File size: 27,092 Bytes
76317bb | 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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 | # -*- coding: utf-8 -*-
"""app.py
Automatically generated by Colab.
Original file is located at
https://colab.research.google.com/drive/18CPi10QPKtnp8wBs3Fd21JjaDxoHytAM
"""
# app.py
# Main Gradio application script for QuantConnect Report Enhancer.
import gradio as gr
import pandas as pd
import numpy as np
import traceback
# Import functions from other modules
from utils import create_empty_figure
from processing import process_single_file
from risk_analysis import calculate_correlation, calculate_manual_risk_stats
from plotting import generate_figures_for_strategy, generate_manual_risk_figures
# --- Constants for UI ---
DEFAULT_TRADES_COLS_DISPLAY = [
'symbol', 'entryTime', 'exitTime', 'direction', 'quantity',
'entryPrice', 'exitPrice', 'profitLoss', 'totalFees', 'duration_days'
]
MAX_TRADES_DISPLAY = 50 # Limit number of trades shown in the table
# --- Gradio Interface Callbacks ---
def process_files_and_update_ui(uploaded_files):
"""
Callback function triggered when files are uploaded.
Processes each file, calculates overall metrics (like correlation),
updates the application state, and populates the UI with the first strategy's details.
Args:
uploaded_files: A list of file objects uploaded via the Gradio interface.
Returns:
A tuple containing updated values for all relevant Gradio components:
- Status message (Textbox)
- Strategy dropdown (Dropdown) - updated choices, value, visibility
- Application state (State) - dictionary holding all processed results
- Outputs for individual strategy tabs (DataFrames, Plots)
- Outputs for correlation tab (DataFrame, Plot)
- Outputs for manual risk analysis tab (DataFrames, Plots)
"""
# --- Initialize Default/Empty Outputs ---
# Create empty figures and dataframes to return if processing fails or no files uploaded
default_stats_df = pd.DataFrame(columns=['Metric', 'Value'])
default_trades_df_display = pd.DataFrame()
default_equity_fig = create_empty_figure("Equity Curve")
default_drawdown_fig = create_empty_figure("Drawdown Curve")
default_benchmark_fig = create_empty_figure("Equity vs Benchmark")
default_pnl_hist_fig = create_empty_figure("P/L Distribution")
default_duration_hist_fig = create_empty_figure("Trade Duration Distribution")
default_exposure_fig = create_empty_figure("Exposure")
default_turnover_fig = create_empty_figure("Portfolio Turnover")
default_corr_matrix = pd.DataFrame()
default_corr_heatmap = create_empty_figure("Correlation Heatmap")
default_monthly_table_display = pd.DataFrame() # For the formatted table in UI
default_monthly_stats = pd.DataFrame(columns=['Metric', 'Value'])
default_monthly_heatmap = create_empty_figure("Monthly Returns Heatmap")
default_rolling_vol_stats = pd.DataFrame(columns=['Window', 'Min Vol', 'Max Vol', 'Mean Vol'])
default_rolling_vol_plot = create_empty_figure("Rolling Volatility")
default_drawdown_table = pd.DataFrame()
# Structure default outputs for return statement clarity
initial_outputs = [
default_stats_df, default_equity_fig, default_drawdown_fig, default_benchmark_fig,
default_pnl_hist_fig, default_duration_hist_fig, default_exposure_fig,
default_turnover_fig, default_trades_df_display
]
correlation_outputs = [default_corr_matrix, default_corr_heatmap]
manual_risk_outputs = [
default_monthly_table_display, default_monthly_stats, default_monthly_heatmap,
default_rolling_vol_plot, default_rolling_vol_stats, default_drawdown_table
]
# Combine all output lists for the final return
all_default_outputs = initial_outputs + correlation_outputs + manual_risk_outputs
# --- Handle No Files Uploaded ---
if not uploaded_files:
return (
"Please upload one or more QuantConnect JSON files.", # Status message
gr.Dropdown(choices=[], value=None, visible=False), # Hide dropdown
{}, # Empty state
*all_default_outputs # Return all default outputs
)
# --- Process Uploaded Files ---
all_results = {} # Dictionary to store results for each processed file {filename: results_dict}
status_messages = [] # List to collect status/error messages
processed_files_count = 0
for file_obj in uploaded_files:
if file_obj is None: # Skip if file object is somehow None
continue
try:
file_path = file_obj.name # Get the temporary file path from Gradio
# Process the single file using the function from processing.py
strategy_result = process_single_file(file_path)
# Store the result using the filename as the key
all_results[strategy_result["filename"]] = strategy_result
# Log errors or increment success count
if strategy_result["error"]:
status_messages.append(strategy_result["error"])
else:
processed_files_count += 1
except Exception as e:
# Catch unexpected errors during the file processing loop
error_msg = f"Failed to process an uploaded file object: {e}"
print(error_msg)
traceback.print_exc()
status_messages.append(error_msg)
# --- Handle No Valid Files Processed ---
if not all_results or processed_files_count == 0:
status = "\n".join(status_messages) if status_messages else "No valid QuantConnect JSON files processed."
return (
status,
gr.Dropdown(choices=[], value=None, visible=False), # Hide dropdown
{}, # Empty state
*all_default_outputs
)
# --- Calculate Correlation (Across All Processed Files) ---
try:
corr_matrix_df, corr_heatmap_fig, corr_status = calculate_correlation(all_results)
status_messages.append(corr_status) # Add correlation status to messages
except Exception as e:
print(f"Error during correlation calculation: {e}")
traceback.print_exc()
status_messages.append(f"Correlation Error: {e}")
# Use default correlation outputs on error
corr_matrix_df = default_corr_matrix
corr_heatmap_fig = default_corr_heatmap
# --- Prepare Initial UI Display (Using the First Processed Strategy) ---
first_filename = list(all_results.keys())[0]
initial_strategy_results = all_results[first_filename]
# Generate standard plots for the first strategy
try:
initial_figures = generate_figures_for_strategy(initial_strategy_results)
except Exception as e:
print(f"Error generating initial figures for {first_filename}: {e}")
initial_figures = {k: create_empty_figure(f"{k.replace('_fig','')} - Error") for k in initial_outputs_map.keys() if k.endswith('_fig')} # Create error figures
status_messages.append(f"Plotting Error (Initial): {e}")
# Perform manual risk analysis for the first strategy
try:
initial_manual_risk_analysis = calculate_manual_risk_stats(initial_strategy_results.get("daily_returns"))
status_messages.append(f"Risk Analysis ({first_filename}): {initial_manual_risk_analysis['status']}")
# Generate risk plots based on the analysis results
initial_manual_risk_figures = generate_manual_risk_figures(initial_manual_risk_analysis, first_filename)
except Exception as e:
print(f"Error during initial manual risk analysis or plotting for {first_filename}: {e}")
traceback.print_exc()
status_messages.append(f"Risk Analysis/Plot Error (Initial): {e}")
# Use default risk outputs on error
initial_manual_risk_analysis = {
"monthly_returns_table_for_heatmap": None, "monthly_perf_stats": default_monthly_stats,
"rolling_vol_df": None, "rolling_vol_stats": default_rolling_vol_stats,
"drawdown_table": default_drawdown_table
}
initial_manual_risk_figures = {
"monthly_heatmap_fig": default_monthly_heatmap, "rolling_vol_fig": default_rolling_vol_plot
}
# --- Prepare DataFrames for Initial Display ---
initial_stats_df = initial_strategy_results.get("stats_df", default_stats_df)
initial_trades_df = initial_strategy_results.get("trades_df", pd.DataFrame())
# Select and format trades table for display
if not initial_trades_df.empty:
# Filter columns to display
existing_display_cols = [col for col in DEFAULT_TRADES_COLS_DISPLAY if col in initial_trades_df.columns]
initial_trades_df_display = initial_trades_df[existing_display_cols].head(MAX_TRADES_DISPLAY)
# Handle complex 'symbol' column (often a dictionary in QC output)
if 'symbol' in initial_trades_df_display.columns:
# Check if the first non-null symbol is a dict
first_symbol = initial_trades_df_display['symbol'].dropna().iloc[0] if not initial_trades_df_display['symbol'].dropna().empty else None
if isinstance(first_symbol, dict):
# Apply function to extract 'value' or 'ticker' if it's a dict, otherwise keep original
initial_trades_df_display.loc[:, 'symbol'] = initial_trades_df_display['symbol'].apply(
lambda x: x.get('value', x.get('ticker', str(x))) if isinstance(x, dict) else x
)
# Convert datetime columns to string for display if needed (Gradio often handles it)
for col in ['entryTime', 'exitTime']:
if col in initial_trades_df_display.columns and pd.api.types.is_datetime64_any_dtype(initial_trades_df_display[col]):
initial_trades_df_display[col] = initial_trades_df_display[col].dt.strftime('%Y-%m-%d %H:%M:%S')
else:
initial_trades_df_display = default_trades_df_display
# Prepare formatted monthly returns table for UI display
formatted_monthly_table = default_monthly_table_display
heatmap_data = initial_manual_risk_analysis.get("monthly_returns_table_for_heatmap")
if heatmap_data is not None and not heatmap_data.empty:
df_display = heatmap_data.copy() # Work on a copy
# Format values as percentages (e.g., "1.23%")
df_display = df_display.applymap(lambda x: f'{x:.2f}%' if pd.notna(x) else '')
# Reset index to make 'Year' a regular column for Gradio DataFrame display
formatted_monthly_table = df_display.reset_index()
# --- Consolidate Status Message ---
final_status = "\n".join(s for s in status_messages if s).strip()
if not final_status:
final_status = f"Successfully processed {processed_files_count} file(s)."
# --- Assemble Final Outputs ---
outputs_to_return = [
final_status, # Status Textbox
gr.Dropdown( # Strategy Dropdown
choices=list(all_results.keys()), # Update choices
value=first_filename, # Set initial value
visible=True, # Make visible
label="Select Strategy to View",
interactive=True
),
all_results, # Update the hidden state
# --- Individual Strategy Tab Outputs ---
initial_stats_df,
initial_figures.get("equity_fig", default_equity_fig),
initial_figures.get("drawdown_fig", default_drawdown_fig),
initial_figures.get("benchmark_fig", default_benchmark_fig),
initial_figures.get("pnl_hist_fig", default_pnl_hist_fig),
initial_figures.get("duration_hist_fig", default_duration_hist_fig),
initial_figures.get("exposure_fig", default_exposure_fig),
initial_figures.get("turnover_fig", default_turnover_fig),
initial_trades_df_display,
# --- Correlation Tab Outputs ---
corr_matrix_df,
corr_heatmap_fig,
# --- Manual Risk Tab Outputs ---
formatted_monthly_table, # Use the formatted table for display
initial_manual_risk_analysis.get("monthly_perf_stats", default_monthly_stats),
initial_manual_risk_figures.get("monthly_heatmap_fig", default_monthly_heatmap),
initial_manual_risk_figures.get("rolling_vol_fig", default_rolling_vol_plot),
initial_manual_risk_analysis.get("rolling_vol_stats", default_rolling_vol_stats),
initial_manual_risk_analysis.get("drawdown_table", default_drawdown_table)
]
return tuple(outputs_to_return)
def display_selected_strategy(selected_filename, all_results_state):
"""
Callback function triggered when a strategy is selected from the dropdown.
Retrieves the data for the selected strategy from the state and updates
the individual strategy tabs and the manual risk analysis tab accordingly.
Args:
selected_filename: The filename of the strategy selected in the dropdown.
all_results_state: The current state dictionary containing all processed results.
Returns:
A tuple containing updated values for the Gradio components related to
the selected strategy's details (Overview, Performance, Trade Analysis,
Other Charts, Risk Analysis tabs). Correlation tab is not updated here.
"""
# --- Initialize Default/Empty Outputs ---
# (Same defaults as in process_files_and_update_ui for the relevant outputs)
default_stats_df = pd.DataFrame(columns=['Metric', 'Value'])
default_trades_df_display = pd.DataFrame()
default_equity_fig = create_empty_figure("Equity Curve")
default_drawdown_fig = create_empty_figure("Drawdown Curve")
default_benchmark_fig = create_empty_figure("Equity vs Benchmark")
default_pnl_hist_fig = create_empty_figure("P/L Distribution")
default_duration_hist_fig = create_empty_figure("Trade Duration Distribution")
default_exposure_fig = create_empty_figure("Exposure")
default_turnover_fig = create_empty_figure("Portfolio Turnover")
default_monthly_table_display = pd.DataFrame()
default_monthly_stats = pd.DataFrame(columns=['Metric', 'Value'])
default_monthly_heatmap = create_empty_figure("Monthly Returns Heatmap")
default_rolling_vol_stats = pd.DataFrame(columns=['Window', 'Min Vol', 'Max Vol', 'Mean Vol'])
default_rolling_vol_plot = create_empty_figure("Rolling Volatility")
default_drawdown_table = pd.DataFrame()
# Structure default outputs for return statement clarity
initial_outputs = [
default_stats_df, default_equity_fig, default_drawdown_fig, default_benchmark_fig,
default_pnl_hist_fig, default_duration_hist_fig, default_exposure_fig,
default_turnover_fig, default_trades_df_display
]
manual_risk_outputs = [
default_monthly_table_display, default_monthly_stats, default_monthly_heatmap,
default_rolling_vol_plot, default_rolling_vol_stats, default_drawdown_table
]
all_default_outputs = initial_outputs + manual_risk_outputs
# --- Validate Selection and State ---
if not selected_filename or not all_results_state or selected_filename not in all_results_state:
print(f"Warning: Invalid selection ('{selected_filename}') or state. Returning defaults.")
# Potentially add a status message update here if you have a dedicated status output for selection changes
return tuple(all_default_outputs)
# --- Retrieve Selected Strategy Data ---
strategy_results = all_results_state[selected_filename]
# --- Handle Case Where Selected Strategy Had Processing Errors ---
if strategy_results.get("error"):
print(f"Displaying error state for {selected_filename}: {strategy_results['error']}")
# Show the error in the statistics table and clear other plots/tables
error_df = pd.DataFrame([{"Metric": "Error", "Value": strategy_results['error']}])
error_outputs = [error_df] + [ # Use error df for stats table
create_empty_figure(f"{fig_name} - Error") for fig_name in [ # Create empty error figures
"Equity", "Drawdown", "Benchmark", "P/L", "Duration", "Exposure", "Turnover"
]
] + [default_trades_df_display] # Empty trades table
error_risk_outputs = [ # Empty risk outputs
default_monthly_table_display, default_monthly_stats, create_empty_figure("Monthly Heatmap - Error"),
create_empty_figure("Rolling Vol - Error"), default_rolling_vol_stats, default_drawdown_table
]
return tuple(error_outputs + error_risk_outputs)
# --- Generate Figures and Analysis for Selected Strategy ---
# Generate standard plots
try:
figures = generate_figures_for_strategy(strategy_results)
except Exception as e:
print(f"Error generating figures for {selected_filename}: {e}")
figures = {k: create_empty_figure(f"{k.replace('_fig','')} - Error") for k in initial_outputs_map.keys() if k.endswith('_fig')}
# Perform manual risk analysis
try:
manual_risk_analysis = calculate_manual_risk_stats(strategy_results.get("daily_returns"))
# Generate risk plots
manual_risk_figures = generate_manual_risk_figures(manual_risk_analysis, selected_filename)
except Exception as e:
print(f"Error during manual risk analysis or plotting for {selected_filename}: {e}")
traceback.print_exc()
# Use default risk outputs on error
manual_risk_analysis = {
"monthly_returns_table_for_heatmap": None, "monthly_perf_stats": default_monthly_stats,
"rolling_vol_df": None, "rolling_vol_stats": default_rolling_vol_stats,
"drawdown_table": default_drawdown_table
}
manual_risk_figures = {
"monthly_heatmap_fig": default_monthly_heatmap, "rolling_vol_fig": default_rolling_vol_plot
}
# --- Prepare DataFrames for Display ---
stats_df = strategy_results.get("stats_df", default_stats_df)
trades_df = strategy_results.get("trades_df", pd.DataFrame())
# Select and format trades table
if not trades_df.empty:
existing_display_cols = [col for col in DEFAULT_TRADES_COLS_DISPLAY if col in trades_df.columns]
trades_df_display = trades_df[existing_display_cols].head(MAX_TRADES_DISPLAY)
if 'symbol' in trades_df_display.columns:
first_symbol = trades_df_display['symbol'].dropna().iloc[0] if not trades_df_display['symbol'].dropna().empty else None
if isinstance(first_symbol, dict):
trades_df_display.loc[:, 'symbol'] = trades_df_display['symbol'].apply(
lambda x: x.get('value', x.get('ticker', str(x))) if isinstance(x, dict) else x
)
# Convert datetime columns to string for display
for col in ['entryTime', 'exitTime']:
if col in trades_df_display.columns and pd.api.types.is_datetime64_any_dtype(trades_df_display[col]):
trades_df_display[col] = trades_df_display[col].dt.strftime('%Y-%m-%d %H:%M:%S')
else:
trades_df_display = default_trades_df_display
# Prepare formatted monthly returns table
formatted_monthly_table = default_monthly_table_display
heatmap_data = manual_risk_analysis.get("monthly_returns_table_for_heatmap")
if heatmap_data is not None and not heatmap_data.empty:
df_display = heatmap_data.copy()
df_display = df_display.applymap(lambda x: f'{x:.2f}%' if pd.notna(x) else '')
formatted_monthly_table = df_display.reset_index()
# --- Assemble Outputs for Return ---
# Return components for the tabs updated by the dropdown selection
outputs_to_return = [
# --- Individual Strategy Tab Outputs ---
stats_df,
figures.get("equity_fig", default_equity_fig),
figures.get("drawdown_fig", default_drawdown_fig),
figures.get("benchmark_fig", default_benchmark_fig),
figures.get("pnl_hist_fig", default_pnl_hist_fig),
figures.get("duration_hist_fig", default_duration_hist_fig),
figures.get("exposure_fig", default_exposure_fig),
figures.get("turnover_fig", default_turnover_fig),
trades_df_display,
# --- Manual Risk Tab Outputs ---
formatted_monthly_table, # Use formatted table
manual_risk_analysis.get("monthly_perf_stats", default_monthly_stats),
manual_risk_figures.get("monthly_heatmap_fig", default_monthly_heatmap),
manual_risk_figures.get("rolling_vol_fig", default_rolling_vol_plot),
manual_risk_analysis.get("rolling_vol_stats", default_rolling_vol_stats),
manual_risk_analysis.get("drawdown_table", default_drawdown_table)
]
return tuple(outputs_to_return)
# --- Build Gradio Interface ---
with gr.Blocks(theme=gr.themes.Soft()) as iface:
gr.Markdown("# Trading Platform Report Enhancer")
gr.Markdown("Upload one or more QuantConnect backtest JSON files to generate analysis reports and compare strategies.")
# Hidden state to store all processed results between interactions
all_results_state = gr.State({})
# --- Row 1: File Upload ---
with gr.Row():
file_input = gr.File(
label="Upload QuantConnect JSON File(s)",
file_count="multiple", # Allow multiple files
file_types=['.json'] # Restrict to JSON files
)
# --- Row 2: Status Output ---
with gr.Row():
status_output = gr.Textbox(label="Processing Status", interactive=False, lines=2) # Reduced lines
# --- Row 3: Strategy Selection Dropdown ---
with gr.Row():
strategy_dropdown = gr.Dropdown(
label="Select Strategy to View",
choices=[], # Initially empty, populated after file processing
visible=False, # Initially hidden
interactive=True # User can interact with it
)
# --- Tabs for Different Analysis Views ---
with gr.Tabs():
# --- Tab 1: Overview ---
with gr.TabItem("π Overview"):
with gr.Column():
gr.Markdown("## Key Performance Metrics")
stats_output = gr.DataFrame(label="Overall Statistics", interactive=False, wrap=True)
# --- Tab 2: Performance Charts ---
with gr.TabItem("π Performance Charts"):
with gr.Column():
gr.Markdown("## Equity & Drawdown")
with gr.Row():
plot_equity = gr.Plot(label="Equity Curve")
plot_drawdown = gr.Plot(label="Drawdown Curve")
gr.Markdown("## Benchmark Comparison")
plot_benchmark = gr.Plot(label="Equity vs Benchmark (Normalized)") # Clarified title
# --- Tab 3: Trade Analysis ---
with gr.TabItem("πΉ Trade Analysis"):
with gr.Column():
gr.Markdown("## Profit/Loss and Duration")
with gr.Row():
plot_pnl_hist = gr.Plot(label="P/L Distribution")
plot_duration_hist = gr.Plot(label="Trade Duration Distribution (Days)")
gr.Markdown(f"## Closed Trades (Sample - First {MAX_TRADES_DISPLAY})") # Dynamic title
trades_output = gr.DataFrame(label="Closed Trades Sample", interactive=False, wrap=True)
# --- Tab 4: Other Charts ---
with gr.TabItem("βοΈ Other Charts"):
with gr.Column():
gr.Markdown("## Exposure & Turnover")
with gr.Row():
plot_exposure = gr.Plot(label="Exposure")
plot_turnover = gr.Plot(label="Portfolio Turnover")
# --- Tab 5: Risk Analysis (Manual Calculations) ---
with gr.TabItem("π Risk Analysis"):
with gr.Column():
gr.Markdown("## Monthly Performance")
plot_monthly_heatmap = gr.Plot(label="Monthly Returns Heatmap")
# Use specific names matching callback outputs
monthly_returns_table_output = gr.DataFrame(label="Monthly Returns (%) Table", interactive=False, wrap=True)
monthly_perf_stats_output = gr.DataFrame(label="Monthly Performance Stats", interactive=False, wrap=True)
gr.Markdown("## Rolling Volatility")
plot_rolling_vol = gr.Plot(label="Annualized Rolling Volatility")
rolling_vol_stats_output = gr.DataFrame(label="Rolling Volatility Stats", interactive=False, wrap=True)
gr.Markdown("## Drawdown Analysis")
drawdown_table_output = gr.DataFrame(label=f"Top {5} Drawdown Periods", interactive=False, wrap=True) # Can make 'top' dynamic if needed
# --- Tab 6: Correlation ---
with gr.TabItem("π€ Correlation"):
with gr.Column():
gr.Markdown("## Strategy (+Benchmark) Correlation")
gr.Markdown("_Based on daily equity percentage change._") # Subtitle explanation
corr_heatmap_output = gr.Plot(label="Correlation Heatmap")
corr_matrix_output = gr.DataFrame(label="Correlation Matrix", interactive=False, wrap=True)
# --- Define Output Lists for Callbacks ---
# Outputs updated by file upload (all tabs + state + dropdown)
individual_report_outputs = [
stats_output, plot_equity, plot_drawdown, plot_benchmark, plot_pnl_hist,
plot_duration_hist, plot_exposure, plot_turnover, trades_output
]
manual_risk_tab_outputs = [ # Renamed for clarity
monthly_returns_table_output, monthly_perf_stats_output, plot_monthly_heatmap,
plot_rolling_vol, rolling_vol_stats_output, drawdown_table_output
]
correlation_tab_outputs = [corr_matrix_output, corr_heatmap_output]
file_processing_outputs = [status_output, strategy_dropdown, all_results_state]
# Combine ALL outputs for the file upload callback trigger
file_upload_all_outputs = (
file_processing_outputs +
individual_report_outputs +
correlation_tab_outputs +
manual_risk_tab_outputs
)
# Outputs updated by dropdown selection (individual strategy tabs + risk tab)
dropdown_outputs = individual_report_outputs + manual_risk_tab_outputs
# --- Connect Callbacks to Events ---
# When files are uploaded (or cleared), trigger file processing
file_input.change(
fn=process_files_and_update_ui,
inputs=[file_input],
outputs=file_upload_all_outputs # Pass the combined list
)
# When the dropdown value changes, trigger display update
strategy_dropdown.change(
fn=display_selected_strategy,
inputs=[strategy_dropdown, all_results_state],
outputs=dropdown_outputs # Pass the relevant outputs list
)
# --- Launch the Gradio App ---
if __name__ == '__main__':
# share=True creates a public link (useful for HF Spaces)
# debug=True provides detailed error logs in the console
iface.launch(debug=True, share=False) # Set share=True for Hugging Face deployment if needed |