450 lines
19 KiB
Python
450 lines
19 KiB
Python
import streamlit as st
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import plotly.graph_objects as go
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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, get_latest_portfolio_value, update_portfolio_value
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)
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def calculate_position_performance(trades):
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"""Calculate performance metrics for a group of trades"""
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total_bought = 0
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total_cost = 0
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total_sold = 0
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total_proceeds = 0
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for trade in trades:
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try:
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shares = float(trade['shares'])
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price = float(trade['entry_price'])
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# First check explicit direction field
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is_buy = True
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if isinstance(trade.get('direction'), str) and trade['direction'].lower() == 'sell':
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is_buy = False
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# Fallback to order_type if direction is corrupted
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elif trade.get('order_type', '').lower() == 'sell':
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is_buy = False
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if is_buy:
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total_bought += shares
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total_cost += shares * price
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else:
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total_sold += shares
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total_proceeds += shares * price
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except (ValueError, TypeError) as e:
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print(f"Error processing trade: {e}")
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continue
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# Avoid division by zero
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if total_bought == 0:
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return {
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'total_bought': 0,
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'total_sold': 0,
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'avg_entry': 0,
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'avg_exit': 0,
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'realized_pl': 0,
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'remaining_shares': 0
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}
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avg_entry = total_cost / total_bought if total_bought > 0 else 0
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avg_exit = total_proceeds / total_sold if total_sold > 0 else 0
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realized_pl = total_proceeds - (total_sold / total_bought * total_cost) if total_sold > 0 else 0
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remaining_shares = total_bought - total_sold
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return {
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'total_bought': total_bought,
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'total_sold': total_sold,
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'avg_entry': avg_entry,
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'avg_exit': avg_exit,
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'realized_pl': realized_pl,
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'remaining_shares': remaining_shares
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}
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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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# Skip trades without numeric exit prices
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if not trade['exit_price'] or not isinstance(trade['exit_price'], (int, float)):
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continue
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try:
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# Convert prices to float if they're strings and are numeric
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exit_price = float(trade['exit_price'])
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entry_price = float(trade['entry_price'])
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shares = float(trade['shares'])
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trade_pnl = (exit_price - entry_price) * 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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except (ValueError, TypeError):
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# Skip trades where conversion to float fails
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continue
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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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# Add direction selection
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direction = st.selectbox(
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"Direction",
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["Buy", "Sell"],
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key="trade_direction"
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)
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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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if direction == "Sell":
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position_id = st.selectbox(
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"Select Position to Exit",
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options=[pos['position_id'] for pos in existing_positions],
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key="position_select"
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)
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else: # Buy
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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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key="position_select"
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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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if direction == "Sell":
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st.error("No existing positions found for this ticker")
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st.stop()
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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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if direction == "Buy":
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entry_price = st.number_input("Entry Price", min_value=0.01, step=0.01)
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else:
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entry_price = st.number_input("Exit Price", min_value=0.01, step=0.01)
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with col2:
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if direction == "Buy":
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target_price = st.number_input("Target Price", min_value=0.01, step=0.01)
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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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else:
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exit_reason = st.text_area("Exit Reason", key="exit_reason")
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order_type = st.selectbox("Order Type", ["Market", "Limit"], key="add_trade_order_type")
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entry_date = st.date_input("Entry Date")
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entry_time_str = st.text_input("Entry Time (HH:MM)", "09:30")
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try:
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entry_time = datetime.strptime(entry_time_str, "%H:%M").time()
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except ValueError:
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st.error("Please enter time in HH:MM format (e.g. 09:30)")
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st.stop()
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if direction == "Buy":
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followed_rules = st.checkbox("Followed Trading Rules")
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entry_reason = st.text_area("Entry Reason", key="add_trade_reason")
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notes = st.text_area("Notes", key="add_trade_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 if direction == "Buy" else None,
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stop_loss=stop_loss if direction == "Buy" else None,
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strategy=strategy if direction == "Buy" else None,
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order_type=order_type,
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position_id=position_id,
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followed_rules=followed_rules if direction == "Buy" else None,
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entry_reason=entry_reason if direction == "Buy" else None,
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exit_reason=exit_reason if direction == "Sell" else None,
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notes=notes,
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direction=direction.lower()
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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.query_params(rerun=True)
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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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key="trade_select"
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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'] if trade['shares'] is not None else 0)
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new_entry = st.number_input("Entry Price", value=float(trade['entry_price']) if trade['entry_price'] is not None else 0.0)
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new_target = st.number_input("Target Price", value=float(trade['target_price']) if trade['target_price'] is not None else 0.0)
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with col2:
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new_stop = st.number_input("Stop Loss", value=float(trade['stop_loss']) if trade['stop_loss'] is not None else 0.0)
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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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key="update_trade_order_type")
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# Add date and time fields
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entry_date = st.date_input(
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"Entry Date",
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value=trade['entry_date'].date(),
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key="update_entry_date"
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)
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entry_time_str = st.text_input(
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"Entry Time (HH:MM)",
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value=trade['entry_date'].strftime("%H:%M"),
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key="update_entry_time"
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)
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try:
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entry_time = datetime.strptime(entry_time_str, "%H:%M").time()
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except ValueError:
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st.error("Please enter time in HH:MM format (e.g. 09:30)")
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st.stop()
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new_notes = st.text_area("Notes",
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value=trade['notes'] if trade['notes'] else "",
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key="update_trade_notes")
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if st.button("Update Trade"):
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try:
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# Combine date and time into datetime
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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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updates = {
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'entry_date': entry_datetime,
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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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update_trade(trade_id, updates)
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st.success("Trade updated successfully!")
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st.query_params(rerun=True)
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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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# Group trades by position_id
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positions = {}
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for trade in history:
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if trade['position_id'] not in positions:
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positions[trade['position_id']] = []
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positions[trade['position_id']].append(trade)
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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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# Display trades grouped by position
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for position_id, trades in positions.items():
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# Debug logging
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st.write(f"Processing position {position_id}")
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st.write(f"Number of trades: {len(trades)}")
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for trade in trades:
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st.write(f"Trade: {trade['direction']} {trade['shares']} shares at {trade['entry_price']}")
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# Sort trades by entry_date and put sells after buys
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trades.sort(key=lambda x: (x['entry_date'], 0 if x.get('direction') == 'buy' else 1))
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first_trade = trades[0]
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# Calculate position performance
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performance = calculate_position_performance(trades)
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with st.expander(f"{first_trade['ticker']} - Position {position_id}"):
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# Show position summary
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col1, col2, col3 = st.columns(3)
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with col1:
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st.metric("Total Shares Bought", f"{int(performance['total_bought']):,}")
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st.metric("Avg Entry", f"${performance['avg_entry']:.2f}")
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with col2:
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st.metric("Total Shares Sold", f"{int(performance['total_sold']):,}")
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st.metric("Avg Exit", f"${performance['avg_exit']:.2f}")
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with col3:
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st.metric("Remaining Shares", f"{int(performance['remaining_shares']):,}")
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st.metric("Realized P/L",
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f"${performance['realized_pl']:.2f}",
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f"{(performance['realized_pl'] / (performance['total_sold'] * performance['avg_entry']) * 100):.2f}%" if performance['total_sold'] > 0 else None)
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st.markdown("---")
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# Debug output
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st.write("Raw trade data:")
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for trade in trades:
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st.write({
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'direction': trade.get('direction'),
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'shares': trade.get('shares'),
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'entry_price': trade.get('entry_price'),
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'entry_date': trade.get('entry_date')
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})
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# Show buy trades
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st.subheader("Buy Orders")
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for trade in trades:
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if trade.get('order_type', '').lower() != 'sell': # If not sell, assume buy
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col1, col2, col3 = st.columns(3)
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with col1:
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st.text(f"Date: {format_datetime(trade['entry_date'])}")
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st.text(f"Shares: {trade['shares']}")
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with col2:
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st.text(f"Price: ${float(trade['entry_price']):.2f}")
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st.text(f"Order: {trade['order_type']}")
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with col3:
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if trade.get('target_price'):
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st.text(f"Target: ${float(trade['target_price']):.2f}")
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if trade.get('stop_loss'):
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st.text(f"Stop: ${float(trade['stop_loss']):.2f}")
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if trade.get('entry_reason'):
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st.text(f"Reason: {trade['entry_reason']}")
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st.markdown("---")
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# Show sell trades
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st.subheader("Sell Orders")
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for trade in trades:
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if trade.get('order_type', '').lower() == 'sell':
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col1, col2 = st.columns(2)
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with col1:
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st.text(f"Date: {format_datetime(trade['entry_date'])}")
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st.text(f"Shares: {trade['shares']}")
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with col2:
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st.text(f"Price: ${float(trade['entry_price']):.2f}")
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st.text(f"Order: {trade['order_type']}")
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if trade.get('exit_reason'):
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st.text(f"Reason: {trade['exit_reason']}")
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st.markdown("---")
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else:
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st.info("No trade history found")
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