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import streamlit as st
import pandas as pd
import numpy as np
import plotly.graph_objects as go
import plotly.express as px
from plotly.subplots import make_subplots
import yfinance as yf
import pickle
from datetime import datetime, timedelta
import warnings
from curl_cffi import requests
session = requests.Session(impersonate="chrome")
from indicators.rsi import rsi
from indicators.sma import sma
from indicators.ema import ema
from indicators.macd import macd
from strategy.rule_based_strategy import generate_signals_sma, generate_signals_ema
from utils.backtester import backtest_signals
from utils.logger import setup_logger
import logging
from indicators.enhanced_features import (
create_volatility_features, create_enhanced_lag_features,
create_volume_features, create_momentum_features, create_position_features
)
# Suppress warnings
warnings.filterwarnings('ignore')
# Page config
st.set_page_config(
page_title="Complete Stock Trading & Prediction Platform",
page_icon="📈",
layout="wide"
)
# Initialize logging once
if 'logging_initialized' not in st.session_state:
setup_logger(log_dir="logs", log_level=logging.INFO)
st.session_state.logging_initialized = True
logging.info("=== Streamlit Trading App Started ===")
# Stock symbols
STOCK_SYMBOLS = [
'ADANIENT.NS', 'ADANIPORTS.NS', 'APOLLOHOSP.NS', 'ASIANPAINT.NS',
'AXISBANK.NS', 'BAJAJ-AUTO.NS', 'BAJFINANCE.NS', 'BAJAJFINSV.NS',
'BEL.NS', 'BHARTIARTL.NS', 'CIPLA.NS', 'COALINDIA.NS', 'DRREDDY.NS',
'EICHERMOT.NS', 'GRASIM.NS', 'HCLTECH.NS', 'HDFCBANK.NS', 'HDFCLIFE.NS',
'HEROMOTOCO.NS', 'HINDALCO.NS', 'HINDUNILVR.NS', 'ICICIBANK.NS',
'INDUSINDBK.NS', 'INFY.NS', 'ITC.NS', 'JIOFIN.NS', 'JSWSTEEL.NS',
'KOTAKBANK.NS', 'LT.NS', 'M&M.NS', 'MARUTI.NS', 'NESTLEIND.NS',
'NTPC.NS', 'ONGC.NS', 'POWERGRID.NS', 'RELIANCE.NS', 'SBILIFE.NS',
'SHRIRAMFIN.NS', 'SBIN.NS', 'SUNPHARMA.NS', 'TATACONSUM.NS', 'TCS.NS',
'TATAMOTORS.NS', 'TATASTEEL.NS', 'TECHM.NS', 'TITAN.NS', 'TRENT.NS',
'ULTRACEMCO.NS', 'WIPRO.NS', 'ETERNAL.NS'
]
# Feature list for ML model
FEATURES = [
'Close', 'Volume', 'SMA20', 'SMA50', 'EMA20', 'EMA50',
'RSI14', 'MACD', 'MACD_signal', 'MACD_hist',
'SMA_crossover', 'RSI_oversold',
'return_1d', 'volatility_5d', 'volatility_10d', 'volatility_20d',
'volatility_30d', 'vol_ratio_5_20', 'vol_ratio_10_20', 'vol_rank_20',
'vol_rank_50', 'return_lag_1', 'return_lag_2', 'return_lag_3',
'return_lag_5', 'return_lag_10', 'rsi_lag_1', 'macd_lag_1', 'rsi_lag_2',
'macd_lag_2', 'rsi_lag_3', 'macd_lag_3', 'volume_sma_10',
'volume_sma_20', 'volume_sma_50', 'volume_ratio_10', 'volume_ratio_20',
'volume_ratio_50', 'price_volume', 'pv_sma_5', 'volume_momentum_5',
'momentum_3d', 'momentum_5d', 'momentum_10d', 'momentum_20d', 'roc_5d',
'roc_10d', 'high_10d', 'low_10d', 'price_position_10', 'high_20d',
'low_20d', 'price_position_20', 'high_50d', 'low_50d',
'price_position_50', 'bb_upper', 'bb_lower', 'bb_position', 'target'
]
# ========================= SHARED FUNCTIONS =========================
@st.cache_data
def load_stock_data(symbol, start_date, end_date):
"""Load stock data from Yahoo Finance"""
logging.info(f"Loading stock data for {symbol} from {start_date} to {end_date}")
try:
data = yf.download(symbol, start=start_date, end=end_date, session=session)
# Flatten the MultiIndex columns
if data.columns.nlevels > 1:
data.columns = [col[0] for col in data.columns]
logging.info(f"Successfully loaded {len(data)} records for {symbol}")
return data
except Exception as e:
logging.error(f"Error loading data for {symbol}: {str(e)}")
st.error(f"Error loading data: {e}")
return None
def process_stock_data(df, short_period, long_period, rsi_period):
"""Process stock data to create all features"""
df = df.copy()
# Basic technical indicators
df['SMA20'] = sma(df, short_period)
df['SMA50'] = sma(df, long_period)
df['EMA20'] = ema(df, short_period)
df['EMA50'] = ema(df, long_period)
df['RSI14'] = rsi(df, rsi_period)
df['RSI20'] = rsi(df, rsi_period + 6)
df['MACD'], df['MACD_signal'], df['MACD_hist'] = macd(df)
# Bollinger Bands
df['Upper_Band'] = df['SMA20'] + 2 * df['Close'].rolling(window=20).std()
df['Lower_Band'] = df['SMA20'] - 2 * df['Close'].rolling(window=20).std()
# Create feature sets
df = create_volatility_features(df)
df = create_enhanced_lag_features(df)
df = create_volume_features(df)
df = create_momentum_features(df)
df = create_position_features(df)
# Additional features
df['SMA_crossover'] = (df['SMA20'] > df['SMA50']).astype(int)
df['RSI_oversold'] = (df['RSI14'] < 30).astype(int)
# Target: next-day up/down
df['next_close'] = df['Close'].shift(-1)
df['target'] = (df['next_close'] > df['Close']).astype(int)
return df
# ========================= MAIN APPLICATION =========================
# Main navigation
st.title("📈 Stock Trading & Prediction Platform")
# Navigation tabs
tab1, tab2 = st.tabs(["🔮 Price Prediction", "📊 Trading Dashboard"])
# ========================= SIDEBAR CONFIGURATION =========================
st.sidebar.header("📊 Configuration")
# Common inputs
selected_stock = st.sidebar.selectbox("Select Stock Symbol", STOCK_SYMBOLS, index=35)
start_date = st.sidebar.date_input("Start Date", value=datetime(2023, 1, 1))
end_date = st.sidebar.date_input("End Date", value=datetime.now())
logging.info(f"User selected stock: {selected_stock}, date range: {start_date} to {end_date}")
st.sidebar.subheader("📈 Technical Indicators")
rsi_period = st.sidebar.slider("RSI Period", min_value=5, max_value=30, value=14, step=1)
short_period = st.sidebar.slider("Short-term Period", min_value=5, max_value=50, value=20, step=1)
long_period = st.sidebar.slider("Long-term Period", min_value=50, max_value=200, value=50, step=1)
logging.info(f"RSI Period: {rsi_period}, Short-term Period: {short_period}, Long-term Period: {long_period}")
# Strategy selection (for trading dashboard)
strategy_type = st.sidebar.selectbox("Strategy Type", ["SMA-based", "EMA-based", "Both"])
st.sidebar.subheader("💰 Backtesting Parameters")
initial_cash = st.sidebar.number_input("Initial Capital (₹)", min_value=10000, value=100000, step=10000)
transaction_cost = st.sidebar.slider("Transaction Cost (%)", 0.0, 1.0, 0.1, step=0.05) / 100
stop_loss = st.sidebar.slider("Stop Loss (%)", 0.0, 20.0, 5.0, step=1.0) / 100
take_profit = st.sidebar.slider("Take Profit (%)", 0.0, 50.0, 15.0, step=5.0) / 100
use_risk_mgmt = st.sidebar.checkbox("Enable Risk Management", value=True)
logging.info(f"Initial Cash: ₹{initial_cash}, Transaction Cost: {transaction_cost*100}%, "
f"Stop Loss: {stop_loss*100}%, Take Profit: {take_profit*100}%, Risk Management: {use_risk_mgmt}")
# ========================= PRICE PREDICTION TAB =========================
with tab1:
st.header(f"🔮 Price Prediction for {selected_stock}")
with st.spinner("Loading stock data..."):
stock_data = load_stock_data(selected_stock, start_date, end_date)
if stock_data is not None and not stock_data.empty:
# Display sample data
st.subheader("📊 Latest Stock Data")
st.dataframe(stock_data.tail(10), use_container_width=True)
# Process the data
processed_data = process_stock_data(stock_data, short_period, long_period, rsi_period)
processed_data = processed_data.dropna()
if len(processed_data) > 0:
# Get the latest row for prediction
latest_data = processed_data.iloc[-1]
# Display current stock info
col1, col2, col3, col4 = st.columns(4)
with col1:
st.metric("Current Price", f"₹{latest_data['Close']:.2f}")
with col2:
daily_change = ((latest_data['Close'] - processed_data.iloc[-2]['Close']) / processed_data.iloc[-2]['Close']) * 100
st.metric("Daily Change", f"{daily_change:.2f}%")
with col3:
st.metric("Volume", f"{latest_data['Volume']:,.0f}")
with col4:
st.metric("RSI14", f"{latest_data['RSI14']:.2f}")
model = pickle.load(open('src/models/logistic_regression_model.pkl', 'rb'))
scaler = pickle.load(open('src/models/scaler.pkl', 'rb'))
# Create feature vector
feature_vector = latest_data[FEATURES].values.reshape(1, -1)
feature_vector_scaled = scaler.transform(feature_vector)
logging.info(f"Making price prediction for {selected_stock}")
# Make prediction
prediction = model.predict(feature_vector_scaled)[0]
probability = model.predict_proba(feature_vector_scaled)[0].max()
logging.info(f"Prediction: {'UP' if prediction == 1 else 'DOWN'} with {probability:.1%} confidence")
# Display prediction
st.header("🔮 Prediction Results")
col1, col2 = st.columns(2)
with col1:
if prediction == 1:
st.success("📈 **PREDICTION: UP**")
st.write(f"The model predicts the stock will go **UP** tomorrow with {probability:.1%} confidence.")
else:
st.error("📉 **PREDICTION: DOWN**")
st.write(f"The model predicts the stock will go **DOWN** tomorrow with {probability:.1%} confidence.")
with col2:
# Confidence gauge
fig_gauge = go.Figure(go.Indicator(
mode = "gauge+number",
value = probability * 100,
domain = {'x': [0, 1], 'y': [0, 1]},
title = {'text': "Confidence %"},
gauge = {
'axis': {'range': [None, 100]},
'bar': {'color': "darkgreen" if prediction == 1 else "darkred"},
'steps': [
{'range': [0, 50], 'color': "lightgray"},
{'range': [50, 80], 'color': "yellow"},
{'range': [80, 100], 'color': "lightgreen"}
],
'threshold': {
'line': {'color': "red", 'width': 4},
'thickness': 0.75,
'value': 90
}
}
))
fig_gauge.update_layout(height=300)
st.plotly_chart(fig_gauge, use_container_width=True)
# Technical Analysis Charts
st.header("📈 Technical Analysis")
# Price charts
col1, col2 = st.columns(2)
with col1:
# SMA Chart
fig_sma = go.Figure()
fig_sma.add_trace(go.Scatter(x=processed_data.index[-60:], y=processed_data['Close'][-60:],
mode='lines', name='Close Price', line=dict(color='blue', width=2)))
fig_sma.add_trace(go.Scatter(x=processed_data.index[-60:], y=processed_data['SMA20'][-60:],
mode='lines', name='SMA20', line=dict(color='orange', width=1)))
fig_sma.add_trace(go.Scatter(x=processed_data.index[-60:], y=processed_data['SMA50'][-60:],
mode='lines', name='SMA50', line=dict(color='red', width=1)))
fig_sma.update_layout(title=f"{selected_stock} - Simple Moving Averages", height=400)
st.plotly_chart(fig_sma, use_container_width=True)
with col2:
# EMA Chart
fig_ema = go.Figure()
fig_ema.add_trace(go.Scatter(x=processed_data.index[-60:], y=processed_data['Close'][-60:],
mode='lines', name='Close Price', line=dict(color='blue', width=2)))
fig_ema.add_trace(go.Scatter(x=processed_data.index[-60:], y=processed_data['EMA20'][-60:],
mode='lines', name='EMA20', line=dict(color='orange', width=1)))
fig_ema.add_trace(go.Scatter(x=processed_data.index[-60:], y=processed_data['EMA50'][-60:],
mode='lines', name='EMA50', line=dict(color='red', width=1)))
fig_ema.update_layout(title=f"{selected_stock} - Exponential Moving Averages", height=400)
st.plotly_chart(fig_ema, use_container_width=True)
# RSI and MACD
col1, col2 = st.columns(2)
with col1:
fig_rsi = go.Figure()
fig_rsi.add_trace(go.Scatter(x=processed_data.index[-30:], y=processed_data['RSI14'][-30:],
mode='lines', name='RSI14', line=dict(color='purple')))
fig_rsi.add_hline(y=70, line_dash="dash", line_color="red", annotation_text="Overbought")
fig_rsi.add_hline(y=30, line_dash="dash", line_color="green", annotation_text="Oversold")
fig_rsi.update_layout(title=f"RSI ({rsi_period}-day)", height=300)
st.plotly_chart(fig_rsi, use_container_width=True)
with col2:
fig_macd = go.Figure()
fig_macd.add_trace(go.Scatter(x=processed_data.index[-30:], y=processed_data['MACD'][-30:],
mode='lines', name='MACD', line=dict(color='blue')))
fig_macd.add_trace(go.Scatter(x=processed_data.index[-30:], y=processed_data['MACD_signal'][-30:],
mode='lines', name='Signal', line=dict(color='red')))
fig_macd.update_layout(title="MACD", height=300)
st.plotly_chart(fig_macd, use_container_width=True)
else:
st.error("Not enough data to make a prediction.")
else:
st.error("Unable to load stock data.")
# ========================= TRADING DASHBOARD TAB =========================
with tab2:
st.header("📊 Trading Dashboard")
with st.spinner(f'Loading data for {selected_stock}...'):
df = load_stock_data(selected_stock, start_date, end_date)
if df is not None and not df.empty:
st.subheader(f"📊 Stock Data for {selected_stock}")
st.write(f"**Date Range:** {start_date.strftime('%Y-%m-%d')} to {end_date.strftime('%Y-%m-%d')}")
st.write(f"**Total Records:** {len(df)} days")
# Process data for trading
df = process_stock_data(df, short_period, long_period, rsi_period)
df = df.dropna()
# Generate trading signals
if strategy_type in ["SMA-based", "Both"]:
df = generate_signals_sma(df, rsi_col='RSI14', sma_short_col='SMA20', sma_long_col='SMA50')
if strategy_type in ["EMA-based", "Both"]:
df = generate_signals_ema(df, rsi_col='RSI14', ema_short_col='EMA20', ema_long_col='EMA50')
# Initialize variables to avoid NameError
results = None
metrics = None
signal_col = None
strategy_name = None
# Backtesting section
st.header("🔍 Backtesting Results")
if strategy_type == "Both":
tab_sma, tab_ema = st.tabs(["SMA Strategy", "EMA Strategy"])
with tab_sma:
st.subheader("📊 SMA Strategy Results")
logging.info(f"Starting backtest for {selected_stock} with {strategy_type} strategy")
sma_results, sma_metrics = backtest_signals(
df, signal_col='SMA_Signal', price_col='Close',
initial_cash=initial_cash, transaction_cost=transaction_cost if use_risk_mgmt else 0
)
logging.info(f"Backtest completed for {selected_stock} with {strategy_type} strategy")
# Set variables for common sections
results = sma_results
metrics = sma_metrics
signal_col = 'SMA_Signal'
strategy_name = 'SMA'
# Display metrics
col1, col2, col3, col4 = st.columns(4)
with col1:
st.metric("💰 Final Value", sma_metrics['Final Portfolio Value'])
st.metric("📈 Total Return", sma_metrics['Total Return'])
with col2:
st.metric("🎯 Buy & Hold Return", sma_metrics['Buy & Hold Return'])
st.metric("📊 Total Trades", sma_metrics['Total Trades'])
with col3:
st.metric("🏆 Win Rate", sma_metrics['Win Rate'])
st.metric("⚡ Sharpe Ratio", sma_metrics['Sharpe Ratio'])
with col4:
st.metric("📉 Max Drawdown", sma_metrics['Maximum Drawdown'])
st.metric("🔥 Volatility", sma_metrics['Volatility (Annual)'])
# SMA Price Chart with Signals
fig_sma_signals = go.Figure()
fig_sma_signals.add_trace(go.Scatter(x=df.index, y=df['Close'], mode='lines',
name='Close Price', line=dict(color='purple', width=2)))
fig_sma_signals.add_trace(go.Scatter(x=df.index, y=df['SMA20'], mode='lines',
name='SMA20', line=dict(color='blue', width=2)))
fig_sma_signals.add_trace(go.Scatter(x=df.index, y=df['SMA50'], mode='lines',
name='SMA50', line=dict(color='red', width=2)))
# Add buy/sell signals
buy_signals = df[df['SMA_Signal'] == 1]
sell_signals = df[df['SMA_Signal'] == -1]
if not buy_signals.empty:
fig_sma_signals.add_trace(go.Scatter(x=buy_signals.index, y=buy_signals['Close'],
mode='markers', name='Buy Signal',
marker=dict(symbol='triangle-up', size=12, color='green')))
if not sell_signals.empty:
fig_sma_signals.add_trace(go.Scatter(x=sell_signals.index, y=sell_signals['Close'],
mode='markers', name='Sell Signal',
marker=dict(symbol='triangle-down', size=12, color='red')))
fig_sma_signals.update_layout(title=f"{selected_stock} - SMA Strategy Signals", height=500)
st.plotly_chart(fig_sma_signals, use_container_width=True)
# Portfolio Performance
buy_hold_value = initial_cash * (df['Close'] / df['Close'].iloc[0])
fig_perf_sma = go.Figure()
fig_perf_sma.add_trace(go.Scatter(x=sma_results.index, y=sma_results['Total'],
mode='lines', name='SMA Strategy', line=dict(color='green', width=3)))
fig_perf_sma.add_trace(go.Scatter(x=df.index, y=buy_hold_value,
mode='lines', name='Buy & Hold', line=dict(color='blue', width=2, dash='dash')))
fig_perf_sma.update_layout(title="SMA Strategy vs Buy & Hold Performance", height=400)
st.plotly_chart(fig_perf_sma, use_container_width=True)
with tab_ema:
st.subheader("📊 EMA Strategy Results")
logging.info(f"Starting backtest for {selected_stock} with {strategy_type} strategy")
ema_results, ema_metrics = backtest_signals(
df, signal_col='EMA_Signal', price_col='Close',
initial_cash=initial_cash, transaction_cost=transaction_cost if use_risk_mgmt else 0
)
logging.info(f"Backtest completed for {selected_stock} with {strategy_type} strategy")
# Set variables for common sections
results = ema_results
metrics = ema_metrics
signal_col = 'EMA_Signal'
strategy_name = 'EMA'
# Display metrics
col1, col2, col3, col4 = st.columns(4)
with col1:
st.metric("💰 Final Value", ema_metrics['Final Portfolio Value'])
st.metric("📈 Total Return", ema_metrics['Total Return'])
with col2:
st.metric("🎯 Buy & Hold Return", ema_metrics['Buy & Hold Return'])
st.metric("📊 Total Trades", ema_metrics['Total Trades'])
with col3:
st.metric("🏆 Win Rate", ema_metrics['Win Rate'])
st.metric("⚡ Sharpe Ratio", ema_metrics['Sharpe Ratio'])
with col4:
st.metric("📉 Max Drawdown", ema_metrics['Maximum Drawdown'])
st.metric("🔥 Volatility", ema_metrics['Volatility (Annual)'])
# EMA Price Chart with Signals
fig_ema_signals = go.Figure()
fig_ema_signals.add_trace(go.Scatter(x=df.index, y=df['Close'], mode='lines',
name='Close Price', line=dict(color='purple', width=2)))
fig_ema_signals.add_trace(go.Scatter(x=df.index, y=df['EMA20'], mode='lines',
name='EMA20', line=dict(color='blue', width=2)))
fig_ema_signals.add_trace(go.Scatter(x=df.index, y=df['EMA50'], mode='lines',
name='EMA50', line=dict(color='red', width=2)))
# Add buy/sell signals
buy_signals = df[df['EMA_Signal'] == 1]
sell_signals = df[df['EMA_Signal'] == -1]
if not buy_signals.empty:
fig_ema_signals.add_trace(go.Scatter(x=buy_signals.index, y=buy_signals['Close'],
mode='markers', name='Buy Signal',
marker=dict(symbol='triangle-up', size=12, color='green')))
if not sell_signals.empty:
fig_ema_signals.add_trace(go.Scatter(x=sell_signals.index, y=sell_signals['Close'],
mode='markers', name='Sell Signal',
marker=dict(symbol='triangle-down', size=12, color='red')))
fig_ema_signals.update_layout(title=f"{selected_stock} - EMA Strategy Signals", height=500)
st.plotly_chart(fig_ema_signals, use_container_width=True)
# Portfolio Performance
buy_hold_value = initial_cash * (df['Close'] / df['Close'].iloc[0])
fig_perf_ema = go.Figure()
fig_perf_ema.add_trace(go.Scatter(x=ema_results.index, y=ema_results['Total'],
mode='lines', name='EMA Strategy', line=dict(color='green', width=3)))
fig_perf_ema.add_trace(go.Scatter(x=df.index, y=buy_hold_value,
mode='lines', name='Buy & Hold', line=dict(color='blue', width=2, dash='dash')))
fig_perf_ema.update_layout(title="EMA Strategy vs Buy & Hold Performance", height=400)
st.plotly_chart(fig_perf_ema, use_container_width=True)
else:
# Single strategy
signal_col = 'SMA_Signal' if strategy_type == "SMA-based" else 'EMA_Signal'
strategy_name = strategy_type.split('-')[0]
logging.info(f"Starting backtest for {selected_stock} with {strategy_type} strategy")
results, metrics = backtest_signals(
df, signal_col=signal_col, price_col='Close',
initial_cash=initial_cash, transaction_cost=transaction_cost if use_risk_mgmt else 0
)
logging.info(f"Backtest completed. Final return: {metrics['Total Return']}")
# Display metrics
col1, col2, col3, col4 = st.columns(4)
with col1:
st.metric("💰 Final Value", metrics['Final Portfolio Value'])
st.metric("📈 Total Return", metrics['Total Return'])
with col2:
st.metric("🎯 Buy & Hold Return", metrics['Buy & Hold Return'])
st.metric("📊 Total Trades", metrics['Total Trades'])
with col3:
st.metric("🏆 Win Rate", metrics['Win Rate'])
st.metric("⚡ Sharpe Ratio", metrics['Sharpe Ratio'])
with col4:
st.metric("📉 Max Drawdown", metrics['Maximum Drawdown'])
st.metric("🔥 Volatility", metrics['Volatility (Annual)'])
# Price Chart with Signals
fig_signals = go.Figure()
fig_signals.add_trace(go.Scatter(x=df.index, y=df['Close'], mode='lines',
name='Close Price', line=dict(color='purple', width=2)))
if strategy_name == 'SMA':
fig_signals.add_trace(go.Scatter(x=df.index, y=df['SMA20'], mode='lines',
name='SMA20', line=dict(color='blue', width=2)))
fig_signals.add_trace(go.Scatter(x=df.index, y=df['SMA50'], mode='lines',
name='SMA50', line=dict(color='red', width=2)))
else:
fig_signals.add_trace(go.Scatter(x=df.index, y=df['EMA20'], mode='lines',
name='EMA20', line=dict(color='blue', width=2)))
fig_signals.add_trace(go.Scatter(x=df.index, y=df['EMA50'], mode='lines',
name='EMA50', line=dict(color='red', width=2)))
# Add buy/sell signals
buy_signals = df[df[signal_col] == 1]
sell_signals = df[df[signal_col] == -1]
if not buy_signals.empty:
fig_signals.add_trace(go.Scatter(x=buy_signals.index, y=buy_signals['Close'],
mode='markers', name='Buy Signal',
marker=dict(symbol='triangle-up', size=12, color='green')))
if not sell_signals.empty:
fig_signals.add_trace(go.Scatter(x=sell_signals.index, y=sell_signals['Close'],
mode='markers', name='Sell Signal',
marker=dict(symbol='triangle-down', size=12, color='red')))
fig_signals.update_layout(title=f"{selected_stock} - {strategy_name} Strategy Signals", height=500)
st.plotly_chart(fig_signals, use_container_width=True)
# Portfolio Performance
buy_hold_value = initial_cash * (df['Close'] / df['Close'].iloc[0])
fig_perf = go.Figure()
fig_perf.add_trace(go.Scatter(x=results.index, y=results['Total'],
mode='lines', name=f'{strategy_name} Strategy', line=dict(color='green', width=3)))
fig_perf.add_trace(go.Scatter(x=df.index, y=buy_hold_value,
mode='lines', name='Buy & Hold', line=dict(color='blue', width=2, dash='dash')))
fig_perf.update_layout(title=f"{strategy_name} Strategy vs Buy & Hold Performance", height=400)
st.plotly_chart(fig_perf, use_container_width=True)
# Additional Technical Analysis Charts (only show if we have results)
if results is not None:
st.header("📈 Additional Technical Analysis")
col1, col2 = st.columns(2)
with col1:
# RSI Chart
fig_rsi = go.Figure()
fig_rsi.add_trace(go.Scatter(x=df.index, y=df['RSI14'], mode='lines',
name='RSI14', line=dict(color='purple', width=2)))
# Add buy/sell signals on RSI if available
if not buy_signals.empty:
fig_rsi.add_trace(go.Scatter(x=buy_signals.index, y=buy_signals['RSI14'],
mode='markers', name='Buy Signal',
marker=dict(symbol='triangle-up', size=10, color='green'),
showlegend=False))
if not sell_signals.empty:
fig_rsi.add_trace(go.Scatter(x=sell_signals.index, y=sell_signals['RSI14'],
mode='markers', name='Sell Signal',
marker=dict(symbol='triangle-down', size=10, color='red'),
showlegend=False))
fig_rsi.add_hline(y=70, line_dash="dash", line_color="red", annotation_text="Overbought (70)")
fig_rsi.add_hline(y=30, line_dash="dash", line_color="green", annotation_text="Oversold (30)")
fig_rsi.add_hline(y=50, line_dash="solid", line_color="gray", annotation_text="Midline (50)", opacity=0.5)
fig_rsi.update_layout(title="RSI with Trading Signals", yaxis=dict(range=[0, 100]), height=400)
st.plotly_chart(fig_rsi, use_container_width=True)
with col2:
# MACD Chart
fig_macd = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.05, row_heights=[0.7, 0.3])
# MACD line
fig_macd.add_trace(go.Scatter(x=df.index, y=df['MACD'], mode='lines', name='MACD',
line=dict(color='blue', width=2)), row=1, col=1)
# Signal line
fig_macd.add_trace(go.Scatter(x=df.index, y=df['MACD_signal'], mode='lines', name='Signal Line',
line=dict(color='orange', width=2)), row=1, col=1)
# Zero line
fig_macd.add_hline(y=0, line_dash="solid", line_color="pink", opacity=0.5, row=1, col=1)
# MACD histogram
colors = ['green' if val >= 0 else 'red' for val in df['MACD_hist']]
fig_macd.add_trace(go.Bar(x=df.index, y=df['MACD_hist'], name='MACD Histogram',
marker_color=colors, opacity=0.6), row=2, col=1)
fig_macd.update_layout(title="MACD Indicator", height=400, showlegend=True)
fig_macd.update_xaxes(title_text="Date", row=2, col=1)
fig_macd.update_yaxes(title_text="MACD Value", row=1, col=1)
fig_macd.update_yaxes(title_text="Histogram", row=2, col=1)
st.plotly_chart(fig_macd, use_container_width=True)
# Bollinger Bands
st.subheader("📈 Bollinger Bands")
fig_bb = go.Figure()
fig_bb.add_trace(go.Scatter(x=df.index, y=df['Close'], mode='lines', name='Close Price',
line=dict(color='purple', width=2)))
fig_bb.add_trace(go.Scatter(x=df.index, y=df['SMA20'], mode='lines', name='20-day SMA',
line=dict(color='blue', width=1.5)))
fig_bb.add_trace(go.Scatter(x=df.index, y=df['Upper_Band'], mode='lines', name='Upper Band',
line=dict(color='red', dash='dash', width=1.5)))
fig_bb.add_trace(go.Scatter(x=df.index, y=df['Lower_Band'], mode='lines', name='Lower Band',
line=dict(color='green', dash='dash', width=1.5),
fill='tonexty', fillcolor='rgba(128,128,128,0.2)'))
fig_bb.update_layout(title="Bollinger Bands", height=500)
st.plotly_chart(fig_bb, use_container_width=True)
# Drawdown Analysis
st.subheader("📉 Drawdown Analysis")
# Calculate drawdown
returns = results['Total'].pct_change().fillna(0)
cumulative = (1 + returns).cumprod()
running_max = cumulative.expanding().max()
drawdown = (cumulative - running_max) / running_max
fig_dd = go.Figure()
fig_dd.add_trace(go.Scatter(
x=df.index,
y=drawdown * 100,
mode='lines',
name='Drawdown',
fill='tozeroy',
fillcolor='rgba(255,0,0,0.3)',
line=dict(color='red', width=1),
hovertemplate='<b>Drawdown</b>: %{y:.1f}%<extra></extra>'
))
fig_dd.update_layout(
title="Portfolio Drawdown Over Time",
xaxis_title="Date",
yaxis_title="Drawdown (%)",
height=400,
template='plotly_white'
)
st.plotly_chart(fig_dd, use_container_width=True)
# Trade analysis
if metrics is not None and not metrics['Trades DataFrame'].empty:
st.subheader("📋 Trade Analysis")
trades_df = metrics['Trades DataFrame']
# Trade statistics
col1, col2, col3 = st.columns(3)
with col1:
avg_trade_duration = (pd.to_datetime(trades_df['exit_date']) -
pd.to_datetime(trades_df['entry_date'])).dt.days.mean()
st.metric("📅 Avg Trade Duration", f"{avg_trade_duration:.1f} days")
with col2:
best_trade = trades_df['return_pct'].max()
st.metric("🚀 Best Trade", f"{best_trade:.2%}")
with col3:
worst_trade = trades_df['return_pct'].min()
st.metric("💥 Worst Trade", f"{worst_trade:.2%}")
# Trade returns distribution
st.subheader("📊 Trade Returns Distribution")
returns_pct = trades_df['return_pct'] * 100
fig_hist = px.histogram(
x=returns_pct,
nbins=20,
title="Distribution of Trade Returns",
labels={'x': 'Return (%)', 'y': 'Number of Trades'},
color_discrete_sequence=['steelblue']
)
# Add vertical lines for mean and zero
fig_hist.add_vline(x=0, line_dash="dash", line_color="red",
annotation_text="Break Even")
fig_hist.add_vline(x=returns_pct.mean(), line_dash="solid", line_color="green",
annotation_text=f"Mean: {returns_pct.mean():.1f}%")
fig_hist.update_layout(
height=400,
template='plotly_white',
showlegend=False
)
st.plotly_chart(fig_hist, use_container_width=True)
# Trade timeline
st.subheader("📅 Trade Timeline")
fig_timeline = go.Figure()
for i, trade in trades_df.iterrows():
color = 'green' if trade['return_pct'] > 0 else 'red'
fig_timeline.add_trace(go.Scatter(
x=[trade['entry_date'], trade['exit_date']],
y=[trade['entry_price'], trade['exit_price']],
mode='lines+markers',
name=f"Trade {i+1}",
line=dict(color=color, width=3),
marker=dict(size=8),
hovertemplate=f'<b>Trade {i+1}</b><br>' +
f'Entry: ₹{trade["entry_price"]:.2f}<br>' +
f'Exit: ₹{trade["exit_price"]:.2f}<br>' +
f'Return: {trade["return_pct"]:.2%}<br>' +
f'Duration: {(pd.to_datetime(trade["exit_date"]) - pd.to_datetime(trade["entry_date"])).days} days<extra></extra>',
showlegend=False
))
fig_timeline.update_layout(
title="Individual Trade Performance Timeline",
xaxis_title="Date",
yaxis_title="Price (₹)",
height=500,
template='plotly_white'
)
st.plotly_chart(fig_timeline, use_container_width=True)
# Trade history table
st.subheader("📊 Detailed Trade History")
display_trades = trades_df.copy()
display_trades['Entry Date'] = pd.to_datetime(display_trades['entry_date']).dt.strftime('%Y-%m-%d')
display_trades['Exit Date'] = pd.to_datetime(display_trades['exit_date']).dt.strftime('%Y-%m-%d')
display_trades['Entry Price'] = display_trades['entry_price'].apply(lambda x: f"₹{x:.2f}")
display_trades['Exit Price'] = display_trades['exit_price'].apply(lambda x: f"₹{x:.2f}")
display_trades['P&L (₹)'] = display_trades['profit_loss'].apply(lambda x: f"₹{x:,.2f}")
display_trades['Return %'] = display_trades['return_pct'].apply(lambda x: f"{x:.2%}")
display_trades['Duration'] = (pd.to_datetime(trades_df['exit_date']) -
pd.to_datetime(trades_df['entry_date'])).dt.days
trade_display = display_trades[['Entry Date', 'Exit Date', 'Entry Price', 'Exit Price',
'P&L (₹)', 'Return %', 'Duration', 'exit_reason']].copy()
trade_display.columns = ['Entry Date', 'Exit Date', 'Entry Price', 'Exit Price',
'Profit/Loss', 'Return %', 'Days', 'Exit Reason']
st.dataframe(trade_display, use_container_width=True)
else:
st.info("📝 No trades were executed during this period with the current parameters.")
# Signal summary table
if signal_col is not None:
st.subheader("📋 Trading Signals Summary")
signal_summary = df[df[signal_col] != 0].copy()
if not signal_summary.empty:
signal_summary['Signal Type'] = signal_summary[signal_col].map({1: '🟢 BUY', -1: '🔴 SELL'})
signal_summary['Price'] = signal_summary['Close'].apply(lambda x: f"₹{x:.2f}")
signal_summary['RSI'] = signal_summary['RSI14'].apply(lambda x: f"{x:.1f}")
signal_summary[f'{strategy_name}{short_period}'] = signal_summary[f'{strategy_name}{short_period}'].apply(lambda x: f"₹{x:.2f}")
signal_summary[f'{strategy_name}{long_period}'] = signal_summary[f'{strategy_name}{long_period}'].apply(lambda x: f"₹{x:.2f}")
display_signals = signal_summary[['Signal Type', 'Price', 'RSI',
f'{strategy_name}{short_period}',
f'{strategy_name}{long_period}']].copy()
display_signals.index = display_signals.index.strftime('%Y-%m-%d')
st.dataframe(display_signals, use_container_width=True)
else:
st.info("📝 No trading signals were generated during this period with the current parameters.")
# Data Download Section
st.subheader("💾 Download Data")
col1, col2 = st.columns(2)
with col1:
csv_data = df.to_csv(index=True)
st.download_button(
label="📁 Download Full Dataset (CSV)",
data=csv_data,
file_name=f"{selected_stock}_analysis_{start_date.strftime('%Y%m%d')}.csv",
mime="text/csv"
)
with col2:
if results is not None:
results_csv = results.to_csv(index=True)
st.download_button(
label="📊 Download Backtest Results (CSV)",
data=results_csv,
file_name=f"{selected_stock}_backtest_{start_date.strftime('%Y%m%d')}.csv",
mime="text/csv"
)
else:
st.error("❌ No data found for the selected stock and date range.")
# ========================= SIDEBAR INFORMATION =========================
st.sidebar.markdown("---")
st.sidebar.header("ℹ️ About")
st.sidebar.write("""
**Price Prediction Features:**
- Logistic Regression model for next-day prediction
- 59+ technical features including volatility, momentum, and lag features
- Confidence gauge and feature importance analysis
**Trading Dashboard Features:**
- SMA and EMA-based strategies
- Comprehensive backtesting with risk management
- Detailed performance metrics and trade analysis
- Interactive visualizations with Plotly
**Disclaimer**: This is for educational purposes only. Always do your own research before making investment decisions.
""")
st.sidebar.markdown("---")
st.sidebar.write("**Model Performance:**")
st.sidebar.write("• Accuracy: 55%")
st.sidebar.write("• F1 Score: 0.4839")
st.sidebar.write("• AUC: 0.5370")
st.sidebar.write("• Average Precision: 0.5300")
# Footer
st.markdown("---")
st.markdown("**⚠️ Disclaimer**: This platform is for research and educational purposes only. Stock market investments are subject to market risks. Please consult with a financial advisor before making investment decisions.")
st.markdown("**Developed by**: Zane Vijay Falcao") |