Spaces:
Sleeping
Sleeping
Update app.py
Browse files
app.py
CHANGED
|
@@ -1,368 +1,823 @@
|
|
| 1 |
import os
|
|
|
|
| 2 |
import gradio as gr
|
|
|
|
| 3 |
import pandas as pd
|
|
|
|
| 4 |
import numpy as np
|
|
|
|
| 5 |
import plotly.graph_objs as go
|
|
|
|
| 6 |
import plotly.express as px
|
| 7 |
|
|
|
|
|
|
|
|
|
|
| 8 |
os.environ["GRADIO_ANALYTICS_ENABLED"] = "False"
|
|
|
|
| 9 |
try:
|
|
|
|
| 10 |
gr.analytics_enabled = False
|
|
|
|
| 11 |
except:
|
|
|
|
| 12 |
pass
|
| 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 |
-
# === CORE SIMULATION ===
|
| 57 |
def simulate_tp_strategy_full(starting_balance, trades_min, trades_max, weeks,
|
|
|
|
| 58 |
tp1_prob, tp2_prob, tp1_r, tp2_r, base_risk_pct,
|
|
|
|
| 59 |
profit_target=None, fatigue=0.0, trump_vol=0.0):
|
|
|
|
| 60 |
if tp1_prob + tp2_prob >= 1.0:
|
|
|
|
| 61 |
return pd.DataFrame(), {"Error": "Invalid probability config. TP1 + TP2 must be < 1.0"}
|
| 62 |
-
|
|
|
|
|
|
|
|
|
|
| 63 |
sl_prob = 1.0 - tp1_prob - tp2_prob
|
| 64 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 65 |
tp1_hits = tp2_hits = sl_hits = 0
|
| 66 |
-
|
| 67 |
-
|
| 68 |
-
|
|
|
|
|
|
|
| 69 |
log = []
|
| 70 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 71 |
for week in range(1, weeks + 1):
|
|
|
|
| 72 |
if profit_target and balance >= profit_target: break
|
|
|
|
| 73 |
week_start = balance
|
|
|
|
| 74 |
num_trades = np.random.randint(trades_min, trades_max + 1)
|
| 75 |
|
| 76 |
for _ in range(num_trades):
|
| 77 |
-
|
| 78 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 79 |
if fatigue > 0.6 and cur_loss_streak >= 3 and np.random.rand() < fatigue * 0.25:
|
|
|
|
| 80 |
outcome = "SL"
|
|
|
|
| 81 |
else:
|
|
|
|
| 82 |
outcome = np.random.choice(["TP1", "TP2", "SL"], p=[tp1_prob, tp2_prob, sl_prob])
|
| 83 |
|
|
|
|
|
|
|
|
|
|
| 84 |
if outcome == "TP1":
|
|
|
|
| 85 |
balance += risk_amount * tp1_r * fatigue_multiplier
|
|
|
|
| 86 |
tp1_hits += 1
|
|
|
|
| 87 |
cur_win_streak += 1
|
|
|
|
| 88 |
cur_loss_streak = 0
|
|
|
|
| 89 |
elif outcome == "TP2":
|
|
|
|
| 90 |
balance += risk_amount * tp2_r * fatigue_multiplier
|
|
|
|
| 91 |
tp2_hits += 1
|
|
|
|
| 92 |
cur_win_streak += 1
|
|
|
|
| 93 |
cur_loss_streak = 0
|
|
|
|
| 94 |
else:
|
|
|
|
| 95 |
balance -= risk_amount
|
|
|
|
| 96 |
sl_hits += 1
|
|
|
|
| 97 |
cur_loss_streak += 1
|
|
|
|
| 98 |
cur_win_streak = 0
|
| 99 |
|
|
|
|
|
|
|
|
|
|
| 100 |
max_win_streak = max(max_win_streak, cur_win_streak)
|
|
|
|
| 101 |
max_loss_streak = max(max_loss_streak, cur_loss_streak)
|
|
|
|
| 102 |
peak = max(peak, balance)
|
|
|
|
| 103 |
drawdown = max(drawdown, (peak - balance) / peak * 100)
|
| 104 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 105 |
log.append({
|
|
|
|
| 106 |
"Week": week, "Start Balance": round(week_start, 2),
|
|
|
|
| 107 |
"End Balance": round(balance, 2),
|
| 108 |
-
|
|
|
|
|
|
|
| 109 |
})
|
| 110 |
|
|
|
|
|
|
|
|
|
|
| 111 |
df = pd.DataFrame(log)
|
|
|
|
| 112 |
returns = df["End Balance"].pct_change().dropna()
|
| 113 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
| 114 |
score = balance / (1 + drawdown)
|
|
|
|
|
|
|
|
|
|
|
|
|
| 115 |
summary = {
|
|
|
|
| 116 |
"Final Balance": round(balance, 2),
|
|
|
|
| 117 |
"TP1 Hits": tp1_hits,
|
|
|
|
| 118 |
"TP2 Hits": tp2_hits,
|
|
|
|
| 119 |
"SL Hits": sl_hits,
|
|
|
|
| 120 |
"Max Drawdown %": round(drawdown, 2),
|
|
|
|
| 121 |
"Max Win Streak": max_win_streak,
|
|
|
|
| 122 |
"Max Loss Streak": max_loss_streak,
|
| 123 |
-
|
|
|
|
|
|
|
| 124 |
"EdgeCast Score": round(score, 2)
|
|
|
|
| 125 |
}
|
|
|
|
| 126 |
return df, summary
|
| 127 |
|
| 128 |
-
#
|
|
|
|
| 129 |
def equity_curve_plot(df, label="Equity Curve"):
|
|
|
|
| 130 |
fig = go.Figure()
|
| 131 |
-
fig.add_trace(go.Scatter(x=df["Week"], y=df["End Balance"], mode="lines+markers", name=label))
|
| 132 |
-
fig.update_layout(title=f"π {label}", xaxis_title="Week", yaxis_title="Balance ($)", height=400)
|
| 133 |
-
return fig
|
| 134 |
|
| 135 |
-
|
| 136 |
-
all_metrics = []
|
| 137 |
-
for name, config in strategy_presets.items():
|
| 138 |
-
for _ in range(runs):
|
| 139 |
-
_, summary = simulate_tp_strategy_full(
|
| 140 |
-
config["starting_balance"], config["trades_min"], config["trades_max"], config["weeks"],
|
| 141 |
-
config["tp1_prob"], config["tp2_prob"], config["tp1_r"], config["tp2_r"],
|
| 142 |
-
config["base_risk_pct"], config["profit_target"], config["fatigue"], config["trump_vol"]
|
| 143 |
-
)
|
| 144 |
-
if metric in summary:
|
| 145 |
-
all_metrics.append({
|
| 146 |
-
"Strategy": name,
|
| 147 |
-
metric: summary[metric]
|
| 148 |
-
})
|
| 149 |
-
|
| 150 |
-
df = pd.DataFrame(all_metrics)
|
| 151 |
-
|
| 152 |
-
fig = px.histogram(
|
| 153 |
-
df,
|
| 154 |
-
x=metric,
|
| 155 |
-
color="Strategy",
|
| 156 |
-
marginal="box",
|
| 157 |
-
opacity=0.75,
|
| 158 |
-
barmode="overlay",
|
| 159 |
-
nbins=30,
|
| 160 |
-
title=f"π Distribution of {metric} Across Strategies"
|
| 161 |
-
)
|
| 162 |
|
| 163 |
-
fig.update_layout(
|
| 164 |
-
xaxis_title=metric,
|
| 165 |
-
yaxis_title="Count",
|
| 166 |
-
bargap=0.1,
|
| 167 |
-
height=500
|
| 168 |
-
)
|
| 169 |
|
| 170 |
return fig
|
| 171 |
|
| 172 |
|
| 173 |
-
def histogram_viewer_ui(metric):
|
| 174 |
-
return generate_histogram(metric)
|
| 175 |
|
| 176 |
-
# === ANALYSIS TOOLS ===
|
| 177 |
-
def analytics_dashboard(rank_by="EdgeCast Score"):
|
| 178 |
-
results = []
|
| 179 |
-
for name, config in strategy_presets.items():
|
| 180 |
-
_, summary = simulate_tp_strategy_full(**{k: v for k, v in config.items() if k != "description"})
|
| 181 |
-
summary["Strategy"] = name
|
| 182 |
-
results.append(summary)
|
| 183 |
-
df = pd.DataFrame(results)
|
| 184 |
-
winner_vals = {
|
| 185 |
-
"Final Balance": df["Final Balance"].max(),
|
| 186 |
-
"Sharpe Ratio": df["Sharpe Ratio"].max(),
|
| 187 |
-
"EdgeCast Score": df["EdgeCast Score"].max(),
|
| 188 |
-
"Max Drawdown %": df["Max Drawdown %"].min()
|
| 189 |
-
}
|
| 190 |
-
df = df.sort_values(rank_by, ascending=(rank_by == "Max Drawdown %")).reset_index(drop=True)
|
| 191 |
-
df.insert(0, "π
Rank", [f"#{i+1}" for i in df.index])
|
| 192 |
-
for col in winner_vals:
|
| 193 |
-
df[col] = df[col].apply(lambda x: f"{round(x,2)} π" if x == winner_vals[col] else f"{round(x,2)}")
|
| 194 |
-
return df[["π
Rank", "Strategy", "Final Balance", "Sharpe Ratio", "EdgeCast Score", "Max Drawdown %"]]
|
| 195 |
|
| 196 |
-
|
| 197 |
-
return pd.DataFrame([{"Strategy": name, "Description": cfg["description"]} for name, cfg in strategy_presets.items()])
|
| 198 |
-
|
| 199 |
-
def generate_risk_matrix():
|
| 200 |
-
names = list(strategy_presets.keys())
|
| 201 |
-
scores = {n: simulate_tp_strategy_full(**{k: v for k, v in cfg.items() if k != "description"})[1]["EdgeCast Score"] for n, cfg in strategy_presets.items()}
|
| 202 |
-
matrix = np.array([[abs(scores[a] - scores[b]) for b in names] for a in names])
|
| 203 |
-
fig = px.imshow(matrix, x=names, y=names, text_auto=".2f", color_continuous_scale="RdYlGn_r", labels={"color": "Ξ Score"})
|
| 204 |
-
fig.update_layout(title="π§ Risk Matrix (Score Ξ)", height=600)
|
| 205 |
-
return fig
|
| 206 |
|
| 207 |
-
# === STRATEGY RUNNERS ===
|
| 208 |
def run_preset_strategy(style, fatigue=0.0, trump_vol=0.0):
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 209 |
config = strategy_presets[style]
|
|
|
|
| 210 |
df, summary = simulate_tp_strategy_full(
|
|
|
|
| 211 |
config["starting_balance"], config["trades_min"], config["trades_max"], config["weeks"],
|
|
|
|
| 212 |
config["tp1_prob"], config["tp2_prob"], config["tp1_r"], config["tp2_r"],
|
| 213 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
| 214 |
)
|
|
|
|
| 215 |
return df, summary, equity_curve_plot(df, style), config["description"]
|
| 216 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 217 |
def run_manual_sim(starting_balance, trades_min, trades_max, weeks,
|
|
|
|
| 218 |
tp1_prob, tp2_prob, tp1_r, tp2_r, base_risk_pct, profit_target,
|
|
|
|
| 219 |
fatigue, trump_vol):
|
| 220 |
-
|
| 221 |
-
|
| 222 |
-
|
| 223 |
-
|
| 224 |
-
|
| 225 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 226 |
|
| 227 |
def dual_manual_battle(
|
|
|
|
| 228 |
sb1, tmin1, tmax1, w1, tp1a, tp2a, r1a, r2a, risk1, pt1, fat1, trump1,
|
|
|
|
| 229 |
sb2, tmin2, tmax2, w2, tp1b, tp2b, r1b, r2b, risk2, pt2, fat2, trump2
|
|
|
|
| 230 |
):
|
|
|
|
| 231 |
df1, s1 = simulate_tp_strategy_full(sb1, tmin1, tmax1, w1, tp1a, tp2a, r1a, r2a, risk1, pt1, fat1, trump1)
|
|
|
|
| 232 |
df2, s2 = simulate_tp_strategy_full(sb2, tmin2, tmax2, w2, tp1b, tp2b, r1b, r2b, risk2, pt2, fat2, trump2)
|
| 233 |
-
|
| 234 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 235 |
for col in ["Final Balance", "Sharpe Ratio", "EdgeCast Score"]:
|
| 236 |
-
|
| 237 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 238 |
fig = go.Figure()
|
|
|
|
| 239 |
fig.add_trace(go.Scatter(x=df1["Week"], y=df1["End Balance"], name="Manual A"))
|
|
|
|
| 240 |
fig.add_trace(go.Scatter(x=df2["Week"], y=df2["End Balance"], name="Manual B"))
|
|
|
|
| 241 |
fig.update_layout(title="βοΈ Manual Strategy Battle", xaxis_title="Week", yaxis_title="Balance")
|
| 242 |
-
return df_summary, fig
|
| 243 |
-
|
| 244 |
-
def get_manual_battle_interface():
|
| 245 |
-
return gr.Interface(
|
| 246 |
-
fn=dual_manual_battle,
|
| 247 |
-
inputs=[
|
| 248 |
-
# A Config
|
| 249 |
-
gr.Slider(100, 20000, 2500, label="A: Start Balance"),
|
| 250 |
-
gr.Slider(1, 10, 3, label="A: Trades Min"),
|
| 251 |
-
gr.Slider(1, 15, 7, label="A: Trades Max"),
|
| 252 |
-
gr.Slider(1, 52, 12, label="A: Weeks"),
|
| 253 |
-
gr.Slider(0, 1, 0.3, step=0.05, label="A: TP1 %"),
|
| 254 |
-
gr.Slider(0, 1, 0.3, step=0.05, label="A: TP2 %"),
|
| 255 |
-
gr.Slider(0.1, 5.0, 1.0, step=0.1, label="A: TP1 R"),
|
| 256 |
-
gr.Slider(0.1, 20.0, 2.0, step=0.1, label="A: TP2 R"),
|
| 257 |
-
gr.Slider(0.001, 0.05, 0.01, step=0.001, label="A: Risk %"),
|
| 258 |
-
gr.Slider(0, 100000, 0, step=500, label="A: Profit Target"),
|
| 259 |
-
gr.Slider(0, 1, 0.0, step=0.1, label="A: Fatigue"),
|
| 260 |
-
gr.Slider(0, 1, 0.0, step=0.1, label="A: Trump Volatility"),
|
| 261 |
-
# B Config
|
| 262 |
-
gr.Slider(100, 20000, 2500, label="B: Start Balance"),
|
| 263 |
-
gr.Slider(1, 10, 3, label="B: Trades Min"),
|
| 264 |
-
gr.Slider(1, 15, 7, label="B: Trades Max"),
|
| 265 |
-
gr.Slider(1, 52, 12, label="B: Weeks"),
|
| 266 |
-
gr.Slider(0, 1, 0.3, step=0.05, label="B: TP1 %"),
|
| 267 |
-
gr.Slider(0, 1, 0.3, step=0.05, label="B: TP2 %"),
|
| 268 |
-
gr.Slider(0.1, 5.0, 1.0, step=0.1, label="B: TP1 R"),
|
| 269 |
-
gr.Slider(0.1, 20.0, 2.0, step=0.1, label="B: TP2 R"),
|
| 270 |
-
gr.Slider(0.001, 0.05, 0.01, step=0.001, label="B: Risk %"),
|
| 271 |
-
gr.Slider(0, 100000, 0, step=500, label="B: Profit Target"),
|
| 272 |
-
gr.Slider(0, 1, 0.0, step=0.1, label="B: Fatigue"),
|
| 273 |
-
gr.Slider(0, 1, 0.0, step=0.1, label="B: Trump Volatility")
|
| 274 |
-
],
|
| 275 |
-
outputs=["dataframe", gr.Plot()],
|
| 276 |
-
title="π§ͺ Manual Strategy Battle"
|
| 277 |
-
)
|
| 278 |
|
| 279 |
-
# === LAUNCH INTERFACE ===
|
| 280 |
-
app = gr.TabbedInterface(
|
| 281 |
-
interface_list=[
|
| 282 |
|
| 283 |
-
# π― Preset Strategy Tab
|
| 284 |
-
gr.Interface(
|
| 285 |
-
fn=run_preset_strategy,
|
| 286 |
-
inputs=[
|
| 287 |
-
gr.Dropdown(choices=list(strategy_presets.keys()), label="Select Strategy"),
|
| 288 |
-
gr.Slider(0, 1, 0.0, step=0.1, label="Fatigue Level"),
|
| 289 |
-
gr.Slider(0, 1, 0.0, step=0.1, label="Trump Volatility Index")
|
| 290 |
-
],
|
| 291 |
-
outputs=["dataframe", "json", gr.Plot(), "text"],
|
| 292 |
-
title="π― Preset Strategy Mode"
|
| 293 |
-
),
|
| 294 |
|
| 295 |
-
|
| 296 |
-
|
| 297 |
-
|
| 298 |
-
|
| 299 |
-
|
| 300 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 301 |
gr.Slider(1, 15, 7, label="Trades Max"),
|
|
|
|
| 302 |
gr.Slider(1, 52, 12, label="Weeks"),
|
|
|
|
| 303 |
gr.Slider(0, 1, 0.3, step=0.05, label="TP1 %"),
|
|
|
|
| 304 |
gr.Slider(0, 1, 0.3, step=0.05, label="TP2 %"),
|
|
|
|
| 305 |
gr.Slider(0.1, 5.0, 1.0, step=0.1, label="TP1 R"),
|
|
|
|
| 306 |
gr.Slider(0.1, 20.0, 2.0, step=0.1, label="TP2 R"),
|
|
|
|
| 307 |
gr.Slider(0.001, 0.05, 0.01, step=0.001, label="Risk %"),
|
|
|
|
| 308 |
gr.Slider(0, 100000, 0, step=500, label="Profit Target π°"),
|
|
|
|
| 309 |
gr.Slider(0, 1, 0.0, step=0.1, label="Fatigue Level"),
|
|
|
|
| 310 |
gr.Slider(0, 1, 0.0, step=0.1, label="Trump Volatility Index")
|
|
|
|
| 311 |
],
|
|
|
|
| 312 |
outputs=["dataframe", "json", gr.Plot()],
|
| 313 |
-
|
|
|
|
|
|
|
| 314 |
),
|
| 315 |
|
| 316 |
-
# π§ͺ Manual Battle Tab
|
| 317 |
-
get_manual_battle_interface(),
|
| 318 |
|
| 319 |
-
|
|
|
|
|
|
|
|
|
|
| 320 |
gr.Interface(
|
| 321 |
-
|
| 322 |
-
|
| 323 |
-
|
| 324 |
-
|
| 325 |
-
|
| 326 |
-
|
| 327 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 328 |
),
|
| 329 |
|
| 330 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
| 331 |
gr.Interface(
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 332 |
fn=analytics_dashboard,
|
|
|
|
| 333 |
inputs=gr.Dropdown(
|
|
|
|
| 334 |
choices=["EdgeCast Score", "Final Balance", "Sharpe Ratio", "Max Drawdown %"],
|
|
|
|
| 335 |
value="EdgeCast Score",
|
|
|
|
| 336 |
label="Sort leaderboard by:"
|
|
|
|
| 337 |
),
|
|
|
|
| 338 |
outputs="dataframe",
|
| 339 |
-
|
|
|
|
|
|
|
| 340 |
),
|
| 341 |
|
| 342 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
| 343 |
gr.Interface(
|
|
|
|
| 344 |
fn=show_descriptions,
|
|
|
|
| 345 |
inputs=[], outputs="dataframe",
|
|
|
|
| 346 |
title="π Strategy Descriptions"
|
|
|
|
| 347 |
),
|
| 348 |
|
| 349 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
| 350 |
gr.Interface(
|
|
|
|
| 351 |
fn=generate_risk_matrix,
|
|
|
|
| 352 |
inputs=[], outputs=gr.Plot(),
|
|
|
|
| 353 |
title="π¬ Risk Matrix"
|
|
|
|
| 354 |
)
|
|
|
|
| 355 |
],
|
| 356 |
-
|
| 357 |
-
|
| 358 |
-
|
| 359 |
-
"Manual Battle Mode",
|
| 360 |
-
"Line Graph Viewer",
|
| 361 |
-
"Strategy Leaderboard",
|
| 362 |
-
"Strategy Descriptions",
|
| 363 |
-
"Risk Matrix"
|
| 364 |
-
],
|
| 365 |
title="EdgeCast β Strategy Simulation Suite"
|
|
|
|
| 366 |
)
|
| 367 |
|
|
|
|
|
|
|
|
|
|
| 368 |
app.launch()
|
|
|
|
| 1 |
import os
|
| 2 |
+
|
| 3 |
import gradio as gr
|
| 4 |
+
|
| 5 |
import pandas as pd
|
| 6 |
+
|
| 7 |
import numpy as np
|
| 8 |
+
|
| 9 |
import plotly.graph_objs as go
|
| 10 |
+
|
| 11 |
import plotly.express as px
|
| 12 |
|
| 13 |
+
|
| 14 |
+
|
| 15 |
+
|
| 16 |
os.environ["GRADIO_ANALYTICS_ENABLED"] = "False"
|
| 17 |
+
|
| 18 |
try:
|
| 19 |
+
|
| 20 |
gr.analytics_enabled = False
|
| 21 |
+
|
| 22 |
except:
|
| 23 |
+
|
| 24 |
pass
|
| 25 |
|
| 26 |
+
|
| 27 |
+
|
| 28 |
+
|
| 29 |
+
# π Strategy Presets
|
| 30 |
+
|
| 31 |
+
strategy_presets = {
|
| 32 |
+
|
| 33 |
+
"Aggressive Prop Trader": {
|
| 34 |
+
|
| 35 |
+
"starting_balance": 2500, "trades_min": 5, "trades_max": 10, "weeks": 12,
|
| 36 |
+
|
| 37 |
+
"tp1_prob": 0.25, "tp2_prob": 0.4, "tp1_r": 1.2, "tp2_r": 2.4,
|
| 38 |
+
|
| 39 |
+
"base_risk_pct": 0.015, "profit_target": None,
|
| 40 |
+
|
| 41 |
+
"fatigue": 0.0, "trump_vol": 0.0,
|
| 42 |
+
|
| 43 |
+
"description": "High-frequency, high-risk with strong upside potential."
|
| 44 |
+
|
| 45 |
+
},
|
| 46 |
+
|
| 47 |
+
"Conservative Swing Trader": {
|
| 48 |
+
|
| 49 |
+
"starting_balance": 2500, "trades_min": 2, "trades_max": 5, "weeks": 12,
|
| 50 |
+
|
| 51 |
+
"tp1_prob": 0.35, "tp2_prob": 0.25, "tp1_r": 0.9, "tp2_r": 1.8,
|
| 52 |
+
|
| 53 |
+
"base_risk_pct": 0.01, "profit_target": None,
|
| 54 |
+
|
| 55 |
+
"fatigue": 0.0, "trump_vol": 0.0,
|
| 56 |
+
|
| 57 |
+
"description": "Lower frequency, prioritizes preservation and steady returns."
|
| 58 |
+
|
| 59 |
+
},
|
| 60 |
+
|
| 61 |
+
"Momentum Scalper": {
|
| 62 |
+
|
| 63 |
+
"starting_balance": 2500, "trades_min": 4, "trades_max": 8, "weeks": 12,
|
| 64 |
+
|
| 65 |
+
"tp1_prob": 0.3, "tp2_prob": 0.35, "tp1_r": 1.0, "tp2_r": 2.2,
|
| 66 |
+
|
| 67 |
+
"base_risk_pct": 0.012, "profit_target": None,
|
| 68 |
+
|
| 69 |
+
"fatigue": 0.0, "trump_vol": 0.0,
|
| 70 |
+
|
| 71 |
+
"description": "Intraday momentum strategy for fast-paced trading windows."
|
| 72 |
+
|
| 73 |
+
},
|
| 74 |
+
|
| 75 |
+
"Swing Sniper": {
|
| 76 |
+
|
| 77 |
+
"starting_balance": 2500, "trades_min": 2, "trades_max": 4, "weeks": 12,
|
| 78 |
+
|
| 79 |
+
"tp1_prob": 0.2, "tp2_prob": 0.5, "tp1_r": 1.1, "tp2_r": 3.0,
|
| 80 |
+
|
| 81 |
+
"base_risk_pct": 0.008, "profit_target": None,
|
| 82 |
+
|
| 83 |
+
"fatigue": 0.0, "trump_vol": 0.0,
|
| 84 |
+
|
| 85 |
+
"description": "Selective entries with high RR setups. Less frequent."
|
| 86 |
+
|
| 87 |
+
},
|
| 88 |
+
|
| 89 |
+
"Intraday Prop Mode": {
|
| 90 |
+
|
| 91 |
+
"starting_balance": 2500, "trades_min": 3, "trades_max": 7, "weeks": 12,
|
| 92 |
+
|
| 93 |
+
"tp1_prob": 0.3, "tp2_prob": 0.3, "tp1_r": 1.0, "tp2_r": 2.0,
|
| 94 |
+
|
| 95 |
+
"base_risk_pct": 0.02, "profit_target": None,
|
| 96 |
+
|
| 97 |
+
"fatigue": 0.0, "trump_vol": 0.0,
|
| 98 |
+
|
| 99 |
+
"description": "Intraday consistency with a balanced reward profile."
|
| 100 |
+
|
| 101 |
}
|
| 102 |
|
| 103 |
+
}
|
| 104 |
+
|
| 105 |
+
def get_scaled_risk_pct(balance, base_risk_pct):
|
| 106 |
+
|
| 107 |
+
if balance < 5000:
|
| 108 |
+
|
| 109 |
+
return base_risk_pct
|
| 110 |
+
|
| 111 |
+
elif balance < 10000:
|
| 112 |
+
|
| 113 |
+
return base_risk_pct * 0.75
|
| 114 |
+
|
| 115 |
+
elif balance < 20000:
|
| 116 |
+
|
| 117 |
+
return base_risk_pct * 0.5
|
| 118 |
+
|
| 119 |
+
else:
|
| 120 |
+
|
| 121 |
+
return base_risk_pct * 0.25
|
| 122 |
+
|
| 123 |
+
|
| 124 |
+
|
| 125 |
|
|
|
|
| 126 |
def simulate_tp_strategy_full(starting_balance, trades_min, trades_max, weeks,
|
| 127 |
+
|
| 128 |
tp1_prob, tp2_prob, tp1_r, tp2_r, base_risk_pct,
|
| 129 |
+
|
| 130 |
profit_target=None, fatigue=0.0, trump_vol=0.0):
|
| 131 |
+
|
| 132 |
if tp1_prob + tp2_prob >= 1.0:
|
| 133 |
+
|
| 134 |
return pd.DataFrame(), {"Error": "Invalid probability config. TP1 + TP2 must be < 1.0"}
|
| 135 |
+
|
| 136 |
+
|
| 137 |
+
|
| 138 |
+
|
| 139 |
sl_prob = 1.0 - tp1_prob - tp2_prob
|
| 140 |
+
|
| 141 |
+
balance = starting_balance
|
| 142 |
+
|
| 143 |
+
peak = balance
|
| 144 |
+
|
| 145 |
+
drawdown = 0
|
| 146 |
+
|
| 147 |
tp1_hits = tp2_hits = sl_hits = 0
|
| 148 |
+
|
| 149 |
+
max_win_streak = max_loss_streak = 0
|
| 150 |
+
|
| 151 |
+
cur_win_streak = cur_loss_streak = 0
|
| 152 |
+
|
| 153 |
log = []
|
| 154 |
|
| 155 |
+
|
| 156 |
+
|
| 157 |
+
|
| 158 |
+
fatigue_multiplier = 1.0 - fatigue * 0.4 # Reduce reward at high fatigue
|
| 159 |
+
|
| 160 |
+
trump_vol_factor = np.random.normal(1.0, 0.2 * trump_vol) # Adds chaos
|
| 161 |
+
|
| 162 |
+
|
| 163 |
+
|
| 164 |
+
|
| 165 |
for week in range(1, weeks + 1):
|
| 166 |
+
|
| 167 |
if profit_target and balance >= profit_target: break
|
| 168 |
+
|
| 169 |
week_start = balance
|
| 170 |
+
|
| 171 |
num_trades = np.random.randint(trades_min, trades_max + 1)
|
| 172 |
|
| 173 |
for _ in range(num_trades):
|
| 174 |
+
|
| 175 |
+
risk_pct = get_scaled_risk_pct(balance, base_risk_pct)
|
| 176 |
+
|
| 177 |
+
risk_amount = balance * risk_pct * np.random.uniform(0.9, 1.1) # Risk % w/ some variability
|
| 178 |
+
|
| 179 |
+
risk_amount *= trump_vol_factor # π Vol boost
|
| 180 |
+
|
| 181 |
+
|
| 182 |
+
|
| 183 |
+
|
| 184 |
+
# Fatigue loss streak logic
|
| 185 |
+
|
| 186 |
if fatigue > 0.6 and cur_loss_streak >= 3 and np.random.rand() < fatigue * 0.25:
|
| 187 |
+
|
| 188 |
outcome = "SL"
|
| 189 |
+
|
| 190 |
else:
|
| 191 |
+
|
| 192 |
outcome = np.random.choice(["TP1", "TP2", "SL"], p=[tp1_prob, tp2_prob, sl_prob])
|
| 193 |
|
| 194 |
+
|
| 195 |
+
|
| 196 |
+
|
| 197 |
if outcome == "TP1":
|
| 198 |
+
|
| 199 |
balance += risk_amount * tp1_r * fatigue_multiplier
|
| 200 |
+
|
| 201 |
tp1_hits += 1
|
| 202 |
+
|
| 203 |
cur_win_streak += 1
|
| 204 |
+
|
| 205 |
cur_loss_streak = 0
|
| 206 |
+
|
| 207 |
elif outcome == "TP2":
|
| 208 |
+
|
| 209 |
balance += risk_amount * tp2_r * fatigue_multiplier
|
| 210 |
+
|
| 211 |
tp2_hits += 1
|
| 212 |
+
|
| 213 |
cur_win_streak += 1
|
| 214 |
+
|
| 215 |
cur_loss_streak = 0
|
| 216 |
+
|
| 217 |
else:
|
| 218 |
+
|
| 219 |
balance -= risk_amount
|
| 220 |
+
|
| 221 |
sl_hits += 1
|
| 222 |
+
|
| 223 |
cur_loss_streak += 1
|
| 224 |
+
|
| 225 |
cur_win_streak = 0
|
| 226 |
|
| 227 |
+
|
| 228 |
+
|
| 229 |
+
|
| 230 |
max_win_streak = max(max_win_streak, cur_win_streak)
|
| 231 |
+
|
| 232 |
max_loss_streak = max(max_loss_streak, cur_loss_streak)
|
| 233 |
+
|
| 234 |
peak = max(peak, balance)
|
| 235 |
+
|
| 236 |
drawdown = max(drawdown, (peak - balance) / peak * 100)
|
| 237 |
|
| 238 |
+
|
| 239 |
+
|
| 240 |
+
|
| 241 |
+
weekly_return = (balance - week_start) / week_start * 100
|
| 242 |
+
|
| 243 |
log.append({
|
| 244 |
+
|
| 245 |
"Week": week, "Start Balance": round(week_start, 2),
|
| 246 |
+
|
| 247 |
"End Balance": round(balance, 2),
|
| 248 |
+
|
| 249 |
+
"Weekly Return (%)": round(weekly_return, 2)
|
| 250 |
+
|
| 251 |
})
|
| 252 |
|
| 253 |
+
|
| 254 |
+
|
| 255 |
+
|
| 256 |
df = pd.DataFrame(log)
|
| 257 |
+
|
| 258 |
returns = df["End Balance"].pct_change().dropna()
|
| 259 |
+
|
| 260 |
+
volatility = returns.std() * np.sqrt(52)
|
| 261 |
+
|
| 262 |
+
sharpe_ratio = returns.mean() / returns.std() * np.sqrt(52) if returns.std() > 0 else 0
|
| 263 |
+
|
| 264 |
score = balance / (1 + drawdown)
|
| 265 |
+
|
| 266 |
+
|
| 267 |
+
|
| 268 |
+
|
| 269 |
summary = {
|
| 270 |
+
|
| 271 |
"Final Balance": round(balance, 2),
|
| 272 |
+
|
| 273 |
"TP1 Hits": tp1_hits,
|
| 274 |
+
|
| 275 |
"TP2 Hits": tp2_hits,
|
| 276 |
+
|
| 277 |
"SL Hits": sl_hits,
|
| 278 |
+
|
| 279 |
"Max Drawdown %": round(drawdown, 2),
|
| 280 |
+
|
| 281 |
"Max Win Streak": max_win_streak,
|
| 282 |
+
|
| 283 |
"Max Loss Streak": max_loss_streak,
|
| 284 |
+
|
| 285 |
+
"Sharpe Ratio": round(sharpe_ratio, 2),
|
| 286 |
+
|
| 287 |
"EdgeCast Score": round(score, 2)
|
| 288 |
+
|
| 289 |
}
|
| 290 |
+
|
| 291 |
return df, summary
|
| 292 |
|
| 293 |
+
# π Plot
|
| 294 |
+
|
| 295 |
def equity_curve_plot(df, label="Equity Curve"):
|
| 296 |
+
|
| 297 |
fig = go.Figure()
|
|
|
|
|
|
|
|
|
|
| 298 |
|
| 299 |
+
fig.add_trace(go.Scatter(x=df["Week"], y=df["End Balance"], mode='lines+markers', name=label))
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 300 |
|
| 301 |
+
fig.update_layout(title=f'π {label}', xaxis_title='Week', yaxis_title='Balance ($)', height=400)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 302 |
|
| 303 |
return fig
|
| 304 |
|
| 305 |
|
|
|
|
|
|
|
| 306 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 307 |
|
| 308 |
+
# π― Preset Tab
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 309 |
|
|
|
|
| 310 |
def run_preset_strategy(style, fatigue=0.0, trump_vol=0.0):
|
| 311 |
+
|
| 312 |
+
if style not in strategy_presets:
|
| 313 |
+
|
| 314 |
+
return pd.DataFrame(), {}, go.Figure(), "Please select a strategy to begin."
|
| 315 |
+
|
| 316 |
config = strategy_presets[style]
|
| 317 |
+
|
| 318 |
df, summary = simulate_tp_strategy_full(
|
| 319 |
+
|
| 320 |
config["starting_balance"], config["trades_min"], config["trades_max"], config["weeks"],
|
| 321 |
+
|
| 322 |
config["tp1_prob"], config["tp2_prob"], config["tp1_r"], config["tp2_r"],
|
| 323 |
+
|
| 324 |
+
config["base_risk_pct"], config["profit_target"],
|
| 325 |
+
|
| 326 |
+
fatigue=fatigue, trump_vol=trump_vol
|
| 327 |
+
|
| 328 |
)
|
| 329 |
+
|
| 330 |
return df, summary, equity_curve_plot(df, style), config["description"]
|
| 331 |
|
| 332 |
+
|
| 333 |
+
|
| 334 |
+
|
| 335 |
+
# π οΈ Manual Tab
|
| 336 |
+
|
| 337 |
def run_manual_sim(starting_balance, trades_min, trades_max, weeks,
|
| 338 |
+
|
| 339 |
tp1_prob, tp2_prob, tp1_r, tp2_r, base_risk_pct, profit_target,
|
| 340 |
+
|
| 341 |
fatigue, trump_vol):
|
| 342 |
+
|
| 343 |
+
df, summary = simulate_tp_strategy_full(starting_balance, trades_min, trades_max, weeks,
|
| 344 |
+
|
| 345 |
+
tp1_prob, tp2_prob, tp1_r, tp2_r, base_risk_pct,
|
| 346 |
+
|
| 347 |
+
profit_target, fatigue, trump_vol)
|
| 348 |
+
|
| 349 |
+
chart = equity_curve_plot(df, "Manual Config")
|
| 350 |
+
|
| 351 |
+
return df, summary, chart
|
| 352 |
+
|
| 353 |
+
|
| 354 |
+
|
| 355 |
+
|
| 356 |
+
# βοΈ Manual Battle Mode (Dual Sim)
|
| 357 |
|
| 358 |
def dual_manual_battle(
|
| 359 |
+
|
| 360 |
sb1, tmin1, tmax1, w1, tp1a, tp2a, r1a, r2a, risk1, pt1, fat1, trump1,
|
| 361 |
+
|
| 362 |
sb2, tmin2, tmax2, w2, tp1b, tp2b, r1b, r2b, risk2, pt2, fat2, trump2
|
| 363 |
+
|
| 364 |
):
|
| 365 |
+
|
| 366 |
df1, s1 = simulate_tp_strategy_full(sb1, tmin1, tmax1, w1, tp1a, tp2a, r1a, r2a, risk1, pt1, fat1, trump1)
|
| 367 |
+
|
| 368 |
df2, s2 = simulate_tp_strategy_full(sb2, tmin2, tmax2, w2, tp1b, tp2b, r1b, r2b, risk2, pt2, fat2, trump2)
|
| 369 |
+
|
| 370 |
+
|
| 371 |
+
|
| 372 |
+
|
| 373 |
+
s1["Strategy"] = "Manual A"
|
| 374 |
+
|
| 375 |
+
s2["Strategy"] = "Manual B"
|
| 376 |
+
|
| 377 |
+
|
| 378 |
+
|
| 379 |
+
|
| 380 |
+
comparison_df = pd.DataFrame([s1, s2])
|
| 381 |
+
|
| 382 |
+
comparison_df = comparison_df[["Strategy", "Final Balance", "Sharpe Ratio", "EdgeCast Score", "Max Drawdown %"]]
|
| 383 |
+
|
| 384 |
+
|
| 385 |
+
|
| 386 |
+
|
| 387 |
+
# π Winners
|
| 388 |
+
|
| 389 |
for col in ["Final Balance", "Sharpe Ratio", "EdgeCast Score"]:
|
| 390 |
+
|
| 391 |
+
best_val = comparison_df[col].astype(float).max()
|
| 392 |
+
|
| 393 |
+
comparison_df[col] = [
|
| 394 |
+
|
| 395 |
+
f"{val} π" if float(val) == best_val else f"{val}" for val in comparison_df[col]
|
| 396 |
+
|
| 397 |
+
]
|
| 398 |
+
|
| 399 |
+
|
| 400 |
+
|
| 401 |
+
|
| 402 |
+
# Chart
|
| 403 |
+
|
| 404 |
fig = go.Figure()
|
| 405 |
+
|
| 406 |
fig.add_trace(go.Scatter(x=df1["Week"], y=df1["End Balance"], name="Manual A"))
|
| 407 |
+
|
| 408 |
fig.add_trace(go.Scatter(x=df2["Week"], y=df2["End Balance"], name="Manual B"))
|
| 409 |
+
|
| 410 |
fig.update_layout(title="βοΈ Manual Strategy Battle", xaxis_title="Week", yaxis_title="Balance")
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 411 |
|
|
|
|
|
|
|
|
|
|
| 412 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 413 |
|
| 414 |
+
|
| 415 |
+
return comparison_df, fig
|
| 416 |
+
|
| 417 |
+
# π Leaderboard Tab
|
| 418 |
+
|
| 419 |
+
def analytics_dashboard(rank_by="EdgeCast Score"):
|
| 420 |
+
|
| 421 |
+
results = []
|
| 422 |
+
|
| 423 |
+
for name, config in strategy_presets.items():
|
| 424 |
+
|
| 425 |
+
_, summary = simulate_tp_strategy_full(**{k: v for k, v in config.items() if k != "description"})
|
| 426 |
+
|
| 427 |
+
summary["Strategy"] = name
|
| 428 |
+
|
| 429 |
+
results.append(summary)
|
| 430 |
+
|
| 431 |
+
|
| 432 |
+
|
| 433 |
+
|
| 434 |
+
df = pd.DataFrame(results)
|
| 435 |
+
|
| 436 |
+
|
| 437 |
+
|
| 438 |
+
|
| 439 |
+
# Get numeric winners before formatting
|
| 440 |
+
|
| 441 |
+
winner_vals = {
|
| 442 |
+
|
| 443 |
+
"Final Balance": df["Final Balance"].max(),
|
| 444 |
+
|
| 445 |
+
"Sharpe Ratio": df["Sharpe Ratio"].max(),
|
| 446 |
+
|
| 447 |
+
"EdgeCast Score": df["EdgeCast Score"].max(),
|
| 448 |
+
|
| 449 |
+
"Max Drawdown %": df["Max Drawdown %"].min()
|
| 450 |
+
|
| 451 |
+
}
|
| 452 |
+
|
| 453 |
+
|
| 454 |
+
|
| 455 |
+
|
| 456 |
+
# Sort leaderboard by selected metric
|
| 457 |
+
|
| 458 |
+
ascending = rank_by == "Max Drawdown %"
|
| 459 |
+
|
| 460 |
+
df = df.sort_values(rank_by, ascending=ascending).reset_index(drop=True)
|
| 461 |
+
|
| 462 |
+
|
| 463 |
+
|
| 464 |
+
|
| 465 |
+
# Rank column
|
| 466 |
+
|
| 467 |
+
df.insert(0, "π
Rank", [f"#{i+1}" for i in df.index])
|
| 468 |
+
|
| 469 |
+
|
| 470 |
+
|
| 471 |
+
|
| 472 |
+
# π Emoji highlights
|
| 473 |
+
|
| 474 |
+
for col in winner_vals:
|
| 475 |
+
|
| 476 |
+
df[col] = df[col].apply(lambda x: f"{round(x, 2)} π" if x == winner_vals[col] else f"{round(x, 2)}")
|
| 477 |
+
|
| 478 |
+
|
| 479 |
+
|
| 480 |
+
|
| 481 |
+
return df[["π
Rank", "Strategy", "Final Balance", "Sharpe Ratio", "EdgeCast Score", "Max Drawdown %"]]
|
| 482 |
+
|
| 483 |
+
|
| 484 |
+
|
| 485 |
+
|
| 486 |
+
|
| 487 |
+
|
| 488 |
+
|
| 489 |
+
# π Description Tab
|
| 490 |
+
|
| 491 |
+
def show_descriptions():
|
| 492 |
+
|
| 493 |
+
return pd.DataFrame([
|
| 494 |
+
|
| 495 |
+
{"Strategy": name, "Description": config["description"]}
|
| 496 |
+
|
| 497 |
+
for name, config in strategy_presets.items()
|
| 498 |
+
|
| 499 |
+
])
|
| 500 |
+
|
| 501 |
+
|
| 502 |
+
|
| 503 |
+
|
| 504 |
+
|
| 505 |
+
|
| 506 |
+
|
| 507 |
+
# π¬ Risk Matrix Heatmap
|
| 508 |
+
|
| 509 |
+
def generate_risk_matrix():
|
| 510 |
+
|
| 511 |
+
names = list(strategy_presets.keys())
|
| 512 |
+
|
| 513 |
+
scores = {
|
| 514 |
+
|
| 515 |
+
name: simulate_tp_strategy_full(**{k: v for k, v in cfg.items() if k != "description"})[1]["EdgeCast Score"]
|
| 516 |
+
|
| 517 |
+
for name, cfg in strategy_presets.items()
|
| 518 |
+
|
| 519 |
+
}
|
| 520 |
+
|
| 521 |
+
matrix = np.zeros((len(names), len(names)))
|
| 522 |
+
|
| 523 |
+
for i, a in enumerate(names):
|
| 524 |
+
|
| 525 |
+
for j, b in enumerate(names):
|
| 526 |
+
|
| 527 |
+
matrix[i, j] = abs(scores[a] - scores[b])
|
| 528 |
+
|
| 529 |
+
|
| 530 |
+
|
| 531 |
+
|
| 532 |
+
fig = px.imshow(
|
| 533 |
+
|
| 534 |
+
matrix,
|
| 535 |
+
|
| 536 |
+
x=names,
|
| 537 |
+
|
| 538 |
+
y=names,
|
| 539 |
+
|
| 540 |
+
text_auto=".2f",
|
| 541 |
+
|
| 542 |
+
color_continuous_scale="RdYlGn_r",
|
| 543 |
+
|
| 544 |
+
labels={"color": "Score Ξ"},
|
| 545 |
+
|
| 546 |
+
title="π§ Risk Matrix (Ξ Score Heatmap)"
|
| 547 |
+
|
| 548 |
+
)
|
| 549 |
+
|
| 550 |
+
fig.update_traces(
|
| 551 |
+
|
| 552 |
+
hovertemplate="<b>%{y}</b> vs <b>%{x}</b><br>Ξ Score: %{z:.2f}<extra></extra>"
|
| 553 |
+
|
| 554 |
+
)
|
| 555 |
+
|
| 556 |
+
return fig
|
| 557 |
+
|
| 558 |
+
|
| 559 |
+
|
| 560 |
+
|
| 561 |
+
|
| 562 |
+
|
| 563 |
+
|
| 564 |
+
# π₯ Battle Strategies (Preset vs Preset)
|
| 565 |
+
|
| 566 |
+
def battle_strategies(style1, style2):
|
| 567 |
+
|
| 568 |
+
if style1 == "None" or style2 == "None":
|
| 569 |
+
|
| 570 |
+
return pd.DataFrame([{"β οΈ Error": "Please select two valid strategies."}]), go.Figure()
|
| 571 |
+
|
| 572 |
+
|
| 573 |
+
|
| 574 |
+
|
| 575 |
+
if style1 == style2:
|
| 576 |
+
|
| 577 |
+
return pd.DataFrame([{"β οΈ Error": "Please select two different strategies."}]), go.Figure()
|
| 578 |
+
|
| 579 |
+
|
| 580 |
+
|
| 581 |
+
|
| 582 |
+
try:
|
| 583 |
+
|
| 584 |
+
df1, s1 = simulate_tp_strategy_full(**{k: v for k, v in strategy_presets[style1].items() if k != "description"})
|
| 585 |
+
|
| 586 |
+
df2, s2 = simulate_tp_strategy_full(**{k: v for k, v in strategy_presets[style2].items() if k != "description"})
|
| 587 |
+
|
| 588 |
+
|
| 589 |
+
|
| 590 |
+
|
| 591 |
+
s1["Strategy"] = style1
|
| 592 |
+
|
| 593 |
+
s2["Strategy"] = style2
|
| 594 |
+
|
| 595 |
+
|
| 596 |
+
|
| 597 |
+
|
| 598 |
+
comparison_df = pd.DataFrame([s1, s2])
|
| 599 |
+
|
| 600 |
+
comparison_df = comparison_df[["Strategy", "Final Balance", "Sharpe Ratio", "EdgeCast Score", "Max Drawdown %"]]
|
| 601 |
+
|
| 602 |
+
|
| 603 |
+
|
| 604 |
+
|
| 605 |
+
for col in ["Final Balance", "Sharpe Ratio", "EdgeCast Score"]:
|
| 606 |
+
|
| 607 |
+
best_val = comparison_df[col].astype(float).max()
|
| 608 |
+
|
| 609 |
+
comparison_df[col] = [
|
| 610 |
+
|
| 611 |
+
f"{val} π" if float(val) == best_val else val for val in comparison_df[col]
|
| 612 |
+
|
| 613 |
+
]
|
| 614 |
+
|
| 615 |
+
|
| 616 |
+
|
| 617 |
+
|
| 618 |
+
fig = go.Figure()
|
| 619 |
+
|
| 620 |
+
fig.add_trace(go.Scatter(x=df1["Week"], y=df1["End Balance"], name=style1))
|
| 621 |
+
|
| 622 |
+
fig.add_trace(go.Scatter(x=df2["Week"], y=df2["End Balance"], name=style2))
|
| 623 |
+
|
| 624 |
+
fig.update_layout(title=f"π₯ {style1} vs {style2}", xaxis_title="Week", yaxis_title="Balance")
|
| 625 |
+
|
| 626 |
+
|
| 627 |
+
|
| 628 |
+
|
| 629 |
+
return comparison_df, fig
|
| 630 |
+
|
| 631 |
+
|
| 632 |
+
|
| 633 |
+
|
| 634 |
+
except Exception as e:
|
| 635 |
+
|
| 636 |
+
return pd.DataFrame([{"Error": str(e)}]), go.Figure()
|
| 637 |
+
|
| 638 |
+
|
| 639 |
+
|
| 640 |
+
# π App UI Launch
|
| 641 |
+
|
| 642 |
+
app = gr.TabbedInterface(
|
| 643 |
+
|
| 644 |
+
interface_list=[
|
| 645 |
+
|
| 646 |
+
# π― Preset Mode
|
| 647 |
+
|
| 648 |
+
gr.Interface(
|
| 649 |
+
|
| 650 |
+
fn=run_preset_strategy,
|
| 651 |
+
|
| 652 |
+
inputs=gr.Dropdown(
|
| 653 |
+
|
| 654 |
+
choices=["None"] + list(strategy_presets.keys()),
|
| 655 |
+
|
| 656 |
+
value="None",
|
| 657 |
+
|
| 658 |
+
label="Select Strategy"
|
| 659 |
+
|
| 660 |
+
),
|
| 661 |
+
|
| 662 |
+
outputs=["dataframe", "json", gr.Plot(), "text"],
|
| 663 |
+
|
| 664 |
+
title="π― Preset Mode"
|
| 665 |
+
|
| 666 |
+
),
|
| 667 |
+
|
| 668 |
+
|
| 669 |
+
|
| 670 |
+
|
| 671 |
+
# π οΈ Manual Config
|
| 672 |
+
|
| 673 |
+
gr.Interface(
|
| 674 |
+
|
| 675 |
+
fn=run_manual_sim,
|
| 676 |
+
|
| 677 |
+
inputs=[
|
| 678 |
+
|
| 679 |
+
gr.Slider(100, 20000, 2500, label="Start Balance"),
|
| 680 |
+
|
| 681 |
+
gr.Slider(1, 10, 3, label="Trades Min"),
|
| 682 |
+
|
| 683 |
gr.Slider(1, 15, 7, label="Trades Max"),
|
| 684 |
+
|
| 685 |
gr.Slider(1, 52, 12, label="Weeks"),
|
| 686 |
+
|
| 687 |
gr.Slider(0, 1, 0.3, step=0.05, label="TP1 %"),
|
| 688 |
+
|
| 689 |
gr.Slider(0, 1, 0.3, step=0.05, label="TP2 %"),
|
| 690 |
+
|
| 691 |
gr.Slider(0.1, 5.0, 1.0, step=0.1, label="TP1 R"),
|
| 692 |
+
|
| 693 |
gr.Slider(0.1, 20.0, 2.0, step=0.1, label="TP2 R"),
|
| 694 |
+
|
| 695 |
gr.Slider(0.001, 0.05, 0.01, step=0.001, label="Risk %"),
|
| 696 |
+
|
| 697 |
gr.Slider(0, 100000, 0, step=500, label="Profit Target π°"),
|
| 698 |
+
|
| 699 |
gr.Slider(0, 1, 0.0, step=0.1, label="Fatigue Level"),
|
| 700 |
+
|
| 701 |
gr.Slider(0, 1, 0.0, step=0.1, label="Trump Volatility Index")
|
| 702 |
+
|
| 703 |
],
|
| 704 |
+
|
| 705 |
outputs=["dataframe", "json", gr.Plot()],
|
| 706 |
+
|
| 707 |
+
title="π οΈ Manual Config"
|
| 708 |
+
|
| 709 |
),
|
| 710 |
|
|
|
|
|
|
|
| 711 |
|
| 712 |
+
|
| 713 |
+
|
| 714 |
+
# π₯ Battle Mode β Preset
|
| 715 |
+
|
| 716 |
gr.Interface(
|
| 717 |
+
|
| 718 |
+
fn=battle_strategies,
|
| 719 |
+
|
| 720 |
+
inputs=[
|
| 721 |
+
|
| 722 |
+
gr.Dropdown(choices=["None"] + list(strategy_presets.keys()), value="None", label="Strategy 1"),
|
| 723 |
+
|
| 724 |
+
gr.Dropdown(choices=["None"] + list(strategy_presets.keys()), value="None", label="Strategy 2")
|
| 725 |
+
|
| 726 |
+
],
|
| 727 |
+
|
| 728 |
+
outputs=["dataframe", gr.Plot()],
|
| 729 |
+
|
| 730 |
+
title="π₯ Battle Mode"
|
| 731 |
+
|
| 732 |
),
|
| 733 |
|
| 734 |
+
|
| 735 |
+
|
| 736 |
+
|
| 737 |
+
# π§ͺ Manual Battle Mode
|
| 738 |
+
|
| 739 |
gr.Interface(
|
| 740 |
+
|
| 741 |
+
fn=dual_manual_battle,
|
| 742 |
+
|
| 743 |
+
inputs=[
|
| 744 |
+
|
| 745 |
+
gr.Textbox(label="Manual Config A (JSON format)"),
|
| 746 |
+
|
| 747 |
+
gr.Textbox(label="Manual Config B (JSON format)")
|
| 748 |
+
|
| 749 |
+
],
|
| 750 |
+
|
| 751 |
+
outputs=["dataframe", gr.Plot()],
|
| 752 |
+
|
| 753 |
+
title="π§ͺ Manual Battle Mode"
|
| 754 |
+
|
| 755 |
+
),
|
| 756 |
+
|
| 757 |
+
|
| 758 |
+
|
| 759 |
+
|
| 760 |
+
# π Analytics Leaderboard
|
| 761 |
+
|
| 762 |
+
gr.Interface(
|
| 763 |
+
|
| 764 |
fn=analytics_dashboard,
|
| 765 |
+
|
| 766 |
inputs=gr.Dropdown(
|
| 767 |
+
|
| 768 |
choices=["EdgeCast Score", "Final Balance", "Sharpe Ratio", "Max Drawdown %"],
|
| 769 |
+
|
| 770 |
value="EdgeCast Score",
|
| 771 |
+
|
| 772 |
label="Sort leaderboard by:"
|
| 773 |
+
|
| 774 |
),
|
| 775 |
+
|
| 776 |
outputs="dataframe",
|
| 777 |
+
|
| 778 |
+
title="π Analytics Leaderboard"
|
| 779 |
+
|
| 780 |
),
|
| 781 |
|
| 782 |
+
|
| 783 |
+
|
| 784 |
+
|
| 785 |
+
# π Strategy Descriptions
|
| 786 |
+
|
| 787 |
gr.Interface(
|
| 788 |
+
|
| 789 |
fn=show_descriptions,
|
| 790 |
+
|
| 791 |
inputs=[], outputs="dataframe",
|
| 792 |
+
|
| 793 |
title="π Strategy Descriptions"
|
| 794 |
+
|
| 795 |
),
|
| 796 |
|
| 797 |
+
|
| 798 |
+
|
| 799 |
+
|
| 800 |
+
# π¬ Risk Matrix Heatmap
|
| 801 |
+
|
| 802 |
gr.Interface(
|
| 803 |
+
|
| 804 |
fn=generate_risk_matrix,
|
| 805 |
+
|
| 806 |
inputs=[], outputs=gr.Plot(),
|
| 807 |
+
|
| 808 |
title="π¬ Risk Matrix"
|
| 809 |
+
|
| 810 |
)
|
| 811 |
+
|
| 812 |
],
|
| 813 |
+
|
| 814 |
+
tab_names=["Preset", "Manual", "Battle", "Manual Battle", "Analytics", "Descriptions", "Risk Matrix"],
|
| 815 |
+
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 816 |
title="EdgeCast β Strategy Simulation Suite"
|
| 817 |
+
|
| 818 |
)
|
| 819 |
|
| 820 |
+
|
| 821 |
+
|
| 822 |
+
|
| 823 |
app.launch()
|