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Fixed logic of portfolio builder and parsing of htm reports

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- incorrectly managed in/out trades skipping trades when multiple open entries on the same strategy.
- fixed card color backgrounds in light theme
- fixed strategy filters in portfolio builder
This commit is contained in:
unknown
2026-04-17 08:40:42 +10:00
parent 0414fa649a
commit 7e2015cb11
5 changed files with 130 additions and 49 deletions
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__pycache__/mt5_parser.cpython-314.pyc
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__pycache__/view_settings.cpython-314.pyc
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mt5_parser.py
+15 -11
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@@ -168,27 +168,31 @@ def parse_backtest_report(file_bytes):
df_deals = pd.DataFrame(deals)
df_deals = df_deals[df_deals['direction'].isin(['in', 'out'])]
# Match in/out pairs — pair consecutive in→out by symbol+type
open_stack = {} # key: (symbol, type_) -> list of open deals
trades = []
# FIFO stack matching by symbol — handles concurrent positions on same symbol.
# Skip daily commission/balance rows (no symbol).
# Each 'in' is pushed to the stack; each 'out' pops the oldest open entry (FIFO).
open_stack = {} # symbol -> list of open 'in' deals (FIFO)
trades = []
for _, deal in df_deals.iterrows():
sym = deal.get('symbol', '')
typ = deal.get('type', '')
dirn = deal.get('direction', '')
key = (sym, typ)
sym = deal.get('symbol', '').strip()
dirn = deal.get('direction', '').strip()
# Skip commission/balance rows
if not sym:
continue
if dirn == 'in':
open_stack.setdefault(key, []).append(deal)
open_stack.setdefault(sym, []).append(deal)
elif dirn == 'out':
stack = open_stack.get(key, [])
stack = open_stack.get(sym, [])
if stack:
entry = stack.pop(0)
entry = stack.pop(0) # FIFO — oldest open first
trades.append({
'open_time' : entry['time'],
'close_time' : deal['time'],
'symbol' : sym,
'type' : typ,
'type' : entry.get('type', ''),
'volume' : entry['volume'],
'open_price' : entry['price'],
'close_price': deal['price'],
view_portfolio_builder.py
+63 -36
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@@ -344,8 +344,15 @@ def _build_equity_chart(
elif chart_view == "Portfolio+Individual":
# Combined line + each member underneath
if not df.empty and "close_time" in df.columns and "net_profit" in df.columns:
import os as _os, re as _re2
_cfg = _os.path.join(_os.path.dirname(_os.path.abspath(__file__)), ".streamlit", "config.toml")
_light = False
if _os.path.isfile(_cfg):
_m = _re2.search(r'base\s*=\s*"([^"]*)"', open(_cfg).read())
if _m: _light = _m.group(1) == "light"
_portfolio_color = "#1a3a5c" if _light else "#FFFFFF"
_plot_series(df["close_time"], df["net_profit"], f"{active_label} (combined)",
"#FFFFFF", 2.5)
_portfolio_color, 2.5)
if show_stagnation:
_add_stagnation_vrect(fig, df, deposit)
for i, label in enumerate(selected_strategies):
@@ -406,21 +413,22 @@ def _build_equity_chart(
fig.update_layout(
height=1240, margin=dict(l=60,r=20,t=24,b=10),
paper_bgcolor="rgba(0,0,0,0)", plot_bgcolor="#0E1117",
paper_bgcolor="rgba(0,0,0,0)", plot_bgcolor="rgba(0,0,0,0)",
legend=dict(orientation="h", yanchor="bottom", y=1.02,
xanchor="left", x=0, font=dict(size=11)),
hovermode="x unified", bargap=0, barmode="overlay",
hoverlabel=dict(namelength=-1, font=dict(size=11)),
)
# Force x-axis range to match the selected date window
x_min = pd.Timestamp(date_from) if date_from else None
x_max = pd.Timestamp(date_to) + pd.Timedelta(days=1) if date_to else None
fig.update_xaxes(
gridcolor="#1E2130", zeroline=False,
gridcolor="rgba(128,128,128,0.15)", zeroline=False,
showspikes=True, spikecolor="#445", spikethickness=1,
range=[x_min, x_max] if x_min and x_max else None,
)
fig.update_yaxes(gridcolor="#1E2130", zeroline=False)
fig.update_yaxes(gridcolor="rgba(128,128,128,0.15)", zeroline=False)
fig.update_yaxes(title_text="Equity ($)", row=1, col=1, tickprefix="$")
fig.update_yaxes(title_text="Peak DD ($)", row=2, col=1, tickprefix="$")
fig.update_yaxes(title_text="Daily P&L ($)", row=3, col=1, tickprefix="$")
@@ -457,11 +465,7 @@ def _monthly_html(pivot: pd.DataFrame, mode: str = "$") -> str:
return (
"<style>.mt{width:100%;border-collapse:collapse;font-size:12px;"
"font-family:'Courier New',monospace}"
".mt th{background:#1A1E2E;color:#8899AA;padding:5px 8px;text-align:center;"
"border-bottom:1px solid #2A3040}"
".mt td{padding:4px 8px;text-align:center;border-bottom:1px solid #141820}"
".mt .yc{color:#8899CC;font-weight:600}.mt .p{color:#34C27A}"
".mt .n{color:#E05555}.mt .z{color:#445566}</style>"
".mt .p{color:#34C27A}.mt .n{color:#E05555}</style>"
f"<table class='mt'><thead>{hdr}</thead><tbody>{''.join(rows)}</tbody></table>"
)
@@ -516,25 +520,12 @@ def _init_state():
def render():
_init_state()
# Card/stat styling injected globally by inject_theme_css() in app.py
# Also expand multiselect tags so full strategy names are visible
st.markdown("""<style>
.pb-title{font-size:22px;font-weight:700;color:#CDD6F4;letter-spacing:.04em}
.pb-sub{font-size:13px;color:#6C7A8D;margin-bottom:14px}
.stat-card{background:#131720;border:1px solid #1E2535;border-radius:8px;
padding:14px 16px;text-align:center;height:100%}
.stat-label{font-size:11px;color:#6C7A9A;text-transform:uppercase;
letter-spacing:.08em;margin-bottom:4px}
.stat-value{font-size:22px;font-weight:700;color:#CDD6F4}
.stat-value.pos{color:#34C27A}.stat-value.neg{color:#E05555}
.stat-value.neutral{color:#7BA4DC}
.stat-sub{font-size:11px;color:#556070;margin-top:2px}
.sh{font-size:11px;font-weight:600;color:#8899BB;text-transform:uppercase;
letter-spacing:.1em;margin:18px 0 6px;border-bottom:1px solid #1E2535;padding-bottom:4px}
.kv-row{display:flex;justify-content:space-between;padding:5px 0;border-bottom:1px solid #141820}
.kk{font-size:13px;color:#7A8898}
.kv-v{font-size:13px;font-weight:600;color:#CDD6F4}
.kv-v.pos{color:#34C27A}.kv-v.neg{color:#E05555}
.chip{display:inline-block;padding:3px 10px;border-radius:12px;font-size:11px;
font-weight:600;margin:2px;border:1px solid #2A3550}
span[data-baseweb="tag"] { max-width: none !important; }
span[data-baseweb="tag"] span { max-width: none !important; overflow: visible !important;
white-space: normal !important; text-overflow: unset !important; }
</style>""", unsafe_allow_html=True)
st.markdown('<p class="pb-title">📊 Portfolio Builder</p>', unsafe_allow_html=True)
@@ -637,12 +628,20 @@ def render():
def _date_slider(key_prefix):
if not _has_dates or _gmin == _gmax or len(_date_options) < 2:
return _gmin, _gmax
skey = f"{key_prefix}_dslider"
# Use existing session state value if valid, otherwise default to full range
existing = st.session_state.get(skey)
if (existing and isinstance(existing, (list, tuple)) and len(existing) == 2
and existing[0] in _date_options and existing[1] in _date_options):
default_val = (existing[0], existing[1])
else:
default_val = (_gmin, _gmax)
sel = st.select_slider(
"Date range",
options=_date_options,
value=(_gmin, _gmax),
value=default_val,
format_func=lambda d: d.strftime("%d %b %Y"),
key=f"{key_prefix}_dslider",
key=skey,
)
return sel[0], sel[1]
@@ -832,6 +831,7 @@ def render():
# Compact stats bar above trade list
tr_stats = _calc_stats(view, deposit)
if tr_stats:
st.caption("Stats reflect the filtered trade list below — does not affect Overview, Equity Chart or Strategies tabs.")
ts1,ts2,ts3,ts4,ts5,ts6 = st.columns(6)
_np = tr_stats.get("net_profit",0)
ts1.metric("Trades", f"{tr_stats.get('num_trades',0):,}")
@@ -847,8 +847,18 @@ def render():
def _hl(val):
if not isinstance(val, (int,float)): return ""
if val > 0: return "background-color:#1A3A26"
if val < 0: return "background-color:#3A1A1A"
import os, re as _re
_cfg = os.path.join(os.path.dirname(os.path.abspath(__file__)), ".streamlit", "config.toml")
_light = False
if os.path.isfile(_cfg):
_m = _re.search(r'base\s*=\s*"([^"]*)"', open(_cfg).read())
if _m: _light = _m.group(1) == "light"
if _light:
if val > 0: return "background-color:rgba(52,194,122,0.15)"
if val < 0: return "background-color:rgba(220,50,50,0.12)"
else:
if val > 0: return "background-color:#1A3A26"
if val < 0: return "background-color:#3A1A1A"
return ""
# No fixed height — Streamlit will size to content on the page
@@ -932,7 +942,18 @@ def render():
# ═════════════════════════════════════════════════════════════════════════
with tab_st:
st.markdown("##### All Strategies — Performance Summary")
tdf = _strategy_table(eff_dfs, deposit, lot_overrides)
# Apply same date range as Overview
eff_dfs_filtered = {}
for _lbl, _sdf in eff_dfs.items():
if "close_time" in _sdf.columns and ov_date_from and ov_date_to:
_ct = pd.to_datetime(_sdf["close_time"]).dt.tz_localize(None)
eff_dfs_filtered[_lbl] = _sdf[
(_ct >= pd.Timestamp(ov_date_from)) &
(_ct <= pd.Timestamp(ov_date_to) + pd.Timedelta(days=1))
]
else:
eff_dfs_filtered[_lbl] = _sdf
tdf = _strategy_table(eff_dfs_filtered, deposit, lot_overrides)
if tdf.empty:
st.info("No strategies loaded.")
else:
@@ -962,15 +983,16 @@ def render():
help="Rolling-average window (trades).")
sf = go.Figure()
sf.update_layout(
height=500, # [4] taller
height=500,
margin=dict(l=40, r=20, t=10, b=10),
paper_bgcolor="rgba(0,0,0,0)", plot_bgcolor="#0E1117",
paper_bgcolor="rgba(0,0,0,0)", plot_bgcolor="rgba(0,0,0,0)",
legend=dict(orientation="h", y=1.08, font=dict(size=10)),
hovermode="x unified",
hovermode="closest",
hoverlabel=dict(namelength=-1, font=dict(size=11)),
)
sf.update_xaxes(gridcolor="#1E2130", zeroline=False)
sf.update_yaxes(gridcolor="#1E2130", zeroline=False, tickprefix="$")
for i, (lbl, sdf) in enumerate(eff_dfs.items()):
for i, (lbl, sdf) in enumerate(eff_dfs_filtered.items()):
if "close_time" not in sdf.columns or "net_profit" not in sdf.columns:
continue
sdf_s = sdf.sort_values("close_time")
@@ -980,7 +1002,12 @@ def render():
x=sdf_s["close_time"].values, y=eq_s,
name=lbl, mode="lines",
line=dict(color=COLORS[i % len(COLORS)], width=1.5),
hovertemplate=f"<b>{lbl}</b><br>%{{x|%d %b %Y}}: $%{{y:,.2f}}<extra></extra>",
))
sf.update_layout(
hovermode="x unified",
hoverlabel=dict(namelength=-1, font=dict(size=12)),
)
st.plotly_chart(sf, use_container_width=True)
# ═════════════════════════════════════════════════════════════════════════
view_settings.py
+52 -2
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@@ -38,7 +38,7 @@ def _read_config() -> dict:
text = open(CONFIG_FILE).read()
found = {}
for key in ["base","primaryColor","backgroundColor",
"secondaryBackgroundColor","textColor","font"]:
"secondaryBackgroundColor","textColor","font","cardBackgroundColor"]:
m = re.search(key + r'\s*=\s*"([^"]*)"', text)
if m:
found[key] = m.group(1)
@@ -65,9 +65,55 @@ def _is_custom(cfg: dict) -> bool:
def inject_theme_css():
"""Call from app.py on every page to apply font size globally."""
"""Call from app.py on every page to apply font size and card theme globally."""
_size_map = {"Normal": 0, "Large (+2px)": 2, "Extra Large (+4px)": 4}
_delta = _size_map.get(st.session_state.get("st_font_size", "Normal"), 0)
# Read card background from config
cfg = _read_config()
base = cfg.get("base", "dark")
card_bg = cfg.get("cardBackgroundColor", "")
text_col = cfg.get("textColor", "#fafafa")
# Default card colours per base theme
if not card_bg:
card_bg = "#f0f2f6" if base == "light" else "#131720"
card_border = "rgba(0,0,0,0.10)" if base == "light" else "#1E2535"
label_col = "#555e70" if base == "light" else "#6C7A9A"
kk_col = "#4a5568" if base == "light" else "#7A8898"
row_border = "rgba(0,0,0,0.07)" if base == "light" else "#141820"
sh_border = "rgba(0,0,0,0.10)" if base == "light" else "#1E2535"
th_bg = card_bg
td_col = text_col
css = f"""<style>
.stat-card{{background:{card_bg} !important;border:1px solid {card_border} !important;
border-radius:8px;padding:14px 16px;text-align:center;height:100%}}
.stat-label{{font-size:11px;color:{label_col} !important;text-transform:uppercase;
letter-spacing:.08em;margin-bottom:4px}}
.stat-value{{font-size:22px;font-weight:700;color:{text_col} !important}}
.stat-value.pos{{color:#34C27A !important}}.stat-value.neg{{color:#E05555 !important}}
.stat-value.neutral{{color:#7BA4DC !important}}
.stat-sub{{font-size:11px;color:{label_col} !important;margin-top:2px}}
.sh{{font-size:11px;font-weight:600;color:{label_col} !important;text-transform:uppercase;
letter-spacing:.1em;margin:18px 0 6px;
border-bottom:1px solid {sh_border} !important;padding-bottom:4px}}
.kv-row{{display:flex;justify-content:space-between;padding:5px 0;
border-bottom:1px solid {row_border}}}
.kk{{font-size:13px;color:{kk_col} !important}}
.kv-v{{font-size:13px;font-weight:600;color:{text_col} !important}}
.kv-v.pos{{color:#34C27A !important}}.kv-v.neg{{color:#E05555 !important}}
.chip{{display:inline-block;padding:3px 10px;border-radius:12px;font-size:11px;
font-weight:600;margin:2px;border:1px solid {card_border}}}
.pb-title{{font-size:22px;font-weight:700;color:{text_col};letter-spacing:.04em}}
.pb-sub{{font-size:13px;color:{label_col};margin-bottom:14px}}
.mt th{{background:{th_bg} !important;color:{label_col} !important;
padding:5px 8px;text-align:center;border-bottom:1px solid {card_border}}}
.mt td{{padding:4px 8px;text-align:center;color:{td_col};
border-bottom:1px solid {row_border}}}
</style>"""
st.markdown(css, unsafe_allow_html=True)
if _delta > 0:
st.markdown(f"""<style>
html, body, [class*="css"] {{ font-size: calc(1rem + {_delta}px) !important; }}
@@ -119,6 +165,9 @@ def render():
primary = st.color_picker("Accent colour",
value=cfg.get("primaryColor","#7c6af7"),
key="st_primary", help="Buttons, links, highlights")
card_bg = st.color_picker("Card / stat block background",
value=cfg.get("cardBackgroundColor","#131720"),
key="st_card_bg", help="Background for stat cards and tables")
with c2:
bg = st.color_picker("Page background",
value=cfg.get("backgroundColor","#0e1117"),
@@ -165,6 +214,7 @@ def render():
"secondaryBackgroundColor": sidebar_bg,
"textColor": text_color,
"font": font,
"cardBackgroundColor": card_bg,
})
st.success("Custom theme saved — reloading...")
st.rerun()