diff --git a/backend/main.py b/backend/main.py index 11d906c..3b2d941 100644 --- a/backend/main.py +++ b/backend/main.py @@ -42,6 +42,19 @@ def read_indicators(skip: int = 0, limit: int = 10, db: Session = Depends(get_db indicators = db.query(models.Indicator).offset(skip).limit(limit).all() return indicators +@app.post('/stocks/', response_model=schemas.Stock) +def create_stock(stock: schemas.StockCreate, db: Session = Depends(get_db)): + db_stock = models.Stock(**stock.model_dump()) + db.add(db_stock) + db.commit() + db.refresh(db_stock) + return db_stock + +@app.get('/stocks/', response_model=List[schemas.Stock]) +def read_stocks(skip: int = 0, limit: int = 20, db: Session = Depends(get_db)): + stocks = db.query(models.Stock).offset(skip).limit(limit).all() + return stocks + @app.post('/scenes/', response_model=schemas.Scene) def create_scene(scene: schemas.SceneCreate, db: Session = Depends(get_db)): db_scene = models.Scene(**scene.model_dump()) diff --git a/backend/models.py b/backend/models.py index 10d34d8..4c06f9d 100644 --- a/backend/models.py +++ b/backend/models.py @@ -1,14 +1,31 @@ -from sqlalchemy import Column, Integer, Float, Date, ForeignKey, TIMESTAMP +from sqlalchemy import Column, Integer, Float, Date, ForeignKey, TIMESTAMP, String, Text, text from sqlalchemy.orm import relationship from .database import Base +class Indicator(Base): + __tablename__ = 'indicators' + id = Column(Integer, primary_key=True, index=True) + name = Column(String, nullable=False, unique=True) + symbol = Column(String, nullable=False, unique=True) + description = Column(Text) + +class Stock(Base): + __tablename__ = 'stocks' + id = Column(Integer, primary_key=True, index=True) + name = Column(String, nullable=False, unique=True) + symbol = Column(String, nullable=False, unique=True) + description = Column(Text) + class Scene(Base): __tablename__ = 'scenes' id = Column(Integer, primary_key=True, index=True) period = Column(Integer, nullable=False) start_date = Column(Date, nullable=False) end_date = Column(Date, nullable=False) + stock_name = Column(String, ForeignKey('stocks.name')) + indicator_id = Column(Integer, ForeignKey('indicators.id')) backtests = relationship('BacktestResult', back_populates='scene') + indicator = relationship('Indicator') class BacktestResult(Base): __tablename__ = 'backtest_results' @@ -21,5 +38,5 @@ class BacktestResult(Base): losing_trades = Column(Integer) max_drawdown = Column(Float) sharpe_ratio = Column(Float) - created_at = Column(TIMESTAMP, server_default='CURRENT_TIMESTAMP') + created_at = Column(TIMESTAMP, server_default=text('CURRENT_TIMESTAMP')) scene = relationship('Scene', back_populates='backtests') diff --git a/backend/schemas.py b/backend/schemas.py index 568eba3..85d00ca 100644 --- a/backend/schemas.py +++ b/backend/schemas.py @@ -4,6 +4,7 @@ class IndicatorBase(BaseModel): name: str + symbol: str description: Optional[str] = None class IndicatorCreate(IndicatorBase): @@ -15,6 +16,20 @@ class Indicator(IndicatorBase): class Config: orm_mode = True +class StockBase(BaseModel): + name: Optional[str] = None + symbol: str + description: Optional[str] = None + +class StockCreate(StockBase): + pass + +class Stock(StockBase): + id: int + + class Config: + orm_mode = True + class SceneBase(BaseModel): period: int start_date: date diff --git a/backend/utils/add_indicators_to_db.py b/backend/utils/add_indicators_to_db.py new file mode 100644 index 0000000..f307260 --- /dev/null +++ b/backend/utils/add_indicators_to_db.py @@ -0,0 +1,47 @@ +import requests +import json + +# URL of the API endpoint +url = "http://127.0.0.1:8000/indicators/" + +# List of strategy indicators +indicators = [ + { + "name": "Simple Moving Average", + "symbol": "SMA", + "description": "A simple, widely-used indicator that calculates the average of a selected range of prices, typically closing prices, by the number of periods in that range." + }, + { + "name": "LSTM", + "symbol": "LSTM", + "description": "A type of recurrent neural network capable of learning long-term dependencies. Used for time-series forecasting due to its ability to remember information over long periods." + }, + { + "name": "Moving Average Convergence Divergence", + "symbol": "MACD", + "description": "A trend-following momentum indicator that shows the relationship between two moving averages of a security’s price. It includes a MACD line, a signal line, and a histogram." + }, + { + "name": "Relative Strength Index", + "symbol": "RSI", + "description": "A momentum oscillator that measures the speed and change of price movements. RSI oscillates between zero and 100, typically used to identify overbought or oversold conditions." + }, + { + "name": "Bollinger Bands", + "symbol": "BB", + "description": "A volatility indicator that consists of a middle band (SMA) and two outer bands set two standard deviations away from the middle band. Used to identify overbought and oversold conditions." + } +] + +# Headers for the POST request +headers = { + "Content-Type": "application/json" +} + +# Iterate over the list of indicators and send POST requests +for indicator in indicators: + response = requests.post(url, data=json.dumps(indicator), headers=headers) + if response.status_code == 200: + print(f"Successfully added {indicator['name']}") + else: + print(f"Failed to add {indicator['name']}: {response.status_code} - {response.text}") diff --git a/backend/utils/add_stocks_to db.py b/backend/utils/add_stocks_to db.py new file mode 100644 index 0000000..4a648de --- /dev/null +++ b/backend/utils/add_stocks_to db.py @@ -0,0 +1,97 @@ +import requests +import json + +# URL of the API endpoint +url = "http://127.0.0.1:8000/stocks/" + +# List of companies +companies = [ + { + "name": "Apple Inc", + "symbol": "AAPL", + "description": "Apple is a trillion-dollar company" + }, + { + "name": "Microsoft Corporation", + "symbol": "MSFT", + "description": "Microsoft is a multinational technology company" + }, + { + "name": "Amazon.com Inc", + "symbol": "AMZN", + "description": "Amazon is a multinational technology company focusing on e-commerce, cloud computing, and AI" + }, + { + "name": "Alphabet Inc", + "symbol": "GOOGL", + "description": "Alphabet is the parent company of Google" + }, + { + "name": "Facebook, Inc.", + "symbol": "FB", + "description": "Facebook is a social media and technology company" + }, + { + "name": "Berkshire Hathaway Inc", + "symbol": "BRK.A", + "description": "Berkshire Hathaway is a multinational conglomerate holding company" + }, + { + "name": "Tesla Inc", + "symbol": "TSLA", + "description": "Tesla is an electric vehicle and clean energy company" + }, + { + "name": "Alibaba Group Holding Limited", + "symbol": "BABA", + "description": "Alibaba is a multinational conglomerate specializing in e-commerce, retail, Internet, and technology" + }, + { + "name": "Tencent Holdings Limited", + "symbol": "TCEHY", + "description": "Tencent is a multinational conglomerate holding company" + }, + { + "name": "Johnson & Johnson", + "symbol": "JNJ", + "description": "Johnson & Johnson is a multinational corporation focusing on medical devices, pharmaceuticals, and consumer goods" + }, + { + "name": "Visa Inc", + "symbol": "V", + "description": "Visa is a multinational financial services corporation" + }, + { + "name": "Walmart Inc", + "symbol": "WMT", + "description": "Walmart is a multinational retail corporation operating a chain of hypermarkets" + }, + { + "name": "NVIDIA Corporation", + "symbol": "NVDA", + "description": "NVIDIA is a multinational technology company specializing in graphics processing units and AI" + }, + { + "name": "Samsung Electronics Co Ltd", + "symbol": "SSNLF", + "description": "Samsung is a multinational conglomerate" + }, + { + "name": "Procter & Gamble Co", + "symbol": "PG", + "description": "Procter & Gamble is a multinational consumer goods corporation" + } +] + +# Headers for the POST request +headers = { + "Content-Type": "application/json" +} + +# Iterate over the list of companies and send POST requests +for company in companies: + response = requests.post(url, data=json.dumps(company), headers=headers) + if response.status_code == 200: + print(f"Successfully added {company['name']}") + else: + print(f"Failed to add {company['name']}: {response.status_code} - {response.text}") diff --git a/frontend/.eslintrc.cjs b/frontend/.eslintrc.cjs new file mode 100644 index 0000000..3e212e1 --- /dev/null +++ b/frontend/.eslintrc.cjs @@ -0,0 +1,21 @@ +module.exports = { + root: true, + env: { browser: true, es2020: true }, + extends: [ + 'eslint:recommended', + 'plugin:react/recommended', + 'plugin:react/jsx-runtime', + 'plugin:react-hooks/recommended', + ], + ignorePatterns: ['dist', '.eslintrc.cjs'], + parserOptions: { ecmaVersion: 'latest', sourceType: 'module' }, + settings: { react: { version: '18.2' } }, + plugins: ['react-refresh'], + rules: { + 'react/jsx-no-target-blank': 'off', + 'react-refresh/only-export-components': [ + 'warn', + { allowConstantExport: true }, + ], + }, +} diff --git a/frontend/.gitignore b/frontend/.gitignore new file mode 100644 index 0000000..a547bf3 --- /dev/null +++ b/frontend/.gitignore @@ -0,0 +1,24 @@ +# Logs +logs +*.log +npm-debug.log* +yarn-debug.log* +yarn-error.log* +pnpm-debug.log* +lerna-debug.log* + +node_modules +dist +dist-ssr +*.local + +# Editor directories and files +.vscode/* +!.vscode/extensions.json +.idea +.DS_Store +*.suo +*.ntvs* +*.njsproj +*.sln +*.sw? diff --git a/frontend/README.md b/frontend/README.md new file mode 100644 index 0000000..f768e33 --- /dev/null +++ b/frontend/README.md @@ -0,0 +1,8 @@ +# React + Vite + +This template provides a minimal setup to get React working in Vite with HMR and some ESLint rules. + +Currently, two official plugins are available: + +- [@vitejs/plugin-react](https://github.com/vitejs/vite-plugin-react/blob/main/packages/plugin-react/README.md) uses [Babel](https://babeljs.io/) for Fast Refresh +- [@vitejs/plugin-react-swc](https://github.com/vitejs/vite-plugin-react-swc) uses [SWC](https://swc.rs/) for Fast Refresh diff --git a/frontend/index.html b/frontend/index.html new file mode 100644 index 0000000..0c589ec --- /dev/null +++ b/frontend/index.html @@ -0,0 +1,13 @@ + + + + + + + Vite + React + + +
+ + + diff --git a/frontend/package-lock.json b/frontend/package-lock.json new file mode 100644 index 0000000..857c10b --- /dev/null +++ b/frontend/package-lock.json @@ -0,0 +1,5449 @@ +{ + "name": "frontend", + "version": "0.0.0", + "lockfileVersion": 3, + "requires": true, + "packages": { + "": { + "name": "frontend", + "version": "0.0.0", + "dependencies": { + "react": "^18.3.1", + "react-dom": "^18.3.1" + }, + "devDependencies": { + "@types/react": "^18.3.3", + "@types/react-dom": "^18.3.0", + "@vitejs/plugin-react": "^4.3.1", + "autoprefixer": "^10.4.19", + "eslint": "^8.57.0", + "eslint-plugin-react": "^7.34.2", + "eslint-plugin-react-hooks": "^4.6.2", + "eslint-plugin-react-refresh": "^0.4.7", + "postcss": "^8.4.38", + "tailwindcss": "^3.4.4", + "vite": "^5.3.1" + } + }, + "node_modules/@alloc/quick-lru": { + "version": "5.2.0", + "dev": true, + "license": "MIT", + "engines": { + "node": ">=10" + }, + "funding": { + "url": "https://github.com/sponsors/sindresorhus" + } + }, + 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"type": "module", + "scripts": { + "dev": "vite", + "build": "vite build", + "lint": "eslint . --ext js,jsx --report-unused-disable-directives --max-warnings 0", + "preview": "vite preview" + }, + "dependencies": { + "react": "^18.3.1", + "react-dom": "^18.3.1" + }, + "devDependencies": { + "@types/react": "^18.3.3", + "@types/react-dom": "^18.3.0", + "@vitejs/plugin-react": "^4.3.1", + "autoprefixer": "^10.4.19", + "eslint": "^8.57.0", + "eslint-plugin-react": "^7.34.2", + "eslint-plugin-react-hooks": "^4.6.2", + "eslint-plugin-react-refresh": "^0.4.7", + "postcss": "^8.4.38", + "tailwindcss": "^3.4.4", + "vite": "^5.3.1" + } +} diff --git a/frontend/public/vite.svg b/frontend/public/vite.svg new file mode 100644 index 0000000..e7b8dfb --- /dev/null +++ b/frontend/public/vite.svg @@ -0,0 +1 @@ + \ No newline at end of file diff --git a/frontend/src/App.css b/frontend/src/App.css new file mode 100644 index 0000000..b9d355d --- /dev/null +++ b/frontend/src/App.css @@ -0,0 +1,42 @@ +#root { + max-width: 1280px; + margin: 0 auto; + padding: 2rem; + text-align: center; +} + +.logo { + height: 6em; + padding: 1.5em; + will-change: filter; + transition: filter 300ms; +} +.logo:hover { + filter: drop-shadow(0 0 2em #646cffaa); +} +.logo.react:hover { + filter: drop-shadow(0 0 2em #61dafbaa); +} + +@keyframes logo-spin { + from { + transform: rotate(0deg); + } + to { + transform: rotate(360deg); + } +} + +@media (prefers-reduced-motion: no-preference) { + a:nth-of-type(2) .logo { + animation: logo-spin infinite 20s linear; + } +} + +.card { + padding: 2em; +} + +.read-the-docs { + color: #888; +} diff --git a/frontend/src/App.jsx b/frontend/src/App.jsx new file mode 100644 index 0000000..b8b8473 --- /dev/null +++ b/frontend/src/App.jsx @@ -0,0 +1,35 @@ +import { useState } from 'react' +import reactLogo from './assets/react.svg' +import viteLogo from '/vite.svg' +import './App.css' + +function App() { + const [count, setCount] = useState(0) + + return ( + <> +
+ + Vite logo + + + React logo + +
+

Vite + React

+
+ +

+ Edit src/App.jsx and save to test HMR +

+
+

+ Click on the Vite and React logos to learn more +

+ + ) +} + +export default App diff --git a/frontend/src/assets/react.svg b/frontend/src/assets/react.svg new file mode 100644 index 0000000..6c87de9 --- /dev/null +++ b/frontend/src/assets/react.svg @@ -0,0 +1 @@ + \ No newline at end of file diff --git a/frontend/src/index.css b/frontend/src/index.css new file mode 100644 index 0000000..6119ad9 --- /dev/null +++ b/frontend/src/index.css @@ -0,0 +1,68 @@ +:root { + font-family: Inter, system-ui, Avenir, Helvetica, Arial, sans-serif; + line-height: 1.5; + font-weight: 400; + + color-scheme: light dark; + color: rgba(255, 255, 255, 0.87); + background-color: #242424; + + font-synthesis: none; + text-rendering: optimizeLegibility; + -webkit-font-smoothing: antialiased; + -moz-osx-font-smoothing: grayscale; +} + +a { + font-weight: 500; + color: #646cff; + text-decoration: inherit; +} +a:hover { + color: #535bf2; +} + +body { + margin: 0; + display: flex; + place-items: center; + min-width: 320px; + min-height: 100vh; +} + +h1 { + font-size: 3.2em; + line-height: 1.1; +} + +button { + border-radius: 8px; + border: 1px solid transparent; + padding: 0.6em 1.2em; + font-size: 1em; + font-weight: 500; + font-family: inherit; + background-color: #1a1a1a; + cursor: pointer; + transition: border-color 0.25s; +} +button:hover { + border-color: #646cff; +} +button:focus, +button:focus-visible { + outline: 4px auto -webkit-focus-ring-color; +} + +@media (prefers-color-scheme: light) { + :root { + color: #213547; + background-color: #ffffff; + } + a:hover { + color: #747bff; + } + button { + background-color: #f9f9f9; + } +} diff --git a/frontend/src/main.jsx b/frontend/src/main.jsx new file mode 100644 index 0000000..54b39dd --- /dev/null +++ b/frontend/src/main.jsx @@ -0,0 +1,10 @@ +import React from 'react' +import ReactDOM from 'react-dom/client' +import App from './App.jsx' +import './index.css' + +ReactDOM.createRoot(document.getElementById('root')).render( + + + , +) diff --git a/frontend/vite.config.js b/frontend/vite.config.js new file mode 100644 index 0000000..5a33944 --- /dev/null +++ b/frontend/vite.config.js @@ -0,0 +1,7 @@ +import { defineConfig } from 'vite' +import react from '@vitejs/plugin-react' + +// https://vitejs.dev/config/ +export default defineConfig({ + plugins: [react()], +}) diff --git a/notebooks/backtesting.ipynb b/notebooks/backtesting.ipynb index 4c9643c..da456a7 100644 --- a/notebooks/backtesting.ipynb +++ b/notebooks/backtesting.ipynb @@ -65,152 +65,9 @@ }, { "cell_type": "code", - "execution_count": 10, + "execution_count": null, "metadata": {}, - "outputs": [ - { - "data": { - "text/html": [ - "
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42021-06-0536829.1537925.0034800.0035513.2070459.62149016229375999992.560547e+09146375434397.7743601.249708e+090
\n", - "
" - ], - "text/plain": [ - " timestamp open high low close volume \\\n", - "0 2021-06-01 37253.82 37894.81 35666.00 36693.09 81234.663770 \n", - "1 2021-06-02 36694.85 38225.00 35920.00 37568.68 67587.372495 \n", - "2 2021-06-03 37568.68 39476.00 37170.00 39246.79 75889.106011 \n", - "3 2021-06-04 39246.78 39289.07 35555.15 36829.00 91317.799245 \n", - "4 2021-06-05 36829.15 37925.00 34800.00 35513.20 70459.621490 \n", - "\n", - " close_time quote_asset_volume number_of_trades \\\n", - "0 1622591999999 2.973928e+09 1760417 \n", - "1 1622678399999 2.523463e+09 1530915 \n", - "2 1622764799999 2.930945e+09 1949658 \n", - "3 1622851199999 3.379400e+09 1926311 \n", - "4 1622937599999 2.560547e+09 1463754 \n", - "\n", - " taker_buy_base_asset_volume taker_buy_quote_asset_volume ignore \n", - "0 40291.834851 1.475008e+09 0 \n", - "1 34328.496287 1.281854e+09 0 \n", - "2 38664.297849 1.493505e+09 0 \n", - "3 43105.971730 1.595098e+09 0 \n", - "4 34397.774360 1.249708e+09 0 " - ] - }, - "execution_count": 10, - "metadata": {}, - "output_type": "execute_result" - } - ], + "outputs": [], "source": [ "import pandas as pd\n", "\n", @@ -491,7 +348,15 @@ "import os\n", "\n", "# Create engine and connect to the database\n", - "engine = create_engine(os.getenv('DATABASE_URL'))\n", + "engine = create_engine(os.getenv('PYCOPG_DATABASE_URL'))" + ] + }, + { + "cell_type": "code", + "execution_count": 2, + "metadata": {}, + "outputs": [], + "source": [ "connection = engine.connect()\n", "metadata = MetaData()" ] @@ -516,7 +381,7 @@ }, { "cell_type": "code", - "execution_count": 2, + "execution_count": 4, "metadata": {}, "outputs": [], "source": [ @@ -526,18 +391,27 @@ "# Create an engine and connect to the database\n", "Session = sessionmaker(bind=engine)\n", "session = Session()\n", + "\n" + ] + }, + { + "cell_type": "code", + "execution_count": 9, + "metadata": {}, + "outputs": [], + "source": [ "\n", "# Execute the DROP TABLE command with CASCADE\n", - "session.execute(text(\"DROP TABLE backtest_results CASCADE\"))\n", + "session.execute(text(\"DROP TABLE stocks CASCADE\"))\n", "session.commit()\n", "\n", "# Close the session\n", - "session.close()\n" + "session.close()" ] }, { "cell_type": "code", - "execution_count": 6, + "execution_count": 11, "metadata": {}, "outputs": [], "source": [ @@ -547,14 +421,14 @@ }, { "cell_type": "code", - "execution_count": 7, + "execution_count": 10, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ - "['scenes', 'backtest_results', 'indicators']\n" + "[]\n" ] } ], @@ -571,7 +445,7 @@ }, { "cell_type": "code", - "execution_count": 1, + "execution_count": null, "metadata": {}, "outputs": [], "source": [ @@ -646,7 +520,7 @@ }, { "cell_type": "code", - "execution_count": 2, + "execution_count": null, "metadata": {}, "outputs": [], "source": [ @@ -655,7 +529,7 @@ }, { "cell_type": "code", - "execution_count": 3, + "execution_count": null, "metadata": {}, "outputs": [], "source": [ @@ -676,34 +550,9 @@ }, { "cell_type": "code", - "execution_count": 9, + "execution_count": null, "metadata": {}, - "outputs": [ - { - "name": "stdout", - "output_type": "stream", - "text": [ - "Operation Profit, Gross 866.7200000000012, Net 866.7200000000012\n" - ] - }, - { - "data": { - "text/plain": [ - "[{'Period': 20,\n", - " 'Gross Profit': 866.7200000000012,\n", - " 'Net Profit': 866.7200000000012,\n", - " 'Number of Trades': 1,\n", - " 'Winning Trades': 1,\n", - " 'Losing Trades': 0,\n", - " 'Max Drawdown': 0,\n", - " 'Sharpe Ratio': 1.0}]" - ] - }, - "execution_count": 9, - "metadata": {}, - "output_type": "execute_result" - } - ], + "outputs": [], "source": [ "run_backtest({\"indicator_name\": \"SMA\", \"period\": 20}, df)" ]