Add line between trade arrows !

Author: Skinok

Controller.py

@@ -25,6 +25,7 @@
 from CerebroEnhanced import *
 
 import sys, os
+from backtrader.order import BuyOrder, SellOrder
 sys.path.append(os.path.dirname(os.path.realpath(__file__)) + '/observers')
 sys.path.append(os.path.dirname(os.path.realpath(__file__)) + '/strategies')
 sys.path.append(os.path.dirname(os.path.realpath(__file__)) + '/../finplot')
@@ -67,13 +68,10 @@ def __init__(self):
 
         # Add an observer to watch the strat running and update the progress bar values
         self.cerebro.addobserver( ProgressBarObserver )
-
         pass
 
     def loadData(self, dataPath):
 
-        #self.dataframe = pandas.read_csv(dataPath,sep='\t',skiprows=0,header=0,index_col=0)
-
         self.dataframe = pd.read_csv(dataPath, sep='\t', parse_dates=[0], date_parser=lambda x: pd.to_datetime(x, format='%Y-%m-%d %H:%M:%S'),skiprows=0,header=0,index_col=0)
 
         # Datetime first column : 2012-12-28 17:45:00
@@ -83,6 +81,7 @@ def loadData(self, dataPath):
         self.data = bt.feeds.PandasData(dataname=self.dataframe, timeframe=bt.TimeFrame.Minutes)
 
         self.cerebro.adddata(self.data)  # Add the data feed
+        pass
 
     def addStrategy(self, strategyName):
 
@@ -92,13 +91,14 @@ def addStrategy(self, strategyName):
         mod = __import__(strategyName, fromlist=[strategyName]) # first strategyName is the file name, and second (fromlist) is the class name
         klass = getattr(mod, strategyName) # class name in the file
         self.cerebro.addstrategy(klass)
+        pass
 
     def run(self):
         results = self.cerebro.run()  # run it all
         self.strat_results = results[0] # results of the first strategy
 
-        self.populateOrders()
         self.generateStats()
+        pass
 
     def generateStats(self):
         # Stats on trades
@@ -109,32 +109,25 @@ def generateStats(self):
 
         #self.interface.createTransactionsUI(self.portfolio_transactions)
 
-        self.interface.fillTradesUI(self.strat_results._trades.items())
-        self.interface.fillSummaryUI(self.strat_results.stats.broker.cash[0], self.strat_results.stats.broker.value[0], self.strat_results.analyzers.ta.get_analysis())
-
         self.interface.drawFinPlots(self.dataframe)
-
-        # Orders need to be stuied to know if an order is an open or a close order, or both...
-        # It depends on the order volume and the currently opened positions volume
-        self.interface.drawOrders(self.myOrders)
-
-        pass
-    
-    def populateOrders(self):  # todo : rename this functions later
+        self.interface.fillSummaryUI(self.strat_results.stats.broker.cash[0], self.strat_results.stats.broker.value[0], self.strat_results.analyzers.ta.get_analysis())
+        self.interface.fillTradesUI(self.strat_results._trades.items())        
+        
+        #self.interface.drawTrades(self.strat_results._trades.items())
         #Orders filters
         self.myOrders = []
         for order in self.strat_results._orders:
 
             if order.status in [order.Completed]:
                 self.myOrders.append(order)
 
-
-        
-
         self.interface.fillOrdersUI(self.myOrders)
+        self.interface.drawOrders(self.myOrders)
 
         pass
+    
 
     def displayUI(self):
 
-        self.interface.show()
+        self.interface.show()
+        pass

userInterface.py

@@ -29,6 +29,7 @@
 import strategyTesterUI
 
 import pandas as pd
+import math
 
 class UserInterface:
 
@@ -263,10 +264,12 @@ def update_legend_text(self, x, y, ax, data):
         row = data.loc[data.TimeInt==x]
 
         # format html with the candle and set legend
-        fmt = '<span style="color:#%s">%%.2f</span>' % ('0b0' if (row.Open<row.Close).all() else 'a00')
+        fmt = '<span style="color:#%s">%%.5f</span>' % ('0f0' if (row.Open<row.Close).all() else 'd00')
         rawtxt = '<span style="font-size:13px">%%s %%s</span> &nbsp; O%s C%s H%s L%s' % (fmt, fmt, fmt, fmt)
         self.hover_label.setText(rawtxt % ("EUR", "M15", row.Open, row.Close, row.High, row.Low))
 
+        pass
+
     def update_crosshair_text(self,x, y, xtext, ytext):
         ytext = '%s (Close%+.2f)' % (ytext, (y - self.data.iloc[x].Close))
         return xtext, ytext
@@ -282,7 +285,6 @@ def drawFinPlots(self, data):
         self.ax0, self.ax1 = fplt.create_plot_widget(master=self.area, rows=2, init_zoom_periods=100)
         self.area.axs = [self.ax0, self.ax1]
         self.dock_chart.addWidget(self.ax0.ax_widget, 1, 0, 1, 2)
-        #self.dock_1.addWidget(ax1.ax_widget, 1, 0, 1, 2)
 
         fplt.candlestick_ochl(data['Open Close High Low'.split()], ax=self.ax0)
         fplt.volume_ocv(data['Open Close Volume'.split()], ax=self.ax0.overlay())
@@ -291,23 +293,112 @@ def drawFinPlots(self, data):
         fplt.set_time_inspector(self.update_legend_text, ax=self.ax0, when='hover', data=data)
         #fplt.add_crosshair_info(self.update_crosshair_text, ax=self.ax0)
 
-        # def add_line(p0, p1, color=draw_line_color, width=1, style=None, interactive=False, ax=None):
-        #fplt.add_line();
+        pass
 
     #########
     #  Draw orders on charts (with arrows)
     #########
     def drawOrders(self, orders):
 
+        # Orders need to be stuied to know if an order is an open or a close order, or both...
+        # It depends on the order volume and the currently opened positions volume
+        currentPositionSize = 0
+        open_orders = []
+
         for order in orders:
+
+            ##############
+            # Buy
+            ##############
             if order.isbuy():
+
                 direction = "buy"
+
+                # Tracer les traites allant des ouvertures de positions vers la fermeture de position
+                if currentPositionSize < 0:
+                    
+                    # Réduction, cloture, ou invertion de la position
+                    if order.size == abs(currentPositionSize): # it's a buy so order.size > 0
+                        # Cloture de la position
+                        posOpen = (open_orders[-1].executed.dt,open_orders[-1].executed.price)
+                        posClose = (bt.num2date(order.executed.dt), order.executed.price)
+                        fplt.add_line(posOpen, posClose, "#30FF30", 2, style="--" )
+                        pass
+
+                    elif order.size > abs(currentPositionSize):
+                        # Fermeture de la position précédente + ouverture d'une position inverse
+                        pass
+
+                    elif order.size < abs(currentPositionSize):
+                        # Réduction de la position courante
+                        pass
+
+                elif currentPositionSize > 0:
+                    # Augmentation de la postion
+                    # on enregistre la position pour pouvoir tracer un trait de ce point vers l'ordre de cloture du trade.
+                    open_orders.append(order)
+
+                else:
+                    # Ouverture d'une nouvelle position
+                    open_orders.append(order)
+                    pass
+
+            ##############
+            # Sell
+            ##############
             elif order.issell():
                 direction = "sell"
-            
+
+
+                if currentPositionSize < 0:
+                    # Augmentation de la postion
+                    
+                    # on enregistre la position pour pouvoir tracer un trait de ce point vers l'ordre de cloture du trade.
+                    open_orders.append(order)
+
+                elif currentPositionSize > 0:
+                    # Réduction, cloture, ou invertion de la position
+
+                    if abs(order.size) == abs(currentPositionSize): # it's a buy so order.size > 0
+                        # Cloture de la position
+                        last_order = open_orders.pop()
+                        posOpen = (bt.num2date(last_order.executed.dt),last_order.executed.price)
+                        posClose = (bt.num2date(order.executed.dt), order.executed.price)
+
+                        color =  "#555555"
+                        if order.executed.pnl > 0:
+                            color =  "#30FF30"
+                        elif order.executed.pnl < 0:
+                            color = "#FF3030"
+
+                        fplt.add_line(posOpen, posClose, color, 2, style="--" )
+                        
+                        pass
+
+                    elif order.size > abs(currentPositionSize):
+                        # Réduction de la position courante
+                        pass
+
+                    elif order.size < abs(currentPositionSize):
+                        # Fermeture de la position précédente + ouverture d'une position inverse
+                        pass
+
+                else:
+                    # Ouverture d'une nouvelle position
+                    open_orders.append(order)
+                    pass
+
+            else:
+                print("Unknown order")
+
+            # Cumul des positions
+            currentPositionSize += order.size
+
+            # Todo: We could display the size of the order with a label on the chart
             fplt.add_order(bt.num2date(order.executed.dt), order.executed.price, direction, ax=self.ax0)
 
         pass
+    
 
     #########
     #  Show all
@@ -318,6 +409,7 @@ def show(self):
 
         self.win.show()
         self.app.exec_()
+        pass
 
     #########
     # Get strategy running progress bar