feat: Create Streamlit app with trading journal, technical scanner, and navigation
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@ -20,4 +20,5 @@ yfinance
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# Web interface
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streamlit>=1.24.0
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plotly>=5.13.0 # For interactive charts
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plotly>=5.13.0
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streamlit-option-menu>=0.3.2
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332
src/streamlit_app.py
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332
src/streamlit_app.py
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import streamlit as st
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from datetime import datetime
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import pytz
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from trading.journal import (
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create_trades_table, get_open_trades, get_trade_history,
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add_trade, update_trade, delete_trade, TradeEntry,
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get_open_trades_summary, get_current_prices, generate_position_id,
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get_position_summary
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)
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from trading.position_calculator import PositionCalculator
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from screener.scanner_controller import run_technical_scanner
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from screener.canslim_controller import run_canslim_screener
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import plotly.graph_objects as go
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from plotly.subplots import make_subplots
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def init_session_state():
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"""Initialize session state variables"""
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if 'page' not in st.session_state:
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st.session_state.page = 'Trading Journal'
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def format_datetime(dt):
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"""Format datetime for display"""
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if dt:
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return dt.strftime('%Y-%m-%d %H:%M')
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return ''
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def plot_trade_history(trades):
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"""Create a P/L chart using Plotly"""
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if not trades:
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return None
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# Prepare data
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dates = []
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pnl = []
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cumulative_pnl = 0
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for trade in trades:
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if trade['exit_price']:
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trade_pnl = (trade['exit_price'] - trade['entry_price']) * trade['shares']
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cumulative_pnl += trade_pnl
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dates.append(trade['exit_date'])
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pnl.append(cumulative_pnl)
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if not dates:
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return None
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# Create figure
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fig = go.Figure()
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fig.add_trace(
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go.Scatter(x=dates, y=pnl, mode='lines+markers',
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name='Cumulative P/L',
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line=dict(color='blue'),
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hovertemplate='Date: %{x}<br>P/L: $%{y:.2f}<extra></extra>')
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)
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fig.update_layout(
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title='Cumulative Profit/Loss Over Time',
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xaxis_title='Date',
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yaxis_title='Cumulative P/L ($)',
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hovermode='x unified'
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)
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return fig
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def trading_journal_page():
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st.header("Trading Journal")
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# Tabs for different journal functions
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tab1, tab2, tab3, tab4 = st.tabs(["Open Positions", "Add Trade", "Update Trade", "Trade History"])
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with tab1:
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st.subheader("Open Positions")
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open_trades = get_open_trades()
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open_summary = get_open_trades_summary()
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if open_summary:
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# Get current prices
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unique_tickers = list(set(summary['ticker'] for summary in open_summary))
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current_prices = get_current_prices(unique_tickers)
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total_portfolio_value = 0
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total_paper_pl = 0
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for summary in open_summary:
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with st.expander(f"{summary['ticker']} Summary"):
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ticker = summary['ticker']
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avg_entry = summary['avg_entry_price']
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current_price = current_prices.get(ticker)
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total_shares = summary['total_shares']
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position_value = avg_entry * total_shares
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col1, col2 = st.columns(2)
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with col1:
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st.metric("Total Shares", f"{total_shares:,}")
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st.metric("Average Entry", f"${avg_entry:.2f}")
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st.metric("Position Value", f"${position_value:.2f}")
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with col2:
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if current_price:
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current_value = current_price * total_shares
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paper_pl = (current_price - avg_entry) * total_shares
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pl_percentage = (paper_pl / position_value) * 100
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st.metric("Current Price", f"${current_price:.2f}")
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st.metric("Paper P/L", f"${paper_pl:.2f}", f"{pl_percentage:.2f}%")
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total_portfolio_value += current_value
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total_paper_pl += paper_pl
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if total_portfolio_value > 0:
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st.markdown("---")
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st.subheader("Portfolio Summary")
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col1, col2 = st.columns(2)
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with col1:
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st.metric("Total Portfolio Value", f"${total_portfolio_value:.2f}")
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with col2:
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st.metric("Total P/L", f"${total_paper_pl:.2f}",
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f"{(total_paper_pl / (total_portfolio_value - total_paper_pl)) * 100:.2f}%")
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with tab2:
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st.subheader("Add New Trade")
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ticker = st.text_input("Ticker Symbol").upper()
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if ticker:
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# Show existing positions for this ticker
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existing_positions = get_position_summary(ticker)
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if existing_positions:
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st.write(f"Existing {ticker} Positions:")
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for pos in existing_positions:
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st.write(f"Position ID: {pos['position_id']}")
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st.write(f"Total Shares: {pos['total_shares']}")
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st.write(f"Average Entry: ${pos['avg_entry_price']:.2f}")
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add_to_existing = st.checkbox("Add to existing position")
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if add_to_existing:
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position_id = st.selectbox(
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"Select Position ID",
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options=[pos['position_id'] for pos in existing_positions]
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)
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else:
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position_id = generate_position_id(ticker)
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else:
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position_id = generate_position_id(ticker)
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col1, col2 = st.columns(2)
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with col1:
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shares = st.number_input("Number of Shares", min_value=1, step=1)
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entry_price = st.number_input("Entry Price", min_value=0.01, step=0.01)
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target_price = st.number_input("Target Price", min_value=0.01, step=0.01)
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with col2:
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stop_loss = st.number_input("Stop Loss", min_value=0.01, step=0.01)
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strategy = st.text_input("Strategy")
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order_type = st.selectbox("Order Type", ["Market", "Limit"])
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entry_date = st.date_input("Entry Date")
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entry_time = st.time_input("Entry Time")
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followed_rules = st.checkbox("Followed Trading Rules")
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entry_reason = st.text_area("Entry Reason")
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notes = st.text_area("Notes")
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if st.button("Add Trade"):
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try:
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entry_datetime = datetime.combine(entry_date, entry_time)
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entry_datetime = pytz.timezone('US/Pacific').localize(entry_datetime)
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trade = TradeEntry(
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ticker=ticker,
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entry_date=entry_datetime,
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shares=shares,
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entry_price=entry_price,
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target_price=target_price,
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stop_loss=stop_loss,
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strategy=strategy,
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order_type=order_type,
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position_id=position_id,
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followed_rules=followed_rules,
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entry_reason=entry_reason,
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notes=notes
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)
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add_trade(trade)
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st.success("Trade added successfully!")
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st.experimental_rerun()
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except Exception as e:
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st.error(f"Error adding trade: {str(e)}")
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with tab3:
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st.subheader("Update Trade")
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open_trades = get_open_trades()
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if open_trades:
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trade_id = st.selectbox(
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"Select Trade to Update",
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options=[t['id'] for t in open_trades],
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format_func=lambda x: f"{next(t['ticker'] for t in open_trades if t['id'] == x)} - {x}"
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)
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trade = next(t for t in open_trades if t['id'] == trade_id)
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col1, col2 = st.columns(2)
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with col1:
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new_shares = st.number_input("Shares", value=trade['shares'])
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new_entry = st.number_input("Entry Price", value=float(trade['entry_price']))
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new_target = st.number_input("Target Price", value=float(trade['target_price']))
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with col2:
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new_stop = st.number_input("Stop Loss", value=float(trade['stop_loss']))
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new_strategy = st.text_input("Strategy", value=trade['strategy'])
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new_order_type = st.selectbox("Order Type", ["Market", "Limit"],
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index=0 if trade['order_type'] == "Market" else 1)
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new_notes = st.text_area("Notes", value=trade['notes'] if trade['notes'] else "")
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if st.button("Update Trade"):
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updates = {
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'shares': new_shares,
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'entry_price': new_entry,
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'target_price': new_target,
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'stop_loss': new_stop,
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'strategy': new_strategy,
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'order_type': new_order_type,
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'notes': new_notes
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}
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try:
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update_trade(trade_id, updates)
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st.success("Trade updated successfully!")
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st.experimental_rerun()
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except Exception as e:
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st.error(f"Error updating trade: {str(e)}")
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else:
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st.info("No open trades to update")
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with tab4:
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st.subheader("Trade History")
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history = get_trade_history()
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if history:
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# Add P/L chart
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fig = plot_trade_history(history)
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if fig:
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st.plotly_chart(fig, use_container_width=True)
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for trade in history:
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with st.expander(f"{trade['ticker']} - {format_datetime(trade['entry_date'])}"):
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profit_loss = (trade['exit_price'] - trade['entry_price']) * trade['shares'] if trade['exit_price'] else None
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col1, col2 = st.columns(2)
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with col1:
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st.metric("Entry Price", f"${trade['entry_price']:.2f}")
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st.metric("Shares", trade['shares'])
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if profit_loss:
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st.metric("P/L", f"${profit_loss:.2f}")
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with col2:
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if trade['exit_price']:
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st.metric("Exit Price", f"${trade['exit_price']:.2f}")
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st.metric("Exit Date", format_datetime(trade['exit_date']))
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st.text(f"Strategy: {trade['strategy']}")
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if trade['notes']:
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st.text(f"Notes: {trade['notes']}")
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else:
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st.info("No trade history found")
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def technical_scanner_page():
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st.header("Technical Scanner")
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scanner_type = st.selectbox(
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"Select Scanner",
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["SunnyBands", "ATR-EMA", "ATR-EMA v2"]
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)
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col1, col2 = st.columns(2)
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with col1:
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min_price = st.number_input("Minimum Price", value=5.0, step=0.1)
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max_price = st.number_input("Maximum Price", value=100.0, step=0.1)
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with col2:
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min_volume = st.number_input("Minimum Volume", value=500000, step=100000)
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portfolio_size = st.number_input("Portfolio Size", value=100000.0, step=1000.0)
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if st.button("Run Scanner"):
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with st.spinner("Running scanner..."):
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try:
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signals = run_technical_scanner(scanner_type.lower().replace(" ", "_"))
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if signals:
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st.success(f"Found {len(signals)} signals")
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for signal in signals:
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with st.expander(f"{signal['ticker']} - ${signal['entry_price']:.2f}"):
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col1, col2 = st.columns(2)
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with col1:
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st.metric("Entry Price", f"${signal['entry_price']:.2f}")
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st.metric("Target", f"${signal['target_price']:.2f}")
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st.metric("Stop Loss", f"${signal['stop_loss']:.2f}")
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with col2:
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st.metric("Shares", signal['shares'])
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st.metric("Position Size", f"${signal['position_size']:.2f}")
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st.metric("Risk Amount", f"${abs(signal['risk_amount']):.2f}")
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else:
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st.info("No signals found")
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except Exception as e:
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st.error(f"Error running scanner: {str(e)}")
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def main():
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st.set_page_config(page_title="Trading System", layout="wide")
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init_session_state()
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# Sidebar navigation
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st.sidebar.title("Navigation")
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st.session_state.page = st.sidebar.radio(
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"Go to",
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["Trading Journal", "Technical Scanner", "CANSLIM Screener"]
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)
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# Create necessary tables
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create_trades_table()
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# Display selected page
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if st.session_state.page == "Trading Journal":
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trading_journal_page()
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elif st.session_state.page == "Technical Scanner":
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technical_scanner_page()
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elif st.session_state.page == "CANSLIM Screener":
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st.header("CANSLIM Screener")
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# Add CANSLIM screener implementation
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if __name__ == "__main__":
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main()
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