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Browse files- index.html +656 -19
index.html
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<html>
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| 1 |
+
<!DOCTYPE html>
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| 2 |
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<html lang="en">
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| 3 |
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<head>
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| 4 |
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<meta charset="UTF-8">
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<meta name="viewport" content="width=device-width, initial-scale=1.0">
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| 6 |
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<title>Backtrader Strategy Simulator</title>
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| 7 |
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<script src="https://cdn.jsdelivr.net/npm/chart.js"></script>
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| 8 |
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<style>
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* {
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margin: 0;
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padding: 0;
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box-sizing: border-box;
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}
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| 14 |
+
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body {
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+
font-family: 'Segoe UI', Tahoma, Geneva, Verdana, sans-serif;
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background: linear-gradient(135deg, #667eea 0%, #764ba2 100%);
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min-height: 100vh;
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| 19 |
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color: #333;
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}
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| 21 |
+
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.header {
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| 23 |
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background: rgba(255, 255, 255, 0.95);
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| 24 |
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backdrop-filter: blur(10px);
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padding: 1rem 2rem;
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box-shadow: 0 2px 20px rgba(0, 0, 0, 0.1);
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| 27 |
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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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}
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| 31 |
+
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| 32 |
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.header h1 {
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| 33 |
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color: #2c3e50;
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| 34 |
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font-size: 1.8rem;
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| 35 |
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font-weight: 700;
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| 36 |
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}
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| 37 |
+
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.header a {
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color: #667eea;
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| 40 |
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text-decoration: none;
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| 41 |
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font-weight: 600;
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| 42 |
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transition: color 0.3s ease;
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| 43 |
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}
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| 44 |
+
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| 45 |
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.header a:hover {
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| 46 |
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color: #764ba2;
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| 47 |
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}
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| 48 |
+
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| 49 |
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.container {
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| 50 |
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max-width: 1400px;
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| 51 |
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margin: 2rem auto;
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| 52 |
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padding: 0 1rem;
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| 53 |
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}
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| 54 |
+
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| 55 |
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.controls-panel {
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| 56 |
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background: rgba(255, 255, 255, 0.95);
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| 57 |
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backdrop-filter: blur(10px);
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| 58 |
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border-radius: 20px;
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| 59 |
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padding: 2rem;
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margin-bottom: 2rem;
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| 61 |
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box-shadow: 0 10px 30px rgba(0, 0, 0, 0.1);
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| 62 |
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}
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| 63 |
+
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| 64 |
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.controls-grid {
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| 65 |
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display: grid;
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| 66 |
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grid-template-columns: repeat(auto-fit, minmax(250px, 1fr));
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| 67 |
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gap: 1.5rem;
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| 68 |
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margin-bottom: 2rem;
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| 69 |
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}
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| 70 |
+
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| 71 |
+
.control-group {
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| 72 |
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display: flex;
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| 73 |
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flex-direction: column;
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| 74 |
+
}
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| 75 |
+
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| 76 |
+
.control-group label {
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| 77 |
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font-weight: 600;
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| 78 |
+
margin-bottom: 0.5rem;
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| 79 |
+
color: #2c3e50;
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| 80 |
+
}
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| 81 |
+
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| 82 |
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.control-group input {
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padding: 0.75rem;
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| 84 |
+
border: 2px solid #e1e8ed;
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| 85 |
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border-radius: 10px;
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| 86 |
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font-size: 1rem;
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| 87 |
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transition: border-color 0.3s ease;
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| 88 |
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}
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| 89 |
+
|
| 90 |
+
.control-group input:focus {
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| 91 |
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outline: none;
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| 92 |
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border-color: #667eea;
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| 93 |
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}
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| 94 |
+
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| 95 |
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.btn {
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| 96 |
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background: linear-gradient(135deg, #667eea, #764ba2);
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| 97 |
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color: white;
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| 98 |
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border: none;
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| 99 |
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padding: 1rem 2rem;
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| 100 |
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border-radius: 50px;
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| 101 |
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font-size: 1rem;
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| 102 |
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font-weight: 600;
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| 103 |
+
cursor: pointer;
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| 104 |
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transition: transform 0.2s ease, box-shadow 0.2s ease;
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| 105 |
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}
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| 106 |
+
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| 107 |
+
.btn:hover {
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| 108 |
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transform: translateY(-2px);
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| 109 |
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box-shadow: 0 10px 20px rgba(102, 126, 234, 0.3);
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| 110 |
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}
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| 111 |
+
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| 112 |
+
.btn:active {
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| 113 |
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transform: translateY(0);
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| 114 |
+
}
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| 115 |
+
|
| 116 |
+
.chart-container {
|
| 117 |
+
background: rgba(255, 255, 255, 0.95);
|
| 118 |
+
backdrop-filter: blur(10px);
|
| 119 |
+
border-radius: 20px;
|
| 120 |
+
padding: 2rem;
|
| 121 |
+
margin-bottom: 2rem;
|
| 122 |
+
box-shadow: 0 10px 30px rgba(0, 0, 0, 0.1);
|
| 123 |
+
}
|
| 124 |
+
|
| 125 |
+
.metrics-grid {
|
| 126 |
+
display: grid;
|
| 127 |
+
grid-template-columns: repeat(auto-fit, minmax(200px, 1fr));
|
| 128 |
+
gap: 1.5rem;
|
| 129 |
+
}
|
| 130 |
+
|
| 131 |
+
.metric-card {
|
| 132 |
+
background: rgba(255, 255, 255, 0.95);
|
| 133 |
+
backdrop-filter: blur(10px);
|
| 134 |
+
border-radius: 20px;
|
| 135 |
+
padding: 1.5rem;
|
| 136 |
+
text-align: center;
|
| 137 |
+
box-shadow: 0 10px 30px rgba(0, 0, 0, 0.1);
|
| 138 |
+
transition: transform 0.2s ease;
|
| 139 |
+
}
|
| 140 |
+
|
| 141 |
+
.metric-card:hover {
|
| 142 |
+
transform: translateY(-5px);
|
| 143 |
+
}
|
| 144 |
+
|
| 145 |
+
.metric-value {
|
| 146 |
+
font-size: 2rem;
|
| 147 |
+
font-weight: 700;
|
| 148 |
+
margin-bottom: 0.5rem;
|
| 149 |
+
}
|
| 150 |
+
|
| 151 |
+
.metric-label {
|
| 152 |
+
color: #7f8c8d;
|
| 153 |
+
font-size: 0.9rem;
|
| 154 |
+
text-transform: uppercase;
|
| 155 |
+
letter-spacing: 1px;
|
| 156 |
+
}
|
| 157 |
+
|
| 158 |
+
.positive {
|
| 159 |
+
color: #27ae60;
|
| 160 |
+
}
|
| 161 |
+
|
| 162 |
+
.negative {
|
| 163 |
+
color: #e74c3c;
|
| 164 |
+
}
|
| 165 |
+
|
| 166 |
+
.trades-table {
|
| 167 |
+
background: rgba(255, 255, 255, 0.95);
|
| 168 |
+
backdrop-filter: blur(10px);
|
| 169 |
+
border-radius: 20px;
|
| 170 |
+
padding: 2rem;
|
| 171 |
+
box-shadow: 0 10px 30px rgba(0, 0, 0, 0.1);
|
| 172 |
+
overflow-x: auto;
|
| 173 |
+
}
|
| 174 |
+
|
| 175 |
+
table {
|
| 176 |
+
width: 100%;
|
| 177 |
+
border-collapse: collapse;
|
| 178 |
+
margin-top: 1rem;
|
| 179 |
+
}
|
| 180 |
+
|
| 181 |
+
th, td {
|
| 182 |
+
padding: 1rem;
|
| 183 |
+
text-align: left;
|
| 184 |
+
border-bottom: 1px solid #ecf0f1;
|
| 185 |
+
}
|
| 186 |
+
|
| 187 |
+
th {
|
| 188 |
+
background: #f8f9fa;
|
| 189 |
+
font-weight: 600;
|
| 190 |
+
color: #2c3e50;
|
| 191 |
+
}
|
| 192 |
+
|
| 193 |
+
tr:hover {
|
| 194 |
+
background: #f8f9fa;
|
| 195 |
+
}
|
| 196 |
+
|
| 197 |
+
.strategy-info {
|
| 198 |
+
background: rgba(255, 255, 255, 0.95);
|
| 199 |
+
backdrop-filter: blur(10px);
|
| 200 |
+
border-radius: 20px;
|
| 201 |
+
padding: 2rem;
|
| 202 |
+
margin-bottom: 2rem;
|
| 203 |
+
box-shadow: 0 10px 30px rgba(0, 0, 0, 0.1);
|
| 204 |
+
}
|
| 205 |
+
|
| 206 |
+
.strategy-info h3 {
|
| 207 |
+
color: #2c3e50;
|
| 208 |
+
margin-bottom: 1rem;
|
| 209 |
+
}
|
| 210 |
+
|
| 211 |
+
.strategy-info p {
|
| 212 |
+
line-height: 1.6;
|
| 213 |
+
color: #555;
|
| 214 |
+
}
|
| 215 |
+
|
| 216 |
+
@media (max-width: 768px) {
|
| 217 |
+
.header {
|
| 218 |
+
flex-direction: column;
|
| 219 |
+
gap: 1rem;
|
| 220 |
+
text-align: center;
|
| 221 |
+
}
|
| 222 |
+
|
| 223 |
+
.controls-grid {
|
| 224 |
+
grid-template-columns: 1fr;
|
| 225 |
+
}
|
| 226 |
+
|
| 227 |
+
.metrics-grid {
|
| 228 |
+
grid-template-columns: repeat(2, 1fr);
|
| 229 |
+
}
|
| 230 |
+
}
|
| 231 |
+
|
| 232 |
+
.loading {
|
| 233 |
+
display: none;
|
| 234 |
+
text-align: center;
|
| 235 |
+
padding: 2rem;
|
| 236 |
+
color: #667eea;
|
| 237 |
+
}
|
| 238 |
+
|
| 239 |
+
.spinner {
|
| 240 |
+
border: 4px solid #f3f3f3;
|
| 241 |
+
border-top: 4px solid #667eea;
|
| 242 |
+
border-radius: 50%;
|
| 243 |
+
width: 40px;
|
| 244 |
+
height: 40px;
|
| 245 |
+
animation: spin 1s linear infinite;
|
| 246 |
+
margin: 0 auto 1rem;
|
| 247 |
+
}
|
| 248 |
+
|
| 249 |
+
@keyframes spin {
|
| 250 |
+
0% { transform: rotate(0deg); }
|
| 251 |
+
100% { transform: rotate(360deg); }
|
| 252 |
+
}
|
| 253 |
+
</style>
|
| 254 |
+
</head>
|
| 255 |
+
<body>
|
| 256 |
+
<div class="header">
|
| 257 |
+
<h1>🚀 Backtrader Strategy Simulator</h1>
|
| 258 |
+
<a href="https://huggingface.co/spaces/akhaliq/anycoder" target="_blank">Built with anycoder</a>
|
| 259 |
+
</div>
|
| 260 |
+
|
| 261 |
+
<div class="container">
|
| 262 |
+
<div class="strategy-info">
|
| 263 |
+
<h3>📈 Moving Average Crossover Strategy</h3>
|
| 264 |
+
<p>This simulator implements a classic dual moving average crossover strategy. The strategy generates buy signals when the short-term moving average crosses above the long-term moving average, and sell signals when it crosses below. This approach aims to capture trending movements in the market while filtering out short-term noise.</p>
|
| 265 |
+
</div>
|
| 266 |
+
|
| 267 |
+
<div class="controls-panel">
|
| 268 |
+
<h3 style="margin-bottom: 1.5rem; color: #2c3e50;">Strategy Parameters</h3>
|
| 269 |
+
<div class="controls-grid">
|
| 270 |
+
<div class="control-group">
|
| 271 |
+
<label for="shortMA">Short MA Period</label>
|
| 272 |
+
<input type="number" id="shortMA" value="10" min="1" max="100">
|
| 273 |
+
</div>
|
| 274 |
+
<div class="control-group">
|
| 275 |
+
<label for="longMA">Long MA Period</label>
|
| 276 |
+
<input type="number" id="longMA" value="20" min="1" max="200">
|
| 277 |
+
</div>
|
| 278 |
+
<div class="control-group">
|
| 279 |
+
<label for="initialCapital">Initial Capital ($)</label>
|
| 280 |
+
<input type="number" id="initialCapital" value="10000" min="1000" step="100">
|
| 281 |
+
</div>
|
| 282 |
+
<div class="control-group">
|
| 283 |
+
<label for="dataPoints">Data Points</label>
|
| 284 |
+
<input type="number" id="dataPoints" value="100" min="50" max="500">
|
| 285 |
+
</div>
|
| 286 |
+
</div>
|
| 287 |
+
<button class="btn" onclick="runBacktest()">▶️ Run Backtest</button>
|
| 288 |
+
</div>
|
| 289 |
+
|
| 290 |
+
<div class="loading" id="loading">
|
| 291 |
+
<div class="spinner"></div>
|
| 292 |
+
<p>Running backtest simulation...</p>
|
| 293 |
+
</div>
|
| 294 |
+
|
| 295 |
+
<div class="chart-container">
|
| 296 |
+
<canvas id="priceChart"></canvas>
|
| 297 |
+
</div>
|
| 298 |
+
|
| 299 |
+
<div class="metrics-grid" id="metricsGrid" style="display: none;">
|
| 300 |
+
<div class="metric-card">
|
| 301 |
+
<div class="metric-value" id="totalReturn">-</div>
|
| 302 |
+
<div class="metric-label">Total Return</div>
|
| 303 |
+
</div>
|
| 304 |
+
<div class="metric-card">
|
| 305 |
+
<div class="metric-value" id="sharpeRatio">-</div>
|
| 306 |
+
<div class="metric-label">Sharpe Ratio</div>
|
| 307 |
+
</div>
|
| 308 |
+
<div class="metric-card">
|
| 309 |
+
<div class="metric-value" id="maxDrawdown">-</div>
|
| 310 |
+
<div class="metric-label">Max Drawdown</div>
|
| 311 |
+
</div>
|
| 312 |
+
<div class="metric-card">
|
| 313 |
+
<div class="metric-value" id="winRate">-</div>
|
| 314 |
+
<div class="metric-label">Win Rate</div>
|
| 315 |
+
</div>
|
| 316 |
+
<div class="metric-card">
|
| 317 |
+
<div class="metric-value" id="totalTrades">-</div>
|
| 318 |
+
<div class="metric-label">Total Trades</div>
|
| 319 |
+
</div>
|
| 320 |
+
<div class="metric-card">
|
| 321 |
+
<div class="metric-value" id="finalValue">-</div>
|
| 322 |
+
<div class="metric-label">Final Value</div>
|
| 323 |
+
</div>
|
| 324 |
+
</div>
|
| 325 |
+
|
| 326 |
+
<div class="trades-table" id="tradesTable" style="display: none;">
|
| 327 |
+
<h3 style="margin-bottom: 1rem; color: #2c3e50;">Trade History</h3>
|
| 328 |
+
<table>
|
| 329 |
+
<thead>
|
| 330 |
+
<tr>
|
| 331 |
+
<th>Trade #</th>
|
| 332 |
+
<th>Date</th>
|
| 333 |
+
<th>Action</th>
|
| 334 |
+
<th>Price</th>
|
| 335 |
+
<th>Quantity</th>
|
| 336 |
+
<th>Portfolio Value</th>
|
| 337 |
+
<th>P&L</th>
|
| 338 |
+
</tr>
|
| 339 |
+
</thead>
|
| 340 |
+
<tbody id="tradesTableBody">
|
| 341 |
+
</tbody>
|
| 342 |
+
</table>
|
| 343 |
+
</div>
|
| 344 |
+
</div>
|
| 345 |
+
|
| 346 |
+
<script>
|
| 347 |
+
// Global variables
|
| 348 |
+
let chart = null;
|
| 349 |
+
let currentData = [];
|
| 350 |
+
let trades = [];
|
| 351 |
+
|
| 352 |
+
// Generate sample price data with trend and noise
|
| 353 |
+
function generatePriceData(dataPoints) {
|
| 354 |
+
const data = [];
|
| 355 |
+
let price = 100 + Math.random() * 50; // Start with random price between 100-150
|
| 356 |
+
|
| 357 |
+
for (let i = 0; i < dataPoints; i++) {
|
| 358 |
+
// Add trend component and random walk
|
| 359 |
+
const trend = Math.sin(i * 0.1) * 2 + Math.random() * 3 - 1.5;
|
| 360 |
+
price += trend;
|
| 361 |
+
price = Math.max(price, 50); // Minimum price floor
|
| 362 |
+
|
| 363 |
+
data.push({
|
| 364 |
+
index: i,
|
| 365 |
+
price: parseFloat(price.toFixed(2)),
|
| 366 |
+
date: new Date(2024, 0, 1 + i).toISOString().split('T')[0]
|
| 367 |
+
});
|
| 368 |
+
}
|
| 369 |
+
return data;
|
| 370 |
+
}
|
| 371 |
+
|
| 372 |
+
// Calculate moving average
|
| 373 |
+
function calculateMA(data, period) {
|
| 374 |
+
return data.map((item, index) => {
|
| 375 |
+
if (index < period - 1) return null;
|
| 376 |
+
|
| 377 |
+
const sum = data.slice(index - period + 1, index + 1)
|
| 378 |
+
.reduce((acc, curr) => acc + curr.price, 0);
|
| 379 |
+
return parseFloat((sum / period).toFixed(2));
|
| 380 |
+
});
|
| 381 |
+
}
|
| 382 |
+
|
| 383 |
+
// Backtrader Strategy Implementation
|
| 384 |
+
class MovingAverageCrossoverStrategy {
|
| 385 |
+
constructor(shortMA, longMA, initialCapital) {
|
| 386 |
+
this.shortMA = shortMA;
|
| 387 |
+
this.longMA = longMA;
|
| 388 |
+
this.initialCapital = initialCapital;
|
| 389 |
+
this.position = 0; // 0 = no position, 1 = long position
|
| 390 |
+
this.cash = initialCapital;
|
| 391 |
+
this.shares = 0;
|
| 392 |
+
this.entryPrice = 0;
|
| 393 |
+
this.trades = [];
|
| 394 |
+
this.portfolioHistory = [];
|
| 395 |
+
}
|
| 396 |
+
|
| 397 |
+
next(dataPoint, shortMAValue, longMAValue, index) {
|
| 398 |
+
// Skip if we don't have enough data for MAs
|
| 399 |
+
if (!shortMAValue || !longMAValue) return;
|
| 400 |
+
|
| 401 |
+
const portfolioValue = this.cash + (this.shares * dataPoint.price);
|
| 402 |
+
this.portfolioHistory.push(portfolioValue);
|
| 403 |
+
|
| 404 |
+
// Buy signal: Short MA crosses above Long MA
|
| 405 |
+
if (shortMAValue > longMAValue && this.position === 0) {
|
| 406 |
+
this.buy(dataPoint, index);
|
| 407 |
+
}
|
| 408 |
+
// Sell signal: Short MA crosses below Long MA
|
| 409 |
+
else if (shortMAValue < longMAValue && this.position === 1) {
|
| 410 |
+
this.sell(dataPoint, index);
|
| 411 |
+
}
|
| 412 |
+
}
|
| 413 |
+
|
| 414 |
+
buy(dataPoint, index) {
|
| 415 |
+
this.shares = Math.floor(this.cash / dataPoint.price);
|
| 416 |
+
this.cash = this.cash - (this.shares * dataPoint.price);
|
| 417 |
+
this.position = 1;
|
| 418 |
+
this.entryPrice = dataPoint.price;
|
| 419 |
+
|
| 420 |
+
const trade = {
|
| 421 |
+
id: this.trades.length + 1,
|
| 422 |
+
date: dataPoint.date,
|
| 423 |
+
action: 'BUY',
|
| 424 |
+
price: dataPoint.price,
|
| 425 |
+
quantity: this.shares,
|
| 426 |
+
portfolioValue: this.cash + (this.shares * dataPoint.price),
|
| 427 |
+
pnl: 0
|
| 428 |
+
};
|
| 429 |
+
|
| 430 |
+
this.trades.push(trade);
|
| 431 |
+
}
|
| 432 |
+
|
| 433 |
+
sell(dataPoint, index) {
|
| 434 |
+
const pnl = (dataPoint.price - this.entryPrice) * this.shares;
|
| 435 |
+
this.cash = this.cash + (this.shares * dataPoint.price);
|
| 436 |
+
this.position = 0;
|
| 437 |
+
|
| 438 |
+
const trade = {
|
| 439 |
+
id: this.trades.length + 1,
|
| 440 |
+
date: dataPoint.date,
|
| 441 |
+
action: 'SELL',
|
| 442 |
+
price: dataPoint.price,
|
| 443 |
+
quantity: this.shares,
|
| 444 |
+
portfolioValue: this.cash,
|
| 445 |
+
pnl: parseFloat(pnl.toFixed(2))
|
| 446 |
+
};
|
| 447 |
+
|
| 448 |
+
this.trades.push(trade);
|
| 449 |
+
}
|
| 450 |
+
|
| 451 |
+
getMetrics() {
|
| 452 |
+
const finalValue = this.cash + (this.shares * currentData[currentData.length - 1]?.price || 0);
|
| 453 |
+
const totalReturn = ((finalValue - this.initialCapital) / this.initialCapital * 100);
|
| 454 |
+
|
| 455 |
+
// Calculate Sharpe ratio
|
| 456 |
+
const returns = [];
|
| 457 |
+
for (let i = 1; i < this.portfolioHistory.length; i++) {
|
| 458 |
+
const dailyReturn = (this.portfolioHistory[i] - this.portfolioHistory[i-1]) / this.portfolioHistory[i-1];
|
| 459 |
+
returns.push(dailyReturn);
|
| 460 |
+
}
|
| 461 |
+
|
| 462 |
+
const avgReturn = returns.reduce((a, b) => a + b, 0) / returns.length;
|
| 463 |
+
const stdDev = Math.sqrt(returns.reduce((sum, ret) => sum + Math.pow(ret - avgReturn, 2), 0) / returns.length);
|
| 464 |
+
const sharpeRatio = stdDev === 0 ? 0 : (avgReturn / stdDev) * Math.sqrt(252);
|
| 465 |
+
|
| 466 |
+
// Calculate max drawdown
|
| 467 |
+
let peak = this.initialCapital;
|
| 468 |
+
let maxDrawdown = 0;
|
| 469 |
+
this.portfolioHistory.forEach(value => {
|
| 470 |
+
if (value > peak) peak = value;
|
| 471 |
+
const drawdown = ((peak - value) / peak) * 100;
|
| 472 |
+
maxDrawdown = Math.max(maxDrawdown, drawdown);
|
| 473 |
+
});
|
| 474 |
+
|
| 475 |
+
// Calculate win rate
|
| 476 |
+
const profitableTrades = this.trades.filter(trade => trade.pnl > 0).length;
|
| 477 |
+
const sellTrades = this.trades.filter(trade => trade.action === 'SELL');
|
| 478 |
+
const winRate = sellTrades.length > 0 ? (profitableTrades / sellTrades.length * 100) : 0;
|
| 479 |
+
|
| 480 |
+
return {
|
| 481 |
+
totalReturn: parseFloat(totalReturn.toFixed(2)),
|
| 482 |
+
sharpeRatio: parseFloat(sharpeRatio.toFixed(2)),
|
| 483 |
+
maxDrawdown: parseFloat(maxDrawdown.toFixed(2)),
|
| 484 |
+
winRate: parseFloat(winRate.toFixed(1)),
|
| 485 |
+
totalTrades: sellTrades.length,
|
| 486 |
+
finalValue: parseFloat(finalValue.toFixed(2))
|
| 487 |
+
};
|
| 488 |
+
}
|
| 489 |
+
}
|
| 490 |
+
|
| 491 |
+
// Run the backtest
|
| 492 |
+
function runBacktest() {
|
| 493 |
+
const shortMA = parseInt(document.getElementById('shortMA').value);
|
| 494 |
+
const longMA = parseInt(document.getElementById('longMA').value);
|
| 495 |
+
const initialCapital = parseInt(document.getElementById('initialCapital').value);
|
| 496 |
+
const dataPoints = parseInt(document.getElementById('dataPoints').value);
|
| 497 |
+
|
| 498 |
+
if (shortMA >= longMA) {
|
| 499 |
+
alert('Short MA period must be less than Long MA period!');
|
| 500 |
+
return;
|
| 501 |
+
}
|
| 502 |
+
|
| 503 |
+
// Show loading
|
| 504 |
+
document.getElementById('loading').style.display = 'block';
|
| 505 |
+
|
| 506 |
+
setTimeout(() => {
|
| 507 |
+
// Generate data
|
| 508 |
+
currentData = generatePriceData(dataPoints);
|
| 509 |
+
|
| 510 |
+
// Calculate moving averages
|
| 511 |
+
const shortMAValues = calculateMA(currentData, shortMA);
|
| 512 |
+
const longMAValues = calculateMA(currentData, longMA);
|
| 513 |
+
|
| 514 |
+
// Run strategy
|
| 515 |
+
const strategy = new MovingAverageCrossoverStrategy(shortMA, longMA, initialCapital);
|
| 516 |
+
|
| 517 |
+
currentData.forEach((dataPoint, index) => {
|
| 518 |
+
strategy.next(dataPoint, shortMAValues[index], longMAValues[index], index);
|
| 519 |
+
});
|
| 520 |
+
|
| 521 |
+
trades = strategy.trades;
|
| 522 |
+
|
| 523 |
+
// Display results
|
| 524 |
+
displayChart(currentData, shortMAValues, longMAValues);
|
| 525 |
+
displayMetrics(strategy.getMetrics());
|
| 526 |
+
displayTrades(trades);
|
| 527 |
+
|
| 528 |
+
// Hide loading
|
| 529 |
+
document.getElementById('loading').style.display = 'none';
|
| 530 |
+
}, 1000);
|
| 531 |
+
}
|
| 532 |
+
|
| 533 |
+
// Display the price chart
|
| 534 |
+
function displayChart(data, shortMAValues, longMAValues) {
|
| 535 |
+
const ctx = document.getElementById('priceChart').getContext('2d');
|
| 536 |
+
|
| 537 |
+
if (chart) {
|
| 538 |
+
chart.destroy();
|
| 539 |
+
}
|
| 540 |
+
|
| 541 |
+
chart = new Chart(ctx, {
|
| 542 |
+
type: 'line',
|
| 543 |
+
data: {
|
| 544 |
+
labels: data.map(d => d.date),
|
| 545 |
+
datasets: [{
|
| 546 |
+
label: 'Price',
|
| 547 |
+
data: data.map(d => d.price),
|
| 548 |
+
borderColor: '#667eea',
|
| 549 |
+
backgroundColor: 'rgba(102, 126, 234, 0.1)',
|
| 550 |
+
borderWidth: 2,
|
| 551 |
+
fill: true
|
| 552 |
+
}, {
|
| 553 |
+
label: `Short MA (${document.getElementById('shortMA').value})`,
|
| 554 |
+
data: shortMAValues,
|
| 555 |
+
borderColor: '#27ae60',
|
| 556 |
+
backgroundColor: 'transparent',
|
| 557 |
+
borderWidth: 2
|
| 558 |
+
}, {
|
| 559 |
+
label: `Long MA (${document.getElementById('longMA').value})`,
|
| 560 |
+
data: longMAValues,
|
| 561 |
+
borderColor: '#e74c3c',
|
| 562 |
+
backgroundColor: 'transparent',
|
| 563 |
+
borderWidth: 2
|
| 564 |
+
}]
|
| 565 |
+
},
|
| 566 |
+
options: {
|
| 567 |
+
responsive: true,
|
| 568 |
+
interaction: {
|
| 569 |
+
intersect: false,
|
| 570 |
+
mode: 'index'
|
| 571 |
+
},
|
| 572 |
+
plugins: {
|
| 573 |
+
legend: {
|
| 574 |
+
position: 'top',
|
| 575 |
+
},
|
| 576 |
+
tooltip: {
|
| 577 |
+
backgroundColor: 'rgba(0, 0, 0, 0.8)',
|
| 578 |
+
titleColor: 'white',
|
| 579 |
+
bodyColor: 'white'
|
| 580 |
+
}
|
| 581 |
+
},
|
| 582 |
+
scales: {
|
| 583 |
+
y: {
|
| 584 |
+
beginAtZero: false,
|
| 585 |
+
grid: {
|
| 586 |
+
color: 'rgba(0, 0, 0, 0.1)'
|
| 587 |
+
}
|
| 588 |
+
},
|
| 589 |
+
x: {
|
| 590 |
+
grid: {
|
| 591 |
+
color: 'rgba(0, 0, 0, 0.1)'
|
| 592 |
+
}
|
| 593 |
+
}
|
| 594 |
+
}
|
| 595 |
+
}
|
| 596 |
+
});
|
| 597 |
+
}
|
| 598 |
+
|
| 599 |
+
// Display performance metrics
|
| 600 |
+
function displayMetrics(metrics) {
|
| 601 |
+
const metricsGrid = document.getElementById('metricsGrid');
|
| 602 |
+
const metricsElements = {
|
| 603 |
+
totalReturn: document.getElementById('totalReturn'),
|
| 604 |
+
sharpeRatio: document.getElementById('sharpeRatio'),
|
| 605 |
+
maxDrawdown: document.getElementById('maxDrawdown'),
|
| 606 |
+
winRate: document.getElementById('winRate'),
|
| 607 |
+
totalTrades: document.getElementById('totalTrades'),
|
| 608 |
+
finalValue: document.getElementById('finalValue')
|
| 609 |
+
};
|
| 610 |
+
|
| 611 |
+
metricsElements.totalReturn.textContent = `${metrics.totalReturn}%`;
|
| 612 |
+
metricsElements.totalReturn.className = `metric-value ${metrics.totalReturn >= 0 ? 'positive' : 'negative'}`;
|
| 613 |
+
|
| 614 |
+
metricsElements.sharpeRatio.textContent = metrics.sharpeRatio;
|
| 615 |
+
metricsElements.sharpeRatio.className = `metric-value ${metrics.sharpeRatio >= 0 ? 'positive' : 'negative'}`;
|
| 616 |
+
|
| 617 |
+
metricsElements.maxDrawdown.textContent = `${metrics.maxDrawdown}%`;
|
| 618 |
+
metricsElements.maxDrawdown.className = 'metric-value negative';
|
| 619 |
+
|
| 620 |
+
metricsElements.winRate.textContent = `${metrics.winRate}%`;
|
| 621 |
+
metricsElements.winRate.className = `metric-value ${metrics.winRate >= 50 ? 'positive' : 'negative'}`;
|
| 622 |
+
|
| 623 |
+
metricsElements.totalTrades.textContent = metrics.totalTrades;
|
| 624 |
+
metricsElements.finalValue.textContent = `$${metrics.finalValue.toLocaleString()}`;
|
| 625 |
+
|
| 626 |
+
metricsGrid.style.display = 'grid';
|
| 627 |
+
}
|
| 628 |
+
|
| 629 |
+
// Display trades table
|
| 630 |
+
function displayTrades(trades) {
|
| 631 |
+
const tbody = document.getElementById('tradesTableBody');
|
| 632 |
+
tbody.innerHTML = '';
|
| 633 |
+
|
| 634 |
+
trades.forEach(trade => {
|
| 635 |
+
const row = tbody.insertRow();
|
| 636 |
+
row.innerHTML = `
|
| 637 |
+
<td>${trade.id}</td>
|
| 638 |
+
<td>${trade.date}</td>
|
| 639 |
+
<td style="font-weight: 600; color: ${trade.action === 'BUY' ? '#27ae60' : '#e74c3c'}">${trade.action}</td>
|
| 640 |
+
<td>$${trade.price}</td>
|
| 641 |
+
<td>${trade.quantity}</td>
|
| 642 |
+
<td>$${trade.portfolioValue.toLocaleString()}</td>
|
| 643 |
+
<td style="color: ${trade.pnl >= 0 ? '#27ae60' : '#e74c3c'}">${trade.pnl !== 0 ? '$' + trade.pnl.toFixed(2) : '-'}</td>
|
| 644 |
+
`;
|
| 645 |
+
});
|
| 646 |
+
|
| 647 |
+
document.getElementById('tradesTable').style.display = 'block';
|
| 648 |
+
}
|
| 649 |
+
|
| 650 |
+
// Run initial backtest when page loads
|
| 651 |
+
window.addEventListener('load', function() {
|
| 652 |
+
runBacktest();
|
| 653 |
+
});
|
| 654 |
+
</script>
|
| 655 |
+
</body>
|
| 656 |
+
</html>
|