fix: stage missing code review fixes (7 files)
Files were edited but not staged in earlier commits: - adaptive_rhythm_manager.py: mt→mt5, pytz→timezone, get_volatility_level, shutdown() - check_market_regime.py: ADX_THRESHOLD, Wilder EWM, try/finally, UTC timestamp, sys import - check_system_status.py: remove duplicate cursor.execute - drawdown_protection.py: float(inf), persist pause state, DB save_setting, Markdown fix - performance_analysis.py: KeyError export fix, profit factor, drawdown positive, SQL filter - performance_analysis_simple.py: fromisoformat, numeric bin sort, profit factor - trading_dashboard.py: st.rerun(), session_state auto-refresh, pathlib DB path, errors=coerce Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Claude Sonnet 4.6
@@ -3,11 +3,10 @@ Adaptive Rhythm Manager - Extracted from Notebook
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Manages adaptive trading intervals based on volatility and session
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"""
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import MetaTrader5 as mt
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import MetaTrader5 as mt5
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import pandas as pd
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import pandas_ta as ta
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import pytz
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from datetime import datetime, time
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from datetime import datetime, time, timezone
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import logging
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logger = logging.getLogger(__name__)
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@@ -51,7 +50,7 @@ class AdaptiveRhythmManager:
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def get_current_session(self):
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"""Ermittelt die aktuelle Trading-Session"""
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now_utc = datetime.now(pytz.UTC).time()
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now_utc = datetime.now(timezone.utc).time()
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# Overlap hat höchste Priorität
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if self.sessions['overlap'][0] <= now_utc <= self.sessions['overlap'][1]:
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@@ -73,13 +72,19 @@ class AdaptiveRhythmManager:
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def get_market_data(self):
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"""Hole Marktdaten für ATR-Analyse"""
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try:
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rates = mt.copy_rates_from_pos(self.symbol, mt.TIMEFRAME_H1, 0, 50)
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rates = mt5.copy_rates_from_pos(self.symbol, mt5.TIMEFRAME_H1, 0, 50)
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if rates is None:
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return None
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df = pd.DataFrame(rates)
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# mt5 may return a structured numpy array or DataFrame depending on version
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df = rates if isinstance(rates, pd.DataFrame) else pd.DataFrame(rates)
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df['time'] = pd.to_datetime(df['time'], unit='s')
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df.set_index('time', inplace=True)
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if len(df) < 14:
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logger.warning(f"Not enough data for ATR calculation: {len(df)} bars")
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return None
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df['atr'] = ta.atr(df['high'], df['low'], df['close'], length=14)
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return df
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except Exception as e:
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@@ -127,6 +132,11 @@ class AdaptiveRhythmManager:
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else: # asian
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return self.intervals['medium'] if volatility == 'high' else self.intervals['slow']
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def shutdown(self):
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"""Trennt MT5-Verbindung sauber"""
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mt5.shutdown()
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logger.info("AdaptiveRhythmManager: MT5 disconnected")
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def get_status_report(self):
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"""Erstellt Status-Report"""
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session = self.get_current_session()
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@@ -141,7 +151,7 @@ class AdaptiveRhythmManager:
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return f"""
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╔════════════════════════════════════════════════════════╗
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║ ADAPTIVE RHYTHM STATUS - {datetime.now().strftime('%H:%M:%S UTC')} ║
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║ ADAPTIVE RHYTHM STATUS - {datetime.now(timezone.utc).strftime('%H:%M:%S UTC')} ║
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╠════════════════════════════════════════════════════════╣
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║ Aktuelles Intervall: {self.current_interval:>2} Minuten ║
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║ Trading Session: {session.upper():<15} ║
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+80
-80
@@ -4,38 +4,42 @@
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Checks if market is Trending or Ranging
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"""
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import MetaTrader5 as mt
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import sys
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import MetaTrader5 as mt5
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import pandas as pd
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import numpy as np
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from datetime import datetime
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from datetime import datetime, timezone
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SYMBOL = "XAUUSD"
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TIMEFRAME = mt.TIMEFRAME_M15
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TIMEFRAME = mt5.TIMEFRAME_M15
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ADX_THRESHOLD = 25
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def calculate_adx(df, period=14):
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"""Calculate ADX indicator"""
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"""Calculate ADX indicator using Wilder's smoothing (EWM)"""
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if len(df) < period + 1:
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return float('nan')
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alpha = 1 / period
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# True Range
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df['high_low'] = df['high'] - df['low']
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df['high_close'] = np.abs(df['high'] - df['close'].shift())
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df['low_close'] = np.abs(df['low'] - df['close'].shift())
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df['true_range'] = df[['high_low', 'high_close', 'low_close']].max(axis=1)
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# Directional Movement
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df['up_move'] = df['high'] - df['high'].shift()
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df['down_move'] = df['low'].shift() - df['low']
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df['plus_dm'] = np.where((df['up_move'] > df['down_move']) & (df['up_move'] > 0), df['up_move'], 0)
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df['minus_dm'] = np.where((df['down_move'] > df['up_move']) & (df['down_move'] > 0), df['down_move'], 0)
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# Smoothed values
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df['atr'] = df['true_range'].rolling(window=period).mean()
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df['plus_di'] = 100 * (df['plus_dm'].rolling(window=period).mean() / df['atr'])
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df['minus_di'] = 100 * (df['minus_dm'].rolling(window=period).mean() / df['atr'])
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# Wilder's smoothing via EWM (adjust=False matches the classic formula)
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df['atr'] = df['true_range'].ewm(alpha=alpha, adjust=False).mean()
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df['plus_di'] = 100 * (df['plus_dm'].ewm(alpha=alpha, adjust=False).mean() / df['atr'])
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df['minus_di'] = 100 * (df['minus_dm'].ewm(alpha=alpha, adjust=False).mean() / df['atr'])
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# ADX
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df['dx'] = 100 * np.abs(df['plus_di'] - df['minus_di']) / (df['plus_di'] + df['minus_di'])
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df['adx'] = df['dx'].rolling(window=period).mean()
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sum_di = df['plus_di'] + df['minus_di']
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df['dx'] = np.where(sum_di == 0, 0.0, 100 * np.abs(df['plus_di'] - df['minus_di']) / sum_di)
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df['adx'] = df['dx'].ewm(alpha=alpha, adjust=False).mean()
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return df['adx'].iloc[-1]
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@@ -46,88 +50,84 @@ def check_market_regime():
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print(f"📊 MARKET REGIME CHECK: {SYMBOL}")
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print("=" * 70)
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# Initialize MT5
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if not mt.initialize():
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if not mt5.initialize():
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print("❌ MT5 initialization failed")
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return None
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# Get current price
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tick = mt.symbol_info_tick(SYMBOL)
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if not tick:
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print("❌ Could not get price data")
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mt.shutdown()
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return None
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try:
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tick = mt5.symbol_info_tick(SYMBOL)
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if not tick:
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print("❌ Could not get price data")
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return None
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current_price = tick.bid
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timestamp = datetime.fromtimestamp(tick.time)
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current_price = tick.bid
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timestamp = datetime.fromtimestamp(tick.time, tz=timezone.utc)
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print(f"\n💹 Current Price: ${current_price:.2f}")
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print(f"⏰ Time: {timestamp.strftime('%Y-%m-%d %H:%M:%S')}")
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print(f"\n💹 Current Price: ${current_price:.2f}")
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print(f"⏰ Time: {timestamp.strftime('%Y-%m-%d %H:%M:%S UTC')}")
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# Get historical data for ADX calculation
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rates = mt.copy_rates_from_pos(SYMBOL, TIMEFRAME, 0, 100)
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if rates is None or len(rates) == 0:
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print("❌ Could not get historical data")
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mt.shutdown()
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return None
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rates = mt5.copy_rates_from_pos(SYMBOL, TIMEFRAME, 0, 100)
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if rates is None or len(rates) == 0:
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print("❌ Could not get historical data")
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return None
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df = pd.DataFrame(rates)
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df['time'] = pd.to_datetime(df['time'], unit='s')
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df = rates if isinstance(rates, pd.DataFrame) else pd.DataFrame(rates)
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df['time'] = pd.to_datetime(df['time'], unit='s')
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# Calculate ADX
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adx = calculate_adx(df, period=14)
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adx = calculate_adx(df, period=14)
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# Determine regime
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if adx < 25:
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regime = "ranging"
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can_trade = False
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symbol = "🛑"
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status = "RANGING MARKET"
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decision = "Trading BLOCKED"
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reason = "ADX < 25 = No clear trend"
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advice = "Wait for trending market (ADX ≥ 25)"
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else:
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regime = "trending"
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can_trade = True
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symbol = "✅"
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status = "TRENDING MARKET"
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decision = "Trading ALLOWED"
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reason = "ADX ≥ 25 = Strong trend"
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advice = "Good conditions for trading!"
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if np.isnan(adx):
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print("❌ ADX calculation failed (not enough data)")
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return None
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print(f"\n📈 REGIME ANALYSIS:")
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print(f" Regime: {status}")
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print(f" ADX: {adx:.1f}")
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print(f" Status: {symbol} {regime.upper()}")
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if adx < ADX_THRESHOLD:
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regime = "ranging"
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can_trade = False
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marker = "🛑"
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status = "RANGING MARKET"
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decision = "Trading BLOCKED"
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reason = f"ADX < {ADX_THRESHOLD} = No clear trend"
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advice = f"Wait for trending market (ADX ≥ {ADX_THRESHOLD})"
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else:
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regime = "trending"
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can_trade = True
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marker = "✅"
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status = "TRENDING MARKET"
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decision = "Trading ALLOWED"
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reason = f"ADX ≥ {ADX_THRESHOLD} = Strong trend"
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advice = "Good conditions for trading!"
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print(f"\n🎯 TRADING DECISION:")
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print(f" {symbol} {decision}")
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print(f" 📊 {reason}")
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print(f" 💡 {advice}")
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print(f"\n📈 REGIME ANALYSIS:")
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print(f" Regime: {status}")
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print(f" ADX: {adx:.1f}")
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print(f" Status: {marker} {regime.upper()}")
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# Visual indicator
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print(f"\n📊 ADX SCALE:")
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print(" 0-20: Very Weak/Ranging ❌")
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print(" 20-25: Weak/Ranging ⚠️")
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print(" 25-40: Trending ✅")
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print(" 40+: Strong Trending ✅✅")
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print(f" YOUR ADX: {adx:.1f} {'━' * int(adx/2)}")
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print(f"\n🎯 TRADING DECISION:")
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print(f" {marker} {decision}")
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print(f" 📊 {reason}")
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print(f" 💡 {advice}")
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print("\n" + "=" * 70)
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print(f"\n📊 ADX SCALE:")
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print(" 0-20: Very Weak/Ranging ❌")
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print(" 20-25: Weak/Ranging ⚠️")
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print(" 25-40: Trending ✅")
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print(" 40+: Strong Trending ✅✅")
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print(f" YOUR ADX: {adx:.1f} {'━' * min(int(adx / 2), 40)}")
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mt.shutdown()
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print("\n" + "=" * 70)
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return {
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'regime': regime,
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'adx': adx,
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'can_trade': can_trade,
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'price': current_price,
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'timestamp': timestamp
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}
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finally:
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mt5.shutdown()
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return {
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'regime': regime,
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'adx': adx,
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'can_trade': can_trade,
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'price': current_price,
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'timestamp': timestamp
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}
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if __name__ == "__main__":
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result = check_market_regime()
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if result:
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import sys
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sys.exit(0 if result['can_trade'] else 1)
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sys.exit(0 if (result and result['can_trade']) else 1)
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@@ -88,18 +88,6 @@ def check_status():
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# 4. RANGING VS TRENDING
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print("\n🔍 REGIME BREAKDOWN (Last 20 trades):")
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cursor.execute("""
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SELECT
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regime,
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COUNT(*) as count,
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SUM(CASE WHEN net_profit > 0 THEN 1 ELSE 0 END) as wins,
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SUM(net_profit) as pnl
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FROM trades
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WHERE status = 'closed'
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ORDER BY exit_time DESC
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LIMIT 20
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""")
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cursor.execute("""
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SELECT
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regime,
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+41
-7
@@ -4,7 +4,7 @@
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Schützt vor übermäßigen Verlusten durch automatische Handels-Pausen
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"""
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from datetime import datetime, timedelta
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from datetime import datetime, timedelta, timezone
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from trading_database import TradingDatabase
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from telegram_notifier import TelegramNotifier
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import logging
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@@ -44,10 +44,11 @@ class DrawdownProtection:
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self.max_consecutive_losses = max_consecutive_losses
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self.cooldown_hours = cooldown_hours
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# State
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# State (loaded from DB so it survives restarts)
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self.trading_paused = False
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self.pause_until = None
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self.pause_reason = None
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self._load_state()
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def can_trade(self) -> tuple[bool, str]:
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"""
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@@ -103,6 +104,31 @@ class DrawdownProtection:
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return True, "OK"
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def _load_state(self):
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"""Load persisted pause state from DB on startup"""
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try:
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pause_until_str = self.db.load_setting('drawdown_pause_until')
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pause_reason = self.db.load_setting('drawdown_pause_reason')
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if pause_until_str:
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pause_until = datetime.fromisoformat(pause_until_str)
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if pause_until > datetime.now():
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self.trading_paused = True
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self.pause_until = pause_until
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self.pause_reason = pause_reason
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logger.info(f"Loaded active pause from DB: {pause_reason} until {pause_until}")
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else:
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self._clear_persisted_state()
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except Exception as e:
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logger.error(f"Error loading drawdown state from DB: {e}")
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def _clear_persisted_state(self):
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"""Clear pause state from DB"""
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try:
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self.db.save_setting('drawdown_pause_until', '')
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self.db.save_setting('drawdown_pause_reason', '')
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except Exception as e:
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logger.error(f"Error clearing drawdown state: {e}")
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def _get_loss_today(self) -> float:
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"""Berechnet Verlust heute"""
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try:
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@@ -124,7 +150,7 @@ class DrawdownProtection:
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except Exception as e:
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logger.error(f"Error calculating daily loss: {e}")
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return 0.0
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return float('inf') # safe: block trading when DB unreachable
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def _get_loss_this_week(self) -> float:
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"""Berechnet Verlust diese Woche"""
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@@ -147,7 +173,7 @@ class DrawdownProtection:
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except Exception as e:
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logger.error(f"Error calculating weekly loss: {e}")
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return 0.0
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return float('inf')
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def _get_loss_this_month(self) -> float:
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"""Berechnet Verlust diesen Monat"""
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@@ -170,7 +196,7 @@ class DrawdownProtection:
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except Exception as e:
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logger.error(f"Error calculating monthly loss: {e}")
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return 0.0
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return float('inf')
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def _get_consecutive_losses(self) -> int:
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"""Zählt aufeinanderfolgende Verluste"""
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@@ -210,9 +236,16 @@ class DrawdownProtection:
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logger.warning(f"🛑 Trading paused: {reason}")
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logger.warning(f" Resuming at: {self.pause_until}")
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# Persist so pause survives a restart
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try:
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self.db.save_setting('drawdown_pause_until', self.pause_until.isoformat())
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self.db.save_setting('drawdown_pause_reason', reason)
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except Exception as e:
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logger.error(f"Error persisting drawdown pause state: {e}")
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if self.telegram:
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self.telegram.send_message(
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f"🛑 **TRADING PAUSED**\n\n"
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f"🛑 *TRADING PAUSED*\n\n"
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f"Reason: {reason}\n"
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f"Duration: {hours} hours\n"
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f"Resume at: {self.pause_until.strftime('%Y-%m-%d %H:%M')}\n\n"
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@@ -226,11 +259,12 @@ class DrawdownProtection:
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previous_reason = self.pause_reason
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self.pause_reason = None
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self._clear_persisted_state()
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logger.info(f"✅ Trading resumed after: {previous_reason}")
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if self.telegram:
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self.telegram.send_message(
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f"✅ **TRADING RESUMED**\n\n"
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f"✅ *TRADING RESUMED*\n\n"
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f"Previous pause reason: {previous_reason}\n"
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f"Time: {datetime.now().strftime('%Y-%m-%d %H:%M')}"
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)
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+18
-15
@@ -16,7 +16,6 @@ import json
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def get_connection(db_path="trading_bot.db"):
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"""Verbindung zur Datenbank"""
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conn = sqlite3.connect(db_path)
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conn.row_factory = sqlite3.Row
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return conn
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# ==========================================
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@@ -25,7 +24,12 @@ def get_connection(db_path="trading_bot.db"):
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def load_closed_trades(conn, exclude_historical=True):
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"""Lade geschlossene Trades"""
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query = """
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# 'historical' is a distinct status for imported legacy trades.
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# exclude_historical=True → only live bot trades (status='closed')
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# exclude_historical=False → live + historical imports
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status_filter = "status = 'closed'" if exclude_historical else "status IN ('closed', 'historical')"
|
||||
|
||||
query = f"""
|
||||
SELECT
|
||||
ticket, symbol, type, volume,
|
||||
entry_price, exit_price,
|
||||
@@ -38,20 +42,15 @@ def load_closed_trades(conn, exclude_historical=True):
|
||||
profit_pct, rr_ratio,
|
||||
exit_reason, status
|
||||
FROM trades
|
||||
WHERE status = 'closed'
|
||||
WHERE {status_filter}
|
||||
ORDER BY exit_time DESC
|
||||
"""
|
||||
|
||||
if exclude_historical:
|
||||
query += " AND status != 'historical'"
|
||||
|
||||
query += " ORDER BY exit_time DESC"
|
||||
|
||||
df = pd.read_sql_query(query, conn)
|
||||
|
||||
# Convert datetime columns
|
||||
if not df.empty:
|
||||
df['entry_time'] = pd.to_datetime(df['entry_time'], format='mixed')
|
||||
df['exit_time'] = pd.to_datetime(df['exit_time'], format='mixed')
|
||||
df['entry_time'] = pd.to_datetime(df['entry_time'], errors='coerce')
|
||||
df['exit_time'] = pd.to_datetime(df['exit_time'], errors='coerce')
|
||||
df['duration_hours'] = (df['exit_time'] - df['entry_time']).dt.total_seconds() / 3600
|
||||
df['win'] = df['net_profit'] > 0
|
||||
|
||||
@@ -78,7 +77,9 @@ def calculate_overall_metrics(df):
|
||||
avg_win = df[df['win']]['net_profit'].mean() if winning_trades > 0 else 0
|
||||
avg_loss = df[~df['win']]['net_profit'].mean() if losing_trades > 0 else 0
|
||||
|
||||
profit_factor = abs(avg_win / avg_loss) if avg_loss != 0 else 0
|
||||
gross_profit = df[df['win']]['net_profit'].sum()
|
||||
gross_loss = abs(df[~df['win']]['net_profit'].sum())
|
||||
profit_factor = round(gross_profit / gross_loss, 2) if gross_loss > 0 else 0
|
||||
|
||||
avg_duration = df['duration_hours'].mean()
|
||||
|
||||
@@ -87,7 +88,7 @@ def calculate_overall_metrics(df):
|
||||
df_sorted['cumulative'] = df_sorted['net_profit'].cumsum()
|
||||
df_sorted['running_max'] = df_sorted['cumulative'].cummax()
|
||||
df_sorted['drawdown'] = df_sorted['cumulative'] - df_sorted['running_max']
|
||||
max_drawdown = df_sorted['drawdown'].min()
|
||||
max_drawdown = abs(df_sorted['drawdown'].min())
|
||||
|
||||
return {
|
||||
'total_trades': total_trades,
|
||||
@@ -429,7 +430,7 @@ def run_performance_analysis(db_path="trading_bot.db", exclude_historical=True):
|
||||
|
||||
conn.close()
|
||||
|
||||
return {
|
||||
results = {
|
||||
'overall': overall,
|
||||
'by_session': session_df,
|
||||
'by_confidence': conf_df,
|
||||
@@ -439,6 +440,8 @@ def run_performance_analysis(db_path="trading_bot.db", exclude_historical=True):
|
||||
'by_regime': regime_df
|
||||
}
|
||||
|
||||
return results
|
||||
|
||||
# ==========================================
|
||||
# EXPORT TO JSON
|
||||
# ==========================================
|
||||
@@ -457,7 +460,7 @@ def export_analysis_to_json(results, output_file="performance_analysis.json"):
|
||||
'by_regime': results['by_regime'].to_dict('records') if not results['by_regime'].empty else []
|
||||
}
|
||||
|
||||
with open(output_file, 'w') as f:
|
||||
with open(output_file, 'w', encoding='utf-8') as f:
|
||||
json.dump(output, f, indent=2)
|
||||
|
||||
print(f"\n✅ Analysis exported to: {output_file}")
|
||||
|
||||
@@ -7,6 +7,7 @@ Umfassende Performance-Auswertung mit nur SQLite
|
||||
import sqlite3
|
||||
from datetime import datetime
|
||||
from collections import defaultdict
|
||||
from typing import List, Dict
|
||||
|
||||
# ==========================================
|
||||
# DATABASE QUERIES
|
||||
@@ -14,11 +15,9 @@ from collections import defaultdict
|
||||
|
||||
def get_closed_trades(db_path="trading_bot.db", exclude_historical=True):
|
||||
"""Lade geschlossene Trades"""
|
||||
conn = sqlite3.connect(db_path)
|
||||
conn.row_factory = sqlite3.Row
|
||||
cursor = conn.cursor()
|
||||
status_filter = "status = 'closed'" if exclude_historical else "status IN ('closed', 'historical')"
|
||||
|
||||
query = """
|
||||
query = f"""
|
||||
SELECT
|
||||
ticket, symbol, type, volume,
|
||||
entry_price, exit_price,
|
||||
@@ -31,19 +30,15 @@ def get_closed_trades(db_path="trading_bot.db", exclude_historical=True):
|
||||
profit_pct, rr_ratio,
|
||||
exit_reason, status
|
||||
FROM trades
|
||||
WHERE status = 'closed'
|
||||
WHERE {status_filter}
|
||||
ORDER BY exit_time DESC
|
||||
"""
|
||||
|
||||
if exclude_historical:
|
||||
query += " AND status != 'historical'"
|
||||
|
||||
query += " ORDER BY exit_time DESC"
|
||||
|
||||
cursor.execute(query)
|
||||
trades = [dict(row) for row in cursor.fetchall()]
|
||||
|
||||
conn.close()
|
||||
return trades
|
||||
with sqlite3.connect(db_path) as conn:
|
||||
conn.row_factory = sqlite3.Row
|
||||
cursor = conn.cursor()
|
||||
cursor.execute(query)
|
||||
return [dict(row) for row in cursor.fetchall()]
|
||||
|
||||
# ==========================================
|
||||
# OVERALL PERFORMANCE
|
||||
@@ -66,7 +61,9 @@ def calculate_overall_metrics(trades):
|
||||
avg_win = sum(t['net_profit'] for t in wins) / len(wins) if wins else 0
|
||||
avg_loss = sum(t['net_profit'] for t in losses) / len(losses) if losses else 0
|
||||
|
||||
profit_factor = abs(avg_win / avg_loss) if avg_loss != 0 else 0
|
||||
gross_profit = sum(t['net_profit'] for t in wins)
|
||||
gross_loss = abs(sum(t['net_profit'] for t in losses))
|
||||
profit_factor = round(gross_profit / gross_loss, 2) if gross_loss > 0 else 0
|
||||
|
||||
# Calculate drawdown
|
||||
cumulative = 0
|
||||
@@ -78,8 +75,8 @@ def calculate_overall_metrics(trades):
|
||||
if cumulative > max_cumulative:
|
||||
max_cumulative = cumulative
|
||||
drawdown = cumulative - max_cumulative
|
||||
if drawdown < max_drawdown:
|
||||
max_drawdown = drawdown
|
||||
if abs(drawdown) > max_drawdown:
|
||||
max_drawdown = abs(drawdown)
|
||||
|
||||
return {
|
||||
'total_trades': total_trades,
|
||||
@@ -172,7 +169,7 @@ def analyze_by_confidence(trades):
|
||||
'avg_profit': avg_profit
|
||||
})
|
||||
|
||||
return sorted(results, key=lambda x: x['confidence_range'])
|
||||
return sorted(results, key=lambda x: int(x['confidence_range'].split('-')[0]))
|
||||
|
||||
# ==========================================
|
||||
# EXIT REASON ANALYSIS
|
||||
@@ -215,7 +212,7 @@ def analyze_by_hour(trades):
|
||||
hours = defaultdict(lambda: {'trades': 0, 'wins': 0, 'profit': 0})
|
||||
|
||||
for trade in trades:
|
||||
hour = int(trade['entry_time'][11:13]) # Extract hour from timestamp
|
||||
hour = datetime.fromisoformat(trade['entry_time']).hour
|
||||
hours[hour]['trades'] += 1
|
||||
hours[hour]['profit'] += trade['net_profit']
|
||||
if trade['net_profit'] > 0:
|
||||
|
||||
+34
-35
@@ -10,6 +10,7 @@ import pandas as pd
|
||||
from datetime import datetime, timedelta
|
||||
import plotly.express as px
|
||||
import plotly.graph_objects as go
|
||||
from pathlib import Path
|
||||
|
||||
# ==========================================
|
||||
# PAGE CONFIG
|
||||
@@ -25,9 +26,14 @@ st.set_page_config(
|
||||
# DATABASE CONNECTION
|
||||
# ==========================================
|
||||
|
||||
DB_PATH = Path(__file__).parent / "trading_bot.db"
|
||||
|
||||
@st.cache_resource
|
||||
def get_connection():
|
||||
return sqlite3.connect("trading_bot.db", check_same_thread=False)
|
||||
if not DB_PATH.exists():
|
||||
st.error(f"Database not found: {DB_PATH}")
|
||||
st.stop()
|
||||
return sqlite3.connect(str(DB_PATH), check_same_thread=False)
|
||||
|
||||
conn = get_connection()
|
||||
|
||||
@@ -43,10 +49,10 @@ col1, col2, col3 = st.columns([1, 1, 2])
|
||||
with col1:
|
||||
if st.button("🔄 Refresh Data"):
|
||||
st.cache_data.clear()
|
||||
st.experimental_rerun()
|
||||
st.rerun()
|
||||
|
||||
with col2:
|
||||
auto_refresh = st.checkbox("Auto-refresh (30s)")
|
||||
auto_refresh = st.toggle("Auto-refresh (30s)")
|
||||
|
||||
with col3:
|
||||
trade_filter = st.selectbox(
|
||||
@@ -56,10 +62,14 @@ with col3:
|
||||
)
|
||||
|
||||
if auto_refresh:
|
||||
st.markdown("*Auto-refreshing every 30 seconds...*")
|
||||
import time
|
||||
time.sleep(30)
|
||||
st.experimental_rerun()
|
||||
if "last_refresh" not in st.session_state:
|
||||
st.session_state.last_refresh = datetime.now()
|
||||
elapsed = (datetime.now() - st.session_state.last_refresh).total_seconds()
|
||||
if elapsed >= 30:
|
||||
st.session_state.last_refresh = datetime.now()
|
||||
st.rerun()
|
||||
else:
|
||||
st.markdown(f"*Auto-refresh in {30 - int(elapsed)}s...*")
|
||||
|
||||
# ==========================================
|
||||
# LOAD DATA
|
||||
@@ -69,38 +79,27 @@ if auto_refresh:
|
||||
def load_all_trades():
|
||||
query = """
|
||||
SELECT
|
||||
ticket,
|
||||
position_id,
|
||||
symbol,
|
||||
strategy_name,
|
||||
type,
|
||||
volume,
|
||||
entry_price,
|
||||
sl_price,
|
||||
tp_price,
|
||||
entry_time,
|
||||
exit_time,
|
||||
session,
|
||||
regime,
|
||||
quality,
|
||||
confidence,
|
||||
timeframe_alignment,
|
||||
risk_amount,
|
||||
risk_pct,
|
||||
net_profit,
|
||||
profit_pct,
|
||||
rr_ratio,
|
||||
status,
|
||||
exit_reason
|
||||
ticket, position_id, symbol, strategy_name, type, volume,
|
||||
entry_price, sl_price, tp_price, entry_time, exit_time,
|
||||
session, regime, quality, confidence, timeframe_alignment,
|
||||
risk_amount, risk_pct, net_profit, profit_pct, rr_ratio,
|
||||
status, exit_reason
|
||||
FROM trades
|
||||
ORDER BY entry_time DESC
|
||||
"""
|
||||
return pd.read_sql_query(query, conn)
|
||||
try:
|
||||
return pd.read_sql_query(query, conn)
|
||||
except Exception as e:
|
||||
st.error(f"Error loading trades: {e}")
|
||||
return pd.DataFrame()
|
||||
|
||||
@st.cache_data(ttl=30)
|
||||
def load_bot_status():
|
||||
query = "SELECT * FROM bot_status ORDER BY timestamp DESC LIMIT 1"
|
||||
return pd.read_sql_query(query, conn)
|
||||
try:
|
||||
return pd.read_sql_query("SELECT * FROM bot_status ORDER BY timestamp DESC LIMIT 1", conn)
|
||||
except Exception as e:
|
||||
st.error(f"Error loading bot status: {e}")
|
||||
return pd.DataFrame()
|
||||
|
||||
# Load data
|
||||
df_trades_raw = load_all_trades()
|
||||
@@ -219,7 +218,7 @@ st.subheader("⏰ Trades by Hour (UTC)")
|
||||
|
||||
if not df_trades.empty:
|
||||
# Extract hour from entry_time (handle both ISO8601 and standard format)
|
||||
df_trades['hour_utc'] = pd.to_datetime(df_trades['entry_time'], format='mixed').dt.hour
|
||||
df_trades['hour_utc'] = pd.to_datetime(df_trades['entry_time'], errors='coerce').dt.hour
|
||||
|
||||
# Count trades by hour
|
||||
hourly_dist = df_trades.groupby('hour_utc').size().reset_index(name='count')
|
||||
@@ -338,7 +337,7 @@ st.subheader("💰 Cumulative Profit Over Time")
|
||||
|
||||
if closed_trades > 0:
|
||||
profit_timeline = df_trades[df_trades['status'] == 'closed'].copy()
|
||||
profit_timeline['exit_time'] = pd.to_datetime(profit_timeline['exit_time'], format='mixed')
|
||||
profit_timeline['exit_time'] = pd.to_datetime(profit_timeline['exit_time'], errors='coerce')
|
||||
profit_timeline = profit_timeline.sort_values('exit_time')
|
||||
profit_timeline['cumulative_profit'] = profit_timeline['net_profit'].cumsum()
|
||||
|
||||
|
||||
Reference in New Issue
Block a user