def update_figure(n):
# Load data
conn = sqlite3.connect(config.DB_FILE)
curve_df, buynhold_df, return_df = create_dataframes(conn)
# Returns
fig2 = go.Figure()
fig2.add_trace(
go.Bar(name='Return',
x=return_df['datetime'],
y=return_df['value'],
marker_color=return_df['color']))
fig2.update_layout(barmode='stack')
fig2.update_yaxes(title="Return (%)",
title_font=dict(size=14,
family='Arial',
color='white'))
fig2.update_layout(
{
'autosize': True,
'paper_bgcolor': 'rgba(0, 0, 0, 0)',
'xaxis_title': None
},
xaxis=dict(showline=True,
showgrid=False,
zeroline=False,
showticklabels=True,
linecolor='rgb(82, 82, 82)',
linewidth=2,
ticks='outside',
tickfont=dict(
family='Arial',
size=12,
color='rgb(255,255,255)',
)),
yaxis=dict(showline=True,
showgrid=False,
zeroline=True,
zerolinecolor='white',
zerolinewidth=2,
showticklabels=True,
linecolor='rgb(82, 82, 82)',
linewidth=2,
ticks='outside',
tickfont=dict(
family='Arial',
size=12,
color='rgb(255,255,255)',
)),
plot_bgcolor='black')
annotations = []
annotations.append(
dict(xref='paper',
yref='paper',
x=0.0,
y=1.05,
xanchor='left',
yanchor='bottom',
text='Returns',
font=dict(family='Arial', size=16, color='rgb(255,255,255)'),
showarrow=False))
fig2.update_layout(annotations=annotations)
return fig2
def update_figure(n):
# Load data
conn = sqlite3.connect(config.DB_FILE)
curve_df, buynhold_df, return_df = create_dataframes(conn)
fig = go.Figure()
fig.add_trace(
go.Scatter(x=curve_df.datetime.values,
y=curve_df.value.values,
mode='lines',
name='equity',
line_shape='linear',
line=dict(color='rgb(96,236,39,1)', width=3)))
fig.add_trace(
go.Scatter(x=buynhold_df.datetime.values,
y=buynhold_df.value.values,
mode='lines',
name='buynhold',
line_shape='linear',
line=dict(color='rgb(189,189,189)', width=1)))
fig.add_trace(
go.Scatter(x=curve_df.datetime.values,
y=curve_df.dotted.values,
mode='lines',
name='breakeven',
line_shape='linear',
line=dict(color='white', width=2, dash='dot')))
fig.update_layout(
legend=dict(orientation="h",
yanchor="bottom",
y=1.02,
xanchor="right",
x=1,
font=dict(family="Arial", size=12, color="white")))
fig.update_yaxes(title="Net Asset Value",
title_font=dict(size=14,
family='Arial',
color='white'))
fig.update_layout(
{
'autosize': True,
'paper_bgcolor': 'rgba(0, 0, 0, 0)',
'xaxis_title': None
},
xaxis=dict(showline=True,
showgrid=False,
zeroline=False,
showticklabels=True,
linecolor='rgb(82, 82, 82)',
linewidth=2,
ticks='outside',
tickfont=dict(
family='Arial',
size=12,
color='rgb(255,255,255)',
)),
yaxis=dict(showline=True,
showgrid=False,
zeroline=False,
showticklabels=True,
linecolor='rgb(82, 82, 82)',
linewidth=2,
ticks='outside',
tickfont=dict(
family='Arial',
size=12,
color='rgb(255,255,255)',
)),
plot_bgcolor='black')
annotations = []
annotations.append(
dict(xref='paper',
yref='paper',
x=0.0,
y=1.05,
xanchor='left',
yanchor='bottom',
text='Equity Curve',
font=dict(family='Arial', size=16, color='rgb(255,255,255)'),
showarrow=False))
fig.update_layout(annotations=annotations)
return fig
def init_dashboard(server):
"""Create a Plotly Dash dashboard."""
dash_app = dash.Dash(server=server,
routes_pathname_prefix='/dash/',
external_stylesheets=[
'/static/dist/css/styles.css',
])
# Load data
conn = sqlite3.connect(config.DB_FILE)
curve_df, buynhold_df, return_df = create_dataframes(conn)
# Create Dash Layout
# Equity Curve
fig = go.Figure()
fig.add_trace(
go.Scatter(x=curve_df.datetime.values,
y=curve_df.value.values,
mode='lines',
name='equity',
line_shape='linear',
line=dict(color='rgb(96,236,39,1)', width=3)))
fig.add_trace(
go.Scatter(x=buynhold_df.datetime.values,
y=buynhold_df.value.values,
mode='lines',
name='buynhold',
line_shape='linear',
line=dict(color='rgb(189,189,189)', width=1)))
fig.add_trace(
go.Scatter(x=curve_df.datetime.values,
y=curve_df.dotted.values,
mode='lines',
name='breakeven',
line_shape='linear',
line=dict(color='white', width=2, dash='dot')))
fig.update_layout(
legend=dict(orientation="h",
yanchor="bottom",
y=1.02,
xanchor="right",
x=1,
font=dict(family="Arial", size=12, color="white")))
fig.update_yaxes(title="Net Asset Value",
title_font=dict(size=14, family='Arial', color='white'))
fig.update_layout(
{
'autosize': True,
'paper_bgcolor': 'rgba(0, 0, 0, 0)',
'xaxis_title': None
},
xaxis=dict(showline=True,
showgrid=False,
zeroline=False,
showticklabels=True,
linecolor='rgb(82, 82, 82)',
linewidth=2,
ticks='outside',
tickfont=dict(
family='Arial',
size=12,
color='rgb(255,255,255)',
)),
yaxis=dict(showline=True,
showgrid=False,
zeroline=False,
showticklabels=True,
linecolor='rgb(82, 82, 82)',
linewidth=2,
ticks='outside',
tickfont=dict(
family='Arial',
size=12,
color='rgb(255,255,255)',
)),
plot_bgcolor='black')
annotations = []
annotations.append(
dict(xref='paper',
yref='paper',
x=0.0,
y=1.05,
xanchor='left',
yanchor='bottom',
text='Equity Curve',
font=dict(family='Arial', size=16, color='rgb(255,255,255)'),
showarrow=False))
fig.update_layout(annotations=annotations)
# Returns
fig2 = go.Figure()
fig2.add_trace(
go.Bar(name='Return',
x=return_df['datetime'],
y=return_df['value'],
marker_color=return_df['color']))
fig2.update_layout(barmode='stack')
fig2.update_yaxes(title="Return (%)",
title_font=dict(size=14, family='Arial', color='white'))
fig2.update_layout(
{
'autosize': True,
'paper_bgcolor': 'rgba(0, 0, 0, 0)',
'xaxis_title': None
},
xaxis=dict(showline=True,
showgrid=False,
zeroline=False,
showticklabels=True,
linecolor='rgb(82, 82, 82)',
linewidth=2,
ticks='outside',
tickfont=dict(
family='Arial',
size=12,
color='rgb(255,255,255)',
)),
yaxis=dict(showline=True,
showgrid=False,
zeroline=True,
zerolinecolor='white',
zerolinewidth=2,
showticklabels=True,
linecolor='rgb(82, 82, 82)',
linewidth=2,
ticks='outside',
tickfont=dict(
family='Arial',
size=12,
color='rgb(255,255,255)',
)),
plot_bgcolor='black')
annotations = []
annotations.append(
dict(xref='paper',
yref='paper',
x=0.0,
y=1.05,
xanchor='left',
yanchor='bottom',
text='Returns',
font=dict(family='Arial', size=16, color='rgb(255,255,255)'),
showarrow=False))
fig2.update_layout(annotations=annotations)
dash_app.layout = html.Div([
dcc.Interval('graph-update', interval=20000, n_intervals=0),
dcc.Graph(id='equity', figure=fig),
html.Div([
dash_table.DataTable(id='equity_tbl',
columns=[{
"name": i,
"id": i
} for i in curve_df.columns],
data=curve_df.to_dict('records'))
],
style={'display': 'none'}),
dcc.Graph(id='returns', figure=fig2),
html.Div([
dash_table.DataTable(id='returns_tbl',
columns=[{
"name": i,
"id": i
} for i in return_df.columns],
data=return_df.to_dict('records'))
],
style={'display': 'none'})
],
className="container")
# Find syntax for a callback where I can refresh the curve_df and return_df.
@dash_app.callback(
dash.dependencies.Output('equity_tbl', 'data'),
[dash.dependencies.Input('graph-update', 'n_intervals')])
def updateTable(n):
conn = sqlite3.connect(config.DB_FILE)
curve_df, buynhold_df, return_df = create_dataframes(conn)
return curve_df.to_dict('records')
@dash_app.callback(Output('equity', 'figure'), Input('equity_tbl', 'data'))
def update_figure(n):
# Load data
conn = sqlite3.connect(config.DB_FILE)
curve_df, buynhold_df, return_df = create_dataframes(conn)
fig = go.Figure()
fig.add_trace(
go.Scatter(x=curve_df.datetime.values,
y=curve_df.value.values,
mode='lines',
name='equity',
line_shape='linear',
line=dict(color='rgb(96,236,39,1)', width=3)))
fig.add_trace(
go.Scatter(x=buynhold_df.datetime.values,
y=buynhold_df.value.values,
mode='lines',
name='buynhold',
line_shape='linear',
line=dict(color='rgb(189,189,189)', width=1)))
fig.add_trace(
go.Scatter(x=curve_df.datetime.values,
y=curve_df.dotted.values,
mode='lines',
name='breakeven',
line_shape='linear',
line=dict(color='white', width=2, dash='dot')))
fig.update_layout(
legend=dict(orientation="h",
yanchor="bottom",
y=1.02,
xanchor="right",
x=1,
font=dict(family="Arial", size=12, color="white")))
fig.update_yaxes(title="Net Asset Value",
title_font=dict(size=14,
family='Arial',
color='white'))
fig.update_layout(
{
'autosize': True,
'paper_bgcolor': 'rgba(0, 0, 0, 0)',
'xaxis_title': None
},
xaxis=dict(showline=True,
showgrid=False,
zeroline=False,
showticklabels=True,
linecolor='rgb(82, 82, 82)',
linewidth=2,
ticks='outside',
tickfont=dict(
family='Arial',
size=12,
color='rgb(255,255,255)',
)),
yaxis=dict(showline=True,
showgrid=False,
zeroline=False,
showticklabels=True,
linecolor='rgb(82, 82, 82)',
linewidth=2,
ticks='outside',
tickfont=dict(
family='Arial',
size=12,
color='rgb(255,255,255)',
)),
plot_bgcolor='black')
annotations = []
annotations.append(
dict(xref='paper',
yref='paper',
x=0.0,
y=1.05,
xanchor='left',
yanchor='bottom',
text='Equity Curve',
font=dict(family='Arial', size=16, color='rgb(255,255,255)'),
showarrow=False))
fig.update_layout(annotations=annotations)
return fig
@dash_app.callback(Output('returns', 'figure'),
Input('returns_tbl', 'data'))
def update_figure(n):
# Load data
conn = sqlite3.connect(config.DB_FILE)
curve_df, buynhold_df, return_df = create_dataframes(conn)
# Returns
fig2 = go.Figure()
fig2.add_trace(
go.Bar(name='Return',
x=return_df['datetime'],
y=return_df['value'],
marker_color=return_df['color']))
fig2.update_layout(barmode='stack')
fig2.update_yaxes(title="Return (%)",
title_font=dict(size=14,
family='Arial',
color='white'))
fig2.update_layout(
{
'autosize': True,
'paper_bgcolor': 'rgba(0, 0, 0, 0)',
'xaxis_title': None
},
xaxis=dict(showline=True,
showgrid=False,
zeroline=False,
showticklabels=True,
linecolor='rgb(82, 82, 82)',
linewidth=2,
ticks='outside',
tickfont=dict(
family='Arial',
size=12,
color='rgb(255,255,255)',
)),
yaxis=dict(showline=True,
showgrid=False,
zeroline=True,
zerolinecolor='white',
zerolinewidth=2,
showticklabels=True,
linecolor='rgb(82, 82, 82)',
linewidth=2,
ticks='outside',
tickfont=dict(
family='Arial',
size=12,
color='rgb(255,255,255)',
)),
plot_bgcolor='black')
annotations = []
annotations.append(
dict(xref='paper',
yref='paper',
x=0.0,
y=1.05,
xanchor='left',
yanchor='bottom',
text='Returns',
font=dict(family='Arial', size=16, color='rgb(255,255,255)'),
showarrow=False))
fig2.update_layout(annotations=annotations)
return fig2
return dash_app.server
def updateTable(n):
conn = sqlite3.connect(config.DB_FILE)
curve_df, buynhold_df, return_df = create_dataframes(conn)
return curve_df.to_dict('records')
import dash_core_components as dcc
import dash_html_components as html
from dash.dependencies import Input, Output
import plotly.graph_objects as go
import pandas as pd
import numpy as np
from backtesting.data import create_dataframes
import dash_table
from flask import Flask
dash_app = dash.Dash(__name__)
# Load data
conn = sqlite3.connect(config.DB_FILE)
curve_df, buynhold_df, return_df = create_dataframes(conn)
# Create Dash Layout
# Equity Curve
fig = go.Figure()
fig.add_trace(
go.Scatter(x=curve_df.datetime.values,
y=curve_df.value.values,
mode='lines',
name='equity',
line_shape='linear',
line=dict(color='rgb(96,236,39,1)', width=3)))
fig.add_trace(
go.Scatter(x=buynhold_df.datetime.values,