Add files via upload

Signed-off-by: B-Wear <Bwear008@gmail.com>

visualization.py

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+import pandas as pd
+import plotly.graph_objects as go
+from plotly.subplots import make_subplots
+from typing import Dict, List
+import json
+import os
+
+def plot_backtest_results(results_file: str, save_path: str = None):
+    """
+    Create interactive plots for backtest results
+    """
+    # Load results
+    with open(results_file, 'r') as f:
+        results = json.load(f)
+    
+    # Convert data to DataFrames
+    trades_df = pd.DataFrame(results['trades'])
+    equity_df = pd.DataFrame(results['equity_curve'])
+    
+    # Create figure with secondary y-axis
+    fig = make_subplots(
+        rows=2, cols=1,
+        shared_xaxes=True,
+        vertical_spacing=0.03,
+        subplot_titles=('Price and Trades', 'Equity Curve'),
+        row_heights=[0.7, 0.3]
+    )
+    
+    # Add price line
+    fig.add_trace(
+        go.Scatter(
+            x=trades_df['timestamp'],
+            y=trades_df['price'],
+            name='Price',
+            line=dict(color='blue')
+        ),
+        row=1, col=1
+    )
+    
+    # Add buy trades
+    buy_trades = trades_df[trades_df['action'] == 'buy']
+    fig.add_trace(
+        go.Scatter(
+            x=buy_trades['timestamp'],
+            y=buy_trades['price'],
+            mode='markers',
+            name='Buy',
+            marker=dict(color='green', size=10)
+        ),
+        row=1, col=1
+    )
+    
+    # Add sell trades
+    sell_trades = trades_df[trades_df['action'] == 'sell']
+    fig.add_trace(
+        go.Scatter(
+            x=sell_trades['timestamp'],
+            y=sell_trades['price'],
+            mode='markers',
+            name='Sell',
+            marker=dict(color='red', size=10)
+        ),
+        row=1, col=1
+    )
+    
+    # Add equity curve
+    fig.add_trace(
+        go.Scatter(
+            x=equity_df['timestamp'],
+            y=equity_df['equity'],
+            name='Equity',
+            line=dict(color='purple')
+        ),
+        row=2, col=1
+    )
+    
+    # Update layout
+    fig.update_layout(
+        title='Backtest Results',
+        xaxis_title='Date',
+        yaxis_title='Price',
+        yaxis2_title='Equity',
+        showlegend=True,
+        height=800
+    )
+    
+    # Save plot if path is provided
+    if save_path:
+        fig.write_html(save_path)
+        print(f"Plot saved to {save_path}")
+    
+    return fig
+
+def plot_performance_metrics(results_files: List[str], save_path: str = None):
+    """
+    Create comparison plot of performance metrics across different scenarios
+    """
+    metrics_data = []
+    
+    for file in results_files:
+        with open(file, 'r') as f:
+            results = json.load(f)
+            metrics = results['performance_metrics']
+            
+            # Extract scenario name from filename
+            scenario_name = os.path.basename(file).replace('backtest_results_', '').replace('.json', '')
+            
+            metrics_data.append({
+                'Scenario': scenario_name,
+                'Total Return': metrics['total_return'],
+                'Annual Return': metrics['annual_return'],
+                'Sharpe Ratio': metrics['sharpe_ratio'],
+                'Max Drawdown': metrics['max_drawdown'],
+                'Win Rate': metrics['win_rate']
+            })
+    
+    # Create DataFrame
+    df = pd.DataFrame(metrics_data)
+    
+    # Create figure
+    fig = go.Figure()
+    
+    # Add bars for each metric
+    metrics = ['Total Return', 'Annual Return', 'Sharpe Ratio', 'Max Drawdown', 'Win Rate']
+    for metric in metrics:
+        fig.add_trace(
+            go.Bar(
+                name=metric,
+                x=df['Scenario'],
+                y=df[metric]
+            )
+        )
+    
+    # Update layout
+    fig.update_layout(
+        title='Performance Metrics Comparison',
+        xaxis_title='Scenario',
+        yaxis_title='Value',
+        barmode='group',
+        height=600
+    )
+    
+    # Save plot if path is provided
+    if save_path:
+        fig.write_html(save_path)
+        print(f"Plot saved to {save_path}")
+    
+    return fig
+
+def main():
+    # Example usage
+    results_dir = 'backtest_results'
+    results_files = [
+        os.path.join(results_dir, f) for f in os.listdir(results_dir)
+        if f.startswith('backtest_results_') and f.endswith('.json')
+    ]
+    
+    # Create plots for each scenario
+    for file in results_files:
+        scenario_name = os.path.basename(file).replace('.json', '')
+        plot_path = os.path.join(results_dir, f'{scenario_name}_plot.html')
+        plot_backtest_results(file, plot_path)
+    
+    # Create comparison plot
+    comparison_path = os.path.join(results_dir, 'performance_comparison.html')
+    plot_performance_metrics(results_files, comparison_path)
+
+if __name__ == "__main__":
+    main()