mirror of
https://github.com/BrentNeale1/fx-quant.git
synced 2026-07-28 19:07:44 +00:00
Brent Neale
212f581d01
- Add Flask dashboard with status, config editor, logs, kill switch, and backtest results pages with monthly P&L breakdowns - Add historical_loader.py for paginated OANDA candle fetching (1yr+) - Update backtester to $100k starting equity, monthly P&L computation, and JSON summary output for dashboard display - Update config to EUR_USD only on M5/M15 with SMA 21/50 strategy - Add backtest.html template with performance metrics and bar charts Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
305 lines
12 KiB
Python
305 lines
12 KiB
Python
# src/dashboard.py
|
|
"""
|
|
Web dashboard for fx-quant trading bot.
|
|
Provides config editing, status monitoring, log viewing, and kill switch control.
|
|
"""
|
|
|
|
import os
|
|
import csv
|
|
import json
|
|
import shutil
|
|
from datetime import datetime, timezone
|
|
from pathlib import Path
|
|
from functools import wraps
|
|
|
|
import yaml
|
|
from flask import Flask, render_template, request, redirect, url_for, flash, Response
|
|
|
|
app = Flask(__name__, template_folder=str(Path(__file__).resolve().parent.parent / "templates"))
|
|
app.secret_key = os.urandom(24)
|
|
|
|
# ---------------------------------------------------------------------------
|
|
# Paths
|
|
# ---------------------------------------------------------------------------
|
|
APP_ROOT = Path(__file__).resolve().parent.parent
|
|
CONFIG_PATH = APP_ROOT / "config" / "system.yaml"
|
|
ENV_PATH = APP_ROOT / "config" / ".env"
|
|
RELOAD_SIGNAL = APP_ROOT / "RELOAD_CONFIG"
|
|
KILL_SWITCH_FILE = APP_ROOT / "STOP_ALL_TRADING"
|
|
ORDER_LOG = APP_ROOT / "logs" / "order_log.csv"
|
|
AI_LOG = APP_ROOT / "logs" / "ai_decisions.csv"
|
|
|
|
# When running in Docker, paths are under /app
|
|
if Path("/app/config/system.yaml").exists():
|
|
CONFIG_PATH = Path("/app/config/system.yaml")
|
|
ENV_PATH = Path("/app/config/.env")
|
|
RELOAD_SIGNAL = Path("/app/RELOAD_CONFIG")
|
|
KILL_SWITCH_FILE = Path("/app/STOP_ALL_TRADING")
|
|
ORDER_LOG = Path("/app/logs/order_log.csv")
|
|
AI_LOG = Path("/app/logs/ai_decisions.csv")
|
|
|
|
# Whitelisted OANDA instruments for validation
|
|
VALID_INSTRUMENTS = [
|
|
"EUR_USD", "USD_JPY", "GBP_USD", "USD_CHF", "AUD_USD",
|
|
"USD_CAD", "NZD_USD", "EUR_GBP", "EUR_JPY", "GBP_JPY",
|
|
"EUR_CHF", "AUD_JPY", "CHF_JPY", "EUR_AUD", "EUR_CAD",
|
|
"EUR_NZD", "GBP_AUD", "GBP_CAD", "GBP_CHF", "GBP_NZD",
|
|
"AUD_CAD", "AUD_CHF", "AUD_NZD", "CAD_CHF", "CAD_JPY",
|
|
"NZD_CAD", "NZD_CHF", "NZD_JPY",
|
|
]
|
|
|
|
VALID_GRANULARITIES = ["S5", "S10", "S15", "S30", "M1", "M2", "M4", "M5",
|
|
"M10", "M15", "M30", "H1", "H2", "H3", "H4", "H6",
|
|
"H8", "H12", "D", "W", "M"]
|
|
|
|
|
|
# ---------------------------------------------------------------------------
|
|
# Auth
|
|
# ---------------------------------------------------------------------------
|
|
def check_auth(username, password):
|
|
dashboard_pw = os.environ.get("DASHBOARD_PASSWORD", "changeme")
|
|
return username == "admin" and password == dashboard_pw
|
|
|
|
|
|
def authenticate():
|
|
return Response(
|
|
"Login required.", 401,
|
|
{"WWW-Authenticate": 'Basic realm="fx-quant dashboard"'},
|
|
)
|
|
|
|
|
|
def requires_auth(f):
|
|
@wraps(f)
|
|
def decorated(*args, **kwargs):
|
|
auth = request.authorization
|
|
if not auth or not check_auth(auth.username, auth.password):
|
|
return authenticate()
|
|
return f(*args, **kwargs)
|
|
return decorated
|
|
|
|
|
|
# ---------------------------------------------------------------------------
|
|
# Config helpers
|
|
# ---------------------------------------------------------------------------
|
|
def load_config():
|
|
with open(CONFIG_PATH, "r") as f:
|
|
return yaml.safe_load(f)
|
|
|
|
|
|
def save_config(cfg):
|
|
"""Save config with backup."""
|
|
backup = CONFIG_PATH.with_suffix(".yaml.backup")
|
|
shutil.copy2(CONFIG_PATH, backup)
|
|
with open(CONFIG_PATH, "w") as f:
|
|
yaml.dump(cfg, f, default_flow_style=False, sort_keys=False)
|
|
# Signal bot to reload
|
|
RELOAD_SIGNAL.touch()
|
|
|
|
|
|
def read_csv_tail(csv_path, max_rows=50):
|
|
"""Read last N rows from a CSV file, return (headers, rows)."""
|
|
if not csv_path.exists():
|
|
return [], []
|
|
with open(csv_path, "r") as f:
|
|
reader = csv.reader(f)
|
|
rows = list(reader)
|
|
if not rows:
|
|
return [], []
|
|
headers = rows[0]
|
|
data = rows[1:]
|
|
return headers, data[-max_rows:]
|
|
|
|
|
|
# ---------------------------------------------------------------------------
|
|
# Validation
|
|
# ---------------------------------------------------------------------------
|
|
def validate_config(cfg):
|
|
"""Validate config values. Returns list of error strings."""
|
|
errors = []
|
|
|
|
# Instruments
|
|
instruments = cfg.get("brokers", [{}])[0].get("instruments", [])
|
|
for inst in instruments:
|
|
if inst not in VALID_INSTRUMENTS:
|
|
errors.append(f"Invalid instrument: {inst}")
|
|
|
|
# Granularities
|
|
grans = cfg.get("data", {}).get("candle_granularities", [])
|
|
for g in grans:
|
|
if g not in VALID_GRANULARITIES:
|
|
errors.append(f"Invalid granularity: {g}")
|
|
|
|
# Numeric ranges
|
|
strategy = cfg.get("strategy", {})
|
|
params = strategy.get("params", {})
|
|
if params.get("short", 1) < 1:
|
|
errors.append("SMA short period must be >= 1")
|
|
if params.get("long", 2) < 2:
|
|
errors.append("SMA long period must be >= 2")
|
|
if params.get("short", 1) >= params.get("long", 2):
|
|
errors.append("SMA short period must be less than long period")
|
|
|
|
trade_size = strategy.get("trade_size_pct_of_equity", 0.01)
|
|
if not (0.001 <= trade_size <= 0.1):
|
|
errors.append("trade_size_pct_of_equity must be between 0.001 and 0.1")
|
|
|
|
execution = cfg.get("execution", {})
|
|
if execution.get("max_positions", 1) < 1:
|
|
errors.append("max_positions must be >= 1")
|
|
if execution.get("interval_seconds", 10) < 10:
|
|
errors.append("interval_seconds must be >= 10")
|
|
|
|
ai = cfg.get("ai", {})
|
|
threshold = ai.get("confidence_threshold", 0.5)
|
|
if not (0.0 <= threshold <= 1.0):
|
|
errors.append("confidence_threshold must be between 0.0 and 1.0")
|
|
|
|
return errors
|
|
|
|
|
|
# ---------------------------------------------------------------------------
|
|
# Routes
|
|
# ---------------------------------------------------------------------------
|
|
@app.route("/")
|
|
@requires_auth
|
|
def index():
|
|
cfg = load_config()
|
|
kill_active = KILL_SWITCH_FILE.exists()
|
|
|
|
# Read recent orders for activity feed
|
|
_, recent_orders = read_csv_tail(ORDER_LOG, max_rows=10)
|
|
|
|
return render_template("index.html",
|
|
cfg=cfg,
|
|
kill_active=kill_active,
|
|
recent_orders=recent_orders)
|
|
|
|
|
|
@app.route("/config", methods=["GET", "POST"])
|
|
@requires_auth
|
|
def config_editor():
|
|
cfg = load_config()
|
|
|
|
if request.method == "POST":
|
|
# Parse form into config structure
|
|
try:
|
|
# Instruments
|
|
instruments_raw = request.form.get("instruments", "").strip()
|
|
instruments = [i.strip() for i in instruments_raw.split(",") if i.strip()]
|
|
cfg["brokers"][0]["instruments"] = instruments
|
|
|
|
# Granularities
|
|
grans_raw = request.form.get("granularities", "").strip()
|
|
grans = [g.strip() for g in grans_raw.split(",") if g.strip()]
|
|
cfg["data"]["candle_granularities"] = grans
|
|
|
|
# Candle count
|
|
cfg["data"]["candle_count"] = int(request.form.get("candle_count", 200))
|
|
|
|
# Features
|
|
cfg["features"]["sma_windows"] = _parse_int_list(request.form.get("sma_windows", "3,20"))
|
|
cfg["features"]["ema_windows"] = _parse_int_list(request.form.get("ema_windows", "20"))
|
|
cfg["features"]["rsi_period"] = int(request.form.get("rsi_period", 14))
|
|
cfg["features"]["atr_period"] = int(request.form.get("atr_period", 14))
|
|
cfg["features"]["vwap_window"] = int(request.form.get("vwap_window", 20))
|
|
cfg["features"]["volatility_window"] = int(request.form.get("volatility_window", 20))
|
|
|
|
# Strategy
|
|
cfg["strategy"]["rule"] = request.form.get("strategy_rule", "sma_cross")
|
|
cfg["strategy"]["params"]["short"] = int(request.form.get("sma_short", 3))
|
|
cfg["strategy"]["params"]["long"] = int(request.form.get("sma_long", 20))
|
|
cfg["strategy"]["trade_size_pct_of_equity"] = float(request.form.get("trade_size_pct", 0.01))
|
|
cfg["strategy"]["max_drawdown_pct"] = float(request.form.get("max_drawdown_pct", 0.05))
|
|
|
|
# AI
|
|
cfg["ai"]["confidence_threshold"] = float(request.form.get("confidence_threshold", 0.85))
|
|
cfg["ai"]["ensemble_models"] = [m.strip() for m in request.form.get("ensemble_models", "").split(",") if m.strip()]
|
|
cfg["ai"]["sanity_checks"]["rsi_overbought"] = int(request.form.get("rsi_overbought", 80))
|
|
cfg["ai"]["sanity_checks"]["rsi_oversold"] = int(request.form.get("rsi_oversold", 20))
|
|
cfg["ai"]["sanity_checks"]["volatility_multiplier"] = float(request.form.get("volatility_multiplier", 3.0))
|
|
|
|
# Execution
|
|
cfg["execution"]["paper_mode"] = request.form.get("paper_mode") == "on"
|
|
cfg["execution"]["canary_size_pct"] = float(request.form.get("canary_size_pct", 0.01))
|
|
cfg["execution"]["max_positions"] = int(request.form.get("max_positions", 3))
|
|
cfg["execution"]["interval_seconds"] = int(request.form.get("interval_seconds", 60))
|
|
|
|
# Validate
|
|
errors = validate_config(cfg)
|
|
if errors:
|
|
for e in errors:
|
|
flash(e, "danger")
|
|
return render_template("config.html", cfg=cfg,
|
|
valid_instruments=VALID_INSTRUMENTS,
|
|
valid_granularities=VALID_GRANULARITIES)
|
|
|
|
save_config(cfg)
|
|
flash("Config saved. Bot will reload on next loop iteration.", "success")
|
|
return redirect(url_for("config_editor"))
|
|
|
|
except (ValueError, KeyError) as e:
|
|
flash(f"Invalid input: {e}", "danger")
|
|
return render_template("config.html", cfg=cfg,
|
|
valid_instruments=VALID_INSTRUMENTS,
|
|
valid_granularities=VALID_GRANULARITIES)
|
|
|
|
return render_template("config.html", cfg=cfg,
|
|
valid_instruments=VALID_INSTRUMENTS,
|
|
valid_granularities=VALID_GRANULARITIES)
|
|
|
|
|
|
@app.route("/logs")
|
|
@requires_auth
|
|
def logs():
|
|
order_headers, order_rows = read_csv_tail(ORDER_LOG, max_rows=100)
|
|
ai_headers, ai_rows = read_csv_tail(AI_LOG, max_rows=100)
|
|
# Reverse so newest first
|
|
order_rows = list(reversed(order_rows))
|
|
ai_rows = list(reversed(ai_rows))
|
|
return render_template("logs.html",
|
|
order_headers=order_headers,
|
|
order_rows=order_rows,
|
|
ai_headers=ai_headers,
|
|
ai_rows=ai_rows)
|
|
|
|
|
|
@app.route("/backtest")
|
|
@requires_auth
|
|
def backtest():
|
|
"""Show backtest results from saved JSON summaries."""
|
|
logs_dir = APP_ROOT / "logs"
|
|
summaries = []
|
|
for f in sorted(logs_dir.glob("backtest_summary_*.json")):
|
|
with open(f, "r") as fh:
|
|
summaries.append(json.load(fh))
|
|
return render_template("backtest.html", summaries=summaries)
|
|
|
|
|
|
@app.route("/killswitch", methods=["POST"])
|
|
@requires_auth
|
|
def killswitch():
|
|
action = request.form.get("action")
|
|
if action == "activate":
|
|
KILL_SWITCH_FILE.touch()
|
|
flash("Kill switch ACTIVATED. All trading halted.", "warning")
|
|
elif action == "deactivate":
|
|
if KILL_SWITCH_FILE.exists():
|
|
KILL_SWITCH_FILE.unlink()
|
|
flash("Kill switch deactivated. Trading will resume on next loop.", "success")
|
|
return redirect(url_for("index"))
|
|
|
|
|
|
# ---------------------------------------------------------------------------
|
|
# Helpers
|
|
# ---------------------------------------------------------------------------
|
|
def _parse_int_list(s):
|
|
"""Parse comma-separated string into list of ints."""
|
|
return [int(x.strip()) for x in s.split(",") if x.strip()]
|
|
|
|
|
|
# ---------------------------------------------------------------------------
|
|
# Main
|
|
# ---------------------------------------------------------------------------
|
|
if __name__ == "__main__":
|
|
app.run(host="0.0.0.0", port=5000, debug=False)
|