gavindiaz/mt5-tools
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Portfolio builder/master improvements, batch backtest fixes, parser FIFO fix, theme updates

Browse Source
This commit is contained in:
unknown
2026-04-17 09:42:08 +10:00
parent 7e2015cb11
commit ab9e968def
3 changed files with 158 additions and 26 deletions
Download Patch File Download Diff File Expand all files Collapse all files
view_portfolio_builder.py
+58 -13
View File
@@ -977,37 +977,82 @@ def render():
)
st.dataframe(styled, use_container_width=True, hide_index=True)
# [3] Smoothing slider [4] Taller chart (height=500)
# Controls row
st.markdown("##### Equity Curves")
sc_smooth = st.slider("Curve smoothing", 1, 50, 1, key="pb_st_smooth",
help="Rolling-average window (trades).")
ctl1, ctl2, ctl3 = st.columns([2, 2, 2])
sc_smooth = ctl1.slider("Curve smoothing", 1, 50, 1, key="pb_st_smooth",
help="Rolling-average window (trades).")
show_st_stag = ctl2.toggle("Show stagnation bands", value=False,
key="pb_st_show_stag",
help="Highlight max stagnation period per strategy in matching colour")
sf = go.Figure()
sf.update_layout(
height=500,
margin=dict(l=40, r=20, t=10, b=10),
margin=dict(l=40, r=20, t=40, b=10),
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="closest",
hoverlabel=dict(namelength=-1, font=dict(size=11)),
hovermode="x unified",
hoverlabel=dict(namelength=-1, font=dict(size=12)),
)
sf.update_xaxes(gridcolor="#1E2130", zeroline=False)
sf.update_yaxes(gridcolor="#1E2130", zeroline=False, tickprefix="$")
sf.update_xaxes(gridcolor="rgba(128,128,128,0.15)", zeroline=False)
sf.update_yaxes(gridcolor="rgba(128,128,128,0.15)", zeroline=False, tickprefix="$")
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
color = COLORS[i % len(COLORS)]
sdf_s = sdf.sort_values("close_time")
eq = deposit + sdf_s["net_profit"].cumsum()
eq_s = _smooth(eq.reset_index(drop=True), sc_smooth)
sf.add_trace(go.Scatter(
x=sdf_s["close_time"].values, y=eq_s,
name=lbl, mode="lines",
line=dict(color=COLORS[i % len(COLORS)], width=1.5),
line=dict(color=color, 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)),
)
# Stagnation band per strategy in matching colour
if show_st_stag:
eq_ts = sdf_s[["close_time","net_profit"]].dropna().copy()
eq_ts["cum"] = deposit + eq_ts["net_profit"].cumsum()
if not eq_ts.empty:
peak = float(eq_ts["cum"].iloc[0])
stag_start = eq_ts["close_time"].iloc[0]
max_days = 0
best_s = stag_start
best_e = stag_start
for _, r in eq_ts.iterrows():
if float(r["cum"]) > peak:
days = (r["close_time"] - stag_start).days
if days > max_days:
max_days = days
best_s = stag_start
best_e = r["close_time"]
peak = float(r["cum"])
stag_start = r["close_time"]
if max_days > 0:
# Convert hex to rgba with low opacity
hex_c = color.lstrip("#")
if len(hex_c) == 6:
r_c = int(hex_c[0:2], 16)
g_c = int(hex_c[2:4], 16)
b_c = int(hex_c[4:6], 16)
fill_color = f"rgba({r_c},{g_c},{b_c},0.12)"
ann_color = color
else:
fill_color = "rgba(255,160,80,0.12)"
ann_color = color
sf.add_vrect(
x0=best_s, x1=best_e,
fillcolor=fill_color, line_width=1,
line_color=f"rgba({r_c},{g_c},{b_c},0.3)" if len(hex_c)==6 else color,
annotation_text=f"{lbl.split()[0]}… {max_days}d",
annotation_position="top left",
annotation_font_size=9,
annotation_font_color=ann_color,
)
st.plotly_chart(sf, use_container_width=True)
# ═════════════════════════════════════════════════════════════════════════