Spaces:
Running
Running
Update trading fees to 0.06% and add 0.1% slippage fee
Browse files- Updated trading fee from 0.05% to 0.06% in strategies.js and perf.js
- Added 0.1% slippage: buy at price×1.001, sell at price×0.999
- Added Updates modal in Footer with changelog display
- src/components/FooterOpen.vue +165 -0
- src/lib/perf.js +44 -18
- src/lib/strategies.js +4 -4
src/components/FooterOpen.vue
CHANGED
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@@ -17,6 +17,31 @@
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</div>
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</div>
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</div>
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</footer>
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</template>
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@@ -25,6 +50,7 @@ export default {
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name: "PageFooter",
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data() {
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return {
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presentedBy: [
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{ name: "DeepKin", src: new URL("../assets/images/companies_images/deepkin_logo.png", import.meta.url).href },
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{ name: "The Fin AI", src: new URL("../assets/images/companies_images/logofinai.png", import.meta.url).href },
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@@ -39,6 +65,15 @@ export default {
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{ name: "Université de Montréal", src: new URL("../assets/images/companies_images/montreal.png", import.meta.url).href },
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{ name: "Georgia Institute of Technology", src: new URL("../assets/images/companies_images/georgia.png", import.meta.url).href },
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],
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};
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},
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};
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@@ -108,6 +143,126 @@ export default {
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filter: drop-shadow(0 1px 3px rgba(0, 0, 0, 0.2));
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}
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/* Responsive */
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@media (max-width: 768px) {
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.page-footer {
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@@ -119,6 +274,12 @@ export default {
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width: 60px;
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height: 20px;
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}
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}
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@media (max-width: 480px) {
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@@ -134,5 +295,9 @@ export default {
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width: 52px;
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height: 18px;
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}
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}
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</style>
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</div>
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</div>
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</div>
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+
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+
<!-- Bottom right: copyright and updates -->
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<div class="footer-bottom-right">
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<span class="copyright">© 2025 Agent Market Arena</span>
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<span class="divider">|</span>
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<span class="updates-link" @click="showUpdates = true">Updates</span>
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</div>
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+
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+
<!-- Updates Modal -->
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<div v-if="showUpdates" class="modal-overlay" @click.self="showUpdates = false">
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<div class="modal-content">
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<div class="modal-header">
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<span class="modal-title">📋 Major Updates</span>
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<span class="modal-close" @click="showUpdates = false">✕</span>
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</div>
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<div class="modal-body">
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<div v-for="(update, idx) in updates" :key="idx" class="update-item">
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<div class="update-date">{{ update.date }}</div>
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<ul class="update-list">
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<li v-for="(item, i) in update.items" :key="i" v-html="item"></li>
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</ul>
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</div>
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</div>
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</div>
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</div>
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</footer>
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</template>
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name: "PageFooter",
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data() {
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return {
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showUpdates: false,
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presentedBy: [
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{ name: "DeepKin", src: new URL("../assets/images/companies_images/deepkin_logo.png", import.meta.url).href },
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{ name: "The Fin AI", src: new URL("../assets/images/companies_images/logofinai.png", import.meta.url).href },
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{ name: "Université de Montréal", src: new URL("../assets/images/companies_images/montreal.png", import.meta.url).href },
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{ name: "Georgia Institute of Technology", src: new URL("../assets/images/companies_images/georgia.png", import.meta.url).href },
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],
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updates: [
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{
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date: '2025-12-05',
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items: [
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'<strong>Trading Fee:</strong> Updated from 0.05% to <strong>0.06%</strong>',
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'<strong>Slippage Fee:</strong> Added <strong>0.1%</strong> slippage<br/> • Buy orders: price × 1.001<br/> • Sell orders: price × 0.999',
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]
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},
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],
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};
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},
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};
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filter: drop-shadow(0 1px 3px rgba(0, 0, 0, 0.2));
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}
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/* Bottom right section */
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.footer-bottom-right {
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position: absolute;
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bottom: 0.5rem;
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right: 1rem;
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display: flex;
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align-items: center;
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gap: 0.5rem;
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font-size: 0.75rem;
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color: #6b7280;
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}
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.copyright {
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font-weight: 500;
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}
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.divider {
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color: #d1d5db;
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}
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.updates-link {
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cursor: pointer;
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color: #4f46e5;
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font-weight: 600;
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transition: color 0.2s ease;
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}
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.updates-link:hover {
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color: #3730a3;
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text-decoration: underline;
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}
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/* Modal styles */
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.modal-overlay {
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position: fixed;
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top: 0;
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left: 0;
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right: 0;
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bottom: 0;
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background: rgba(0, 0, 0, 0.5);
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display: flex;
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align-items: center;
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justify-content: center;
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z-index: 1000;
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}
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.modal-content {
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background: #fff;
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border-radius: 12px;
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width: 90%;
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max-width: 480px;
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max-height: 80vh;
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overflow: hidden;
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box-shadow: 0 20px 40px rgba(0, 0, 0, 0.2);
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}
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.modal-header {
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display: flex;
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justify-content: space-between;
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align-items: center;
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padding: 1rem 1.25rem;
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background: linear-gradient(135deg, #4f46e5 0%, #7c3aed 100%);
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color: #fff;
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}
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.modal-title {
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font-size: 1.1rem;
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font-weight: 700;
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}
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+
.modal-close {
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cursor: pointer;
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font-size: 1.25rem;
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opacity: 0.8;
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transition: opacity 0.2s;
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}
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+
.modal-close:hover {
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opacity: 1;
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}
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+
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+
.modal-body {
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padding: 1.25rem;
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max-height: 60vh;
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overflow-y: auto;
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}
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+
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+
.update-item {
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margin-bottom: 1.25rem;
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}
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.update-item:last-child {
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margin-bottom: 0;
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}
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+
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+
.update-date {
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font-size: 0.9rem;
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font-weight: 700;
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color: #4f46e5;
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margin-bottom: 0.5rem;
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padding-bottom: 0.25rem;
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border-bottom: 2px solid #e5e7eb;
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}
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+
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+
.update-list {
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margin: 0;
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padding-left: 1.25rem;
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color: #374151;
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font-size: 0.875rem;
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line-height: 1.6;
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}
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.update-list li {
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margin-bottom: 0.5rem;
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}
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.update-list li:last-child {
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margin-bottom: 0;
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}
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+
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/* Responsive */
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@media (max-width: 768px) {
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.page-footer {
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width: 60px;
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height: 20px;
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}
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+
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+
.footer-bottom-right {
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position: static;
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margin-top: 0.5rem;
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justify-content: center;
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}
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}
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@media (max-width: 480px) {
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width: 52px;
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height: 18px;
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}
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+
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+
.footer-bottom-right {
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font-size: 0.7rem;
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+
}
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}
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</style>
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src/lib/perf.js
CHANGED
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@@ -6,23 +6,29 @@ function sanitizeRows(rows) {
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return list
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}
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-
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const data = sanitizeRows(rows)
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if (data.length === 0) return []
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-
const firstPrice = Number(data[0].price)
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const equity = []
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// open with fee
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let capital = initial * (1 - fee)
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for (let i = 0; i < data.length; i++) {
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const price = Number(data[i].price)
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let value = firstPrice > 0 ? capital * (price / firstPrice) : capital
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-
if (i === data.length - 1)
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equity.push(Math.max(0, value))
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}
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return equity
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}
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-
export function computeStrategyEquity(rows, initial = 100000, fee = 0.
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const data = sanitizeRows(rows)
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if (data.length === 0) return []
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let capital = initial
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|
@@ -38,49 +44,69 @@ export function computeStrategyEquity(rows, initial = 100000, fee = 0.0005, stra
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const action = String(data[i].recommended_action || 'HOLD').toUpperCase()
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if (tradingMode === 'normal') {
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if (action === 'BUY') {
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-
if (position === 'FLAT') {
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else if (position === 'SHORT') {
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-
const
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capital *= (1 + ret) * (1 - fee)
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-
position = 'LONG'; entryPrice = price; capital *= (1 - fee); dailyCapital = capital
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}
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} else if (action === 'SELL') {
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if (position === 'LONG') {
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-
const
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capital *= (1 + ret) * (1 - fee); position = 'FLAT'; entryPrice = 0; dailyCapital = capital
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} else if (position === 'FLAT' && strategy === 'long_short') {
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-
position = 'SHORT'; entryPrice = price; capital *= (1 - fee); dailyCapital = capital
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}
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}
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// HOLD keeps position
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} else { // aggressive: HOLD forces flat, BUY/SELL switch directly
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if (action === 'HOLD') {
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if (position === 'LONG') {
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-
const
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capital *= (1 + ret) * (1 - fee); position = 'FLAT'; entryPrice = 0; dailyCapital = capital
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} else if (position === 'SHORT') {
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-
const
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capital *= (1 + ret) * (1 - fee); position = 'FLAT'; entryPrice = 0; dailyCapital = capital
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}
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} else if (action === 'BUY') {
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if (position === 'SHORT') {
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-
const
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capital *= (1 + ret) * (1 - fee); position = 'FLAT'; entryPrice = 0; dailyCapital = capital
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}
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-
if (position === 'FLAT') {
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} else if (action === 'SELL') {
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if (position === 'LONG') {
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-
const
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capital *= (1 + ret) * (1 - fee); position = 'FLAT'; entryPrice = 0; dailyCapital = capital
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}
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-
if (position === 'FLAT' && strategy === 'long_short') {
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}
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}
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series.push(dailyCapital)
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if (i === data.length - 1 && position !== 'FLAT') {
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-
// force close last day
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-
if (position === 'LONG') {
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-
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series[series.length - 1] = capital
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position = 'FLAT'; entryPrice = 0
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}
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return list
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}
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+
const SLIPPAGE = 0.001 // 0.1% slippage
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+
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+
export function computeBuyHoldEquity(rows, initial = 100000, fee = 0.0006) {
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const data = sanitizeRows(rows)
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if (data.length === 0) return []
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+
const firstPrice = Number(data[0].price) * (1 + SLIPPAGE) // buy at higher price
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const equity = []
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// open with fee
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let capital = initial * (1 - fee)
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for (let i = 0; i < data.length; i++) {
|
| 19 |
const price = Number(data[i].price)
|
| 20 |
let value = firstPrice > 0 ? capital * (price / firstPrice) : capital
|
| 21 |
+
if (i === data.length - 1) {
|
| 22 |
+
// sell at lower price + closing fee
|
| 23 |
+
const sellPrice = price * (1 - SLIPPAGE)
|
| 24 |
+
value = firstPrice > 0 ? capital * (sellPrice / firstPrice) * (1 - fee) : capital
|
| 25 |
+
}
|
| 26 |
equity.push(Math.max(0, value))
|
| 27 |
}
|
| 28 |
return equity
|
| 29 |
}
|
| 30 |
|
| 31 |
+
export function computeStrategyEquity(rows, initial = 100000, fee = 0.0006, strategy = 'long_short', tradingMode = 'normal') {
|
| 32 |
const data = sanitizeRows(rows)
|
| 33 |
if (data.length === 0) return []
|
| 34 |
let capital = initial
|
|
|
|
| 44 |
const action = String(data[i].recommended_action || 'HOLD').toUpperCase()
|
| 45 |
if (tradingMode === 'normal') {
|
| 46 |
if (action === 'BUY') {
|
| 47 |
+
if (position === 'FLAT') {
|
| 48 |
+
position = 'LONG'; entryPrice = price * (1 + SLIPPAGE); capital *= (1 - fee); dailyCapital = capital
|
| 49 |
+
}
|
| 50 |
else if (position === 'SHORT') {
|
| 51 |
+
const buyPrice = price * (1 + SLIPPAGE) // buy to close short at higher price
|
| 52 |
+
const ret = entryPrice ? (entryPrice - buyPrice) / entryPrice : 0
|
| 53 |
capital *= (1 + ret) * (1 - fee)
|
| 54 |
+
position = 'LONG'; entryPrice = price * (1 + SLIPPAGE); capital *= (1 - fee); dailyCapital = capital
|
| 55 |
}
|
| 56 |
} else if (action === 'SELL') {
|
| 57 |
if (position === 'LONG') {
|
| 58 |
+
const sellPrice = price * (1 - SLIPPAGE) // sell at lower price
|
| 59 |
+
const ret = entryPrice ? (sellPrice - entryPrice) / entryPrice : 0
|
| 60 |
capital *= (1 + ret) * (1 - fee); position = 'FLAT'; entryPrice = 0; dailyCapital = capital
|
| 61 |
} else if (position === 'FLAT' && strategy === 'long_short') {
|
| 62 |
+
position = 'SHORT'; entryPrice = price * (1 - SLIPPAGE); capital *= (1 - fee); dailyCapital = capital
|
| 63 |
}
|
| 64 |
}
|
| 65 |
// HOLD keeps position
|
| 66 |
} else { // aggressive: HOLD forces flat, BUY/SELL switch directly
|
| 67 |
if (action === 'HOLD') {
|
| 68 |
if (position === 'LONG') {
|
| 69 |
+
const sellPrice = price * (1 - SLIPPAGE)
|
| 70 |
+
const ret = entryPrice ? (sellPrice - entryPrice) / entryPrice : 0
|
| 71 |
capital *= (1 + ret) * (1 - fee); position = 'FLAT'; entryPrice = 0; dailyCapital = capital
|
| 72 |
} else if (position === 'SHORT') {
|
| 73 |
+
const buyPrice = price * (1 + SLIPPAGE)
|
| 74 |
+
const ret = entryPrice ? (entryPrice - buyPrice) / entryPrice : 0
|
| 75 |
capital *= (1 + ret) * (1 - fee); position = 'FLAT'; entryPrice = 0; dailyCapital = capital
|
| 76 |
}
|
| 77 |
} else if (action === 'BUY') {
|
| 78 |
if (position === 'SHORT') {
|
| 79 |
+
const buyPrice = price * (1 + SLIPPAGE)
|
| 80 |
+
const ret = entryPrice ? (entryPrice - buyPrice) / entryPrice : 0
|
| 81 |
capital *= (1 + ret) * (1 - fee); position = 'FLAT'; entryPrice = 0; dailyCapital = capital
|
| 82 |
}
|
| 83 |
+
if (position === 'FLAT') {
|
| 84 |
+
position = 'LONG'; entryPrice = price * (1 + SLIPPAGE); capital *= (1 - fee); dailyCapital = capital
|
| 85 |
+
}
|
| 86 |
} else if (action === 'SELL') {
|
| 87 |
if (position === 'LONG') {
|
| 88 |
+
const sellPrice = price * (1 - SLIPPAGE)
|
| 89 |
+
const ret = entryPrice ? (sellPrice - entryPrice) / entryPrice : 0
|
| 90 |
capital *= (1 + ret) * (1 - fee); position = 'FLAT'; entryPrice = 0; dailyCapital = capital
|
| 91 |
}
|
| 92 |
+
if (position === 'FLAT' && strategy === 'long_short') {
|
| 93 |
+
position = 'SHORT'; entryPrice = price * (1 - SLIPPAGE); capital *= (1 - fee); dailyCapital = capital
|
| 94 |
+
}
|
| 95 |
}
|
| 96 |
}
|
| 97 |
series.push(dailyCapital)
|
| 98 |
if (i === data.length - 1 && position !== 'FLAT') {
|
| 99 |
+
// force close last day with slippage
|
| 100 |
+
if (position === 'LONG') {
|
| 101 |
+
const sellPrice = data[i].price * (1 - SLIPPAGE)
|
| 102 |
+
const ret = entryPrice ? (sellPrice - entryPrice) / entryPrice : 0
|
| 103 |
+
capital *= (1 + ret) * (1 - fee)
|
| 104 |
+
}
|
| 105 |
+
else if (position === 'SHORT') {
|
| 106 |
+
const buyPrice = data[i].price * (1 + SLIPPAGE)
|
| 107 |
+
const ret = entryPrice ? (entryPrice - buyPrice) / entryPrice : 0
|
| 108 |
+
capital *= (1 + ret) * (1 - fee)
|
| 109 |
+
}
|
| 110 |
series[series.length - 1] = capital
|
| 111 |
position = 'FLAT'; entryPrice = 0
|
| 112 |
}
|
src/lib/strategies.js
CHANGED
|
@@ -3,10 +3,10 @@
|
|
| 3 |
// -------------------- public config --------------------
|
| 4 |
|
| 5 |
export const STRATEGIES = [
|
| 6 |
-
{ id: 'long_only', label: 'Aggressive Long Only', strategy: 'long_only', tradingMode: 'aggressive', fee: 0.
|
| 7 |
-
{ id: 'conservative_long', label: 'Conservative Long', strategy: 'long_only', tradingMode: 'conservative', fee: 0.
|
| 8 |
-
{ id: 'long_short', label: 'Long/Short', strategy: 'long_short', tradingMode: 'aggressive', fee: 0.
|
| 9 |
-
{ id: 'neutral', label: 'Market Neutral', strategy: 'market_neutral', tradingMode: 'neutral', fee: 0.
|
| 10 |
];
|
| 11 |
|
| 12 |
// Simple pleasant palette (baseline uses its own dashed gray)
|
|
|
|
| 3 |
// -------------------- public config --------------------
|
| 4 |
|
| 5 |
export const STRATEGIES = [
|
| 6 |
+
{ id: 'long_only', label: 'Aggressive Long Only', strategy: 'long_only', tradingMode: 'aggressive', fee: 0.0006 },
|
| 7 |
+
{ id: 'conservative_long', label: 'Conservative Long', strategy: 'long_only', tradingMode: 'conservative', fee: 0.0006 },
|
| 8 |
+
{ id: 'long_short', label: 'Long/Short', strategy: 'long_short', tradingMode: 'aggressive', fee: 0.0006 },
|
| 9 |
+
{ id: 'neutral', label: 'Market Neutral', strategy: 'market_neutral', tradingMode: 'neutral', fee: 0.0006 },
|
| 10 |
];
|
| 11 |
|
| 12 |
// Simple pleasant palette (baseline uses its own dashed gray)
|