dashboard.py

import panel as pn
import hvplot.pandas
import pandas as pd
import numpy as np
from utils import load_data, DEFAULT_FILTER_QUERY
from backtester import run_backtest, analyze_day_trading

pn.extension("tabulator")

# --- 1. Load Data ---
# Initial load
print("Loading data... (this might take a moment if downloading)")
try:
    # Cache the data in memory so we don't reload on every callback
    # In a production app you might handle this differently
    GLOBAL_DF = load_data()
    print(f"Data loaded. Rows: {len(GLOBAL_DF)}")
except Exception as e:
    GLOBAL_DF = pd.DataFrame()
    print(f"Error loading data: {e}")

# --- 2. Widgets ---
query_input = pn.widgets.TextAreaInput(
    name="Filter Query (Pandas Syntax)",
    value=DEFAULT_FILTER_QUERY,
    height=100,
    sizing_mode="stretch_width",
)

risk_per_trade_input = pn.widgets.FloatSlider(
    name="Risk Per Trade (%)", start=0.01, end=1.00, step=0.01, value=0.15
)
stop_loss_input = pn.widgets.FloatSlider(
    name="Stop Loss (%)", start=0.01, end=1.00, step=0.01, value=0.35
)
take_profit_input = pn.widgets.FloatSlider(
    name="Take Profit (%)", start=0.01, end=1.00, step=0.01, value=0.55
)
initial_capital_input = pn.widgets.FloatInput(
    name="Initial Capital ($)", value=10000.0, step=100
)
max_trades_input = pn.widgets.IntSlider(
    name="Max Trades Per Day", start=1, end=20, value=6
)
commission_amount_input = pn.widgets.FloatInput(
    name="Commission Amount ($ per 200 shares)", value=2.0, step=0.1
)

# Date Range (default based on user script)
default_start = pd.Timestamp("2024-10-07").date()
default_end = pd.Timestamp("2026-01-01").date()  # Future date from user script

start_date_input = pn.widgets.DatePicker(
    name="Start Date",
    value=default_start,
    start=pd.Timestamp("2020-01-01").date(),
    end=pd.Timestamp("2026-01-01").date(),
)
end_date_input = pn.widgets.DatePicker(
    name="End Date",
    value=default_end,
    start=pd.Timestamp("2020-01-01").date(),
    end=pd.Timestamp("2026-01-01").date(),
)

high_spike_checkbox = pn.widgets.Checkbox(name="Include High Spike (marketsession_high)", value=False)
high_spike_text = pn.pane.Markdown("this is high spike", styles={'font-size': '0.9em', 'color': 'gray', 'margin-top': '-10px'})

run_button = pn.widgets.Button(name="Run Backtest", button_type="primary")


# --- 3. Callbacks & Logic ---
def execute_backtest(event=None):
    # Determine if we need to reload data based on query
    # To be safe and simple, we reload if the user changed the query or if we just want to ensure consistency.
    # Given the file is small (parquet), we can reload or filter.
    # Note: load_data() handles reading and filtering.

    current_query = query_input.value

    # We will reload the data with the specific query
    # If this becomes slow, we can optimize to cache the unfiltered raw data and filter here.
    try:
        current_df = load_data(filter_query=current_query)
    except Exception as e:
        return pn.pane.Markdown(f"## Error loading data/applying query: {e}")

    if current_df.empty:
        return pn.pane.Markdown("## Error: No Data Loaded (Empty after filter)")

    # Get values
    rpt = risk_per_trade_input.value
    sl = stop_loss_input.value
    tp = take_profit_input.value
    init_cap = initial_capital_input.value
    max_trades = max_trades_input.value
    comm_amt = commission_amount_input.value
    start_date = start_date_input.value
    end_date = end_date_input.value
    include_high = high_spike_checkbox.value

    trades_df = run_backtest(
        current_df,
        rpt,
        sl,
        tp,
        init_cap,
        start_date,
        end_date,
        max_trades,
        commission_amount=comm_amt,
        include_high_spike=include_high,
    )

    if trades_df.empty:
        return pn.pane.Markdown("## No trades found for this configuration")

    # Analyze
    results, analysis_df = analyze_day_trading(trades_df)

    # --- Visuals ---

    # 1. Equity Curve (Net vs Gross)
    equity_plot = analysis_df.hvplot.line(
        x="index",
        y=["capital_net", "capital_gross"],
        value_label="Capital ($)",
        title="Account Growth (Net vs Gross)",
        ylabel="Capital ($)",
        xlabel="Trade #",
        grid=True,
        height=400,
        responsive=True,
        color=["#4CAF50", "#2196F3"],
        hover_cols=["ticker", "pnl"],
    )

    # 1b. Capital & Profit over Days
    daily_stats = analysis_df.groupby("date").agg({
        "capital_net": "last",
        "capital_gross": "last",
        "pnl": "sum",
        "pnl_gross": "sum"
    }).reset_index()

    capital_days_plot = daily_stats.hvplot.line(
        x="date",
        y=["capital_net", "capital_gross"],
        title="Capital over Days",
        ylabel="Capital ($)",
        grid=True,
        height=300,
        responsive=True,
        color=["#4CAF50", "#2196F3"],
    )

    profit_days_plot = daily_stats.hvplot.bar(
        x="date",
        y=["pnl", "pnl_gross"],
        title="Daily Profit (Net vs Gross)",
        ylabel="Profit ($)",
        grid=True,
        height=300,
        responsive=True,
        alpha=0.6,
        color=["#4CAF50", "#2196F3"],
        yformatter="%.0f",
    )

    # 1c. Monthly Performance
    # We need to calculate monthly return %.
    # Strategy: Group by Month.
    # Monthly PnL = Sum(pnl)
    # Monthly Return % = Monthly PnL / Start of Month Capital * 100
    # Start of Month Capital can be approximated by:
    #   First trade of month 'capital_net' - trade 'pnl' -> This is capital before the first trade of the month.
    #   (Note: This neglects capital changes if there were no trades for a while, but it's a good approximation for active trading)

    analysis_df["month"] = pd.to_datetime(analysis_df["date"]).dt.to_period("M")
    monthly_stats = (
        analysis_df.groupby("month")
        .agg(
            {
                "pnl": "sum",
                "pnl_gross": "sum",
                "capital_net": "first",  # We'll adjust this
                "pnl": "sum",  # Re-asserting sum
            }
        )
        .reset_index()
    )

    # To get the true start capital for the month, we find the first trade of that month and subtract its PnL from its ending capital_net.
    # A more robust way:
    # For each month, find the first trade index.
    monthly_data = []
    for m in analysis_df["month"].unique():
        month_trades = analysis_df[analysis_df["month"] == m]
        if month_trades.empty:
            continue
        
        first_trade = month_trades.iloc[0]
        start_cap = first_trade["capital_net"] - first_trade["pnl"]
        
        total_pnl = month_trades["pnl"].sum()
        return_pct = (total_pnl / start_cap * 100) if start_cap != 0 else 0
        
        monthly_data.append({
            "month": str(m),
            "pnl": total_pnl,
            "return_pct": return_pct
        })
    
    monthly_df = pd.DataFrame(monthly_data)

    monthly_plot = monthly_df.hvplot.bar(
        x="month",
        y="return_pct",
        title="Monthly Performance (%)",
        ylabel="Return (%)",
        xlabel="Month",
        grid=True,
        height=300,
        responsive=True,
        color="#9C27B0",
        yformatter="%.1f%%",
        rot=45,
    ) if not monthly_df.empty else pn.pane.Markdown("No monthly data")

    # 2. Cumulative Commission
    comm_plot = analysis_df.hvplot.line(
        x="index",
        y="cumulative_comm",
        title="Cumulative Commissions Paid",
        ylabel="Total Commission ($)",
        xlabel="Trade #",
        grid=True,
        height=200,
        responsive=True,
        color="#FF9800",
    )

    # 2. Drawdown
    drawdown_plot = analysis_df.hvplot.area(
        y="drawdown",
        title="Drawdown",
        ylabel="Drawdown ($)",
        grid=True,
        height=200,
        responsive=True,
        color="red",
        alpha=0.3,
    )

    # 2b. Drawdown %
    drawdown_pct_plot = analysis_df.hvplot.area(
        y="drawdown_pct",
        title="Drawdown %",
        ylabel="Drawdown (%)",
        grid=True,
        height=200,
        responsive=True,
        color="red",
        alpha=0.3,
    )

    # 3. P&L Distribution
    pnl_dist_plot = analysis_df.hvplot.hist(
        y="pnl", title="P&L Distribution", bins=30, height=300, responsive=True
    )

    # 4. Ticker Performance (Top/Bottom 10)
    ticker_stats = analysis_df.groupby("ticker")["pnl"].sum().sort_values()
    if len(ticker_stats) > 20:
        # Show top 10 and bottom 10
        top = ticker_stats.tail(10)
        bottom = ticker_stats.head(10)
        subset = pd.concat([bottom, top])
    else:
        subset = ticker_stats

    ticker_plot = subset.hvplot.bar(
        title="P&L by Ticker (Best/Worst)", rot=45, height=400, responsive=True
    )

    # 5. Metrics Table
    # Format metrics for display
    metrics_df = pd.DataFrame(
        [
            {"Metric": k, "Value": f"{v:.2f}" if isinstance(v, float) else v}
            for k, v in results.items()
            if not isinstance(v, pd.DataFrame)
        ]
    )

    metrics_table = pn.widgets.Tabulator(metrics_df, disabled=True, show_index=False)

    # 6. Trades Table (Paginated)
    display_trades_df = trades_df.copy()
    for col in display_trades_df.select_dtypes(include=['float', 'float64']).columns:
        display_trades_df[col] = display_trades_df[col].fillna(0).astype(int)

    trades_table = pn.widgets.Tabulator(
        display_trades_df,
        pagination="local",
        page_size=10,
        sizing_mode="stretch_width",
    )

    # Layout
    dashboard = pn.Column(
        pn.Row(
            pn.Column(metrics_table, width=300),
            pn.Column(
                equity_plot,
                drawdown_plot,
                drawdown_pct_plot,
                comm_plot,
                capital_days_plot,
                profit_days_plot,
                monthly_plot,
            ),
        ),
        pn.Row(pnl_dist_plot, ticker_plot),
        pn.layout.Divider(),
        "### Trade Log",
        trades_table,
    )

    return dashboard


# Bind the function to the button
# We effectively want to replace the main content when button is clicked
# pn.bind is one way, or just updating a dynamic map.
# Simplest: use a Column that we clear and append to.

output_area = pn.Column()


def on_click(event):
    output_area.clear()
    output_area.append(pn.indicators.LoadingSpinner(value=True, width=50, height=50))
    try:
        content = execute_backtest()
        output_area.clear()
        output_area.append(content)
    except Exception as e:
        output_area.clear()
        output_area.append(pn.pane.Markdown(f"## Error during execution: {e}"))


run_button.on_click(on_click)

# --- Layout ---
sidebar = pn.Column(
    "## Configuration",
    query_input,
    risk_per_trade_input,
    stop_loss_input,
    take_profit_input,
    initial_capital_input,
    max_trades_input,
    commission_amount_input,
    start_date_input,
    end_date_input,
    high_spike_checkbox,
    high_spike_text,
    run_button,
    pn.layout.Divider(),
    "**Note**: Ensure `HF_TOKEN` is set in `.env` to download data.",
)

template = pn.template.FastListTemplate(
    title="Penny Stock Short GAP UP Strategy Backtester",
    sidebar=[sidebar],
    main=[output_area],
    accent_base_color="#1f77b4",
    header_background="#1f77b4",
)

# Servable
template.servable()

if __name__ == "__main__":
    # If run as script
    pn.serve(template, show=False, port=5010)