
|
||||||
<div v-if="status.error" class="rounded-lg border border-rose-500/40 bg-rose-500/10 p-3 text-sm text-rose-200">
|
<div v-if="status.error" class="rounded-lg border border-rose-500/40 bg-rose-500/10 p-3 text-sm text-rose-200">
|
||||||
{{ status.error }}
|
{{ status.error }}
|
||||||
</div>
|
</div>
|
||||||
|
|
||||||
<StatusCards :status="status" />
|
<StatusCards :status="displayStatus" />
|
||||||
|
|
||||||
<StrategyPanel
|
<MultiStrategyPanel
|
||||||
:strategies="strategies"
|
:strategies="strategies"
|
||||||
:status="status"
|
:multi-status="multiStatus"
|
||||||
:busy="busy"
|
|
||||||
:presets="presets"
|
:presets="presets"
|
||||||
@start="handleStart"
|
:busy="busy"
|
||||||
@stop="handleStop"
|
:loading="strategiesLoading"
|
||||||
@kill="handleKill"
|
@start-many="handleStartMany"
|
||||||
|
@stop="handleStopMany"
|
||||||
|
@kill="handleKillMany"
|
||||||
@save-preset="handleSavePreset"
|
@save-preset="handleSavePreset"
|
||||||
@delete-preset="handleDeletePreset"
|
@delete-preset="handleDeletePreset"
|
||||||
/>
|
/>
|
||||||
|
|
||||||
<BacktestPanel :strategies="strategies" :status="status" />
|
<BacktestPanel :strategies="strategies" :status="status" :loading="strategiesLoading" />
|
||||||
<SweepPanel :strategies="strategies" :status="status" />
|
<SweepPanel :strategies="strategies" :status="status" :loading="strategiesLoading" />
|
||||||
|
|
||||||
<div class="grid gap-4 lg:grid-cols-2">
|
<div class="grid gap-4 lg:grid-cols-2">
|
||||||
<EquityChart :points="equityPoints" />
|
<EquityChart :points="equityPoints" />
|
||||||
<EventLog :events="events" />
|
<EventLog :events="events" />
|
||||||
</div>
|
</div>
|
||||||
|
|
||||||
|
<LogsPanel />
|
||||||
|
|
||||||
<PositionsTable :positions="positions" @close="handleClose" />
|
<PositionsTable :positions="positions" @close="handleClose" />
|
||||||
<OrdersTable :orders="orders" />
|
<OrdersTable :orders="orders" />
|
||||||
|
|
||||||
|
<footer class="flex flex-wrap items-center gap-x-4 gap-y-1 border-t border-edge/60 pt-3 text-xs text-slate-500">
|
||||||
|
<span>client <span class="font-mono text-slate-400">{{ clientVersion }}</span></span>
|
||||||
|
<span>
|
||||||
|
server
|
||||||
|
<span class="font-mono text-slate-400">{{ serverVersion || '…' }}</span>
|
||||||
|
</span>
|
||||||
|
<span
|
||||||
|
v-if="serverVersion && serverVersion !== clientVersion"
|
||||||
|
class="text-amber-300"
|
||||||
|
>
|
||||||
|
version mismatch — reloading to update
|
||||||
|
</span>
|
||||||
|
<span v-else-if="serverVersion" class="text-emerald-400">up to date</span>
|
||||||
|
<span v-if="socketError" class="text-amber-300">socket: {{ socketError }}</span>
|
||||||
|
</footer>
|
||||||
</div>
|
</div>
|
||||||
</template>
|
</template>
|
||||||
@@ -0,0 +1,34 @@
|
|||||||
|
/**
|
||||||
|
* Top-of-dashboard status. With one strategy it is that strategy's status;
|
||||||
|
* with several, the per-strategy numbers are aggregated for the whole account.
|
||||||
|
*/
|
||||||
|
export function aggregateStatus(status, multiStatus) {
|
||||||
|
const list = multiStatus?.strategies || []
|
||||||
|
if (list.length <= 1) return status
|
||||||
|
|
||||||
|
const sum = (field) => list.reduce((acc, s) => acc + (s[field] || 0), 0)
|
||||||
|
const halted = list.filter((s) => s.halted)
|
||||||
|
|
||||||
|
return {
|
||||||
|
...status,
|
||||||
|
running: multiStatus.running,
|
||||||
|
price: multiStatus.price ?? status.price,
|
||||||
|
cash: sum('cash'),
|
||||||
|
equity: multiStatus.equity,
|
||||||
|
starting_balance: multiStatus.starting_balance,
|
||||||
|
realized_pnl: sum('realized_pnl'),
|
||||||
|
unrealized_pnl: sum('unrealized_pnl'),
|
||||||
|
total_pnl: multiStatus.total_pnl,
|
||||||
|
day_pnl: sum('day_pnl'),
|
||||||
|
// Worst individual strategy drawdown; the portfolio peak is not tracked.
|
||||||
|
drawdown_pct: Math.max(0, ...list.map((s) => s.drawdown_pct || 0)),
|
||||||
|
trades_today: sum('trades_today'),
|
||||||
|
open_positions: sum('open_positions'),
|
||||||
|
halted: halted.length > 0,
|
||||||
|
halt_reason:
|
||||||
|
halted
|
||||||
|
.map((s) => s.halt_reason)
|
||||||
|
.filter(Boolean)
|
||||||
|
.join('; ') || null,
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -0,0 +1,87 @@
|
|||||||
|
import { describe, expect, it } from 'vitest'
|
||||||
|
import { aggregateStatus } from './aggregate'
|
||||||
|
|
||||||
|
const SINGLE = { equity: 100, total_pnl: 5, strategies: [] }
|
||||||
|
|
||||||
|
function strategy(overrides = {}) {
|
||||||
|
return {
|
||||||
|
strategy_key: 'sma_cross',
|
||||||
|
symbol: 'BTC/USDT',
|
||||||
|
timeframe: '5m',
|
||||||
|
allocation: 0.5,
|
||||||
|
cash: 1000,
|
||||||
|
equity: 1000,
|
||||||
|
realized_pnl: 0,
|
||||||
|
unrealized_pnl: 0,
|
||||||
|
total_pnl: 0,
|
||||||
|
open_positions: 0,
|
||||||
|
halted: false,
|
||||||
|
halt_reason: null,
|
||||||
|
trades_today: 0,
|
||||||
|
day_pnl: 0,
|
||||||
|
drawdown_pct: 0,
|
||||||
|
...overrides,
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
describe('aggregateStatus', () => {
|
||||||
|
it('returns the plain status when there is at most one strategy', () => {
|
||||||
|
expect(aggregateStatus(SINGLE, { strategies: [] })).toBe(SINGLE)
|
||||||
|
expect(aggregateStatus(SINGLE, { strategies: [strategy()] })).toBe(SINGLE)
|
||||||
|
})
|
||||||
|
|
||||||
|
it('sums the per-strategy numbers', () => {
|
||||||
|
const multi = {
|
||||||
|
running: true,
|
||||||
|
equity: 2100,
|
||||||
|
starting_balance: 2000,
|
||||||
|
total_pnl: 100,
|
||||||
|
price: 123,
|
||||||
|
strategies: [
|
||||||
|
strategy({ cash: 1000, equity: 1100, realized_pnl: 100, unrealized_pnl: 0, total_pnl: 100, trades_today: 2, open_positions: 1, day_pnl: 40 }),
|
||||||
|
strategy({ cash: 1000, equity: 1000, realized_pnl: 0, unrealized_pnl: 0, total_pnl: 0, trades_today: 0, open_positions: 0, day_pnl: -10 }),
|
||||||
|
],
|
||||||
|
}
|
||||||
|
const result = aggregateStatus(SINGLE, multi)
|
||||||
|
expect(result.cash).toBe(2000)
|
||||||
|
expect(result.equity).toBe(2100)
|
||||||
|
expect(result.realized_pnl).toBe(100)
|
||||||
|
expect(result.total_pnl).toBe(100)
|
||||||
|
expect(result.day_pnl).toBe(30)
|
||||||
|
expect(result.trades_today).toBe(2)
|
||||||
|
expect(result.open_positions).toBe(1)
|
||||||
|
expect(result.price).toBe(123)
|
||||||
|
expect(result.running).toBe(true)
|
||||||
|
})
|
||||||
|
|
||||||
|
it('reports the worst drawdown and any halt', () => {
|
||||||
|
const multi = {
|
||||||
|
running: true,
|
||||||
|
equity: 2000,
|
||||||
|
starting_balance: 2000,
|
||||||
|
total_pnl: 0,
|
||||||
|
price: null,
|
||||||
|
strategies: [
|
||||||
|
strategy({ drawdown_pct: 3, halted: false }),
|
||||||
|
strategy({ drawdown_pct: 7.5, halted: true, halt_reason: 'daily loss limit hit' }),
|
||||||
|
],
|
||||||
|
}
|
||||||
|
const result = aggregateStatus(SINGLE, multi)
|
||||||
|
expect(result.drawdown_pct).toBe(7.5)
|
||||||
|
expect(result.halted).toBe(true)
|
||||||
|
expect(result.halt_reason).toBe('daily loss limit hit')
|
||||||
|
})
|
||||||
|
|
||||||
|
it('falls back to the plain price when multi has none', () => {
|
||||||
|
const multi = {
|
||||||
|
running: false,
|
||||||
|
equity: 2000,
|
||||||
|
starting_balance: 2000,
|
||||||
|
total_pnl: 0,
|
||||||
|
price: null,
|
||||||
|
strategies: [strategy(), strategy()],
|
||||||
|
}
|
||||||
|
const result = aggregateStatus({ ...SINGLE, price: 99 }, multi)
|
||||||
|
expect(result.price).toBe(99)
|
||||||
|
})
|
||||||
|
})
|
||||||
@@ -2,12 +2,18 @@ import axios from 'axios'
|
|||||||
|
|
||||||
const http = axios.create({ baseURL: '/api', timeout: 10000 })
|
const http = axios.create({ baseURL: '/api', timeout: 10000 })
|
||||||
|
|
||||||
|
export const getVersion = () => http.get('/version').then((r) => r.data)
|
||||||
export const getStatus = () => http.get('/status').then((r) => r.data)
|
export const getStatus = () => http.get('/status').then((r) => r.data)
|
||||||
|
export const getMultiStatus = () => http.get('/bot/status').then((r) => r.data)
|
||||||
|
export const getLiveCheck = () => http.get('/live-check').then((r) => r.data)
|
||||||
|
export const startMany = (payload) => http.post('/bot/start-many', payload).then((r) => r.data)
|
||||||
export const getStrategies = () => http.get('/strategies').then((r) => r.data)
|
export const getStrategies = () => http.get('/strategies').then((r) => r.data)
|
||||||
export const getPositions = () => http.get('/positions').then((r) => r.data)
|
export const getPositions = () => http.get('/positions').then((r) => r.data)
|
||||||
export const getOrders = () => http.get('/orders').then((r) => r.data)
|
export const getOrders = () => http.get('/orders').then((r) => r.data)
|
||||||
export const getEvents = () => http.get('/events').then((r) => r.data)
|
export const getEvents = () => http.get('/events').then((r) => r.data)
|
||||||
export const getEquity = () => http.get('/equity').then((r) => r.data)
|
export const getEquity = () => http.get('/equity').then((r) => r.data)
|
||||||
|
export const getLogs = (limit = 100) =>
|
||||||
|
http.get('/logs', { params: { limit } }).then((r) => r.data)
|
||||||
|
|
||||||
export const startBot = (payload) => http.post('/bot/start', payload).then((r) => r.data)
|
export const startBot = (payload) => http.post('/bot/start', payload).then((r) => r.data)
|
||||||
export const stopBot = () => http.post('/bot/stop').then((r) => r.data)
|
export const stopBot = () => http.post('/bot/stop').then((r) => r.data)
|
||||||
@@ -47,6 +53,7 @@ export function openSocket({ onMessage, onOpen, onClose, onError }) {
|
|||||||
if (closed) return
|
if (closed) return
|
||||||
let opened = false
|
let opened = false
|
||||||
let reported = false
|
let reported = false
|
||||||
|
console.debug('[ws] connecting to', url)
|
||||||
socket = new WebSocket(url)
|
socket = new WebSocket(url)
|
||||||
|
|
||||||
// Report at most one failure per attempt (Safari often fires error *and*
|
// Report at most one failure per attempt (Safari often fires error *and*
|
||||||
@@ -71,11 +78,13 @@ export function openSocket({ onMessage, onOpen, onClose, onError }) {
|
|||||||
opened = true
|
opened = true
|
||||||
clearTimeout(openTimeout)
|
clearTimeout(openTimeout)
|
||||||
attempt = 0
|
attempt = 0
|
||||||
|
console.debug('[ws] open')
|
||||||
onOpen?.()
|
onOpen?.()
|
||||||
}
|
}
|
||||||
socket.onmessage = (event) => onMessage?.(JSON.parse(event.data))
|
socket.onmessage = (event) => onMessage?.(JSON.parse(event.data))
|
||||||
socket.onclose = (event) => {
|
socket.onclose = (event) => {
|
||||||
clearTimeout(openTimeout)
|
clearTimeout(openTimeout)
|
||||||
|
console.debug('[ws] close', event.code, event.reason)
|
||||||
onClose?.()
|
onClose?.()
|
||||||
if (!opened) {
|
if (!opened) {
|
||||||
// 1008 = policy violation (token rejected); 1006 = abnormal close.
|
// 1008 = policy violation (token rejected); 1006 = abnormal close.
|
||||||
|
|||||||
@@ -0,0 +1,64 @@
|
|||||||
|
import { mount } from '@vue/test-utils'
|
||||||
|
import { beforeEach, describe, expect, it } from 'vitest'
|
||||||
|
import CollapsiblePanel from './components/CollapsiblePanel.vue'
|
||||||
|
|
||||||
|
describe('CollapsiblePanel', () => {
|
||||||
|
beforeEach(() => {
|
||||||
|
localStorage.clear()
|
||||||
|
})
|
||||||
|
|
||||||
|
it('renders the title and slot when open by default', () => {
|
||||||
|
const wrapper = mount(CollapsiblePanel, {
|
||||||
|
props: { title: 'Strategy' },
|
||||||
|
slots: { default: '<p>content</p>' },
|
||||||
|
})
|
||||||
|
expect(wrapper.text()).toContain('Strategy')
|
||||||
|
expect(wrapper.text()).toContain('content')
|
||||||
|
expect(wrapper.find('button').attributes('aria-expanded')).toBe('true')
|
||||||
|
})
|
||||||
|
|
||||||
|
it('hides the slot after clicking the header', async () => {
|
||||||
|
const wrapper = mount(CollapsiblePanel, {
|
||||||
|
props: { title: 'Strategy' },
|
||||||
|
slots: { default: '<p>content</p>' },
|
||||||
|
})
|
||||||
|
await wrapper.find('button').trigger('click')
|
||||||
|
expect(wrapper.find('button').attributes('aria-expanded')).toBe('false')
|
||||||
|
// v-show keeps the node but hides it.
|
||||||
|
expect(wrapper.find('div[style*="display: none"]').exists()).toBe(true)
|
||||||
|
})
|
||||||
|
|
||||||
|
it('shows the summary only when collapsed', async () => {
|
||||||
|
const wrapper = mount(CollapsiblePanel, {
|
||||||
|
props: { title: 'Backtest', summary: 'BTC/USDT 5m' },
|
||||||
|
slots: { default: '<p>content</p>' },
|
||||||
|
})
|
||||||
|
expect(wrapper.text()).not.toContain('BTC/USDT 5m')
|
||||||
|
await wrapper.find('button').trigger('click')
|
||||||
|
expect(wrapper.text()).toContain('BTC/USDT 5m')
|
||||||
|
})
|
||||||
|
|
||||||
|
it('persists the collapsed state in localStorage', async () => {
|
||||||
|
const wrapper = mount(CollapsiblePanel, {
|
||||||
|
props: { title: 'Backtest', storageKey: 'backtest' },
|
||||||
|
slots: { default: '<p>content</p>' },
|
||||||
|
})
|
||||||
|
await wrapper.find('button').trigger('click')
|
||||||
|
expect(localStorage.getItem('panel:backtest')).toBe('0')
|
||||||
|
|
||||||
|
// A fresh mount with the same key starts collapsed.
|
||||||
|
const remounted = mount(CollapsiblePanel, {
|
||||||
|
props: { title: 'Backtest', storageKey: 'backtest' },
|
||||||
|
slots: { default: '<p>content</p>' },
|
||||||
|
})
|
||||||
|
expect(remounted.find('button').attributes('aria-expanded')).toBe('false')
|
||||||
|
})
|
||||||
|
|
||||||
|
it('honours defaultOpen when nothing is stored', () => {
|
||||||
|
const wrapper = mount(CollapsiblePanel, {
|
||||||
|
props: { title: 'Strategy', defaultOpen: false },
|
||||||
|
slots: { default: '<p>content</p>' },
|
||||||
|
})
|
||||||
|
expect(wrapper.find('button').attributes('aria-expanded')).toBe('false')
|
||||||
|
})
|
||||||
|
})
|
||||||
@@ -1,13 +1,15 @@
|
|||||||
<script setup>
|
<script setup>
|
||||||
import { ref } from 'vue'
|
import { computed, ref } from 'vue'
|
||||||
import * as api from '../api'
|
import * as api from '../api'
|
||||||
import { fmtMoney, fmtPrice, pnlClass, signed } from '../format'
|
import { fmtMoney, fmtPrice, pnlClass, signed } from '../format'
|
||||||
|
import CollapsiblePanel from './CollapsiblePanel.vue'
|
||||||
import EquityChart from './EquityChart.vue'
|
import EquityChart from './EquityChart.vue'
|
||||||
import StrategyForm from './StrategyForm.vue'
|
import StrategyForm from './StrategyForm.vue'
|
||||||
|
|
||||||
defineProps({
|
defineProps({
|
||||||
strategies: { type: Array, required: true },
|
strategies: { type: Array, required: true },
|
||||||
status: { type: Object, required: true },
|
status: { type: Object, required: true },
|
||||||
|
loading: { type: Boolean, default: false },
|
||||||
})
|
})
|
||||||
|
|
||||||
const running = ref(false)
|
const running = ref(false)
|
||||||
@@ -15,6 +17,12 @@ const error = ref(null)
|
|||||||
const result = ref(null)
|
const result = ref(null)
|
||||||
const limit = ref(500)
|
const limit = ref(500)
|
||||||
|
|
||||||
|
const summary = computed(() => {
|
||||||
|
if (!result.value || result.value.error) return ''
|
||||||
|
const m = result.value.metrics
|
||||||
|
return `${result.value.symbol} ${result.value.timeframe} · ${signed(m.total_return_pct)}% · ${m.num_trades} trades`
|
||||||
|
})
|
||||||
|
|
||||||
async function run(payload) {
|
async function run(payload) {
|
||||||
running.value = true
|
running.value = true
|
||||||
error.value = null
|
error.value = null
|
||||||
@@ -30,19 +38,14 @@ async function run(payload) {
|
|||||||
</script>
|
</script>
|
||||||
|
|
||||||
<template>
|
<template>
|
||||||
<div class="card space-y-3">
|
<CollapsiblePanel title="Backtest" storage-key="backtest" :summary="summary" :default-open="false">
|
||||||
<div class="flex items-center justify-between">
|
<div class="space-y-3">
|
||||||
<h2 class="font-semibold">Backtest</h2>
|
|
||||||
<span v-if="result" class="text-xs text-slate-400">
|
|
||||||
{{ result.symbol }} {{ result.timeframe }} · {{ result.equity_curve.length }} candles
|
|
||||||
</span>
|
|
||||||
</div>
|
|
||||||
|
|
||||||
<StrategyForm
|
<StrategyForm
|
||||||
:strategies="strategies"
|
:strategies="strategies"
|
||||||
:busy="running"
|
:busy="running"
|
||||||
:symbol="status.symbol"
|
:symbol="status.symbol"
|
||||||
:timeframe="status.timeframe"
|
:timeframe="status.timeframe"
|
||||||
|
:loading="loading"
|
||||||
submit-label="Run backtest"
|
submit-label="Run backtest"
|
||||||
@submit="run"
|
@submit="run"
|
||||||
/>
|
/>
|
||||||
@@ -137,4 +140,5 @@ async function run(payload) {
|
|||||||
</div>
|
</div>
|
||||||
</template>
|
</template>
|
||||||
</div>
|
</div>
|
||||||
|
</CollapsiblePanel>
|
||||||
</template>
|
</template>
|
||||||
@@ -0,0 +1,69 @@
|
|||||||
|
<script setup>
|
||||||
|
import { ref, watch } from 'vue'
|
||||||
|
|
||||||
|
const props = defineProps({
|
||||||
|
title: { type: String, required: true },
|
||||||
|
// Optional right-aligned summary shown in the header (visible when collapsed).
|
||||||
|
summary: { type: String, default: '' },
|
||||||
|
storageKey: { type: String, default: '' },
|
||||||
|
defaultOpen: { type: Boolean, default: true },
|
||||||
|
})
|
||||||
|
const emit = defineEmits(['toggle'])
|
||||||
|
|
||||||
|
function readInitial() {
|
||||||
|
if (!props.storageKey) return props.defaultOpen
|
||||||
|
try {
|
||||||
|
const stored = localStorage.getItem(`panel:${props.storageKey}`)
|
||||||
|
if (stored === '1') return true
|
||||||
|
if (stored === '0') return false
|
||||||
|
} catch {
|
||||||
|
// localStorage unavailable (private mode); fall back to the default
|
||||||
|
}
|
||||||
|
return props.defaultOpen
|
||||||
|
}
|
||||||
|
|
||||||
|
const open = ref(readInitial())
|
||||||
|
|
||||||
|
watch(open, (value) => {
|
||||||
|
emit('toggle', value)
|
||||||
|
if (!props.storageKey) return
|
||||||
|
try {
|
||||||
|
localStorage.setItem(`panel:${props.storageKey}`, value ? '1' : '0')
|
||||||
|
} catch {
|
||||||
|
// ignore
|
||||||
|
}
|
||||||
|
})
|
||||||
|
</script>
|
||||||
|
|
||||||
|
<template>
|
||||||
|
<section class="card">
|
||||||
|
<button
|
||||||
|
type="button"
|
||||||
|
class="-m-2 flex w-full items-center justify-between gap-3 rounded-lg p-2 text-left transition hover:bg-slate-700/40"
|
||||||
|
:aria-expanded="open"
|
||||||
|
:title="open ? 'Collapse' : 'Expand'"
|
||||||
|
@click="open = !open"
|
||||||
|
>
|
||||||
|
<span class="flex items-center gap-2 font-semibold">
|
||||||
|
<svg
|
||||||
|
class="h-3.5 w-3.5 shrink-0 text-slate-400 transition-transform"
|
||||||
|
:class="open ? 'rotate-90' : ''"
|
||||||
|
viewBox="0 0 16 16"
|
||||||
|
fill="currentColor"
|
||||||
|
aria-hidden="true"
|
||||||
|
>
|
||||||
|
<path d="M6 3.5 11 8l-5 4.5z" />
|
||||||
|
</svg>
|
||||||
|
{{ title }}
|
||||||
|
<span class="text-xs font-normal text-slate-500">{{ open ? 'hide' : 'show' }}</span>
|
||||||
|
</span>
|
||||||
|
<span v-if="!open && summary" class="truncate text-xs font-normal text-slate-400">
|
||||||
|
{{ summary }}
|
||||||
|
</span>
|
||||||
|
</button>
|
||||||
|
|
||||||
|
<div v-show="open" class="mt-3">
|
||||||
|
<slot />
|
||||||
|
</div>
|
||||||
|
</section>
|
||||||
|
</template>
|
||||||
@@ -0,0 +1,73 @@
|
|||||||
|
<script setup>
|
||||||
|
import { computed, onMounted, onUnmounted, ref } from 'vue'
|
||||||
|
import * as api from '../api'
|
||||||
|
import { fmtTime } from '../format'
|
||||||
|
import CollapsiblePanel from './CollapsiblePanel.vue'
|
||||||
|
|
||||||
|
const entries = ref([])
|
||||||
|
const levelFilter = ref('all')
|
||||||
|
let timer
|
||||||
|
|
||||||
|
const levelClass = {
|
||||||
|
info: 'text-slate-300',
|
||||||
|
warning: 'text-amber-300',
|
||||||
|
error: 'text-rose-300',
|
||||||
|
critical: 'text-rose-400',
|
||||||
|
debug: 'text-slate-500',
|
||||||
|
}
|
||||||
|
|
||||||
|
const filtered = computed(() => {
|
||||||
|
if (levelFilter.value === 'all') return entries.value
|
||||||
|
return entries.value.filter((e) => e.level === levelFilter.value)
|
||||||
|
})
|
||||||
|
|
||||||
|
async function load() {
|
||||||
|
try {
|
||||||
|
const data = await api.getLogs(200)
|
||||||
|
entries.value = data.entries || []
|
||||||
|
} catch {
|
||||||
|
// ignore transient errors
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
onMounted(() => {
|
||||||
|
load()
|
||||||
|
timer = setInterval(load, 5000)
|
||||||
|
})
|
||||||
|
|
||||||
|
onUnmounted(() => clearInterval(timer))
|
||||||
|
</script>
|
||||||
|
|
||||||
|
<template>
|
||||||
|
<CollapsiblePanel
|
||||||
|
title="Server logs"
|
||||||
|
storage-key="logs"
|
||||||
|
:default-open="false"
|
||||||
|
:summary="`${entries.length} lines`"
|
||||||
|
>
|
||||||
|
<div class="space-y-2">
|
||||||
|
<div class="flex items-center gap-2">
|
||||||
|
<label class="space-y-1">
|
||||||
|
<span class="label">Level</span>
|
||||||
|
<select v-model="levelFilter" class="input">
|
||||||
|
<option value="all">all</option>
|
||||||
|
<option value="info">info</option>
|
||||||
|
<option value="warning">warning</option>
|
||||||
|
<option value="error">error</option>
|
||||||
|
</select>
|
||||||
|
</label>
|
||||||
|
</div>
|
||||||
|
<div class="max-h-72 space-y-0.5 overflow-y-auto font-mono text-xs">
|
||||||
|
<div v-for="(e, i) in filtered" :key="i" class="flex gap-2 border-b border-edge/40 py-0.5">
|
||||||
|
<span class="shrink-0 text-slate-500">{{ fmtTime(e.time) }}</span>
|
||||||
|
<span class="shrink-0" :class="levelClass[e.level] || 'text-slate-300'">
|
||||||
|
[{{ e.level }}]
|
||||||
|
</span>
|
||||||
|
<span class="shrink-0 text-slate-500">{{ e.logger }}</span>
|
||||||
|
<span :class="levelClass[e.level] || 'text-slate-300'">{{ e.message }}</span>
|
||||||
|
</div>
|
||||||
|
<div v-if="!filtered.length" class="py-6 text-center text-slate-500">No log lines</div>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
</CollapsiblePanel>
|
||||||
|
</template>
|
||||||
@@ -0,0 +1,221 @@
|
|||||||
|
<script setup>
|
||||||
|
import { computed, ref, watch } from 'vue'
|
||||||
|
import { fmtMoney, pnlClass, signed } from '../format'
|
||||||
|
import CollapsiblePanel from './CollapsiblePanel.vue'
|
||||||
|
import StrategyRowEditor from './StrategyRowEditor.vue'
|
||||||
|
|
||||||
|
const props = defineProps({
|
||||||
|
strategies: { type: Array, required: true },
|
||||||
|
multiStatus: { type: Object, required: true },
|
||||||
|
presets: { type: Array, default: () => [] },
|
||||||
|
busy: { type: Boolean, default: false },
|
||||||
|
loading: { type: Boolean, default: false },
|
||||||
|
})
|
||||||
|
const emit = defineEmits(['start-many', 'stop', 'kill', 'save-preset', 'delete-preset'])
|
||||||
|
|
||||||
|
const startingBalance = ref(10000)
|
||||||
|
// Each row: { strategy_key, symbol, timeframe, weight, params }
|
||||||
|
const rows = ref([])
|
||||||
|
|
||||||
|
function defaultsFor(key) {
|
||||||
|
const strategy = props.strategies.find((s) => s.key === key)
|
||||||
|
return Object.fromEntries((strategy?.params || []).map((p) => [p.name, p.default]))
|
||||||
|
}
|
||||||
|
|
||||||
|
function newRow(key, symbol, timeframe) {
|
||||||
|
return {
|
||||||
|
strategy_key: key,
|
||||||
|
symbol: symbol || 'BTC/USDT',
|
||||||
|
timeframe: timeframe || '5m',
|
||||||
|
weight: 1,
|
||||||
|
params: defaultsFor(key),
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
// Seed with one row once strategies load.
|
||||||
|
watch(
|
||||||
|
() => props.strategies,
|
||||||
|
(list) => {
|
||||||
|
if (!rows.value.length && list.length) {
|
||||||
|
rows.value = [newRow(list[0].key, props.multiStatus.symbol, props.multiStatus.timeframe)]
|
||||||
|
}
|
||||||
|
},
|
||||||
|
{ immediate: true },
|
||||||
|
)
|
||||||
|
|
||||||
|
const running = computed(() => props.multiStatus.running)
|
||||||
|
const allocations = computed(() => {
|
||||||
|
const total = rows.value.reduce((sum, r) => sum + (Number(r.weight) || 0), 0)
|
||||||
|
if (total <= 0) return rows.value.map(() => 0)
|
||||||
|
return rows.value.map((r) => (Number(r.weight) || 0) / total)
|
||||||
|
})
|
||||||
|
|
||||||
|
const summary = computed(() => {
|
||||||
|
const strategies = props.multiStatus.strategies || []
|
||||||
|
if (!strategies.length) return 'no strategies'
|
||||||
|
return `${strategies.length} strategies · ${signed(props.multiStatus.total_pnl)}`
|
||||||
|
})
|
||||||
|
|
||||||
|
function addRow() {
|
||||||
|
const key = props.strategies[0]?.key
|
||||||
|
if (key) rows.value.push(newRow(key, props.multiStatus.symbol, props.multiStatus.timeframe))
|
||||||
|
}
|
||||||
|
|
||||||
|
function removeRow(index) {
|
||||||
|
rows.value.splice(index, 1)
|
||||||
|
}
|
||||||
|
|
||||||
|
// Load a saved preset as an additional row.
|
||||||
|
function loadPreset(event) {
|
||||||
|
const preset = props.presets.find((p) => p.id === Number(event.target.value))
|
||||||
|
event.target.value = ''
|
||||||
|
if (!preset) return
|
||||||
|
rows.value.push({
|
||||||
|
strategy_key: preset.strategy_key,
|
||||||
|
symbol: preset.symbol,
|
||||||
|
timeframe: preset.timeframe,
|
||||||
|
weight: 1,
|
||||||
|
params: { ...preset.params },
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
function saveRow(row) {
|
||||||
|
const name = window.prompt('Preset name', row.strategy_key)
|
||||||
|
if (name === null) return
|
||||||
|
emit('save-preset', {
|
||||||
|
name: name || row.strategy_key,
|
||||||
|
strategy_key: row.strategy_key,
|
||||||
|
symbol: row.symbol,
|
||||||
|
timeframe: row.timeframe,
|
||||||
|
params: row.params,
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
function start() {
|
||||||
|
emit('start-many', {
|
||||||
|
strategies: rows.value.map((r) => ({
|
||||||
|
strategy_key: r.strategy_key,
|
||||||
|
params: r.params,
|
||||||
|
symbol: r.symbol,
|
||||||
|
timeframe: r.timeframe,
|
||||||
|
weight: Number(r.weight) || 1,
|
||||||
|
})),
|
||||||
|
starting_balance: Number(startingBalance.value),
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
function confirmKill() {
|
||||||
|
if (window.confirm('Kill switch: flatten all positions and halt every strategy?')) {
|
||||||
|
emit('kill')
|
||||||
|
}
|
||||||
|
}
|
||||||
|
</script>
|
||||||
|
|
||||||
|
<template>
|
||||||
|
<CollapsiblePanel title="Strategies" storage-key="strategies" :summary="summary">
|
||||||
|
<div class="space-y-3">
|
||||||
|
<div class="flex flex-wrap items-end gap-3">
|
||||||
|
<label class="space-y-1">
|
||||||
|
<span class="label">Starting balance</span>
|
||||||
|
<input
|
||||||
|
v-model="startingBalance"
|
||||||
|
type="number"
|
||||||
|
min="0"
|
||||||
|
step="any"
|
||||||
|
class="input w-40"
|
||||||
|
:disabled="running"
|
||||||
|
/>
|
||||||
|
</label>
|
||||||
|
<button class="btn-muted" :disabled="running || loading" @click="addRow">
|
||||||
|
Add strategy
|
||||||
|
</button>
|
||||||
|
<label v-if="presets.length" class="space-y-1">
|
||||||
|
<span class="label">Load preset</span>
|
||||||
|
<select class="input" :disabled="running || loading" @change="loadPreset">
|
||||||
|
<option value="">—</option>
|
||||||
|
<option v-for="p in presets" :key="p.id" :value="p.id">
|
||||||
|
{{ p.name || `${p.strategy_key} #${p.id}` }}
|
||||||
|
</option>
|
||||||
|
</select>
|
||||||
|
</label>
|
||||||
|
<button
|
||||||
|
class="btn-primary"
|
||||||
|
:disabled="busy || running || loading || !rows.length"
|
||||||
|
@click="start"
|
||||||
|
>
|
||||||
|
Start all
|
||||||
|
</button>
|
||||||
|
<button class="btn-danger" :disabled="busy || !running" @click="emit('stop')">
|
||||||
|
Stop all
|
||||||
|
</button>
|
||||||
|
<button
|
||||||
|
class="btn bg-rose-700 font-bold uppercase text-white hover:bg-rose-600"
|
||||||
|
:disabled="busy || (!running && !(multiStatus.strategies || []).length)"
|
||||||
|
@click="confirmKill"
|
||||||
|
>
|
||||||
|
Kill all
|
||||||
|
</button>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
<div v-if="rows.length" class="space-y-2">
|
||||||
|
<StrategyRowEditor
|
||||||
|
v-for="(row, i) in rows"
|
||||||
|
:key="i"
|
||||||
|
v-model="rows[i]"
|
||||||
|
:strategies="strategies"
|
||||||
|
:disabled="running"
|
||||||
|
:allocation="allocations[i]"
|
||||||
|
@remove="removeRow(i)"
|
||||||
|
@save-preset="saveRow"
|
||||||
|
/>
|
||||||
|
</div>
|
||||||
|
<p v-else class="text-sm text-slate-400">
|
||||||
|
{{ loading ? 'Loading strategies…' : 'No strategies available' }}
|
||||||
|
</p>
|
||||||
|
|
||||||
|
<div v-if="(multiStatus.strategies || []).length" class="overflow-x-auto">
|
||||||
|
<table class="w-full text-left text-sm">
|
||||||
|
<thead class="label">
|
||||||
|
<tr>
|
||||||
|
<th class="pb-2">Strategy</th>
|
||||||
|
<th class="pb-2">Symbol</th>
|
||||||
|
<th class="pb-2 text-right">Alloc</th>
|
||||||
|
<th class="pb-2 text-right">Equity</th>
|
||||||
|
<th class="pb-2 text-right">Total P&L</th>
|
||||||
|
<th class="pb-2">Status</th>
|
||||||
|
</tr>
|
||||||
|
</thead>
|
||||||
|
<tbody>
|
||||||
|
<tr v-for="(s, i) in multiStatus.strategies" :key="i" class="border-t border-edge/60">
|
||||||
|
<td class="py-1.5">{{ s.strategy_name || s.strategy_key }}</td>
|
||||||
|
<td class="py-1.5">{{ s.symbol }} {{ s.timeframe }}</td>
|
||||||
|
<td class="py-1.5 text-right tabular-nums">
|
||||||
|
{{ (s.allocation * 100).toFixed(1) }}%
|
||||||
|
</td>
|
||||||
|
<td class="py-1.5 text-right tabular-nums">{{ fmtMoney(s.equity) }}</td>
|
||||||
|
<td class="py-1.5 text-right tabular-nums" :class="pnlClass(s.total_pnl)">
|
||||||
|
{{ signed(s.total_pnl) }}
|
||||||
|
</td>
|
||||||
|
<td class="py-1.5">
|
||||||
|
<span
|
||||||
|
v-if="s.halted"
|
||||||
|
class="rounded px-1.5 py-0.5 text-xs bg-rose-500/20 text-rose-300"
|
||||||
|
:title="s.halt_reason || ''"
|
||||||
|
>
|
||||||
|
halted
|
||||||
|
</span>
|
||||||
|
<span
|
||||||
|
v-else
|
||||||
|
class="rounded px-1.5 py-0.5 text-xs"
|
||||||
|
:class="running ? 'bg-emerald-500/20 text-emerald-300' : 'bg-slate-600/40 text-slate-300'"
|
||||||
|
>
|
||||||
|
{{ running ? 'running' : 'stopped' }}
|
||||||
|
</span>
|
||||||
|
</td>
|
||||||
|
</tr>
|
||||||
|
</tbody>
|
||||||
|
</table>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
</CollapsiblePanel>
|
||||||
|
</template>
|
||||||
@@ -10,6 +10,9 @@ const props = defineProps({
|
|||||||
symbol: { type: String, default: 'BTC/USDT' },
|
symbol: { type: String, default: 'BTC/USDT' },
|
||||||
timeframe: { type: String, default: '5m' },
|
timeframe: { type: String, default: '5m' },
|
||||||
presets: { type: Array, default: () => [] },
|
presets: { type: Array, default: () => [] },
|
||||||
|
// True while the strategy list is still being fetched, so the dropdown can
|
||||||
|
// show a loading state instead of appearing empty.
|
||||||
|
loading: { type: Boolean, default: false },
|
||||||
})
|
})
|
||||||
const emit = defineEmits(['submit', 'save-preset', 'delete-preset', 'load-preset'])
|
const emit = defineEmits(['submit', 'save-preset', 'delete-preset', 'load-preset'])
|
||||||
|
|
||||||
@@ -99,7 +102,14 @@ function submit() {
|
|||||||
<div class="grid gap-2 sm:grid-cols-3">
|
<div class="grid gap-2 sm:grid-cols-3">
|
||||||
<label class="space-y-1">
|
<label class="space-y-1">
|
||||||
<span class="label">Strategy</span>
|
<span class="label">Strategy</span>
|
||||||
<select v-model="selectedKey" class="input" :disabled="disabled">
|
<select
|
||||||
|
v-model="selectedKey"
|
||||||
|
class="input"
|
||||||
|
:disabled="disabled || !strategies.length"
|
||||||
|
>
|
||||||
|
<option v-if="!strategies.length" value="" disabled>
|
||||||
|
{{ loading ? 'Loading strategies…' : 'No strategies available' }}
|
||||||
|
</option>
|
||||||
<option v-for="s in strategies" :key="s.key" :value="s.key">{{ s.name }}</option>
|
<option v-for="s in strategies" :key="s.key" :value="s.key">{{ s.name }}</option>
|
||||||
</select>
|
</select>
|
||||||
</label>
|
</label>
|
||||||
|
|||||||
@@ -1,57 +0,0 @@
|
|||||||
<script setup>
|
|
||||||
import StrategyForm from './StrategyForm.vue'
|
|
||||||
|
|
||||||
const props = defineProps({
|
|
||||||
strategies: { type: Array, required: true },
|
|
||||||
status: { type: Object, required: true },
|
|
||||||
busy: { type: Boolean, default: false },
|
|
||||||
presets: { type: Array, default: () => [] },
|
|
||||||
})
|
|
||||||
const emit = defineEmits(['start', 'stop', 'kill', 'save-preset', 'delete-preset'])
|
|
||||||
|
|
||||||
function confirmKill() {
|
|
||||||
if (window.confirm('Kill switch: flatten the position and halt trading?')) {
|
|
||||||
emit('kill')
|
|
||||||
}
|
|
||||||
}
|
|
||||||
</script>
|
|
||||||
|
|
||||||
<template>
|
|
||||||
<div class="card space-y-3">
|
|
||||||
<div class="flex items-center justify-between">
|
|
||||||
<h2 class="font-semibold">Strategy</h2>
|
|
||||||
<span
|
|
||||||
class="rounded-full px-2 py-0.5 text-xs font-medium"
|
|
||||||
:class="status.running ? 'bg-emerald-500/20 text-emerald-300' : 'bg-slate-600/40 text-slate-300'"
|
|
||||||
>
|
|
||||||
{{ status.running ? 'running' : 'stopped' }}
|
|
||||||
</span>
|
|
||||||
</div>
|
|
||||||
|
|
||||||
<StrategyForm
|
|
||||||
:strategies="strategies"
|
|
||||||
:disabled="status.running"
|
|
||||||
:busy="busy"
|
|
||||||
submit-label="Start bot"
|
|
||||||
:symbol="status.symbol"
|
|
||||||
:timeframe="status.timeframe"
|
|
||||||
:presets="presets"
|
|
||||||
@submit="emit('start', $event)"
|
|
||||||
@save-preset="emit('save-preset', $event)"
|
|
||||||
@delete-preset="emit('delete-preset', $event)"
|
|
||||||
/>
|
|
||||||
|
|
||||||
<div class="flex flex-wrap gap-2">
|
|
||||||
<button class="btn-danger" :disabled="busy || !status.running" @click="emit('stop')">
|
|
||||||
Stop bot
|
|
||||||
</button>
|
|
||||||
<button
|
|
||||||
class="btn bg-rose-700 font-bold uppercase text-white hover:bg-rose-600"
|
|
||||||
:disabled="busy || (!status.running && status.open_positions === 0)"
|
|
||||||
@click="confirmKill"
|
|
||||||
>
|
|
||||||
Kill switch
|
|
||||||
</button>
|
|
||||||
</div>
|
|
||||||
</div>
|
|
||||||
</template>
|
|
||||||
@@ -0,0 +1,121 @@
|
|||||||
|
<script setup>
|
||||||
|
import { computed, ref, watch } from 'vue'
|
||||||
|
|
||||||
|
const props = defineProps({
|
||||||
|
modelValue: { type: Object, required: true },
|
||||||
|
strategies: { type: Array, required: true },
|
||||||
|
disabled: { type: Boolean, default: false },
|
||||||
|
// Share of the total balance this row will receive (0..1), for display.
|
||||||
|
allocation: { type: Number, default: 0 },
|
||||||
|
})
|
||||||
|
const emit = defineEmits(['update:modelValue', 'remove', 'save-preset'])
|
||||||
|
|
||||||
|
const row = computed(() => props.modelValue)
|
||||||
|
const selected = computed(() => props.strategies.find((s) => s.key === row.value.strategy_key))
|
||||||
|
|
||||||
|
function update(patch) {
|
||||||
|
emit('update:modelValue', { ...row.value, ...patch })
|
||||||
|
}
|
||||||
|
|
||||||
|
function coerce(param, raw) {
|
||||||
|
if (param.type === 'int') return parseInt(raw, 10)
|
||||||
|
if (param.type === 'float') return parseFloat(raw)
|
||||||
|
if (param.type === 'bool') return raw === true || raw === 'true'
|
||||||
|
return raw
|
||||||
|
}
|
||||||
|
|
||||||
|
function setParam(name, raw) {
|
||||||
|
const param = selected.value?.params.find((p) => p.name === name)
|
||||||
|
update({ params: { ...row.value.params, [name]: param ? coerce(param, raw) : raw } })
|
||||||
|
}
|
||||||
|
|
||||||
|
// When the strategy changes, reset params to its defaults.
|
||||||
|
watch(
|
||||||
|
() => row.value.strategy_key,
|
||||||
|
(key) => {
|
||||||
|
const strategy = props.strategies.find((s) => s.key === key)
|
||||||
|
if (strategy) {
|
||||||
|
const defaults = Object.fromEntries(strategy.params.map((p) => [p.name, p.default]))
|
||||||
|
update({ params: defaults })
|
||||||
|
}
|
||||||
|
},
|
||||||
|
)
|
||||||
|
</script>
|
||||||
|
|
||||||
|
<template>
|
||||||
|
<div class="rounded-lg border border-edge/60 p-3">
|
||||||
|
<div class="grid gap-2 sm:grid-cols-4">
|
||||||
|
<label class="space-y-1">
|
||||||
|
<span class="label">Strategy</span>
|
||||||
|
<select
|
||||||
|
class="input"
|
||||||
|
:value="row.strategy_key"
|
||||||
|
:disabled="disabled"
|
||||||
|
@change="update({ strategy_key: $event.target.value })"
|
||||||
|
>
|
||||||
|
<option v-for="s in strategies" :key="s.key" :value="s.key">{{ s.name }}</option>
|
||||||
|
</select>
|
||||||
|
</label>
|
||||||
|
<label class="space-y-1">
|
||||||
|
<span class="label">Symbol</span>
|
||||||
|
<input
|
||||||
|
class="input"
|
||||||
|
:value="row.symbol"
|
||||||
|
:disabled="disabled"
|
||||||
|
@input="update({ symbol: $event.target.value })"
|
||||||
|
/>
|
||||||
|
</label>
|
||||||
|
<label class="space-y-1">
|
||||||
|
<span class="label">Timeframe</span>
|
||||||
|
<input
|
||||||
|
class="input"
|
||||||
|
:value="row.timeframe"
|
||||||
|
:disabled="disabled"
|
||||||
|
@input="update({ timeframe: $event.target.value })"
|
||||||
|
/>
|
||||||
|
</label>
|
||||||
|
<label class="space-y-1">
|
||||||
|
<span class="label">Weight ({{ (allocation * 100).toFixed(1) }}%)</span>
|
||||||
|
<input
|
||||||
|
class="input"
|
||||||
|
type="number"
|
||||||
|
min="0.01"
|
||||||
|
step="any"
|
||||||
|
:value="row.weight"
|
||||||
|
:disabled="disabled"
|
||||||
|
@input="update({ weight: Number($event.target.value) })"
|
||||||
|
/>
|
||||||
|
</label>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
<div v-if="selected && selected.params.length" class="mt-2 grid gap-2 sm:grid-cols-3 lg:grid-cols-4">
|
||||||
|
<label v-for="param in selected.params" :key="param.name" class="space-y-1">
|
||||||
|
<span class="label" :title="param.description">{{ param.name }}</span>
|
||||||
|
<select
|
||||||
|
v-if="param.type === 'bool'"
|
||||||
|
class="input"
|
||||||
|
:value="row.params[param.name]"
|
||||||
|
:disabled="disabled"
|
||||||
|
@change="setParam(param.name, $event.target.value)"
|
||||||
|
>
|
||||||
|
<option :value="true">true</option>
|
||||||
|
<option :value="false">false</option>
|
||||||
|
</select>
|
||||||
|
<input
|
||||||
|
v-else
|
||||||
|
class="input"
|
||||||
|
type="number"
|
||||||
|
step="any"
|
||||||
|
:value="row.params[param.name]"
|
||||||
|
:disabled="disabled"
|
||||||
|
@input="setParam(param.name, $event.target.value)"
|
||||||
|
/>
|
||||||
|
</label>
|
||||||
|
</div>
|
||||||
|
|
||||||
|
<div class="mt-2 flex justify-end gap-2">
|
||||||
|
<button class="btn-muted" :disabled="disabled" @click="emit('save-preset', row)">Save</button>
|
||||||
|
<button class="btn-muted" :disabled="disabled" @click="emit('remove')">Remove</button>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
</template>
|
||||||
@@ -2,10 +2,12 @@
|
|||||||
import { computed, ref, watch } from 'vue'
|
import { computed, ref, watch } from 'vue'
|
||||||
import * as api from '../api'
|
import * as api from '../api'
|
||||||
import { fmtMoney, pnlClass, signed } from '../format'
|
import { fmtMoney, pnlClass, signed } from '../format'
|
||||||
|
import CollapsiblePanel from './CollapsiblePanel.vue'
|
||||||
|
|
||||||
const props = defineProps({
|
const props = defineProps({
|
||||||
strategies: { type: Array, required: true },
|
strategies: { type: Array, required: true },
|
||||||
status: { type: Object, required: true },
|
status: { type: Object, required: true },
|
||||||
|
loading: { type: Boolean, default: false },
|
||||||
})
|
})
|
||||||
|
|
||||||
const running = ref(false)
|
const running = ref(false)
|
||||||
@@ -21,6 +23,13 @@ const gridText = ref({})
|
|||||||
|
|
||||||
const selected = computed(() => props.strategies.find((s) => s.key === selectedKey.value))
|
const selected = computed(() => props.strategies.find((s) => s.key === selectedKey.value))
|
||||||
|
|
||||||
|
const summary = computed(() => {
|
||||||
|
if (!result.value) return ''
|
||||||
|
const top = result.value.rows[0]
|
||||||
|
const best = top ? ` · best ${signed(top.metrics.total_return_pct)}%` : ''
|
||||||
|
return `${result.value.combinations} combinations${best}`
|
||||||
|
})
|
||||||
|
|
||||||
watch(
|
watch(
|
||||||
() => props.strategies,
|
() => props.strategies,
|
||||||
(list) => {
|
(list) => {
|
||||||
@@ -84,18 +93,15 @@ async function run() {
|
|||||||
</script>
|
</script>
|
||||||
|
|
||||||
<template>
|
<template>
|
||||||
<div class="card space-y-3">
|
<CollapsiblePanel title="Parameter sweep" storage-key="sweep" :summary="summary" :default-open="false">
|
||||||
<div class="flex items-center justify-between">
|
<div class="space-y-3">
|
||||||
<h2 class="font-semibold">Parameter sweep</h2>
|
|
||||||
<span v-if="result" class="text-xs text-slate-400">
|
|
||||||
{{ result.combinations }} combinations · top {{ result.rows.length }}
|
|
||||||
</span>
|
|
||||||
</div>
|
|
||||||
|
|
||||||
<div class="grid gap-2 sm:grid-cols-4">
|
<div class="grid gap-2 sm:grid-cols-4">
|
||||||
<label class="space-y-1">
|
<label class="space-y-1">
|
||||||
<span class="label">Strategy</span>
|
<span class="label">Strategy</span>
|
||||||
<select v-model="selectedKey" class="input" :disabled="running">
|
<select v-model="selectedKey" class="input" :disabled="running || !strategies.length">
|
||||||
|
<option v-if="!strategies.length" value="" disabled>
|
||||||
|
{{ loading ? 'Loading strategies…' : 'No strategies available' }}
|
||||||
|
</option>
|
||||||
<option v-for="s in strategies" :key="s.key" :value="s.key">{{ s.name }}</option>
|
<option v-for="s in strategies" :key="s.key" :value="s.key">{{ s.name }}</option>
|
||||||
</select>
|
</select>
|
||||||
</label>
|
</label>
|
||||||
@@ -169,4 +175,5 @@ async function run() {
|
|||||||
</table>
|
</table>
|
||||||
</div>
|
</div>
|
||||||
</div>
|
</div>
|
||||||
|
</CollapsiblePanel>
|
||||||
</template>
|
</template>
|
||||||
@@ -0,0 +1,168 @@
|
|||||||
|
import { mount } from '@vue/test-utils'
|
||||||
|
import { afterEach, describe, expect, it, vi } from 'vitest'
|
||||||
|
import MultiStrategyPanel from './components/MultiStrategyPanel.vue'
|
||||||
|
|
||||||
|
afterEach(() => {
|
||||||
|
vi.restoreAllMocks()
|
||||||
|
})
|
||||||
|
|
||||||
|
const STRATEGIES = [
|
||||||
|
{
|
||||||
|
key: 'sma_cross',
|
||||||
|
name: 'SMA Crossover',
|
||||||
|
description: '',
|
||||||
|
params: [{ name: 'fast', type: 'int', default: 10, description: '' }],
|
||||||
|
},
|
||||||
|
{
|
||||||
|
key: 'ema_cross',
|
||||||
|
name: 'EMA Crossover',
|
||||||
|
description: '',
|
||||||
|
params: [{ name: 'fast', type: 'int', default: 9, description: '' }],
|
||||||
|
},
|
||||||
|
]
|
||||||
|
|
||||||
|
const EMPTY_STATUS = { running: false, strategies: [], total_pnl: 0, equity: 0 }
|
||||||
|
|
||||||
|
const PRESETS = [
|
||||||
|
{
|
||||||
|
id: 1,
|
||||||
|
name: 'BTC fast',
|
||||||
|
strategy_key: 'ema_cross',
|
||||||
|
symbol: 'ETH/USDT',
|
||||||
|
timeframe: '15m',
|
||||||
|
params: { fast: 3 },
|
||||||
|
},
|
||||||
|
]
|
||||||
|
|
||||||
|
function mountPanel(multiStatus = EMPTY_STATUS, presets = []) {
|
||||||
|
return mount(MultiStrategyPanel, {
|
||||||
|
props: { strategies: STRATEGIES, multiStatus, presets, busy: false, loading: false },
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
describe('MultiStrategyPanel', () => {
|
||||||
|
it('seeds one row by default', () => {
|
||||||
|
const wrapper = mountPanel()
|
||||||
|
expect(wrapper.findAll('select')).toHaveLength(1)
|
||||||
|
})
|
||||||
|
|
||||||
|
it('adds and removes rows', async () => {
|
||||||
|
const wrapper = mountPanel()
|
||||||
|
const addBtn = wrapper.findAll('button').find((b) => b.text().includes('Add strategy'))
|
||||||
|
await addBtn.trigger('click')
|
||||||
|
expect(wrapper.findAll('select')).toHaveLength(2)
|
||||||
|
|
||||||
|
const removeBtn = wrapper.findAll('button').find((b) => b.text() === 'Remove')
|
||||||
|
await removeBtn.trigger('click')
|
||||||
|
expect(wrapper.findAll('select')).toHaveLength(1)
|
||||||
|
})
|
||||||
|
|
||||||
|
it('emits start-many with normalised weights and params', async () => {
|
||||||
|
const wrapper = mountPanel()
|
||||||
|
const addBtn = wrapper.findAll('button').find((b) => b.text().includes('Add strategy'))
|
||||||
|
await addBtn.trigger('click')
|
||||||
|
|
||||||
|
const startBtn = wrapper.findAll('button').find((b) => b.text().includes('Start all'))
|
||||||
|
await startBtn.trigger('click')
|
||||||
|
|
||||||
|
const payload = wrapper.emitted('start-many')[0][0]
|
||||||
|
expect(payload.strategies).toHaveLength(2)
|
||||||
|
expect(payload.strategies[0].weight).toBe(1)
|
||||||
|
expect(payload.strategies[0].params).toEqual({ fast: 10 })
|
||||||
|
expect(payload.starting_balance).toBe(10000)
|
||||||
|
})
|
||||||
|
|
||||||
|
it('shows the per-strategy status table', () => {
|
||||||
|
const wrapper = mountPanel({
|
||||||
|
running: true,
|
||||||
|
total_pnl: 42,
|
||||||
|
equity: 10042,
|
||||||
|
strategies: [
|
||||||
|
{
|
||||||
|
strategy_key: 'sma_cross',
|
||||||
|
strategy_name: 'SMA Crossover',
|
||||||
|
params: {},
|
||||||
|
symbol: 'BTC/USDT',
|
||||||
|
timeframe: '5m',
|
||||||
|
allocation: 0.4,
|
||||||
|
cash: 4000,
|
||||||
|
equity: 4200,
|
||||||
|
realized_pnl: 200,
|
||||||
|
unrealized_pnl: 0,
|
||||||
|
total_pnl: 200,
|
||||||
|
open_positions: 1,
|
||||||
|
halted: false,
|
||||||
|
halt_reason: null,
|
||||||
|
trades_today: 2,
|
||||||
|
error: null,
|
||||||
|
},
|
||||||
|
],
|
||||||
|
})
|
||||||
|
const text = wrapper.text()
|
||||||
|
expect(text).toContain('SMA Crossover')
|
||||||
|
expect(text).toContain('40.0%')
|
||||||
|
expect(text).toContain('running')
|
||||||
|
})
|
||||||
|
|
||||||
|
it('loads a preset as an additional row', async () => {
|
||||||
|
const wrapper = mountPanel(EMPTY_STATUS, PRESETS)
|
||||||
|
const presetSelect = wrapper.findAll('select').find((s) => s.text().includes('BTC fast'))
|
||||||
|
expect(presetSelect).toBeTruthy()
|
||||||
|
|
||||||
|
await presetSelect.setValue('1')
|
||||||
|
|
||||||
|
// A second row now exists, seeded from the preset.
|
||||||
|
expect(wrapper.findAll('select').length).toBeGreaterThan(1)
|
||||||
|
const inputs = wrapper.findAll('input')
|
||||||
|
expect(inputs.some((i) => i.element.value === 'ETH/USDT')).toBe(true)
|
||||||
|
expect(inputs.some((i) => i.element.value === '15m')).toBe(true)
|
||||||
|
})
|
||||||
|
|
||||||
|
it('emits save-preset with the row config', async () => {
|
||||||
|
vi.spyOn(window, 'prompt').mockReturnValue('my preset')
|
||||||
|
const wrapper = mountPanel()
|
||||||
|
const save = wrapper.findAll('button').find((b) => b.text() === 'Save')
|
||||||
|
await save.trigger('click')
|
||||||
|
const payload = wrapper.emitted('save-preset')[0][0]
|
||||||
|
expect(payload.name).toBe('my preset')
|
||||||
|
expect(payload.strategy_key).toBe('sma_cross')
|
||||||
|
expect(payload.params).toEqual({ fast: 10 })
|
||||||
|
})
|
||||||
|
|
||||||
|
it('does not save when the prompt is cancelled', async () => {
|
||||||
|
vi.spyOn(window, 'prompt').mockReturnValue(null)
|
||||||
|
const wrapper = mountPanel()
|
||||||
|
const save = wrapper.findAll('button').find((b) => b.text() === 'Save')
|
||||||
|
await save.trigger('click')
|
||||||
|
expect(wrapper.emitted('save-preset')).toBeUndefined()
|
||||||
|
})
|
||||||
|
|
||||||
|
it('marks a halted strategy', () => {
|
||||||
|
const wrapper = mountPanel({
|
||||||
|
running: true,
|
||||||
|
total_pnl: -10,
|
||||||
|
equity: 9990,
|
||||||
|
strategies: [
|
||||||
|
{
|
||||||
|
strategy_key: 'sma_cross',
|
||||||
|
strategy_name: 'SMA Crossover',
|
||||||
|
params: {},
|
||||||
|
symbol: 'BTC/USDT',
|
||||||
|
timeframe: '5m',
|
||||||
|
allocation: 1,
|
||||||
|
cash: 0,
|
||||||
|
equity: 9990,
|
||||||
|
realized_pnl: -10,
|
||||||
|
unrealized_pnl: 0,
|
||||||
|
total_pnl: -10,
|
||||||
|
open_positions: 0,
|
||||||
|
halted: true,
|
||||||
|
halt_reason: 'daily loss limit hit',
|
||||||
|
trades_today: 1,
|
||||||
|
error: null,
|
||||||
|
},
|
||||||
|
],
|
||||||
|
})
|
||||||
|
expect(wrapper.text()).toContain('halted')
|
||||||
|
})
|
||||||
|
})
|
||||||
@@ -0,0 +1,42 @@
|
|||||||
|
import { mount } from '@vue/test-utils'
|
||||||
|
import { describe, expect, it } from 'vitest'
|
||||||
|
import StrategyForm from './components/StrategyForm.vue'
|
||||||
|
|
||||||
|
function mountForm(props) {
|
||||||
|
return mount(StrategyForm, { props: { strategies: [], ...props } })
|
||||||
|
}
|
||||||
|
|
||||||
|
describe('StrategyForm strategy dropdown states', () => {
|
||||||
|
it('shows a loading option while the list is being fetched', () => {
|
||||||
|
const wrapper = mountForm({ loading: true })
|
||||||
|
const select = wrapper.find('select')
|
||||||
|
expect(select.text()).toContain('Loading strategies…')
|
||||||
|
expect(select.attributes('disabled')).toBeDefined()
|
||||||
|
expect(wrapper.find('option[value=""]').attributes('disabled')).toBeDefined()
|
||||||
|
})
|
||||||
|
|
||||||
|
it('shows a no-strategies option when loaded but empty', () => {
|
||||||
|
const wrapper = mountForm({ loading: false })
|
||||||
|
expect(wrapper.find('select').text()).toContain('No strategies available')
|
||||||
|
})
|
||||||
|
|
||||||
|
it('lists strategies and enables the select once loaded', () => {
|
||||||
|
const wrapper = mountForm({
|
||||||
|
loading: false,
|
||||||
|
strategies: [
|
||||||
|
{
|
||||||
|
key: 'sma_cross',
|
||||||
|
name: 'SMA Crossover',
|
||||||
|
description: '',
|
||||||
|
params: [{ name: 'fast', type: 'int', default: 10, description: '' }],
|
||||||
|
},
|
||||||
|
{ key: 'ema_cross', name: 'EMA Crossover', description: '', params: [] },
|
||||||
|
],
|
||||||
|
})
|
||||||
|
const select = wrapper.find('select')
|
||||||
|
expect(select.attributes('disabled')).toBeUndefined()
|
||||||
|
expect(select.findAll('option')).toHaveLength(2)
|
||||||
|
expect(select.text()).toContain('SMA Crossover')
|
||||||
|
expect(select.element.value).toBe('sma_cross')
|
||||||
|
})
|
||||||
|
})
|
||||||
@@ -1,7 +1,22 @@
|
|||||||
import { defineConfig } from 'vite'
|
import { defineConfig } from 'vite'
|
||||||
import vue from '@vitejs/plugin-vue'
|
import vue from '@vitejs/plugin-vue'
|
||||||
|
import { execSync } from 'node:child_process'
|
||||||
|
|
||||||
|
// Short git SHA (or a timestamp fallback) baked into the bundle so the client
|
||||||
|
// can detect when the server is running a newer build and reload itself.
|
||||||
|
let buildVersion = process.env.VITE_BUILD_VERSION || String(Date.now())
|
||||||
|
if (!process.env.VITE_BUILD_VERSION) {
|
||||||
|
try {
|
||||||
|
buildVersion = execSync('git rev-parse --short HEAD').toString().trim()
|
||||||
|
} catch {
|
||||||
|
// not a git checkout; keep the timestamp
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
export default defineConfig({
|
export default defineConfig({
|
||||||
|
define: {
|
||||||
|
__BUILD_VERSION__: JSON.stringify(buildVersion),
|
||||||
|
},
|
||||||
plugins: [vue()],
|
plugins: [vue()],
|
||||||
server: {
|
server: {
|
||||||
port: 5173,
|
port: 5173,
|
||||||
|
|||||||
Reference in new issue
Block a user