mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-27 09:15:15 +00:00
249 lines
7.2 KiB
TypeScript
249 lines
7.2 KiB
TypeScript
import React, {useEffect, useState} from 'react';
|
|
|
|
import moment from 'moment';
|
|
|
|
import TradingViewChart from './TradingViewChart';
|
|
|
|
import {BalanceMap, ReportSummary} from "../types";
|
|
|
|
import {
|
|
Badge,
|
|
Container,
|
|
createStyles,
|
|
Grid,
|
|
Group,
|
|
Paper,
|
|
SimpleGrid,
|
|
Skeleton,
|
|
Table,
|
|
Text,
|
|
ThemeIcon,
|
|
Title
|
|
} from '@mantine/core';
|
|
|
|
import {ArrowDownRight, ArrowUpRight,} from 'tabler-icons-react';
|
|
|
|
const useStyles = createStyles((theme) => ({
|
|
root: {
|
|
paddingTop: theme.spacing.xl * 1.5,
|
|
paddingBottom: theme.spacing.xl * 1.5,
|
|
},
|
|
|
|
label: {
|
|
fontFamily: `Greycliff CF, ${theme.fontFamily}`,
|
|
},
|
|
}));
|
|
|
|
interface StatsGridIconsProps {
|
|
data: {
|
|
title: string;
|
|
value: string;
|
|
diff?: number
|
|
dir?: string;
|
|
desc?: string;
|
|
}[];
|
|
}
|
|
|
|
function StatsGridIcons({data}: StatsGridIconsProps) {
|
|
const {classes} = useStyles();
|
|
const stats = data.map((stat) => {
|
|
const DiffIcon = stat.diff && stat.diff > 0 ? ArrowUpRight : ArrowDownRight;
|
|
const DirIcon = stat.dir && stat.dir == "up" ? ArrowUpRight : ArrowDownRight;
|
|
|
|
return (
|
|
<Paper withBorder p="xs" radius="md" key={stat.title}>
|
|
<Group position="left">
|
|
<div>
|
|
<Text
|
|
color="dimmed"
|
|
weight={700}
|
|
size="xs"
|
|
className={classes.label}
|
|
>
|
|
{stat.title}
|
|
{stat.dir ?
|
|
<ThemeIcon
|
|
color="gray"
|
|
variant="light"
|
|
sx={(theme) => ({color: stat.dir == "up" ? theme.colors.teal[6] : theme.colors.red[6]})}
|
|
size={16}
|
|
radius="xs"
|
|
>
|
|
<DirIcon size={16}/>
|
|
</ThemeIcon>
|
|
: null}
|
|
</Text>
|
|
<Text weight={700} size="xs">
|
|
{stat.value}
|
|
</Text>
|
|
</div>
|
|
|
|
|
|
{stat.diff ?
|
|
<ThemeIcon
|
|
color="gray"
|
|
variant="light"
|
|
sx={(theme) => ({color: stat.diff && stat.diff > 0 ? theme.colors.teal[6] : theme.colors.red[6]})}
|
|
size={38}
|
|
radius="md"
|
|
>
|
|
<DiffIcon size={28}/>
|
|
</ThemeIcon>
|
|
: null}
|
|
</Group>
|
|
|
|
{stat.diff ?
|
|
<Text color="dimmed" size="sm" mt="md">
|
|
<Text component="span" color={stat.diff && stat.diff > 0 ? 'teal' : 'red'} weight={700}>
|
|
{stat.diff}%
|
|
</Text>{' '}
|
|
{stat.diff && stat.diff > 0 ? 'increase' : 'decrease'} compared to last month
|
|
</Text> : null}
|
|
|
|
{stat.desc ? (
|
|
<Text color="dimmed" size="sm" mt="md">
|
|
{stat.desc}
|
|
</Text>
|
|
) : null}
|
|
|
|
</Paper>
|
|
);
|
|
});
|
|
|
|
return (
|
|
<SimpleGrid cols={5} breakpoints={[{maxWidth: 'sm', cols: 1, spacing: 'xl'}]} py="xl">
|
|
{stats}
|
|
</SimpleGrid>
|
|
);
|
|
}
|
|
|
|
|
|
interface ReportDetailsProps {
|
|
basePath: string;
|
|
runID: string;
|
|
}
|
|
|
|
const fetchReportSummary = (basePath: string, runID: string) => {
|
|
return fetch(
|
|
`${basePath}/${runID}/summary.json`,
|
|
)
|
|
.then((res) => res.json())
|
|
.catch((e) => {
|
|
console.error("failed to fetch index", e)
|
|
});
|
|
}
|
|
|
|
const skeleton = <Skeleton height={140} radius="md" animate={false}/>;
|
|
|
|
|
|
interface BalanceDetailsProps {
|
|
balances: BalanceMap;
|
|
}
|
|
|
|
const BalanceDetails = (props: BalanceDetailsProps) => {
|
|
const rows = Object.entries(props.balances).map(([k, v]) => {
|
|
return <tr key={k}>
|
|
<td>{k}</td>
|
|
<td>{v.available}</td>
|
|
</tr>;
|
|
});
|
|
|
|
return <Table verticalSpacing="xs" fontSize="xs">
|
|
<thead>
|
|
<tr>
|
|
<th>Currency</th>
|
|
<th>Balance</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>{rows}</tbody>
|
|
</Table>;
|
|
};
|
|
|
|
const ReportDetails = (props: ReportDetailsProps) => {
|
|
const [reportSummary, setReportSummary] = useState<ReportSummary>()
|
|
useEffect(() => {
|
|
fetchReportSummary(props.basePath, props.runID).then((summary: ReportSummary) => {
|
|
console.log("summary", props.runID, summary);
|
|
setReportSummary(summary)
|
|
})
|
|
}, [props.runID])
|
|
|
|
if (!reportSummary) {
|
|
return <div>
|
|
<h2>Loading {props.runID}</h2>
|
|
</div>;
|
|
}
|
|
|
|
const strategyName = props.runID.split("_")[1]
|
|
const runID = props.runID.split("_").pop()
|
|
const totalProfit = Math.round(reportSummary.symbolReports.map((report) => report.pnl.profit).reduce((prev, cur) => prev + cur) * 100) / 100
|
|
const totalUnrealizedProfit = Math.round(reportSummary.symbolReports.map((report) => report.pnl.unrealizedProfit).reduce((prev, cur) => prev + cur) * 100) / 100
|
|
const totalTrades = reportSummary.symbolReports.map((report) => report.pnl.numTrades).reduce((prev, cur) => prev + cur) || 0
|
|
|
|
const totalBuyVolume = reportSummary.symbolReports.map((report) => report.pnl.buyVolume).reduce((prev, cur) => prev + cur) || 0
|
|
const totalSellVolume = reportSummary.symbolReports.map((report) => report.pnl.sellVolume).reduce((prev, cur) => prev + cur) || 0
|
|
|
|
const volumeUnit = reportSummary.symbolReports.length == 1 ? reportSummary.symbolReports[0].market.baseCurrency : '';
|
|
|
|
|
|
|
|
// size xl and padding xs
|
|
return <Container size={"xl"} px="xs">
|
|
<div>
|
|
<Badge key={strategyName} color="teal">Strategy: {strategyName}</Badge>
|
|
{reportSummary.sessions.map((session) => <Badge key={session} color="teal">Exchange: {session}</Badge>)}
|
|
{reportSummary.symbols.map((symbol) => <Badge key={symbol} color="teal">Symbol: {symbol}</Badge>)}
|
|
|
|
<Badge color="teal">{reportSummary.startTime.toString()} — {reportSummary.endTime.toString()} ~ {
|
|
moment.duration((new Date(reportSummary.endTime)).getTime() - (new Date(reportSummary.startTime)).getTime()).humanize()
|
|
}</Badge>
|
|
<Badge key={runID} color="gray" size="xs">Run ID: {runID}</Badge>
|
|
</div>
|
|
<StatsGridIcons data={[
|
|
{title: "Profit", value: "$" + totalProfit.toString(), dir: totalProfit >= 0 ? "up" : "down"},
|
|
{
|
|
title: "Unr. Profit",
|
|
value: totalUnrealizedProfit.toString() + "$",
|
|
dir: totalUnrealizedProfit > 0 ? "up" : "down"
|
|
},
|
|
{title: "Trades", value: totalTrades.toString()},
|
|
{title: "Buy Vol", value: totalBuyVolume.toString() + ` ${volumeUnit}`},
|
|
{title: "Sell Vol", value: totalSellVolume.toString() + ` ${volumeUnit}`},
|
|
]}/>
|
|
|
|
<Grid py="xl">
|
|
<Grid.Col xs={6}>
|
|
<Title order={6}>Initial Total Balances</Title>
|
|
<BalanceDetails balances={reportSummary.initialTotalBalances}/>
|
|
</Grid.Col>
|
|
<Grid.Col xs={6}>
|
|
<Title order={6}>Final Total Balances</Title>
|
|
<BalanceDetails balances={reportSummary.finalTotalBalances}/>
|
|
</Grid.Col>
|
|
</Grid>
|
|
|
|
{
|
|
/*
|
|
<Grid>
|
|
<Grid.Col span={6}>
|
|
<Skeleton height={300} radius="md" animate={false}/>
|
|
</Grid.Col>
|
|
<Grid.Col xs={4}>{skeleton}</Grid.Col>
|
|
</Grid>
|
|
*/
|
|
}
|
|
<div>
|
|
{
|
|
reportSummary.symbols.map((symbol: string, i: number) => {
|
|
return <TradingViewChart key={i} basePath={props.basePath} runID={props.runID} reportSummary={reportSummary}
|
|
symbol={symbol}/>
|
|
})
|
|
}
|
|
</div>
|
|
|
|
</Container>;
|
|
};
|
|
|
|
|
|
export default ReportDetails;
|