Spaces:
Sleeping
Sleeping
Falcao Zane Vijay
commited on
Commit
·
9b62b05
1
Parent(s):
b5071fe
main app
Browse files- src/streamlit_app.py +806 -35
src/streamlit_app.py
CHANGED
@@ -1,37 +1,808 @@
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import streamlit as st
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import streamlit as st
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import pandas as pd
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import numpy as np
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import plotly.graph_objects as go
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import plotly.express as px
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from plotly.subplots import make_subplots
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import yfinance as yf
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import pickle
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from datetime import datetime, timedelta
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import warnings
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from curl_cffi import requests
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session = requests.Session(impersonate="chrome")
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from indicators.rsi import rsi
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from indicators.sma import sma
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from indicators.ema import ema
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from indicators.macd import macd
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from strategy.rule_based_strategy import generate_signals_sma, generate_signals_ema
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from utils.backtester import backtest_signals
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from indicators.enhanced_features import (
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create_volatility_features, create_enhanced_lag_features,
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create_volume_features, create_momentum_features, create_position_features
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)
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# Suppress warnings
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warnings.filterwarnings('ignore')
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# Page config
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st.set_page_config(
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page_title="Complete Stock Trading & Prediction Platform",
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page_icon="📈",
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layout="wide"
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)
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# Stock symbols
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STOCK_SYMBOLS = [
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'ADANIENT.NS', 'ADANIPORTS.NS', 'APOLLOHOSP.NS', 'ASIANPAINT.NS',
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'AXISBANK.NS', 'BAJAJ-AUTO.NS', 'BAJFINANCE.NS', 'BAJAJFINSV.NS',
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'BEL.NS', 'BHARTIARTL.NS', 'CIPLA.NS', 'COALINDIA.NS', 'DRREDDY.NS',
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'EICHERMOT.NS', 'GRASIM.NS', 'HCLTECH.NS', 'HDFCBANK.NS', 'HDFCLIFE.NS',
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'HEROMOTOCO.NS', 'HINDALCO.NS', 'HINDUNILVR.NS', 'ICICIBANK.NS',
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'INDUSINDBK.NS', 'INFY.NS', 'ITC.NS', 'JIOFIN.NS', 'JSWSTEEL.NS',
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'KOTAKBANK.NS', 'LT.NS', 'M&M.NS', 'MARUTI.NS', 'NESTLEIND.NS',
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'NTPC.NS', 'ONGC.NS', 'POWERGRID.NS', 'RELIANCE.NS', 'SBILIFE.NS',
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'SHRIRAMFIN.NS', 'SBIN.NS', 'SUNPHARMA.NS', 'TATACONSUM.NS', 'TCS.NS',
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'TATAMOTORS.NS', 'TATASTEEL.NS', 'TECHM.NS', 'TITAN.NS', 'TRENT.NS',
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'ULTRACEMCO.NS', 'WIPRO.NS', 'ETERNAL.NS'
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]
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# Feature list for ML model
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FEATURES = [
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'Close', 'Volume', 'SMA20', 'SMA50', 'EMA20', 'EMA50',
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'RSI14', 'MACD', 'MACD_signal', 'MACD_hist',
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'SMA_crossover', 'RSI_oversold',
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'return_1d', 'volatility_5d', 'volatility_10d', 'volatility_20d',
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'volatility_30d', 'vol_ratio_5_20', 'vol_ratio_10_20', 'vol_rank_20',
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'vol_rank_50', 'return_lag_1', 'return_lag_2', 'return_lag_3',
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'return_lag_5', 'return_lag_10', 'rsi_lag_1', 'macd_lag_1', 'rsi_lag_2',
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'macd_lag_2', 'rsi_lag_3', 'macd_lag_3', 'volume_sma_10',
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'volume_sma_20', 'volume_sma_50', 'volume_ratio_10', 'volume_ratio_20',
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'volume_ratio_50', 'price_volume', 'pv_sma_5', 'volume_momentum_5',
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'momentum_3d', 'momentum_5d', 'momentum_10d', 'momentum_20d', 'roc_5d',
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'roc_10d', 'high_10d', 'low_10d', 'price_position_10', 'high_20d',
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'low_20d', 'price_position_20', 'high_50d', 'low_50d',
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'price_position_50', 'bb_upper', 'bb_lower', 'bb_position', 'target'
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]
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# ========================= SHARED FUNCTIONS =========================
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@st.cache_data
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def load_stock_data(symbol, start_date, end_date):
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"""Load stock data from Yahoo Finance"""
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try:
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data = yf.download(symbol, start=start_date, end=end_date, session=session)
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# Flatten the MultiIndex columns
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if data.columns.nlevels > 1:
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data.columns = [col[0] for col in data.columns]
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return data
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except Exception as e:
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st.error(f"Error loading data: {e}")
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return None
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def process_stock_data(df, short_period, long_period, rsi_period):
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"""Process stock data to create all features"""
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df = df.copy()
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# Basic technical indicators
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df['SMA20'] = sma(df, short_period)
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df['SMA50'] = sma(df, long_period)
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df['EMA20'] = ema(df, short_period)
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df['EMA50'] = ema(df, long_period)
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df['RSI14'] = rsi(df, rsi_period)
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df['RSI20'] = rsi(df, rsi_period + 6)
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df['MACD'], df['MACD_signal'], df['MACD_hist'] = macd(df)
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# Bollinger Bands
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df['Upper_Band'] = df['SMA20'] + 2 * df['Close'].rolling(window=20).std()
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df['Lower_Band'] = df['SMA20'] - 2 * df['Close'].rolling(window=20).std()
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# Create feature sets
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df = create_volatility_features(df)
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df = create_enhanced_lag_features(df)
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df = create_volume_features(df)
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df = create_momentum_features(df)
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df = create_position_features(df)
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# Additional features
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df['SMA_crossover'] = (df['SMA20'] > df['SMA50']).astype(int)
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df['RSI_oversold'] = (df['RSI14'] < 30).astype(int)
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# Target: next-day up/down
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df['next_close'] = df['Close'].shift(-1)
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df['target'] = (df['next_close'] > df['Close']).astype(int)
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return df
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# ========================= MAIN APPLICATION =========================
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# Main navigation
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st.title("📈 Stock Trading & Prediction Platform")
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# Navigation tabs
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tab1, tab2 = st.tabs(["🔮 Price Prediction", "📊 Trading Dashboard"])
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|
127 |
+
# ========================= SIDEBAR CONFIGURATION =========================
|
128 |
+
|
129 |
+
st.sidebar.header("📊 Configuration")
|
130 |
+
|
131 |
+
# Common inputs
|
132 |
+
selected_stock = st.sidebar.selectbox("Select Stock Symbol", STOCK_SYMBOLS, index=35)
|
133 |
+
start_date = st.sidebar.date_input("Start Date", value=datetime(2020, 1, 1))
|
134 |
+
end_date = st.sidebar.date_input("End Date", value=datetime.now())
|
135 |
+
|
136 |
+
st.sidebar.subheader("📈 Technical Indicators")
|
137 |
+
rsi_period = st.sidebar.slider("RSI Period", min_value=5, max_value=30, value=14, step=1)
|
138 |
+
short_period = st.sidebar.slider("Short-term Period", min_value=5, max_value=50, value=20, step=1)
|
139 |
+
long_period = st.sidebar.slider("Long-term Period", min_value=50, max_value=200, value=50, step=1)
|
140 |
+
|
141 |
+
# Strategy selection (for trading dashboard)
|
142 |
+
strategy_type = st.sidebar.selectbox("Strategy Type", ["SMA-based", "EMA-based", "Both"])
|
143 |
+
|
144 |
+
st.sidebar.subheader("💰 Backtesting Parameters")
|
145 |
+
initial_cash = st.sidebar.number_input("Initial Capital (₹)", min_value=10000, value=100000, step=10000)
|
146 |
+
transaction_cost = st.sidebar.slider("Transaction Cost (%)", 0.0, 1.0, 0.1, step=0.05) / 100
|
147 |
+
stop_loss = st.sidebar.slider("Stop Loss (%)", 0.0, 20.0, 5.0, step=1.0) / 100
|
148 |
+
take_profit = st.sidebar.slider("Take Profit (%)", 0.0, 50.0, 15.0, step=5.0) / 100
|
149 |
+
use_risk_mgmt = st.sidebar.checkbox("Enable Risk Management", value=True)
|
150 |
+
|
151 |
+
# ========================= PRICE PREDICTION TAB =========================
|
152 |
+
|
153 |
+
with tab1:
|
154 |
+
st.header(f"🔮 Price Prediction for {selected_stock}")
|
155 |
+
|
156 |
+
with st.spinner("Loading stock data..."):
|
157 |
+
stock_data = load_stock_data(selected_stock, start_date, end_date)
|
158 |
+
|
159 |
+
if stock_data is not None and not stock_data.empty:
|
160 |
+
# Display sample data
|
161 |
+
st.subheader("📊 Latest Stock Data")
|
162 |
+
st.dataframe(stock_data.tail(10), use_container_width=True)
|
163 |
+
|
164 |
+
# Process the data
|
165 |
+
processed_data = process_stock_data(stock_data, short_period, long_period, rsi_period)
|
166 |
+
processed_data = processed_data.dropna()
|
167 |
+
|
168 |
+
if len(processed_data) > 0:
|
169 |
+
# Get the latest row for prediction
|
170 |
+
latest_data = processed_data.iloc[-1]
|
171 |
+
|
172 |
+
# Display current stock info
|
173 |
+
col1, col2, col3, col4 = st.columns(4)
|
174 |
+
with col1:
|
175 |
+
st.metric("Current Price", f"₹{latest_data['Close']:.2f}")
|
176 |
+
with col2:
|
177 |
+
daily_change = ((latest_data['Close'] - processed_data.iloc[-2]['Close']) / processed_data.iloc[-2]['Close']) * 100
|
178 |
+
st.metric("Daily Change", f"{daily_change:.2f}%")
|
179 |
+
with col3:
|
180 |
+
st.metric("Volume", f"{latest_data['Volume']:,.0f}")
|
181 |
+
with col4:
|
182 |
+
st.metric("RSI14", f"{latest_data['RSI14']:.2f}")
|
183 |
+
|
184 |
+
|
185 |
+
model = pickle.load(open('models/logistic_regression_model.pkl', 'rb'))
|
186 |
+
scaler = pickle.load(open('models/scaler.pkl', 'rb'))
|
187 |
+
|
188 |
+
# Create feature vector
|
189 |
+
feature_vector = latest_data[FEATURES].values.reshape(1, -1)
|
190 |
+
feature_vector_scaled = scaler.transform(feature_vector)
|
191 |
+
|
192 |
+
# Make prediction
|
193 |
+
prediction = model.predict(feature_vector_scaled)[0]
|
194 |
+
probability = model.predict_proba(feature_vector_scaled)[0].max()
|
195 |
+
|
196 |
+
|
197 |
+
# Display prediction
|
198 |
+
st.header("🔮 Prediction Results")
|
199 |
+
col1, col2 = st.columns(2)
|
200 |
+
|
201 |
+
with col1:
|
202 |
+
if prediction == 1:
|
203 |
+
st.success("📈 **PREDICTION: UP**")
|
204 |
+
st.write(f"The model predicts the stock will go **UP** tomorrow with {probability:.1%} confidence.")
|
205 |
+
else:
|
206 |
+
st.error("📉 **PREDICTION: DOWN**")
|
207 |
+
st.write(f"The model predicts the stock will go **DOWN** tomorrow with {probability:.1%} confidence.")
|
208 |
+
|
209 |
+
with col2:
|
210 |
+
# Confidence gauge
|
211 |
+
fig_gauge = go.Figure(go.Indicator(
|
212 |
+
mode = "gauge+number",
|
213 |
+
value = probability * 100,
|
214 |
+
domain = {'x': [0, 1], 'y': [0, 1]},
|
215 |
+
title = {'text': "Confidence %"},
|
216 |
+
gauge = {
|
217 |
+
'axis': {'range': [None, 100]},
|
218 |
+
'bar': {'color': "darkgreen" if prediction == 1 else "darkred"},
|
219 |
+
'steps': [
|
220 |
+
{'range': [0, 50], 'color': "lightgray"},
|
221 |
+
{'range': [50, 80], 'color': "yellow"},
|
222 |
+
{'range': [80, 100], 'color': "lightgreen"}
|
223 |
+
],
|
224 |
+
'threshold': {
|
225 |
+
'line': {'color': "red", 'width': 4},
|
226 |
+
'thickness': 0.75,
|
227 |
+
'value': 90
|
228 |
+
}
|
229 |
+
}
|
230 |
+
))
|
231 |
+
fig_gauge.update_layout(height=300)
|
232 |
+
st.plotly_chart(fig_gauge, use_container_width=True)
|
233 |
+
|
234 |
+
# Technical Analysis Charts
|
235 |
+
st.header("📈 Technical Analysis")
|
236 |
+
|
237 |
+
# Price charts
|
238 |
+
col1, col2 = st.columns(2)
|
239 |
+
|
240 |
+
with col1:
|
241 |
+
# SMA Chart
|
242 |
+
fig_sma = go.Figure()
|
243 |
+
fig_sma.add_trace(go.Scatter(x=processed_data.index[-60:], y=processed_data['Close'][-60:],
|
244 |
+
mode='lines', name='Close Price', line=dict(color='blue', width=2)))
|
245 |
+
fig_sma.add_trace(go.Scatter(x=processed_data.index[-60:], y=processed_data['SMA20'][-60:],
|
246 |
+
mode='lines', name='SMA20', line=dict(color='orange', width=1)))
|
247 |
+
fig_sma.add_trace(go.Scatter(x=processed_data.index[-60:], y=processed_data['SMA50'][-60:],
|
248 |
+
mode='lines', name='SMA50', line=dict(color='red', width=1)))
|
249 |
+
fig_sma.update_layout(title=f"{selected_stock} - Simple Moving Averages", height=400)
|
250 |
+
st.plotly_chart(fig_sma, use_container_width=True)
|
251 |
+
|
252 |
+
with col2:
|
253 |
+
# EMA Chart
|
254 |
+
fig_ema = go.Figure()
|
255 |
+
fig_ema.add_trace(go.Scatter(x=processed_data.index[-60:], y=processed_data['Close'][-60:],
|
256 |
+
mode='lines', name='Close Price', line=dict(color='blue', width=2)))
|
257 |
+
fig_ema.add_trace(go.Scatter(x=processed_data.index[-60:], y=processed_data['EMA20'][-60:],
|
258 |
+
mode='lines', name='EMA20', line=dict(color='orange', width=1)))
|
259 |
+
fig_ema.add_trace(go.Scatter(x=processed_data.index[-60:], y=processed_data['EMA50'][-60:],
|
260 |
+
mode='lines', name='EMA50', line=dict(color='red', width=1)))
|
261 |
+
fig_ema.update_layout(title=f"{selected_stock} - Exponential Moving Averages", height=400)
|
262 |
+
st.plotly_chart(fig_ema, use_container_width=True)
|
263 |
+
|
264 |
+
# RSI and MACD
|
265 |
+
col1, col2 = st.columns(2)
|
266 |
+
|
267 |
+
with col1:
|
268 |
+
fig_rsi = go.Figure()
|
269 |
+
fig_rsi.add_trace(go.Scatter(x=processed_data.index[-30:], y=processed_data['RSI14'][-30:],
|
270 |
+
mode='lines', name='RSI14', line=dict(color='purple')))
|
271 |
+
fig_rsi.add_hline(y=70, line_dash="dash", line_color="red", annotation_text="Overbought")
|
272 |
+
fig_rsi.add_hline(y=30, line_dash="dash", line_color="green", annotation_text="Oversold")
|
273 |
+
fig_rsi.update_layout(title=f"RSI ({rsi_period}-day)", height=300)
|
274 |
+
st.plotly_chart(fig_rsi, use_container_width=True)
|
275 |
+
|
276 |
+
with col2:
|
277 |
+
fig_macd = go.Figure()
|
278 |
+
fig_macd.add_trace(go.Scatter(x=processed_data.index[-30:], y=processed_data['MACD'][-30:],
|
279 |
+
mode='lines', name='MACD', line=dict(color='blue')))
|
280 |
+
fig_macd.add_trace(go.Scatter(x=processed_data.index[-30:], y=processed_data['MACD_signal'][-30:],
|
281 |
+
mode='lines', name='Signal', line=dict(color='red')))
|
282 |
+
fig_macd.update_layout(title="MACD", height=300)
|
283 |
+
st.plotly_chart(fig_macd, use_container_width=True)
|
284 |
+
|
285 |
+
else:
|
286 |
+
st.error("Not enough data to make a prediction.")
|
287 |
+
else:
|
288 |
+
st.error("Unable to load stock data.")
|
289 |
+
|
290 |
+
# ========================= TRADING DASHBOARD TAB =========================
|
291 |
+
|
292 |
+
with tab2:
|
293 |
+
st.header("📊 Trading Dashboard")
|
294 |
+
|
295 |
+
with st.spinner(f'Loading data for {selected_stock}...'):
|
296 |
+
df = load_stock_data(selected_stock, start_date, end_date)
|
297 |
+
|
298 |
+
if df is not None and not df.empty:
|
299 |
+
st.subheader(f"📊 Stock Data for {selected_stock}")
|
300 |
+
st.write(f"**Date Range:** {start_date.strftime('%Y-%m-%d')} to {end_date.strftime('%Y-%m-%d')}")
|
301 |
+
st.write(f"**Total Records:** {len(df)} days")
|
302 |
+
|
303 |
+
# Process data for trading
|
304 |
+
df = process_stock_data(df, short_period, long_period, rsi_period)
|
305 |
+
df = df.dropna()
|
306 |
+
|
307 |
+
# Generate trading signals
|
308 |
+
if strategy_type in ["SMA-based", "Both"]:
|
309 |
+
df = generate_signals_sma(df, rsi_col='RSI14', sma_short_col='SMA20', sma_long_col='SMA50')
|
310 |
+
|
311 |
+
if strategy_type in ["EMA-based", "Both"]:
|
312 |
+
df = generate_signals_ema(df, rsi_col='RSI14', ema_short_col='EMA20', ema_long_col='EMA50')
|
313 |
+
|
314 |
+
# Initialize variables to avoid NameError
|
315 |
+
results = None
|
316 |
+
metrics = None
|
317 |
+
signal_col = None
|
318 |
+
strategy_name = None
|
319 |
+
|
320 |
+
# Backtesting section
|
321 |
+
st.header("🔍 Backtesting Results")
|
322 |
+
|
323 |
+
if strategy_type == "Both":
|
324 |
+
tab_sma, tab_ema = st.tabs(["SMA Strategy", "EMA Strategy"])
|
325 |
+
|
326 |
+
with tab_sma:
|
327 |
+
st.subheader("📊 SMA Strategy Results")
|
328 |
+
sma_results, sma_metrics = backtest_signals(
|
329 |
+
df, signal_col='SMA_Signal', price_col='Close',
|
330 |
+
initial_cash=initial_cash, transaction_cost=transaction_cost if use_risk_mgmt else 0
|
331 |
+
)
|
332 |
+
|
333 |
+
# Set variables for common sections
|
334 |
+
results = sma_results
|
335 |
+
metrics = sma_metrics
|
336 |
+
signal_col = 'SMA_Signal'
|
337 |
+
strategy_name = 'SMA'
|
338 |
+
|
339 |
+
# Display metrics
|
340 |
+
col1, col2, col3, col4 = st.columns(4)
|
341 |
+
with col1:
|
342 |
+
st.metric("💰 Final Value", sma_metrics['Final Portfolio Value'])
|
343 |
+
st.metric("📈 Total Return", sma_metrics['Total Return'])
|
344 |
+
with col2:
|
345 |
+
st.metric("🎯 Buy & Hold Return", sma_metrics['Buy & Hold Return'])
|
346 |
+
st.metric("📊 Total Trades", sma_metrics['Total Trades'])
|
347 |
+
with col3:
|
348 |
+
st.metric("🏆 Win Rate", sma_metrics['Win Rate'])
|
349 |
+
st.metric("⚡ Sharpe Ratio", sma_metrics['Sharpe Ratio'])
|
350 |
+
with col4:
|
351 |
+
st.metric("📉 Max Drawdown", sma_metrics['Maximum Drawdown'])
|
352 |
+
st.metric("🔥 Volatility", sma_metrics['Volatility (Annual)'])
|
353 |
+
|
354 |
+
# SMA Price Chart with Signals
|
355 |
+
fig_sma_signals = go.Figure()
|
356 |
+
fig_sma_signals.add_trace(go.Scatter(x=df.index, y=df['Close'], mode='lines',
|
357 |
+
name='Close Price', line=dict(color='purple', width=2)))
|
358 |
+
fig_sma_signals.add_trace(go.Scatter(x=df.index, y=df['SMA20'], mode='lines',
|
359 |
+
name='SMA20', line=dict(color='blue', width=2)))
|
360 |
+
fig_sma_signals.add_trace(go.Scatter(x=df.index, y=df['SMA50'], mode='lines',
|
361 |
+
name='SMA50', line=dict(color='red', width=2)))
|
362 |
+
|
363 |
+
# Add buy/sell signals
|
364 |
+
buy_signals = df[df['SMA_Signal'] == 1]
|
365 |
+
sell_signals = df[df['SMA_Signal'] == -1]
|
366 |
+
|
367 |
+
if not buy_signals.empty:
|
368 |
+
fig_sma_signals.add_trace(go.Scatter(x=buy_signals.index, y=buy_signals['Close'],
|
369 |
+
mode='markers', name='Buy Signal',
|
370 |
+
marker=dict(symbol='triangle-up', size=12, color='green')))
|
371 |
+
|
372 |
+
if not sell_signals.empty:
|
373 |
+
fig_sma_signals.add_trace(go.Scatter(x=sell_signals.index, y=sell_signals['Close'],
|
374 |
+
mode='markers', name='Sell Signal',
|
375 |
+
marker=dict(symbol='triangle-down', size=12, color='red')))
|
376 |
+
|
377 |
+
fig_sma_signals.update_layout(title=f"{selected_stock} - SMA Strategy Signals", height=500)
|
378 |
+
st.plotly_chart(fig_sma_signals, use_container_width=True)
|
379 |
+
|
380 |
+
# Portfolio Performance
|
381 |
+
buy_hold_value = initial_cash * (df['Close'] / df['Close'].iloc[0])
|
382 |
+
fig_perf_sma = go.Figure()
|
383 |
+
fig_perf_sma.add_trace(go.Scatter(x=sma_results.index, y=sma_results['Total'],
|
384 |
+
mode='lines', name='SMA Strategy', line=dict(color='green', width=3)))
|
385 |
+
fig_perf_sma.add_trace(go.Scatter(x=df.index, y=buy_hold_value,
|
386 |
+
mode='lines', name='Buy & Hold', line=dict(color='blue', width=2, dash='dash')))
|
387 |
+
fig_perf_sma.update_layout(title="SMA Strategy vs Buy & Hold Performance", height=400)
|
388 |
+
st.plotly_chart(fig_perf_sma, use_container_width=True)
|
389 |
+
|
390 |
+
with tab_ema:
|
391 |
+
st.subheader("📊 EMA Strategy Results")
|
392 |
+
ema_results, ema_metrics = backtest_signals(
|
393 |
+
df, signal_col='EMA_Signal', price_col='Close',
|
394 |
+
initial_cash=initial_cash, transaction_cost=transaction_cost if use_risk_mgmt else 0
|
395 |
+
)
|
396 |
+
|
397 |
+
# Set variables for common sections
|
398 |
+
results = ema_results
|
399 |
+
metrics = ema_metrics
|
400 |
+
signal_col = 'EMA_Signal'
|
401 |
+
strategy_name = 'EMA'
|
402 |
+
|
403 |
+
# Display metrics
|
404 |
+
col1, col2, col3, col4 = st.columns(4)
|
405 |
+
with col1:
|
406 |
+
st.metric("💰 Final Value", ema_metrics['Final Portfolio Value'])
|
407 |
+
st.metric("📈 Total Return", ema_metrics['Total Return'])
|
408 |
+
with col2:
|
409 |
+
st.metric("🎯 Buy & Hold Return", ema_metrics['Buy & Hold Return'])
|
410 |
+
st.metric("📊 Total Trades", ema_metrics['Total Trades'])
|
411 |
+
with col3:
|
412 |
+
st.metric("🏆 Win Rate", ema_metrics['Win Rate'])
|
413 |
+
st.metric("⚡ Sharpe Ratio", ema_metrics['Sharpe Ratio'])
|
414 |
+
with col4:
|
415 |
+
st.metric("📉 Max Drawdown", ema_metrics['Maximum Drawdown'])
|
416 |
+
st.metric("🔥 Volatility", ema_metrics['Volatility (Annual)'])
|
417 |
+
|
418 |
+
# EMA Price Chart with Signals
|
419 |
+
fig_ema_signals = go.Figure()
|
420 |
+
fig_ema_signals.add_trace(go.Scatter(x=df.index, y=df['Close'], mode='lines',
|
421 |
+
name='Close Price', line=dict(color='purple', width=2)))
|
422 |
+
fig_ema_signals.add_trace(go.Scatter(x=df.index, y=df['EMA20'], mode='lines',
|
423 |
+
name='EMA20', line=dict(color='blue', width=2)))
|
424 |
+
fig_ema_signals.add_trace(go.Scatter(x=df.index, y=df['EMA50'], mode='lines',
|
425 |
+
name='EMA50', line=dict(color='red', width=2)))
|
426 |
+
|
427 |
+
# Add buy/sell signals
|
428 |
+
buy_signals = df[df['EMA_Signal'] == 1]
|
429 |
+
sell_signals = df[df['EMA_Signal'] == -1]
|
430 |
+
|
431 |
+
if not buy_signals.empty:
|
432 |
+
fig_ema_signals.add_trace(go.Scatter(x=buy_signals.index, y=buy_signals['Close'],
|
433 |
+
mode='markers', name='Buy Signal',
|
434 |
+
marker=dict(symbol='triangle-up', size=12, color='green')))
|
435 |
+
|
436 |
+
if not sell_signals.empty:
|
437 |
+
fig_ema_signals.add_trace(go.Scatter(x=sell_signals.index, y=sell_signals['Close'],
|
438 |
+
mode='markers', name='Sell Signal',
|
439 |
+
marker=dict(symbol='triangle-down', size=12, color='red')))
|
440 |
+
|
441 |
+
fig_ema_signals.update_layout(title=f"{selected_stock} - EMA Strategy Signals", height=500)
|
442 |
+
st.plotly_chart(fig_ema_signals, use_container_width=True)
|
443 |
+
|
444 |
+
# Portfolio Performance
|
445 |
+
buy_hold_value = initial_cash * (df['Close'] / df['Close'].iloc[0])
|
446 |
+
fig_perf_ema = go.Figure()
|
447 |
+
fig_perf_ema.add_trace(go.Scatter(x=ema_results.index, y=ema_results['Total'],
|
448 |
+
mode='lines', name='EMA Strategy', line=dict(color='green', width=3)))
|
449 |
+
fig_perf_ema.add_trace(go.Scatter(x=df.index, y=buy_hold_value,
|
450 |
+
mode='lines', name='Buy & Hold', line=dict(color='blue', width=2, dash='dash')))
|
451 |
+
fig_perf_ema.update_layout(title="EMA Strategy vs Buy & Hold Performance", height=400)
|
452 |
+
st.plotly_chart(fig_perf_ema, use_container_width=True)
|
453 |
+
|
454 |
+
else:
|
455 |
+
# Single strategy
|
456 |
+
signal_col = 'SMA_Signal' if strategy_type == "SMA-based" else 'EMA_Signal'
|
457 |
+
strategy_name = strategy_type.split('-')[0]
|
458 |
+
|
459 |
+
results, metrics = backtest_signals(
|
460 |
+
df, signal_col=signal_col, price_col='Close',
|
461 |
+
initial_cash=initial_cash, transaction_cost=transaction_cost if use_risk_mgmt else 0
|
462 |
+
)
|
463 |
+
|
464 |
+
# Display metrics
|
465 |
+
col1, col2, col3, col4 = st.columns(4)
|
466 |
+
with col1:
|
467 |
+
st.metric("💰 Final Value", metrics['Final Portfolio Value'])
|
468 |
+
st.metric("📈 Total Return", metrics['Total Return'])
|
469 |
+
with col2:
|
470 |
+
st.metric("🎯 Buy & Hold Return", metrics['Buy & Hold Return'])
|
471 |
+
st.metric("📊 Total Trades", metrics['Total Trades'])
|
472 |
+
with col3:
|
473 |
+
st.metric("🏆 Win Rate", metrics['Win Rate'])
|
474 |
+
st.metric("⚡ Sharpe Ratio", metrics['Sharpe Ratio'])
|
475 |
+
with col4:
|
476 |
+
st.metric("📉 Max Drawdown", metrics['Maximum Drawdown'])
|
477 |
+
st.metric("🔥 Volatility", metrics['Volatility (Annual)'])
|
478 |
+
|
479 |
+
# Price Chart with Signals
|
480 |
+
fig_signals = go.Figure()
|
481 |
+
fig_signals.add_trace(go.Scatter(x=df.index, y=df['Close'], mode='lines',
|
482 |
+
name='Close Price', line=dict(color='purple', width=2)))
|
483 |
+
|
484 |
+
if strategy_name == 'SMA':
|
485 |
+
fig_signals.add_trace(go.Scatter(x=df.index, y=df['SMA20'], mode='lines',
|
486 |
+
name='SMA20', line=dict(color='blue', width=2)))
|
487 |
+
fig_signals.add_trace(go.Scatter(x=df.index, y=df['SMA50'], mode='lines',
|
488 |
+
name='SMA50', line=dict(color='red', width=2)))
|
489 |
+
else:
|
490 |
+
fig_signals.add_trace(go.Scatter(x=df.index, y=df['EMA20'], mode='lines',
|
491 |
+
name='EMA20', line=dict(color='blue', width=2)))
|
492 |
+
fig_signals.add_trace(go.Scatter(x=df.index, y=df['EMA50'], mode='lines',
|
493 |
+
name='EMA50', line=dict(color='red', width=2)))
|
494 |
+
|
495 |
+
# Add buy/sell signals
|
496 |
+
buy_signals = df[df[signal_col] == 1]
|
497 |
+
sell_signals = df[df[signal_col] == -1]
|
498 |
+
|
499 |
+
if not buy_signals.empty:
|
500 |
+
fig_signals.add_trace(go.Scatter(x=buy_signals.index, y=buy_signals['Close'],
|
501 |
+
mode='markers', name='Buy Signal',
|
502 |
+
marker=dict(symbol='triangle-up', size=12, color='green')))
|
503 |
+
|
504 |
+
if not sell_signals.empty:
|
505 |
+
fig_signals.add_trace(go.Scatter(x=sell_signals.index, y=sell_signals['Close'],
|
506 |
+
mode='markers', name='Sell Signal',
|
507 |
+
marker=dict(symbol='triangle-down', size=12, color='red')))
|
508 |
+
|
509 |
+
fig_signals.update_layout(title=f"{selected_stock} - {strategy_name} Strategy Signals", height=500)
|
510 |
+
st.plotly_chart(fig_signals, use_container_width=True)
|
511 |
+
|
512 |
+
# Portfolio Performance
|
513 |
+
buy_hold_value = initial_cash * (df['Close'] / df['Close'].iloc[0])
|
514 |
+
fig_perf = go.Figure()
|
515 |
+
fig_perf.add_trace(go.Scatter(x=results.index, y=results['Total'],
|
516 |
+
mode='lines', name=f'{strategy_name} Strategy', line=dict(color='green', width=3)))
|
517 |
+
fig_perf.add_trace(go.Scatter(x=df.index, y=buy_hold_value,
|
518 |
+
mode='lines', name='Buy & Hold', line=dict(color='blue', width=2, dash='dash')))
|
519 |
+
fig_perf.update_layout(title=f"{strategy_name} Strategy vs Buy & Hold Performance", height=400)
|
520 |
+
st.plotly_chart(fig_perf, use_container_width=True)
|
521 |
+
|
522 |
+
# Additional Technical Analysis Charts (only show if we have results)
|
523 |
+
if results is not None:
|
524 |
+
st.header("📈 Additional Technical Analysis")
|
525 |
+
|
526 |
+
col1, col2 = st.columns(2)
|
527 |
+
|
528 |
+
with col1:
|
529 |
+
# RSI Chart
|
530 |
+
fig_rsi = go.Figure()
|
531 |
+
fig_rsi.add_trace(go.Scatter(x=df.index, y=df['RSI14'], mode='lines',
|
532 |
+
name='RSI14', line=dict(color='purple', width=2)))
|
533 |
+
|
534 |
+
# Add buy/sell signals on RSI if available
|
535 |
+
if not buy_signals.empty:
|
536 |
+
fig_rsi.add_trace(go.Scatter(x=buy_signals.index, y=buy_signals['RSI14'],
|
537 |
+
mode='markers', name='Buy Signal',
|
538 |
+
marker=dict(symbol='triangle-up', size=10, color='green'),
|
539 |
+
showlegend=False))
|
540 |
+
|
541 |
+
if not sell_signals.empty:
|
542 |
+
fig_rsi.add_trace(go.Scatter(x=sell_signals.index, y=sell_signals['RSI14'],
|
543 |
+
mode='markers', name='Sell Signal',
|
544 |
+
marker=dict(symbol='triangle-down', size=10, color='red'),
|
545 |
+
showlegend=False))
|
546 |
+
|
547 |
+
fig_rsi.add_hline(y=70, line_dash="dash", line_color="red", annotation_text="Overbought (70)")
|
548 |
+
fig_rsi.add_hline(y=30, line_dash="dash", line_color="green", annotation_text="Oversold (30)")
|
549 |
+
fig_rsi.add_hline(y=50, line_dash="solid", line_color="gray", annotation_text="Midline (50)", opacity=0.5)
|
550 |
+
|
551 |
+
fig_rsi.update_layout(title="RSI with Trading Signals", yaxis=dict(range=[0, 100]), height=400)
|
552 |
+
st.plotly_chart(fig_rsi, use_container_width=True)
|
553 |
+
|
554 |
+
with col2:
|
555 |
+
# MACD Chart
|
556 |
+
fig_macd = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.05, row_heights=[0.7, 0.3])
|
557 |
+
|
558 |
+
# MACD line
|
559 |
+
fig_macd.add_trace(go.Scatter(x=df.index, y=df['MACD'], mode='lines', name='MACD',
|
560 |
+
line=dict(color='blue', width=2)), row=1, col=1)
|
561 |
+
|
562 |
+
# Signal line
|
563 |
+
fig_macd.add_trace(go.Scatter(x=df.index, y=df['MACD_signal'], mode='lines', name='Signal Line',
|
564 |
+
line=dict(color='orange', width=2)), row=1, col=1)
|
565 |
+
|
566 |
+
# Zero line
|
567 |
+
fig_macd.add_hline(y=0, line_dash="solid", line_color="pink", opacity=0.5, row=1, col=1)
|
568 |
+
|
569 |
+
# MACD histogram
|
570 |
+
colors = ['green' if val >= 0 else 'red' for val in df['MACD_hist']]
|
571 |
+
fig_macd.add_trace(go.Bar(x=df.index, y=df['MACD_hist'], name='MACD Histogram',
|
572 |
+
marker_color=colors, opacity=0.6), row=2, col=1)
|
573 |
+
|
574 |
+
fig_macd.update_layout(title="MACD Indicator", height=400, showlegend=True)
|
575 |
+
fig_macd.update_xaxes(title_text="Date", row=2, col=1)
|
576 |
+
fig_macd.update_yaxes(title_text="MACD Value", row=1, col=1)
|
577 |
+
fig_macd.update_yaxes(title_text="Histogram", row=2, col=1)
|
578 |
+
|
579 |
+
st.plotly_chart(fig_macd, use_container_width=True)
|
580 |
+
|
581 |
+
# Bollinger Bands
|
582 |
+
st.subheader("📈 Bollinger Bands")
|
583 |
+
fig_bb = go.Figure()
|
584 |
+
|
585 |
+
fig_bb.add_trace(go.Scatter(x=df.index, y=df['Close'], mode='lines', name='Close Price',
|
586 |
+
line=dict(color='purple', width=2)))
|
587 |
+
fig_bb.add_trace(go.Scatter(x=df.index, y=df['SMA20'], mode='lines', name='20-day SMA',
|
588 |
+
line=dict(color='blue', width=1.5)))
|
589 |
+
fig_bb.add_trace(go.Scatter(x=df.index, y=df['Upper_Band'], mode='lines', name='Upper Band',
|
590 |
+
line=dict(color='red', dash='dash', width=1.5)))
|
591 |
+
fig_bb.add_trace(go.Scatter(x=df.index, y=df['Lower_Band'], mode='lines', name='Lower Band',
|
592 |
+
line=dict(color='green', dash='dash', width=1.5),
|
593 |
+
fill='tonexty', fillcolor='rgba(128,128,128,0.2)'))
|
594 |
+
|
595 |
+
fig_bb.update_layout(title="Bollinger Bands", height=500)
|
596 |
+
st.plotly_chart(fig_bb, use_container_width=True)
|
597 |
+
|
598 |
+
# Drawdown Analysis
|
599 |
+
st.subheader("📉 Drawdown Analysis")
|
600 |
+
|
601 |
+
# Calculate drawdown
|
602 |
+
returns = results['Total'].pct_change().fillna(0)
|
603 |
+
cumulative = (1 + returns).cumprod()
|
604 |
+
running_max = cumulative.expanding().max()
|
605 |
+
drawdown = (cumulative - running_max) / running_max
|
606 |
+
|
607 |
+
fig_dd = go.Figure()
|
608 |
+
|
609 |
+
fig_dd.add_trace(go.Scatter(
|
610 |
+
x=df.index,
|
611 |
+
y=drawdown * 100,
|
612 |
+
mode='lines',
|
613 |
+
name='Drawdown',
|
614 |
+
fill='tozeroy',
|
615 |
+
fillcolor='rgba(255,0,0,0.3)',
|
616 |
+
line=dict(color='red', width=1),
|
617 |
+
hovertemplate='<b>Drawdown</b>: %{y:.1f}%<extra></extra>'
|
618 |
+
))
|
619 |
+
|
620 |
+
fig_dd.update_layout(
|
621 |
+
title="Portfolio Drawdown Over Time",
|
622 |
+
xaxis_title="Date",
|
623 |
+
yaxis_title="Drawdown (%)",
|
624 |
+
height=400,
|
625 |
+
template='plotly_white'
|
626 |
+
)
|
627 |
+
|
628 |
+
st.plotly_chart(fig_dd, use_container_width=True)
|
629 |
+
|
630 |
+
# Trade analysis
|
631 |
+
if metrics is not None and not metrics['Trades DataFrame'].empty:
|
632 |
+
st.subheader("📋 Trade Analysis")
|
633 |
+
|
634 |
+
trades_df = metrics['Trades DataFrame']
|
635 |
+
|
636 |
+
# Trade statistics
|
637 |
+
col1, col2, col3 = st.columns(3)
|
638 |
+
with col1:
|
639 |
+
avg_trade_duration = (pd.to_datetime(trades_df['exit_date']) -
|
640 |
+
pd.to_datetime(trades_df['entry_date'])).dt.days.mean()
|
641 |
+
st.metric("📅 Avg Trade Duration", f"{avg_trade_duration:.1f} days")
|
642 |
+
|
643 |
+
with col2:
|
644 |
+
best_trade = trades_df['return_pct'].max()
|
645 |
+
st.metric("🚀 Best Trade", f"{best_trade:.2%}")
|
646 |
+
|
647 |
+
with col3:
|
648 |
+
worst_trade = trades_df['return_pct'].min()
|
649 |
+
st.metric("💥 Worst Trade", f"{worst_trade:.2%}")
|
650 |
+
|
651 |
+
# Trade returns distribution
|
652 |
+
st.subheader("📊 Trade Returns Distribution")
|
653 |
+
|
654 |
+
returns_pct = trades_df['return_pct'] * 100
|
655 |
+
|
656 |
+
fig_hist = px.histogram(
|
657 |
+
x=returns_pct,
|
658 |
+
nbins=20,
|
659 |
+
title="Distribution of Trade Returns",
|
660 |
+
labels={'x': 'Return (%)', 'y': 'Number of Trades'},
|
661 |
+
color_discrete_sequence=['steelblue']
|
662 |
+
)
|
663 |
+
|
664 |
+
# Add vertical lines for mean and zero
|
665 |
+
fig_hist.add_vline(x=0, line_dash="dash", line_color="red",
|
666 |
+
annotation_text="Break Even")
|
667 |
+
fig_hist.add_vline(x=returns_pct.mean(), line_dash="solid", line_color="green",
|
668 |
+
annotation_text=f"Mean: {returns_pct.mean():.1f}%")
|
669 |
+
|
670 |
+
fig_hist.update_layout(
|
671 |
+
height=400,
|
672 |
+
template='plotly_white',
|
673 |
+
showlegend=False
|
674 |
+
)
|
675 |
+
|
676 |
+
st.plotly_chart(fig_hist, use_container_width=True)
|
677 |
+
|
678 |
+
# Trade timeline
|
679 |
+
st.subheader("📅 Trade Timeline")
|
680 |
+
|
681 |
+
fig_timeline = go.Figure()
|
682 |
+
|
683 |
+
for i, trade in trades_df.iterrows():
|
684 |
+
color = 'green' if trade['return_pct'] > 0 else 'red'
|
685 |
+
fig_timeline.add_trace(go.Scatter(
|
686 |
+
x=[trade['entry_date'], trade['exit_date']],
|
687 |
+
y=[trade['entry_price'], trade['exit_price']],
|
688 |
+
mode='lines+markers',
|
689 |
+
name=f"Trade {i+1}",
|
690 |
+
line=dict(color=color, width=3),
|
691 |
+
marker=dict(size=8),
|
692 |
+
hovertemplate=f'<b>Trade {i+1}</b><br>' +
|
693 |
+
f'Entry: ₹{trade["entry_price"]:.2f}<br>' +
|
694 |
+
f'Exit: ₹{trade["exit_price"]:.2f}<br>' +
|
695 |
+
f'Return: {trade["return_pct"]:.2%}<br>' +
|
696 |
+
f'Duration: {(pd.to_datetime(trade["exit_date"]) - pd.to_datetime(trade["entry_date"])).days} days<extra></extra>',
|
697 |
+
showlegend=False
|
698 |
+
))
|
699 |
+
|
700 |
+
fig_timeline.update_layout(
|
701 |
+
title="Individual Trade Performance Timeline",
|
702 |
+
xaxis_title="Date",
|
703 |
+
yaxis_title="Price (₹)",
|
704 |
+
height=500,
|
705 |
+
template='plotly_white'
|
706 |
+
)
|
707 |
+
|
708 |
+
st.plotly_chart(fig_timeline, use_container_width=True)
|
709 |
+
|
710 |
+
# Trade history table
|
711 |
+
st.subheader("📊 Detailed Trade History")
|
712 |
+
display_trades = trades_df.copy()
|
713 |
+
display_trades['Entry Date'] = pd.to_datetime(display_trades['entry_date']).dt.strftime('%Y-%m-%d')
|
714 |
+
display_trades['Exit Date'] = pd.to_datetime(display_trades['exit_date']).dt.strftime('%Y-%m-%d')
|
715 |
+
display_trades['Entry Price'] = display_trades['entry_price'].apply(lambda x: f"₹{x:.2f}")
|
716 |
+
display_trades['Exit Price'] = display_trades['exit_price'].apply(lambda x: f"₹{x:.2f}")
|
717 |
+
display_trades['P&L (₹)'] = display_trades['profit_loss'].apply(lambda x: f"₹{x:,.2f}")
|
718 |
+
display_trades['Return %'] = display_trades['return_pct'].apply(lambda x: f"{x:.2%}")
|
719 |
+
display_trades['Duration'] = (pd.to_datetime(trades_df['exit_date']) -
|
720 |
+
pd.to_datetime(trades_df['entry_date'])).dt.days
|
721 |
+
|
722 |
+
trade_display = display_trades[['Entry Date', 'Exit Date', 'Entry Price', 'Exit Price',
|
723 |
+
'P&L (₹)', 'Return %', 'Duration', 'exit_reason']].copy()
|
724 |
+
trade_display.columns = ['Entry Date', 'Exit Date', 'Entry Price', 'Exit Price',
|
725 |
+
'Profit/Loss', 'Return %', 'Days', 'Exit Reason']
|
726 |
+
|
727 |
+
st.dataframe(trade_display, use_container_width=True)
|
728 |
+
|
729 |
+
else:
|
730 |
+
st.info("📝 No trades were executed during this period with the current parameters.")
|
731 |
+
|
732 |
+
# Signal summary table
|
733 |
+
if signal_col is not None:
|
734 |
+
st.subheader("📋 Trading Signals Summary")
|
735 |
+
signal_summary = df[df[signal_col] != 0].copy()
|
736 |
+
|
737 |
+
if not signal_summary.empty:
|
738 |
+
signal_summary['Signal Type'] = signal_summary[signal_col].map({1: '🟢 BUY', -1: '🔴 SELL'})
|
739 |
+
signal_summary['Price'] = signal_summary['Close'].apply(lambda x: f"₹{x:.2f}")
|
740 |
+
signal_summary['RSI'] = signal_summary['RSI14'].apply(lambda x: f"{x:.1f}")
|
741 |
+
signal_summary[f'{strategy_name}{short_period}'] = signal_summary[f'{strategy_name}{short_period}'].apply(lambda x: f"₹{x:.2f}")
|
742 |
+
signal_summary[f'{strategy_name}{long_period}'] = signal_summary[f'{strategy_name}{long_period}'].apply(lambda x: f"₹{x:.2f}")
|
743 |
+
|
744 |
+
display_signals = signal_summary[['Signal Type', 'Price', 'RSI',
|
745 |
+
f'{strategy_name}{short_period}',
|
746 |
+
f'{strategy_name}{long_period}']].copy()
|
747 |
+
display_signals.index = display_signals.index.strftime('%Y-%m-%d')
|
748 |
+
|
749 |
+
st.dataframe(display_signals, use_container_width=True)
|
750 |
+
else:
|
751 |
+
st.info("📝 No trading signals were generated during this period with the current parameters.")
|
752 |
+
|
753 |
+
# Data Download Section
|
754 |
+
st.subheader("💾 Download Data")
|
755 |
+
col1, col2 = st.columns(2)
|
756 |
+
|
757 |
+
with col1:
|
758 |
+
csv_data = df.to_csv(index=True)
|
759 |
+
st.download_button(
|
760 |
+
label="📁 Download Full Dataset (CSV)",
|
761 |
+
data=csv_data,
|
762 |
+
file_name=f"{selected_stock}_analysis_{start_date.strftime('%Y%m%d')}.csv",
|
763 |
+
mime="text/csv"
|
764 |
+
)
|
765 |
+
|
766 |
+
with col2:
|
767 |
+
if results is not None:
|
768 |
+
results_csv = results.to_csv(index=True)
|
769 |
+
st.download_button(
|
770 |
+
label="📊 Download Backtest Results (CSV)",
|
771 |
+
data=results_csv,
|
772 |
+
file_name=f"{selected_stock}_backtest_{start_date.strftime('%Y%m%d')}.csv",
|
773 |
+
mime="text/csv"
|
774 |
+
)
|
775 |
+
|
776 |
+
else:
|
777 |
+
st.error("❌ No data found for the selected stock and date range.")
|
778 |
+
|
779 |
+
# ========================= SIDEBAR INFORMATION =========================
|
780 |
+
|
781 |
+
st.sidebar.markdown("---")
|
782 |
+
st.sidebar.header("ℹ️ About")
|
783 |
+
st.sidebar.write("""
|
784 |
+
**Price Prediction Features:**
|
785 |
+
- Logistic Regression model for next-day prediction
|
786 |
+
- 59+ technical features including volatility, momentum, and lag features
|
787 |
+
- Confidence gauge and feature importance analysis
|
788 |
+
|
789 |
+
**Trading Dashboard Features:**
|
790 |
+
- SMA and EMA-based strategies
|
791 |
+
- Comprehensive backtesting with risk management
|
792 |
+
- Detailed performance metrics and trade analysis
|
793 |
+
- Interactive visualizations with Plotly
|
794 |
+
|
795 |
+
**Disclaimer**: This is for educational purposes only. Always do your own research before making investment decisions.
|
796 |
+
""")
|
797 |
+
|
798 |
+
st.sidebar.markdown("---")
|
799 |
+
st.sidebar.write("**Model Performance:**")
|
800 |
+
st.sidebar.write("• Accuracy: 55%")
|
801 |
+
st.sidebar.write("• F1 Score: 0.4839")
|
802 |
+
st.sidebar.write("• AUC: 0.5370")
|
803 |
+
st.sidebar.write("• Average Precision: 0.5300")
|
804 |
+
|
805 |
+
# Footer
|
806 |
+
st.markdown("---")
|
807 |
+
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.")
|
808 |
+
st.markdown("**Developed by**: Zane Vijay Falcao")
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