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27c0524 05562d4 27c0524 05562d4 27c0524 98d7a3e 27c0524 bc0c291 27c0524 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 | """HTML fragments in the Bit design language.
Gradio gives us controls; the design needs panels, chips, stat bands and
micro-labels that Gradio has no equivalent for. Those live here as small pure
functions returning markup, so `app.py` stays layout and wiring only.
Every fragment uses design-system tokens (`var(--...)`) rather than raw colour,
so a theme change in `assets/tokens/colors.css` propagates without edits here.
"""
from __future__ import annotations
import pandas as pd
from .. import config
from .format import EM, arrow, count, esc, money, num, pct, seg, sharpe_tone, tone
# The actual mark shipped with the design (uploads/bit-trading-mark.svg),
# inlined so it can be recoloured through a token rather than loaded as a
# fixed-colour file. Previously this was a CSS box-shadow approximation --
# a guess at a logo that was sitting in the design folder the whole time.
MARK_SVG = (
'<svg class="bit-mark" viewBox="0 0 100 100" role="img" '
'aria-label="The Bit Trading Company">'
'<path fill="currentColor" fill-rule="evenodd" '
'd="M0 0H100V100H0Z M50 10H90V90H50Z M22 42H38V58H22Z M62 42H78V58H62Z">'
'</path></svg>'
)
# --------------------------------------------------------------------------
# Primitives
# --------------------------------------------------------------------------
def micro(text: str, color: str = "var(--text-tertiary)") -> str:
return f'<div class="bit-micro" style="color:{color}">{esc(text)}</div>'
def chip(text: str, kind: str = "") -> str:
cls = {"ok": " bit-chip-ok", "run": " bit-chip-run",
"warn": " bit-chip-warn", "accent": " bit-chip-accent"}.get(kind, "")
return f'<span class="bit-chip{cls}">{esc(text)}</span>'
def note(text: str, danger: bool = False) -> str:
cls = "bit-note bit-note-danger" if danger else "bit-note"
return f'<div class="{cls}">{text}</div>'
def panel_head(title: str, meta: str = "", right: str = "") -> str:
m = f'<span class="bit-micro">{esc(meta)}</span>' if meta else ""
r = f'<span style="margin-left:auto">{right}</span>' if right else ""
return (f'<div class="bit-panel-head"><span class="bit-h3">{esc(title)}</span>'
f'{m}{r}</div>')
def panel(title: str, body: str, meta: str = "", right: str = "") -> str:
return f'<div class="bit-panel">{panel_head(title, meta, right)}{body}</div>'
def kbd(text: str) -> str:
return f'<span class="bit-kbd">{esc(text)}</span>'
# --------------------------------------------------------------------------
# Top bar & footer
# --------------------------------------------------------------------------
def top_bar(status_text: str = "NO RUN LOADED", status_kind: str = "",
context: str = "", elapsed: str = "") -> str:
ctx = f'<span class="bit-chip bit-chip-ctx">{esc(context)}</span>' if context else ""
el = f'<span class="bit-micro" style="margin:0 4px">{esc(elapsed)}</span>' if elapsed else ""
return f"""
<div class="bit-topbar">
{MARK_SVG}
<span class="bit-wordmark">BIT</span>
<span class="bit-slash">/</span>
<span class="bit-h1">Backtest Lab</span>
{ctx}
<span class="bit-spacer"></span>
{el}{chip(status_text, status_kind)}
<a class="bit-chip bit-link" target="_blank" rel="noopener"
href="https://huggingface.co/datasets/{config.STORE_REPO}">SIGNAL STORE ↗</a>
<a class="bit-chip bit-link" target="_blank" rel="noopener"
href="https://huggingface.co/spaces/{config.SPACE_REPO}">SPACE ↗</a>
</div>"""
def footer() -> str:
return f"""
<div class="bit-footer">
<span>{esc(config.DISCLAIMER)}</span>
<span class="bit-footer-right">BITTRADING BACKTEST LAB v1.1.1</span>
</div>"""
# --------------------------------------------------------------------------
# Empty & loading states
# --------------------------------------------------------------------------
def empty_state() -> str:
return f"""
<div class="bit-empty">
<div class="bit-empty-glyph">◴</div>
<div class="bit-h2">No run loaded</div>
<div class="bit-empty-copy">
Configure a strategy on the left, or start from a worked example and edit it.
</div>
<div class="bit-kbd-row">
{kbd("RUN BACKTEST")}{kbd("COSTS DEFAULT ON")}{kbd("FILLS AT NEXT BAR OPEN")}
</div>
</div>"""
STAGE_LABELS = ("Reading cached slices", "Simulating trades",
"Walking forward", "Computing robustness")
def loading_stages(active: int = 0) -> str:
rows = []
for i, label in enumerate(STAGE_LABELS):
mark = "✓" if i < active else ("▸" if i == active else "·")
color = ("var(--accent-moss-strong)" if i < active else
"var(--text-primary)" if i == active else "var(--text-tertiary)")
rows.append(f'<div class="bit-stage" style="color:{color}">{mark} {esc(label)}</div>')
return f'<div class="bit-panel">{"".join(rows)}</div>'
# --------------------------------------------------------------------------
# Stat band
# --------------------------------------------------------------------------
def stat_band(rec) -> str:
"""The design's stat band: big mono number, tiny label, IS/OOS underneath."""
if rec is None:
return ""
r = rec.result
a, i, o = r.metrics_all, r.metrics_is, r.metrics_oos
def isoos(fmt, key, *fargs):
return (f"IS {seg(i, fmt, getattr(i, key), *fargs)} · "
f"OOS {seg(o, fmt, getattr(o, key), *fargs)}")
bench = (float(r.benchmark_equity.iloc[-1] / r.benchmark_equity.iloc[0] - 1.0)
if len(r.benchmark_equity) else float("nan"))
gap = a.total_return - bench if pd.notna(bench) else float("nan")
cells = [
("Total return", f"{pct(a.total_return)}{arrow(a.total_return)}",
tone(a.total_return), isoos(pct, "total_return"),
"Cumulative return of the strategy equity curve, costs included."),
("CAGR", pct(a.cagr), tone(a.cagr), isoos(pct, "cagr"),
"Compound annual growth rate implied by the equity curve."),
("Sharpe", num(a.sharpe), tone(a.sharpe), isoos(num, "sharpe"),
"Annualized mean excess return over return volatility."),
("Sortino", num(a.sortino), tone(a.sortino), isoos(num, "sortino"),
"Sharpe with only downside deviation in the denominator."),
("Max drawdown", pct(a.max_drawdown), "bit-down",
isoos(pct, "max_drawdown"), "Worst peak-to-trough decline."),
("Win rate", pct(a.win_rate, 0, signed=False), "",
f"IS {seg(i, pct, i.win_rate, 0, False)} · OOS {seg(o, pct, o.win_rate, 0, False)}",
"Share of closed trades with positive net P&L."),
("Profit factor", num(a.profit_factor), tone(a.profit_factor - 1.0),
isoos(num, "profit_factor"), "Gross profit over gross loss."),
("Trades", count(a.trade_count), "",
f"IS {seg(i, count, i.trade_count)} · OOS {seg(o, count, o.trade_count)}",
"Closed round-trip trades."),
("Exposure", pct(a.exposure, 0, signed=False), "",
f"IS {seg(i, pct, i.exposure, 0, False)} · OOS {seg(o, pct, o.exposure, 0, False)}",
"Fraction of bars holding a position."),
("vs buy & hold", f"{pct(gap)}{arrow(gap)}", tone(gap),
f"costs paid {money(r.costs_paid)}",
"Strategy return minus buy-and-hold over the same window."),
]
html = ['<div class="bit-statband">']
for label, value, cls, sub, tip in cells:
html.append(
f'<div class="bit-stat" title="{esc(tip)}">'
f'<div class="bit-stat-label">{esc(label)}</div>'
f'<div class="bit-stat-value {cls}">{value}</div>'
f'<div class="bit-stat-sub">{sub}</div></div>')
html.append("</div>")
for n in getattr(r.plan, "notes", []):
html.append(note(esc(n), danger=True))
if r.metrics_holdout is not None:
h = r.metrics_holdout
ok = h.total_return > 0
html.append(note(
f'<b>LOCKED HOLDOUT</b> · return {pct(h.total_return)} · '
f'Sharpe {num(h.sharpe)} · {h.bars} bars never used for any parameter '
f'choice.' + ("" if ok else " <b>It loses money here.</b>"),
danger=not ok))
return "".join(html)
# --------------------------------------------------------------------------
# Run manager
# --------------------------------------------------------------------------
def run_card(rec, selected: bool = False) -> str:
s = rec.sharpe
color = sharpe_tone(s)
mark = "✓" if selected else ""
return (
f'<div class="bit-run-card{" bit-run-card-sel" if selected else ""}">'
f'<div class="bit-run-top">'
f'<span class="bit-run-name">{esc(rec.label[:36])}</span>'
f'<span class="bit-run-mark">{mark}</span></div>'
f'<div class="bit-micro">{esc(rec.meta)}</div>'
f'<div class="bit-run-sharpe" style="color:{color}">'
f'SHARPE {num(s)}<span class="bit-run-ret">{pct(rec.result.metrics_all.total_return)}</span>'
f'</div></div>')
def run_history(hist, selected_ids: set[str] | None = None) -> str:
if not hist:
return micro("no runs yet in this session")
sel = selected_ids or set()
head = micro(f"{len(hist)} run{'s' if len(hist) != 1 else ''} this session")
return head + "".join(run_card(r, r.run_id in sel) for r in hist[:14])
def glossary(items) -> str:
rows = "".join(
f'<div class="bit-gloss"><div class="bit-micro">{esc(t)}</div>'
f'<div class="bit-gloss-def">{esc(d)}</div></div>'
for t, d in items)
return f'<div class="bit-panel">{rows}</div>'
# --------------------------------------------------------------------------
# Coverage
# --------------------------------------------------------------------------
def coverage_summary(cells) -> str:
if not cells:
return note("The signal store has no coverage yet.", danger=True)
models = sorted({c.model_slug for c in cells})
assets = sorted({c.asset for c in cells})
tfs = sorted({c.timeframe for c in cells})
rows = sum(c.rows for c in cells)
ph = sum(1 for c in cells if c.is_placeholder)
body = (
f'<div class="bit-kpi-row">'
f'{_kpi(len(cells), "slices")}{_kpi(len(models), "models")}'
f'{_kpi(len(assets), "assets")}{_kpi(len(tfs), "timeframes")}'
f'{_kpi(f"{rows:,}", "signal rows")}'
f'{_kpi(ph, "placeholder", danger=ph > 0)}</div>')
return panel("Coverage", body, meta="SIGNAL STORE")
def _kpi(value, label, danger: bool = False) -> str:
color = "var(--fin-down)" if danger else "var(--text-primary)"
return (f'<div class="bit-kpi"><div class="bit-kpi-value" style="color:{color}">'
f'{esc(value)}</div><div class="bit-stat-label">{esc(label)}</div></div>')
# --------------------------------------------------------------------------
# Leaderboard & consensus (the global compare interface)
# --------------------------------------------------------------------------
def podium(df: pd.DataFrame, metric: str = "oos_sharpe") -> str:
"""Top three rows of the leaderboard, called out above the table."""
if df is None or df.empty:
return micro("no catalog rows yet")
top = df.head(3)
cards = []
for rank, (_, r) in enumerate(top.iterrows(), start=1):
val = r.get(metric)
model = r.get("model_display") or EM
cards.append(
f'<div class="bit-podium bit-podium-{rank}">'
f'<div class="bit-podium-rank">#{rank}</div>'
f'<div class="bit-podium-name">{esc(r.get("strategy", ""))}</div>'
f'<div class="bit-micro">{esc(r.get("asset", ""))} · '
f'{esc(r.get("timeframe", ""))}'
+ (f' · {esc(model)}' if r.get("model_slug") else "") + '</div>'
f'<div class="bit-podium-value" style="color:{sharpe_tone(val)}">'
f'{num(val)}<span class="bit-podium-unit">OOS SHARPE</span></div>'
f'<div class="bit-micro">ret {pct(r.get("total_return"))} · '
f'dd {pct(r.get("max_drawdown"))} · {count(r.get("trades"))} trades</div>'
f'</div>')
return f'<div class="bit-podium-row">{"".join(cards)}</div>'
def consensus_panel(consensus: pd.DataFrame, verdict: dict,
asset: str, timeframe: str) -> str:
"""Signal Aggregator: every model's latest call for one asset, plus a
calibration-weighted consensus.
Weight is how far a model's realised directional accuracy sits above a coin
flip on this exact slice, so a confident but historically wrong model does
not get to shout.
"""
if consensus is None or consensus.empty:
return note(f"No model signals cached for {esc(asset)} {esc(timeframe)}.")
rows = []
for _, r in consensus.iterrows():
d = r["direction"]
dcolor = ("var(--fin-up-strong)" if d == "LONG" else
"var(--fin-down-strong)" if d == "SHORT" else "var(--text-tertiary)")
glyph = "▲" if d == "LONG" else ("▼" if d == "SHORT" else "■")
tag = ' <span class="bit-tag">BASELINE</span>' if r["is_baseline"] else ""
acc = r["directional_accuracy"]
rows.append(
f'<div class="bit-sig-row">'
f'<span class="bit-sig-name">{esc(r["model"])}{tag}</span>'
f'<span class="bit-sig-dir" style="color:{dcolor}">{glyph} {d}</span>'
f'<span class="bit-sig-edge" style="color:{dcolor}">{pct(r["edge"], 2)}</span>'
f'<span class="bit-sig-acc">acc {pct(acc, 0, signed=False)}</span>'
f'<span class="bit-sig-w">w{num(r["weight"])}</span>'
f'</div>')
d = verdict["direction"]
vcolor = ("var(--fin-up-strong)" if d == "LONG" else
"var(--fin-down-strong)" if d == "SHORT" else "var(--text-secondary)")
glyph = "▲" if d == "LONG" else ("▼" if d == "SHORT" else "■")
conf = verdict["confidence"]
verdict_box = (
f'<div class="bit-consensus">'
f'<div class="bit-micro">{esc(asset)} · {esc(timeframe)}</div>'
f'<div class="bit-consensus-dir" style="color:{vcolor}">{d} {glyph}</div>'
f'<div class="bit-micro">WEIGHTED EDGE {pct(verdict["edge"], 2)}</div>'
f'<div class="bit-conf-track"><div class="bit-conf-fill" '
f'style="width:{conf * 100:.0f}%;background:{vcolor}"></div></div>'
f'<div class="bit-micro">{verdict["agree"]}/{verdict["n_models"]} MODELS AGREE</div>'
f'</div>')
return panel(
"Signal aggregator",
f'<div class="bit-sig-grid"><div class="bit-sig-list">{"".join(rows)}</div>'
f'{verdict_box}</div>'
+ micro("weight = realised directional accuracy above a coin flip, "
"on this asset and timeframe"),
meta=f"{len(consensus)} MODELS",
)
def scorecard_note(sc: pd.DataFrame) -> str:
"""One honest sentence about whether the models beat the baselines."""
if sc is None or sc.empty:
return ""
learned = sc[~sc["is_baseline"]] if "is_baseline" in sc.columns else sc
base = sc[sc["is_baseline"]] if "is_baseline" in sc.columns else pd.DataFrame()
if learned.empty or base.empty:
return ""
la = learned["directional_accuracy"].mean()
ba = base["directional_accuracy"].mean()
if pd.isna(la) or pd.isna(ba):
return ""
delta = la - ba
if delta > 0.01:
return note(f"Learned models call direction correctly "
f"{pct(la, 1, signed=False)} of the time against "
f"{pct(ba, 1, signed=False)} for naive baselines "
f"({pct(delta, 1)} better).")
return note(f"Learned models call direction correctly "
f"{pct(la, 1, signed=False)} of the time; naive baselines manage "
f"{pct(ba, 1, signed=False)}. <b>The models are not beating the "
f"baselines on direction.</b> Read the leaderboard with that in mind.",
danger=True)
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