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No files matched your search
@@ -92,7 +92,7 @@ class MyStrategy(Strategy):
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| --- | --- |
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| --- | --- |
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| 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)` |
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| 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` |
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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)` |
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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)` |
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| Orders | `ctx.enter_long(size, stop_loss, take_profit, trailing_stop_pct, reason)`, `ctx.enter_short(...)`, `ctx.close(reason)` |
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| Orders | `ctx.enter_long(size, stop_loss, take_profit, trailing_stop_pct, reason)`, `ctx.enter_short(...)`, `ctx.close(reason)` |
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Notes:
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Notes:
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@@ -208,7 +208,8 @@ template and the `StrategyContext` API.
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Bundled strategies: `sma_cross`, `ema_cross`, `macd_trend`,
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Bundled strategies: `sma_cross`, `ema_cross`, `macd_trend`,
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`bollinger_reversion`, `donchian_breakout`, `momentum`, `rsi_reversion`,
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`bollinger_reversion`, `donchian_breakout`, `momentum`, `rsi_reversion`,
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`supertrend`, `vwap_reversion`, `ema_cross_short` (short-side example).
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`supertrend`, `vwap_reversion`, `ema_cross_short` (short-side example),
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`williams_r`.
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## API
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## API
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@@ -151,6 +151,22 @@ def roc(values: Sequence[float], period: int = 10) -> list[Number]:
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return out
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return out
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def williams_r(candles: Sequence[Candle], period: int = 14) -> list[Number]:
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"""Williams %R, in [-100, 0]. Below -80 is oversold, above -20 overbought."""
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if period <= 0:
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raise ValueError("period must be positive")
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out: list[Number] = [None] * len(candles)
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for i in range(period - 1, len(candles)):
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window = candles[i - period + 1 : i + 1]
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highest = max(candle.high for candle in window)
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lowest = min(candle.low for candle in window)
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if highest == lowest:
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out[i] = -50.0
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else:
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out[i] = (highest - candles[i].close) / (highest - lowest) * -100
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return out
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def typical_price(candle: Candle) -> float:
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def typical_price(candle: Candle) -> float:
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return (candle.high + candle.low + candle.close) / 3
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return (candle.high + candle.low + candle.close) / 3
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@@ -158,6 +158,8 @@ class MultiStrategyManager:
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halted=engine_status.halted,
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halted=engine_status.halted,
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halt_reason=engine_status.halt_reason,
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halt_reason=engine_status.halt_reason,
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trades_today=engine_status.trades_today,
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trades_today=engine_status.trades_today,
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day_pnl=engine_status.day_pnl,
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drawdown_pct=engine_status.drawdown_pct,
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error=engine_status.error,
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error=engine_status.error,
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)
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)
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)
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)
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@@ -15,6 +15,7 @@ from app.engine.indicators import (
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sma,
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sma,
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supertrend,
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supertrend,
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vwap,
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vwap,
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williams_r,
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)
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)
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from app.models import PositionSide
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from app.models import PositionSide
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from app.schemas import Candle, ParamSpec, StrategyOut
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from app.schemas import Candle, ParamSpec, StrategyOut
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@@ -129,6 +130,9 @@ class StrategyContext:
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def vwap(self, period: int | None = None) -> float | None:
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def vwap(self, period: int | None = None) -> float | None:
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return vwap(self._candles, period)[-1]
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return vwap(self._candles, period)[-1]
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def williams_r(self, period: int = 14) -> float | None:
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return williams_r(self._candles, period)[-1]
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def supertrend(
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def supertrend(
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self, period: int = 10, multiplier: float = 3.0
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self, period: int = 10, multiplier: float = 3.0
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) -> tuple[float | None, bool | None]:
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) -> tuple[float | None, bool | None]:
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@@ -0,0 +1,61 @@
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from __future__ import annotations
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from typing import ClassVar
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from app.engine.strategies.base import Strategy, StrategyContext, register
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from app.models import PositionSide
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@register
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class WilliamsR(Strategy):
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"""Williams %R mean reversion, long-only."""
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key: ClassVar[str] = "williams_r"
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name: ClassVar[str] = "Williams %R"
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description: ClassVar[str] = (
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"Enter long when Williams %R is oversold (at or below the oversold "
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"level) and exit when it becomes overbought. Optional ATR stop."
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)
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default_params: ClassVar[dict] = {
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"period": 14,
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"oversold": -80.0,
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"overbought": -20.0,
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"atr_period": 14,
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"atr_stop_mult": 2.0,
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"size": 1.0,
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}
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param_help: ClassVar[dict] = {
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"period": "Williams %R lookback",
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"oversold": "Oversold level (e.g. -80)",
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"overbought": "Overbought level (e.g. -20)",
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"atr_period": "ATR lookback for the stop",
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"atr_stop_mult": "Stop distance in ATRs (0 disables)",
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"size": "Fraction of equity per trade",
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}
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param_bounds: ClassVar[dict] = {
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"period": (2, 100),
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"oversold": (-100.0, -50.0),
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"overbought": (-50.0, 0.0),
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"atr_stop_mult": (0.0, 10.0),
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"size": (0.01, 1.0),
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}
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def on_candle(self, ctx: StrategyContext) -> None:
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value = ctx.williams_r(int(self.params["period"]))
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if value is None:
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return
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if ctx.is_flat and value <= float(self.params["oversold"]):
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stop = None
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mult = float(self.params["atr_stop_mult"])
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if mult > 0:
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atr_value = ctx.atr(int(self.params["atr_period"]))
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if atr_value:
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stop = ctx.price - mult * atr_value
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ctx.enter_long(
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size=float(self.params["size"]),
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stop_loss=stop,
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reason=f"Williams %R {value:.1f} oversold",
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)
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elif ctx.side == PositionSide.LONG and value >= float(self.params["overbought"]):
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ctx.close(reason=f"Williams %R {value:.1f} overbought")
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@@ -177,6 +177,8 @@ class StrategyStatusOut(BaseModel):
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halted: bool = False
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halted: bool = False
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halt_reason: str | None = None
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halt_reason: str | None = None
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trades_today: int = 0
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trades_today: int = 0
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day_pnl: float = 0.0
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drawdown_pct: float = 0.0
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error: str | None = None
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error: str | None = None
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@@ -134,6 +134,8 @@ def test_start_many_and_multi_status(runtime: Runtime, market: FakeMarketData) -
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assert status["running"] is True
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assert status["running"] is True
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assert len(status["strategies"]) == 2
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assert len(status["strategies"]) == 2
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assert status["equity"] == 10000
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assert status["equity"] == 10000
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# Per-strategy fields the dashboard aggregates must be present.
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assert {"day_pnl", "drawdown_pct"} <= set(status["strategies"][0])
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client.post("/api/bot/stop")
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client.post("/api/bot/stop")
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@@ -0,0 +1,87 @@
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from __future__ import annotations
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import pytest
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from app.engine.indicators import williams_r
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from app.engine.strategies import get_strategy
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from app.engine.strategies.base import StrategyContext
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from app.models import Position, PositionSide
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from app.schemas import Candle
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def candles(closes: list[float]) -> list[Candle]:
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return [
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Candle(ts=i, open=c, high=c * 1.001, low=c * 0.999, close=c, volume=1.0)
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for i, c in enumerate(closes)
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]
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def ctx(closes: list[float], position=None) -> StrategyContext:
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return StrategyContext(candles=candles(closes), position=position, equity=1000.0, cash=1000.0)
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# --- indicator ------------------------------------------------------------
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def test_williams_r_bounds() -> None:
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series = williams_r(candles([100, 102, 98, 101, 99, 103, 97, 100]), 5)
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for value in series:
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if value is not None:
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assert -100.0 <= value <= 0.0
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def test_williams_r_rising_is_overbought() -> None:
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rising = [float(i) for i in range(1, 30)]
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value = williams_r(candles(rising), 14)[-1]
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assert value is not None and value > -50 # near the top of the range
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def test_williams_r_falling_is_oversold() -> None:
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falling = [float(i) for i in range(30, 1, -1)]
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value = williams_r(candles(falling), 14)[-1]
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assert value is not None and value < -50 # near the bottom of the range
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def test_williams_r_flat_series_is_neutral() -> None:
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flat = [100.0] * 20
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assert williams_r(candles(flat), 14)[-1] == pytest.approx(-50.0)
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# --- strategy -------------------------------------------------------------
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def test_williams_r_registered() -> None:
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from app.engine.strategies import list_strategies
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assert "williams_r" in {c.key for c in list_strategies()}
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def test_enters_long_when_oversold() -> None:
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strategy = get_strategy("williams_r")({"period": 5, "oversold": -80, "atr_stop_mult": 0})
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falling = [100 - i for i in range(15)]
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c = ctx([float(x) for x in falling])
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strategy.on_candle(c)
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intents = c.take_intents()
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assert intents and intents[0].action == "enter_long"
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def test_exits_when_overbought() -> None:
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strategy = get_strategy("williams_r")({"period": 5, "overbought": -20, "atr_stop_mult": 0})
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position = Position(
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strategy_key="williams_r",
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symbol="BTC/USDT",
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side=PositionSide.LONG,
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qty=1.0,
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entry_price=100.0,
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)
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rising = [100 + i for i in range(15)]
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c = ctx([float(x) for x in rising], position=position)
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strategy.on_candle(c)
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intents = c.take_intents()
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assert intents and intents[0].action == "close"
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|
|
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|
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|
def test_atr_stop_is_set_when_enabled() -> None:
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|
strategy = get_strategy("williams_r")({"period": 5, "oversold": -80, "atr_stop_mult": 2.0})
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|
falling = [float(100 - i) for i in range(15)]
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|
c = ctx(falling)
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|
strategy.on_candle(c)
|
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|
intents = c.take_intents()
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|
assert intents and intents[0].action == "enter_long"
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|
assert intents[0].stop_loss is not None
|
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+32
-62
@@ -1,5 +1,6 @@
|
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<script setup>
|
<script setup>
|
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import { computed, onMounted, onUnmounted, ref } from 'vue'
|
import { computed, onMounted, onUnmounted, ref } from 'vue'
|
||||||
|
import { aggregateStatus } from './aggregate'
|
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import * as api from './api'
|
import * as api from './api'
|
||||||
import BacktestPanel from './components/BacktestPanel.vue'
|
import BacktestPanel from './components/BacktestPanel.vue'
|
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import EquityChart from './components/EquityChart.vue'
|
import EquityChart from './components/EquityChart.vue'
|
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@@ -9,7 +10,6 @@ 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'
|
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import StatusCards from './components/StatusCards.vue'
|
import StatusCards from './components/StatusCards.vue'
|
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import StrategyPanel from './components/StrategyPanel.vue'
|
|
||||||
import SweepPanel from './components/SweepPanel.vue'
|
import SweepPanel from './components/SweepPanel.vue'
|
||||||
|
|
||||||
const status = ref({
|
const status = ref({
|
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@@ -35,6 +35,29 @@ const strategiesLoading = ref(true)
|
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const presets = ref([])
|
const presets = ref([])
|
||||||
const multiStatus = ref({ running: false, strategies: [], total_pnl: 0, equity: 0 })
|
const multiStatus = ref({ running: false, strategies: [], total_pnl: 0, equity: 0 })
|
||||||
const liveCheck = ref({ ok: true, mode: 'paper', blockers: [] })
|
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([])
|
||||||
@@ -98,25 +121,6 @@ async function handleDeletePreset(id) {
|
|||||||
await loadPresets()
|
await loadPresets()
|
||||||
}
|
}
|
||||||
|
|
||||||
async function handleStart(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
|
|
||||||
try {
|
|
||||||
status.value = await api.startBot(payload)
|
|
||||||
await refreshAll()
|
|
||||||
} catch (error) {
|
|
||||||
status.value = { ...status.value, error: error.response?.data?.detail || error.message }
|
|
||||||
} finally {
|
|
||||||
busy.value = false
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
async function refreshMulti() {
|
async function refreshMulti() {
|
||||||
multiStatus.value = await api.getMultiStatus()
|
multiStatus.value = await api.getMultiStatus()
|
||||||
}
|
}
|
||||||
@@ -168,29 +172,6 @@ async function handleKillMany() {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
async function handleStop() {
|
|
||||||
busy.value = true
|
|
||||||
try {
|
|
||||||
status.value = await api.stopBot()
|
|
||||||
await refreshMulti()
|
|
||||||
await refreshAll()
|
|
||||||
} finally {
|
|
||||||
busy.value = false
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
async function handleKill() {
|
|
||||||
busy.value = true
|
|
||||||
try {
|
|
||||||
status.value = await api.killBot('manual kill switch')
|
|
||||||
await refreshAll()
|
|
||||||
} catch (error) {
|
|
||||||
status.value = { ...status.value, error: error.response?.data?.detail || error.message }
|
|
||||||
} finally {
|
|
||||||
busy.value = false
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
async function handleClose(id) {
|
async function handleClose(id) {
|
||||||
try {
|
try {
|
||||||
status.value = await api.closePosition(id)
|
status.value = await api.closePosition(id)
|
||||||
@@ -314,17 +295,16 @@ 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>
|
||||||
|
|
||||||
@@ -342,29 +322,19 @@ onUnmounted(() => {
|
|||||||
{{ status.error }}
|
{{ status.error }}
|
||||||
</div>
|
</div>
|
||||||
|
|
||||||
<StatusCards :status="status" />
|
<StatusCards :status="displayStatus" />
|
||||||
|
|
||||||
<StrategyPanel
|
|
||||||
:strategies="strategies"
|
|
||||||
:status="status"
|
|
||||||
:busy="busy"
|
|
||||||
:presets="presets"
|
|
||||||
:loading="strategiesLoading"
|
|
||||||
@start="handleStart"
|
|
||||||
@stop="handleStop"
|
|
||||||
@kill="handleKill"
|
|
||||||
@save-preset="handleSavePreset"
|
|
||||||
@delete-preset="handleDeletePreset"
|
|
||||||
/>
|
|
||||||
|
|
||||||
<MultiStrategyPanel
|
<MultiStrategyPanel
|
||||||
:strategies="strategies"
|
:strategies="strategies"
|
||||||
:multi-status="multiStatus"
|
:multi-status="multiStatus"
|
||||||
|
:presets="presets"
|
||||||
:busy="busy"
|
:busy="busy"
|
||||||
:loading="strategiesLoading"
|
:loading="strategiesLoading"
|
||||||
@start-many="handleStartMany"
|
@start-many="handleStartMany"
|
||||||
@stop="handleStopMany"
|
@stop="handleStopMany"
|
||||||
@kill="handleKillMany"
|
@kill="handleKillMany"
|
||||||
|
@save-preset="handleSavePreset"
|
||||||
|
@delete-preset="handleDeletePreset"
|
||||||
/>
|
/>
|
||||||
|
|
||||||
<BacktestPanel :strategies="strategies" :status="status" :loading="strategiesLoading" />
|
<BacktestPanel :strategies="strategies" :status="status" :loading="strategiesLoading" />
|
||||||
|
|||||||
@@ -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)
|
||||||
|
})
|
||||||
|
})
|
||||||
@@ -7,10 +7,11 @@ import StrategyRowEditor from './StrategyRowEditor.vue'
|
|||||||
const props = defineProps({
|
const props = defineProps({
|
||||||
strategies: { type: Array, required: true },
|
strategies: { type: Array, required: true },
|
||||||
multiStatus: { type: Object, required: true },
|
multiStatus: { type: Object, required: true },
|
||||||
|
presets: { type: Array, default: () => [] },
|
||||||
busy: { type: Boolean, default: false },
|
busy: { type: Boolean, default: false },
|
||||||
loading: { type: Boolean, default: false },
|
loading: { type: Boolean, default: false },
|
||||||
})
|
})
|
||||||
const emit = defineEmits(['start-many', 'stop', 'kill'])
|
const emit = defineEmits(['start-many', 'stop', 'kill', 'save-preset', 'delete-preset'])
|
||||||
|
|
||||||
const startingBalance = ref(10000)
|
const startingBalance = ref(10000)
|
||||||
// Each row: { strategy_key, symbol, timeframe, weight, params }
|
// Each row: { strategy_key, symbol, timeframe, weight, params }
|
||||||
@@ -64,6 +65,32 @@ function removeRow(index) {
|
|||||||
rows.value.splice(index, 1)
|
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() {
|
function start() {
|
||||||
emit('start-many', {
|
emit('start-many', {
|
||||||
strategies: rows.value.map((r) => ({
|
strategies: rows.value.map((r) => ({
|
||||||
@@ -85,7 +112,7 @@ function confirmKill() {
|
|||||||
</script>
|
</script>
|
||||||
|
|
||||||
<template>
|
<template>
|
||||||
<CollapsiblePanel title="Strategies (multi)" storage-key="multi" :summary="summary">
|
<CollapsiblePanel title="Strategies" storage-key="strategies" :summary="summary">
|
||||||
<div class="space-y-3">
|
<div class="space-y-3">
|
||||||
<div class="flex flex-wrap items-end gap-3">
|
<div class="flex flex-wrap items-end gap-3">
|
||||||
<label class="space-y-1">
|
<label class="space-y-1">
|
||||||
@@ -102,6 +129,15 @@ function confirmKill() {
|
|||||||
<button class="btn-muted" :disabled="running || loading" @click="addRow">
|
<button class="btn-muted" :disabled="running || loading" @click="addRow">
|
||||||
Add strategy
|
Add strategy
|
||||||
</button>
|
</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
|
<button
|
||||||
class="btn-primary"
|
class="btn-primary"
|
||||||
:disabled="busy || running || loading || !rows.length"
|
:disabled="busy || running || loading || !rows.length"
|
||||||
@@ -127,11 +163,10 @@ function confirmKill() {
|
|||||||
:key="i"
|
:key="i"
|
||||||
v-model="rows[i]"
|
v-model="rows[i]"
|
||||||
:strategies="strategies"
|
:strategies="strategies"
|
||||||
:default-symbol="multiStatus.symbol"
|
|
||||||
:default-timeframe="multiStatus.timeframe"
|
|
||||||
:disabled="running"
|
:disabled="running"
|
||||||
:allocation="allocations[i]"
|
:allocation="allocations[i]"
|
||||||
@remove="removeRow(i)"
|
@remove="removeRow(i)"
|
||||||
|
@save-preset="saveRow"
|
||||||
/>
|
/>
|
||||||
</div>
|
</div>
|
||||||
<p v-else class="text-sm text-slate-400">
|
<p v-else class="text-sm text-slate-400">
|
||||||
|
|||||||
@@ -1,58 +0,0 @@
|
|||||||
<script setup>
|
|
||||||
import { computed } from 'vue'
|
|
||||||
import CollapsiblePanel from './CollapsiblePanel.vue'
|
|
||||||
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: () => [] },
|
|
||||||
loading: { type: Boolean, default: false },
|
|
||||||
})
|
|
||||||
const emit = defineEmits(['start', 'stop', 'kill', 'save-preset', 'delete-preset'])
|
|
||||||
|
|
||||||
const summary = computed(() => {
|
|
||||||
const name = props.status.strategy_name || 'none'
|
|
||||||
return `${name} · ${props.status.running ? 'running' : 'stopped'}`
|
|
||||||
})
|
|
||||||
|
|
||||||
function confirmKill() {
|
|
||||||
if (window.confirm('Kill switch: flatten the position and halt trading?')) {
|
|
||||||
emit('kill')
|
|
||||||
}
|
|
||||||
}
|
|
||||||
</script>
|
|
||||||
|
|
||||||
<template>
|
|
||||||
<CollapsiblePanel title="Strategy" storage-key="strategy" :summary="summary">
|
|
||||||
<div class="space-y-3">
|
|
||||||
<StrategyForm
|
|
||||||
:strategies="strategies"
|
|
||||||
:disabled="status.running"
|
|
||||||
:busy="busy"
|
|
||||||
submit-label="Start bot"
|
|
||||||
:symbol="status.symbol"
|
|
||||||
:timeframe="status.timeframe"
|
|
||||||
:presets="presets"
|
|
||||||
:loading="loading"
|
|
||||||
@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>
|
|
||||||
</CollapsiblePanel>
|
|
||||||
</template>
|
|
||||||
@@ -4,13 +4,11 @@ import { computed, ref, watch } from 'vue'
|
|||||||
const props = defineProps({
|
const props = defineProps({
|
||||||
modelValue: { type: Object, required: true },
|
modelValue: { type: Object, required: true },
|
||||||
strategies: { type: Array, required: true },
|
strategies: { type: Array, required: true },
|
||||||
defaultSymbol: { type: String, default: 'BTC/USDT' },
|
|
||||||
defaultTimeframe: { type: String, default: '5m' },
|
|
||||||
disabled: { type: Boolean, default: false },
|
disabled: { type: Boolean, default: false },
|
||||||
// Share of the total balance this row will receive (0..1), for display.
|
// Share of the total balance this row will receive (0..1), for display.
|
||||||
allocation: { type: Number, default: 0 },
|
allocation: { type: Number, default: 0 },
|
||||||
})
|
})
|
||||||
const emit = defineEmits(['update:modelValue', 'remove'])
|
const emit = defineEmits(['update:modelValue', 'remove', 'save-preset'])
|
||||||
|
|
||||||
const row = computed(() => props.modelValue)
|
const row = computed(() => props.modelValue)
|
||||||
const selected = computed(() => props.strategies.find((s) => s.key === row.value.strategy_key))
|
const selected = computed(() => props.strategies.find((s) => s.key === row.value.strategy_key))
|
||||||
@@ -115,7 +113,8 @@ watch(
|
|||||||
</label>
|
</label>
|
||||||
</div>
|
</div>
|
||||||
|
|
||||||
<div class="mt-2 flex justify-end">
|
<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>
|
<button class="btn-muted" :disabled="disabled" @click="emit('remove')">Remove</button>
|
||||||
</div>
|
</div>
|
||||||
</div>
|
</div>
|
||||||
|
|||||||
@@ -1,7 +1,11 @@
|
|||||||
import { mount } from '@vue/test-utils'
|
import { mount } from '@vue/test-utils'
|
||||||
import { describe, expect, it } from 'vitest'
|
import { afterEach, describe, expect, it, vi } from 'vitest'
|
||||||
import MultiStrategyPanel from './components/MultiStrategyPanel.vue'
|
import MultiStrategyPanel from './components/MultiStrategyPanel.vue'
|
||||||
|
|
||||||
|
afterEach(() => {
|
||||||
|
vi.restoreAllMocks()
|
||||||
|
})
|
||||||
|
|
||||||
const STRATEGIES = [
|
const STRATEGIES = [
|
||||||
{
|
{
|
||||||
key: 'sma_cross',
|
key: 'sma_cross',
|
||||||
@@ -19,9 +23,20 @@ const STRATEGIES = [
|
|||||||
|
|
||||||
const EMPTY_STATUS = { running: false, strategies: [], total_pnl: 0, equity: 0 }
|
const EMPTY_STATUS = { running: false, strategies: [], total_pnl: 0, equity: 0 }
|
||||||
|
|
||||||
function mountPanel(multiStatus = EMPTY_STATUS) {
|
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, {
|
return mount(MultiStrategyPanel, {
|
||||||
props: { strategies: STRATEGIES, multiStatus, busy: false, loading: false },
|
props: { strategies: STRATEGIES, multiStatus, presets, busy: false, loading: false },
|
||||||
})
|
})
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -89,6 +104,39 @@ describe('MultiStrategyPanel', () => {
|
|||||||
expect(text).toContain('running')
|
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', () => {
|
it('marks a halted strategy', () => {
|
||||||
const wrapper = mountPanel({
|
const wrapper = mountPanel({
|
||||||
running: true,
|
running: true,
|
||||||
|
|||||||
@@ -1,48 +0,0 @@
|
|||||||
import { mount } from '@vue/test-utils'
|
|
||||||
import { describe, expect, it } from 'vitest'
|
|
||||||
import StrategyPanel from './components/StrategyPanel.vue'
|
|
||||||
|
|
||||||
function mountPanel() {
|
|
||||||
return mount(StrategyPanel, {
|
|
||||||
props: {
|
|
||||||
strategies: [
|
|
||||||
{
|
|
||||||
key: 'sma_cross',
|
|
||||||
name: 'SMA Crossover',
|
|
||||||
description: 'test',
|
|
||||||
params: [{ name: 'fast', type: 'int', default: 10, description: '' }],
|
|
||||||
},
|
|
||||||
],
|
|
||||||
status: { running: false, symbol: 'BTC/USDT', timeframe: '5m', open_positions: 0 },
|
|
||||||
busy: false,
|
|
||||||
presets: [],
|
|
||||||
},
|
|
||||||
})
|
|
||||||
}
|
|
||||||
|
|
||||||
describe('StrategyPanel collapse', () => {
|
|
||||||
it('shows the strategy form by default', () => {
|
|
||||||
const wrapper = mountPanel()
|
|
||||||
expect(wrapper.find('select').exists()).toBe(true)
|
|
||||||
})
|
|
||||||
|
|
||||||
it('hides the form when the header is clicked', async () => {
|
|
||||||
const wrapper = mountPanel()
|
|
||||||
const header = wrapper.find('button')
|
|
||||||
expect(header.attributes('aria-expanded')).toBe('true')
|
|
||||||
|
|
||||||
await header.trigger('click')
|
|
||||||
|
|
||||||
expect(wrapper.find('button').attributes('aria-expanded')).toBe('false')
|
|
||||||
// The form container is v-show-hidden, so the select is no longer visible.
|
|
||||||
const hidden = wrapper.findAll('div').some((d) => d.element.style.display === 'none')
|
|
||||||
expect(hidden).toBe(true)
|
|
||||||
})
|
|
||||||
|
|
||||||
it('picks the first strategy so the dropdown is populated', () => {
|
|
||||||
const wrapper = mountPanel()
|
|
||||||
const select = wrapper.find('select')
|
|
||||||
expect(select.element.value).toBe('sma_cross')
|
|
||||||
expect(select.findAll('option')).toHaveLength(1)
|
|
||||||
})
|
|
||||||
})
|
|
||||||
Reference in new issue
Block a user