backtest-report: add order list table

Signed-off-by: c9s <yoanlin93@gmail.com>
This commit is contained in:
c9s 2022-06-27 02:05:21 +08:00
parent 2fd7af1a90
commit f16fad4ca1
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@ -1,6 +1,6 @@
import React, {useEffect, useRef, useState} from 'react';
import {tsvParse} from "d3-dsv";
import {Checkbox, Group, SegmentedControl} from '@mantine/core';
import {Checkbox, Group, SegmentedControl, Table} from '@mantine/core';
// https://github.com/tradingview/lightweight-charts/issues/543
@ -128,8 +128,10 @@ const parseInterval = (s: string) => {
};
interface Order {
order_id: number;
order_type: string;
side: string;
symbol: string;
price: number;
quantity: number;
executed_quantity: number;
@ -147,7 +149,7 @@ interface Marker {
text: string;
}
const ordersToMarkets = (interval: string, orders: Array<Order> | void): Array<Marker> => {
const ordersToMarkers = (interval: string, orders: Array<Order> | void): Array<Marker> => {
const markers: Array<Marker> = [];
const intervalSecs = parseInterval(interval);
@ -376,9 +378,9 @@ const TradingViewChart = (props: TradingViewChartProps) => {
const resizeObserver = useRef<any>();
const intervals = props.reportSummary.intervals || [];
const [currentInterval, setCurrentInterval] = useState(intervals.length > 0 ? intervals[0] : '1m');
const [showPositionBase, setShowPositionBase] = useState(false);
const [showPositionAverageCost, setShowPositionAverageCost] = useState(false);
const [orders, setOrders] = useState<Order[]>([]);
useEffect(() => {
if (!chartContainerRef.current || chartContainerRef.current.children.length > 0) {
@ -387,10 +389,13 @@ const TradingViewChart = (props: TradingViewChartProps) => {
const chartData: any = {};
const fetchers = [];
const ordersFetcher = fetchOrders(props.basePath, props.runID).then((orders) => {
const markers = ordersToMarkets(currentInterval, orders);
chartData.orders = orders;
chartData.markers = markers;
const ordersFetcher = fetchOrders(props.basePath, props.runID).then((orders: Order[] | void) => {
if (orders) {
const markers = ordersToMarkers(currentInterval, orders);
chartData.orders = orders;
chartData.markers = markers;
setOrders(orders);
}
return orders;
});
fetchers.push(ordersFetcher);
@ -488,8 +493,17 @@ const TradingViewChart = (props: TradingViewChartProps) => {
}
}
chart.current.timeScale().fitContent();
chart.current.timeScale().scrollToPosition(20, true);
const visibleRange = chart.current.timeScale().getVisibleRange()
console.log("visibleRange", visibleRange)
/*
chart.current.timeScale().setVisibleRange({
from: (new Date(Date.UTC(2018, 0, 1, 0, 0, 0, 0))).getTime() / 1000,
to: (new Date(Date.UTC(2018, 1, 1, 0, 0, 0, 0))).getTime() / 1000,
});
*/
// see:
// https://codesandbox.io/s/9inkb?file=/src/styles.css
@ -545,10 +559,46 @@ const TradingViewChart = (props: TradingViewChartProps) => {
<div ref={chartContainerRef} style={{'flex': 1, 'minHeight': 500, position: 'relative'}}>
</div>
<OrderListTable orders={orders}/>
</div>
);
};
interface OrderListTableProps {
orders: Order[];
}
const OrderListTable = (props: OrderListTableProps) => {
const rows = props.orders.map((order: Order) => (
<tr key={order.order_id}>
<td>{order.order_id}</td>
<td>{order.symbol}</td>
<td>{order.side}</td>
<td>{order.order_type}</td>
<td>{order.price}</td>
<td>{order.quantity}</td>
<td>{order.status}</td>
<td>{order.creation_time.toString()}</td>
</tr>
));
return <Table>
<thead>
<tr>
<th>Order ID</th>
<th>Symbol</th>
<th>Side</th>
<th>Order Type</th>
<th>Price</th>
<th>Quantity</th>
<th>Status</th>
<th>Creation Time</th>
</tr>
</thead>
<tbody>{rows}</tbody>
</Table>
}
const calculateEMA = (a: KLine[], r: number) => {
return a.map((k) => {
return {time: k.time, value: k.close}