adding data-services
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apps/interface-services/trading-dashboard/src/App.tsx
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apps/interface-services/trading-dashboard/src/App.tsx
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import { Component, Input, OnChanges, SimpleChanges } from '@angular/core';
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import { CommonModule } from '@angular/common';
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import { BacktestResult } from '../../../services/strategy.service';
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import { Chart, ChartOptions } from 'chart.js/auto';
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@Component({
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selector: 'app-drawdown-chart',
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standalone: true,
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imports: [CommonModule],
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template: `
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<div class="drawdown-chart-container">
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<canvas #drawdownChart></canvas>
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</div>
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`,
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styles: `
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.drawdown-chart-container {
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width: 100%;
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height: 300px;
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margin-bottom: 20px;
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}
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`
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})
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export class DrawdownChartComponent implements OnChanges {
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@Input() backtestResult?: BacktestResult;
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private chart?: Chart;
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private chartElement?: HTMLCanvasElement;
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ngOnChanges(changes: SimpleChanges): void {
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if (changes['backtestResult'] && this.backtestResult) {
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this.renderChart();
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}
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}
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ngAfterViewInit(): void {
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this.chartElement = document.querySelector('canvas') as HTMLCanvasElement;
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if (this.backtestResult) {
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this.renderChart();
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}
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}
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private renderChart(): void {
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if (!this.chartElement || !this.backtestResult) return;
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// Clean up previous chart if it exists
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if (this.chart) {
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this.chart.destroy();
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}
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// Calculate drawdown series from daily returns
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const drawdownData = this.calculateDrawdownSeries(this.backtestResult);
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// Create chart
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this.chart = new Chart(this.chartElement, {
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type: 'line',
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data: {
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labels: drawdownData.dates.map(date => this.formatDate(date)),
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datasets: [
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{
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label: 'Drawdown',
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data: drawdownData.drawdowns,
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borderColor: 'rgba(255, 99, 132, 1)',
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backgroundColor: 'rgba(255, 99, 132, 0.2)',
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fill: true,
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tension: 0.3,
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borderWidth: 2
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}
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]
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},
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options: {
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responsive: true,
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maintainAspectRatio: false,
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scales: {
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x: {
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ticks: {
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maxTicksLimit: 12,
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maxRotation: 0,
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minRotation: 0
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},
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grid: {
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display: false
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}
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},
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y: {
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ticks: {
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callback: function(value) {
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return (value * 100).toFixed(1) + '%';
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}
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},
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grid: {
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color: 'rgba(200, 200, 200, 0.2)'
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},
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min: -0.05, // Show at least 5% drawdown for context
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suggestedMax: 0.01
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}
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},
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plugins: {
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tooltip: {
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mode: 'index',
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intersect: false,
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callbacks: {
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label: function(context) {
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let label = context.dataset.label || '';
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if (label) {
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label += ': ';
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}
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if (context.parsed.y !== null) {
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label += (context.parsed.y * 100).toFixed(2) + '%';
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}
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return label;
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}
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}
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},
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legend: {
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position: 'top',
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}
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}
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} as ChartOptions
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});
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}
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private calculateDrawdownSeries(result: BacktestResult): {
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dates: Date[];
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drawdowns: number[];
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} {
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const dates: Date[] = [];
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const drawdowns: number[] = [];
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// Sort daily returns by date
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const sortedReturns = [...result.dailyReturns].sort(
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(a, b) => new Date(a.date).getTime() - new Date(b.date).getTime()
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);
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// Calculate equity curve
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let equity = 1;
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const equityCurve: number[] = [];
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for (const daily of sortedReturns) {
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equity *= (1 + daily.return);
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equityCurve.push(equity);
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dates.push(new Date(daily.date));
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}
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// Calculate running maximum (high water mark)
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let hwm = equityCurve[0];
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for (let i = 0; i < equityCurve.length; i++) {
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// Update high water mark
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hwm = Math.max(hwm, equityCurve[i]);
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// Calculate drawdown as percentage from high water mark
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const drawdown = (equityCurve[i] / hwm) - 1;
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drawdowns.push(drawdown);
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}
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return { dates, drawdowns };
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}
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private formatDate(date: Date): string {
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return new Date(date).toLocaleDateString('en-US', {
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month: 'short',
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day: 'numeric',
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year: 'numeric'
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});
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}
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}
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import { Component, Input, OnChanges, SimpleChanges } from '@angular/core';
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import { CommonModule } from '@angular/common';
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import { BacktestResult } from '../../../services/strategy.service';
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import { Chart, ChartOptions } from 'chart.js/auto';
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@Component({
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selector: 'app-equity-chart',
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standalone: true,
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imports: [CommonModule],
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template: `
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<div class="equity-chart-container">
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<canvas #equityChart></canvas>
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</div>
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`,
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styles: `
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.equity-chart-container {
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width: 100%;
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height: 400px;
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margin-bottom: 20px;
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}
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`
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})
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export class EquityChartComponent implements OnChanges {
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@Input() backtestResult?: BacktestResult;
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private chart?: Chart;
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private chartElement?: HTMLCanvasElement;
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ngOnChanges(changes: SimpleChanges): void {
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if (changes['backtestResult'] && this.backtestResult) {
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this.renderChart();
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}
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}
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ngAfterViewInit(): void {
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this.chartElement = document.querySelector('canvas') as HTMLCanvasElement;
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if (this.backtestResult) {
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this.renderChart();
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}
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}
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private renderChart(): void {
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if (!this.chartElement || !this.backtestResult) return;
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// Clean up previous chart if it exists
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if (this.chart) {
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this.chart.destroy();
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}
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// Prepare data
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const equityCurve = this.calculateEquityCurve(this.backtestResult);
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// Create chart
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this.chart = new Chart(this.chartElement, {
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type: 'line',
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data: {
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labels: equityCurve.dates.map(date => this.formatDate(date)),
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datasets: [
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{
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label: 'Portfolio Value',
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data: equityCurve.values,
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borderColor: 'rgba(75, 192, 192, 1)',
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backgroundColor: 'rgba(75, 192, 192, 0.2)',
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tension: 0.3,
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borderWidth: 2,
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fill: true
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},
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{
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label: 'Benchmark',
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data: equityCurve.benchmark,
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borderColor: 'rgba(153, 102, 255, 0.5)',
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backgroundColor: 'rgba(153, 102, 255, 0.1)',
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borderDash: [5, 5],
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tension: 0.3,
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borderWidth: 1,
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fill: false
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}
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]
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},
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options: {
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responsive: true,
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maintainAspectRatio: false,
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scales: {
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x: {
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ticks: {
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maxTicksLimit: 12,
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maxRotation: 0,
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minRotation: 0
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},
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grid: {
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display: false
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}
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},
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y: {
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ticks: {
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callback: function(value) {
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return '$' + value.toLocaleString();
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}
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},
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grid: {
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color: 'rgba(200, 200, 200, 0.2)'
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}
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}
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},
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plugins: {
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tooltip: {
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mode: 'index',
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intersect: false,
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callbacks: {
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label: function(context) {
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let label = context.dataset.label || '';
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if (label) {
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label += ': ';
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}
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if (context.parsed.y !== null) {
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label += new Intl.NumberFormat('en-US', { style: 'currency', currency: 'USD' })
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.format(context.parsed.y);
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}
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return label;
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}
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}
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},
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legend: {
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position: 'top',
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}
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}
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} as ChartOptions
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});
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}
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private calculateEquityCurve(result: BacktestResult): {
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dates: Date[];
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values: number[];
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benchmark: number[];
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} {
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const initialValue = result.initialCapital;
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const dates: Date[] = [];
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const values: number[] = [];
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const benchmark: number[] = [];
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// Sort daily returns by date
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const sortedReturns = [...result.dailyReturns].sort(
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(a, b) => new Date(a.date).getTime() - new Date(b.date).getTime()
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);
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// Calculate cumulative portfolio values
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let portfolioValue = initialValue;
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let benchmarkValue = initialValue;
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for (const daily of sortedReturns) {
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const date = new Date(daily.date);
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portfolioValue = portfolioValue * (1 + daily.return);
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// Simple benchmark (e.g., assuming 8% annualized return for a market index)
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benchmarkValue = benchmarkValue * (1 + 0.08 / 365);
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dates.push(date);
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values.push(portfolioValue);
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benchmark.push(benchmarkValue);
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}
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return { dates, values, benchmark };
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}
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private formatDate(date: Date): string {
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return new Date(date).toLocaleDateString('en-US', {
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month: 'short',
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day: 'numeric',
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year: 'numeric'
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});
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}
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}
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import { Component, Input } from '@angular/core';
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import { CommonModule } from '@angular/common';
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import { MatCardModule } from '@angular/material/card';
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import { MatGridListModule } from '@angular/material/grid-list';
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import { MatDividerModule } from '@angular/material/divider';
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import { MatTooltipModule } from '@angular/material/tooltip';
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import { BacktestResult } from '../../../services/strategy.service';
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@Component({
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selector: 'app-performance-metrics',
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standalone: true,
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imports: [
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CommonModule,
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MatCardModule,
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MatGridListModule,
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MatDividerModule,
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MatTooltipModule
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],
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template: `
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<mat-card class="metrics-card">
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<mat-card-header>
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<mat-card-title>Performance Metrics</mat-card-title>
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</mat-card-header>
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<mat-card-content>
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<div class="metrics-grid">
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<div class="metric-group">
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<h3>Returns</h3>
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<div class="metrics-row">
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<div class="metric">
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<div class="metric-name" matTooltip="Total return over the backtest period">Total Return</div>
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<div class="metric-value" [ngClass]="getReturnClass(backtestResult?.totalReturn || 0)">
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{{formatPercent(backtestResult?.totalReturn || 0)}}
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</div>
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</div>
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<div class="metric">
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<div class="metric-name" matTooltip="Annualized return (adjusted for the backtest duration)">Annualized Return</div>
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<div class="metric-value" [ngClass]="getReturnClass(backtestResult?.annualizedReturn || 0)">
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{{formatPercent(backtestResult?.annualizedReturn || 0)}}
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</div>
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</div>
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<div class="metric">
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<div class="metric-name" matTooltip="Compound Annual Growth Rate">CAGR</div>
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<div class="metric-value" [ngClass]="getReturnClass(backtestResult?.cagr || 0)">
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{{formatPercent(backtestResult?.cagr || 0)}}
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</div>
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</div>
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</div>
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</div>
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<mat-divider></mat-divider>
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<div class="metric-group">
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<h3>Risk Metrics</h3>
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<div class="metrics-row">
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<div class="metric">
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<div class="metric-name" matTooltip="Maximum peak-to-valley drawdown">Max Drawdown</div>
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<div class="metric-value negative">
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{{formatPercent(backtestResult?.maxDrawdown || 0)}}
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</div>
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</div>
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<div class="metric">
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<div class="metric-name" matTooltip="Number of days in the worst drawdown">Max DD Duration</div>
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<div class="metric-value">
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{{formatDays(backtestResult?.maxDrawdownDuration || 0)}}
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</div>
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</div>
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<div class="metric">
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<div class="metric-name" matTooltip="Annualized standard deviation of returns">Volatility</div>
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<div class="metric-value">
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{{formatPercent(backtestResult?.volatility || 0)}}
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</div>
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</div>
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<div class="metric">
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<div class="metric-name" matTooltip="Square root of the sum of the squares of drawdowns">Ulcer Index</div>
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<div class="metric-value">
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{{(backtestResult?.ulcerIndex || 0).toFixed(4)}}
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</div>
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</div>
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</div>
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</div>
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<mat-divider></mat-divider>
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<div class="metric-group">
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<h3>Risk-Adjusted Returns</h3>
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<div class="metrics-row">
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<div class="metric">
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<div class="metric-name" matTooltip="Excess return per unit of risk">Sharpe Ratio</div>
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<div class="metric-value" [ngClass]="getRatioClass(backtestResult?.sharpeRatio || 0)">
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{{(backtestResult?.sharpeRatio || 0).toFixed(2)}}
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</div>
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</div>
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<div class="metric">
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<div class="metric-name" matTooltip="Return per unit of downside risk">Sortino Ratio</div>
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<div class="metric-value" [ngClass]="getRatioClass(backtestResult?.sortinoRatio || 0)">
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{{(backtestResult?.sortinoRatio || 0).toFixed(2)}}
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</div>
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</div>
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<div class="metric">
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<div class="metric-name" matTooltip="Return per unit of max drawdown">Calmar Ratio</div>
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<div class="metric-value" [ngClass]="getRatioClass(backtestResult?.calmarRatio || 0)">
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{{(backtestResult?.calmarRatio || 0).toFixed(2)}}
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</div>
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</div>
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<div class="metric">
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<div class="metric-name" matTooltip="Probability-weighted ratio of gains vs. losses">Omega Ratio</div>
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<div class="metric-value" [ngClass]="getRatioClass(backtestResult?.omegaRatio || 0)">
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{{(backtestResult?.omegaRatio || 0).toFixed(2)}}
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</div>
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</div>
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</div>
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</div>
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<mat-divider></mat-divider>
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<div class="metric-group">
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<h3>Trade Statistics</h3>
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<div class="metrics-row">
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<div class="metric">
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<div class="metric-name" matTooltip="Total number of trades">Total Trades</div>
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<div class="metric-value">
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{{backtestResult?.totalTrades || 0}}
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</div>
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</div>
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<div class="metric">
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<div class="metric-name" matTooltip="Percentage of winning trades">Win Rate</div>
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<div class="metric-value" [ngClass]="getWinRateClass(backtestResult?.winRate || 0)">
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{{formatPercent(backtestResult?.winRate || 0)}}
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</div>
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</div>
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<div class="metric">
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<div class="metric-name" matTooltip="Average profit of winning trades">Avg Win</div>
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<div class="metric-value positive">
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{{formatPercent(backtestResult?.averageWinningTrade || 0)}}
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</div>
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</div>
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<div class="metric">
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<div class="metric-name" matTooltip="Average loss of losing trades">Avg Loss</div>
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<div class="metric-value negative">
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{{formatPercent(backtestResult?.averageLosingTrade || 0)}}
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</div>
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</div>
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<div class="metric">
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<div class="metric-name" matTooltip="Ratio of total gains to total losses">Profit Factor</div>
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<div class="metric-value" [ngClass]="getProfitFactorClass(backtestResult?.profitFactor || 0)">
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{{(backtestResult?.profitFactor || 0).toFixed(2)}}
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</div>
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</div>
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</div>
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</div>
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</div>
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</mat-card-content>
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</mat-card>
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`,
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styles: `
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.metrics-card {
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margin-bottom: 20px;
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}
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.metrics-grid {
|
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display: flex;
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flex-direction: column;
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gap: 16px;
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}
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||||
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.metric-group {
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padding: 10px 0;
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}
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|
||||
.metric-group h3 {
|
||||
margin-top: 0;
|
||||
margin-bottom: 16px;
|
||||
font-size: 16px;
|
||||
font-weight: 500;
|
||||
color: #555;
|
||||
}
|
||||
|
||||
.metrics-row {
|
||||
display: flex;
|
||||
flex-wrap: wrap;
|
||||
gap: 24px;
|
||||
}
|
||||
|
||||
.metric {
|
||||
min-width: 120px;
|
||||
margin-bottom: 16px;
|
||||
}
|
||||
|
||||
.metric-name {
|
||||
font-size: 12px;
|
||||
color: #666;
|
||||
margin-bottom: 4px;
|
||||
}
|
||||
|
||||
.metric-value {
|
||||
font-size: 16px;
|
||||
font-weight: 500;
|
||||
}
|
||||
|
||||
.positive {
|
||||
color: #4CAF50;
|
||||
}
|
||||
|
||||
.negative {
|
||||
color: #F44336;
|
||||
}
|
||||
|
||||
.neutral {
|
||||
color: #FFA000;
|
||||
}
|
||||
|
||||
mat-divider {
|
||||
margin: 8px 0;
|
||||
}
|
||||
`
|
||||
})
|
||||
export class PerformanceMetricsComponent {
|
||||
@Input() backtestResult?: BacktestResult;
|
||||
|
||||
// Formatting helpers
|
||||
formatPercent(value: number): string {
|
||||
return new Intl.NumberFormat('en-US', {
|
||||
style: 'percent',
|
||||
minimumFractionDigits: 2,
|
||||
maximumFractionDigits: 2
|
||||
}).format(value);
|
||||
}
|
||||
|
||||
formatDays(days: number): string {
|
||||
return `${days} days`;
|
||||
}
|
||||
|
||||
// Conditional classes
|
||||
getReturnClass(value: number): string {
|
||||
if (value > 0) return 'positive';
|
||||
if (value < 0) return 'negative';
|
||||
return '';
|
||||
}
|
||||
|
||||
getRatioClass(value: number): string {
|
||||
if (value >= 1.5) return 'positive';
|
||||
if (value >= 1) return 'neutral';
|
||||
if (value < 0) return 'negative';
|
||||
return '';
|
||||
}
|
||||
|
||||
getWinRateClass(value: number): string {
|
||||
if (value >= 0.55) return 'positive';
|
||||
if (value >= 0.45) return 'neutral';
|
||||
return 'negative';
|
||||
}
|
||||
|
||||
getProfitFactorClass(value: number): string {
|
||||
if (value >= 1.5) return 'positive';
|
||||
if (value >= 1) return 'neutral';
|
||||
return 'negative';
|
||||
}
|
||||
}
|
||||
|
|
@ -0,0 +1,221 @@
|
|||
import { Component, Input } from '@angular/core';
|
||||
import { CommonModule } from '@angular/common';
|
||||
import { MatTableModule } from '@angular/material/table';
|
||||
import { MatSortModule, Sort } from '@angular/material/sort';
|
||||
import { MatPaginatorModule, PageEvent } from '@angular/material/paginator';
|
||||
import { MatCardModule } from '@angular/material/card';
|
||||
import { MatIconModule } from '@angular/material/icon';
|
||||
import { BacktestResult } from '../../../services/strategy.service';
|
||||
|
||||
@Component({
|
||||
selector: 'app-trades-table',
|
||||
standalone: true,
|
||||
imports: [
|
||||
CommonModule,
|
||||
MatTableModule,
|
||||
MatSortModule,
|
||||
MatPaginatorModule,
|
||||
MatCardModule,
|
||||
MatIconModule
|
||||
],
|
||||
template: `
|
||||
<mat-card class="trades-card">
|
||||
<mat-card-header>
|
||||
<mat-card-title>Trades</mat-card-title>
|
||||
</mat-card-header>
|
||||
<mat-card-content>
|
||||
<table mat-table [dataSource]="displayedTrades" matSort (matSortChange)="sortData($event)" class="trades-table">
|
||||
|
||||
<!-- Symbol Column -->
|
||||
<ng-container matColumnDef="symbol">
|
||||
<th mat-header-cell *matHeaderCellDef mat-sort-header> Symbol </th>
|
||||
<td mat-cell *matCellDef="let trade"> {{trade.symbol}} </td>
|
||||
</ng-container>
|
||||
|
||||
<!-- Entry Date Column -->
|
||||
<ng-container matColumnDef="entryTime">
|
||||
<th mat-header-cell *matHeaderCellDef mat-sort-header> Entry Time </th>
|
||||
<td mat-cell *matCellDef="let trade"> {{formatDate(trade.entryTime)}} </td>
|
||||
</ng-container>
|
||||
|
||||
<!-- Entry Price Column -->
|
||||
<ng-container matColumnDef="entryPrice">
|
||||
<th mat-header-cell *matHeaderCellDef mat-sort-header> Entry Price </th>
|
||||
<td mat-cell *matCellDef="let trade"> {{formatCurrency(trade.entryPrice)}} </td>
|
||||
</ng-container>
|
||||
|
||||
<!-- Exit Date Column -->
|
||||
<ng-container matColumnDef="exitTime">
|
||||
<th mat-header-cell *matHeaderCellDef mat-sort-header> Exit Time </th>
|
||||
<td mat-cell *matCellDef="let trade"> {{formatDate(trade.exitTime)}} </td>
|
||||
</ng-container>
|
||||
|
||||
<!-- Exit Price Column -->
|
||||
<ng-container matColumnDef="exitPrice">
|
||||
<th mat-header-cell *matHeaderCellDef mat-sort-header> Exit Price </th>
|
||||
<td mat-cell *matCellDef="let trade"> {{formatCurrency(trade.exitPrice)}} </td>
|
||||
</ng-container>
|
||||
|
||||
<!-- Quantity Column -->
|
||||
<ng-container matColumnDef="quantity">
|
||||
<th mat-header-cell *matHeaderCellDef mat-sort-header> Quantity </th>
|
||||
<td mat-cell *matCellDef="let trade"> {{trade.quantity}} </td>
|
||||
</ng-container>
|
||||
|
||||
<!-- P&L Column -->
|
||||
<ng-container matColumnDef="pnl">
|
||||
<th mat-header-cell *matHeaderCellDef mat-sort-header> P&L </th>
|
||||
<td mat-cell *matCellDef="let trade"
|
||||
[ngClass]="{'positive': trade.pnl > 0, 'negative': trade.pnl < 0}">
|
||||
{{formatCurrency(trade.pnl)}}
|
||||
</td>
|
||||
</ng-container>
|
||||
|
||||
<!-- P&L Percent Column -->
|
||||
<ng-container matColumnDef="pnlPercent">
|
||||
<th mat-header-cell *matHeaderCellDef mat-sort-header> P&L % </th>
|
||||
<td mat-cell *matCellDef="let trade"
|
||||
[ngClass]="{'positive': trade.pnlPercent > 0, 'negative': trade.pnlPercent < 0}">
|
||||
{{formatPercent(trade.pnlPercent)}}
|
||||
</td>
|
||||
</ng-container>
|
||||
|
||||
<tr mat-header-row *matHeaderRowDef="displayedColumns"></tr>
|
||||
<tr mat-row *matRowDef="let row; columns: displayedColumns;"></tr>
|
||||
</table>
|
||||
|
||||
<mat-paginator
|
||||
[length]="totalTrades"
|
||||
[pageSize]="pageSize"
|
||||
[pageSizeOptions]="[5, 10, 25, 50]"
|
||||
(page)="pageChange($event)"
|
||||
aria-label="Select page">
|
||||
</mat-paginator>
|
||||
</mat-card-content>
|
||||
</mat-card>
|
||||
`,
|
||||
styles: `
|
||||
.trades-card {
|
||||
margin-bottom: 20px;
|
||||
}
|
||||
|
||||
.trades-table {
|
||||
width: 100%;
|
||||
border-collapse: collapse;
|
||||
}
|
||||
|
||||
.mat-column-pnl, .mat-column-pnlPercent {
|
||||
text-align: right;
|
||||
font-weight: 500;
|
||||
}
|
||||
|
||||
.positive {
|
||||
color: #4CAF50;
|
||||
}
|
||||
|
||||
.negative {
|
||||
color: #F44336;
|
||||
}
|
||||
|
||||
.mat-mdc-row:hover {
|
||||
background-color: rgba(0, 0, 0, 0.04);
|
||||
}
|
||||
`
|
||||
})
|
||||
export class TradesTableComponent {
|
||||
@Input() set backtestResult(value: BacktestResult | undefined) {
|
||||
if (value) {
|
||||
this._backtestResult = value;
|
||||
this.updateDisplayedTrades();
|
||||
}
|
||||
}
|
||||
|
||||
get backtestResult(): BacktestResult | undefined {
|
||||
return this._backtestResult;
|
||||
}
|
||||
|
||||
private _backtestResult?: BacktestResult;
|
||||
|
||||
// Table configuration
|
||||
displayedColumns: string[] = [
|
||||
'symbol', 'entryTime', 'entryPrice', 'exitTime',
|
||||
'exitPrice', 'quantity', 'pnl', 'pnlPercent'
|
||||
];
|
||||
|
||||
// Pagination
|
||||
pageSize = 10;
|
||||
currentPage = 0;
|
||||
displayedTrades: any[] = [];
|
||||
|
||||
get totalTrades(): number {
|
||||
return this._backtestResult?.trades.length || 0;
|
||||
}
|
||||
|
||||
// Sort the trades
|
||||
sortData(sort: Sort): void {
|
||||
if (!sort.active || sort.direction === '') {
|
||||
this.updateDisplayedTrades();
|
||||
return;
|
||||
}
|
||||
|
||||
const data = this._backtestResult?.trades.slice() || [];
|
||||
|
||||
this.displayedTrades = data.sort((a, b) => {
|
||||
const isAsc = sort.direction === 'asc';
|
||||
switch (sort.active) {
|
||||
case 'symbol': return this.compare(a.symbol, b.symbol, isAsc);
|
||||
case 'entryTime': return this.compare(new Date(a.entryTime).getTime(), new Date(b.entryTime).getTime(), isAsc);
|
||||
case 'entryPrice': return this.compare(a.entryPrice, b.entryPrice, isAsc);
|
||||
case 'exitTime': return this.compare(new Date(a.exitTime).getTime(), new Date(b.exitTime).getTime(), isAsc);
|
||||
case 'exitPrice': return this.compare(a.exitPrice, b.exitPrice, isAsc);
|
||||
case 'quantity': return this.compare(a.quantity, b.quantity, isAsc);
|
||||
case 'pnl': return this.compare(a.pnl, b.pnl, isAsc);
|
||||
case 'pnlPercent': return this.compare(a.pnlPercent, b.pnlPercent, isAsc);
|
||||
default: return 0;
|
||||
}
|
||||
}).slice(this.currentPage * this.pageSize, (this.currentPage + 1) * this.pageSize);
|
||||
}
|
||||
|
||||
// Handle page changes
|
||||
pageChange(event: PageEvent): void {
|
||||
this.pageSize = event.pageSize;
|
||||
this.currentPage = event.pageIndex;
|
||||
this.updateDisplayedTrades();
|
||||
}
|
||||
|
||||
// Update displayed trades based on current page and page size
|
||||
updateDisplayedTrades(): void {
|
||||
if (this._backtestResult) {
|
||||
this.displayedTrades = this._backtestResult.trades.slice(
|
||||
this.currentPage * this.pageSize,
|
||||
(this.currentPage + 1) * this.pageSize
|
||||
);
|
||||
} else {
|
||||
this.displayedTrades = [];
|
||||
}
|
||||
}
|
||||
|
||||
// Helper methods for formatting
|
||||
formatDate(date: Date | string): string {
|
||||
return new Date(date).toLocaleString();
|
||||
}
|
||||
|
||||
formatCurrency(value: number): string {
|
||||
return new Intl.NumberFormat('en-US', {
|
||||
style: 'currency',
|
||||
currency: 'USD',
|
||||
}).format(value);
|
||||
}
|
||||
|
||||
formatPercent(value: number): string {
|
||||
return new Intl.NumberFormat('en-US', {
|
||||
style: 'percent',
|
||||
minimumFractionDigits: 2,
|
||||
maximumFractionDigits: 2
|
||||
}).format(value);
|
||||
}
|
||||
|
||||
private compare(a: number | string, b: number | string, isAsc: boolean): number {
|
||||
return (a < b ? -1 : 1) * (isAsc ? 1 : -1);
|
||||
}
|
||||
}
|
||||
|
|
@ -0,0 +1,185 @@
|
|||
import { Component, Inject, OnInit } from '@angular/core';
|
||||
import { CommonModule } from '@angular/common';
|
||||
import {
|
||||
FormBuilder,
|
||||
FormGroup,
|
||||
ReactiveFormsModule,
|
||||
Validators
|
||||
} from '@angular/forms';
|
||||
import { MatButtonModule } from '@angular/material/button';
|
||||
import { MatDialogModule, MAT_DIALOG_DATA, MatDialogRef } from '@angular/material/dialog';
|
||||
import { MatFormFieldModule } from '@angular/material/form-field';
|
||||
import { MatInputModule } from '@angular/material/input';
|
||||
import { MatSelectModule } from '@angular/material/select';
|
||||
import { MatDatepickerModule } from '@angular/material/datepicker';
|
||||
import { MatNativeDateModule } from '@angular/material/core';
|
||||
import { MatProgressBarModule } from '@angular/material/progress-bar';
|
||||
import { MatTabsModule } from '@angular/material/tabs';
|
||||
import { MatChipsModule } from '@angular/material/chips';
|
||||
import { MatIconModule } from '@angular/material/icon';
|
||||
import { MatSlideToggleModule } from '@angular/material/slide-toggle';
|
||||
import {
|
||||
BacktestRequest,
|
||||
BacktestResult,
|
||||
StrategyService,
|
||||
TradingStrategy
|
||||
} from '../../../services/strategy.service';
|
||||
|
||||
@Component({
|
||||
selector: 'app-backtest-dialog',
|
||||
standalone: true,
|
||||
imports: [
|
||||
CommonModule,
|
||||
ReactiveFormsModule,
|
||||
MatButtonModule,
|
||||
MatDialogModule,
|
||||
MatFormFieldModule,
|
||||
MatInputModule,
|
||||
MatSelectModule,
|
||||
MatDatepickerModule,
|
||||
MatNativeDateModule,
|
||||
MatProgressBarModule,
|
||||
MatTabsModule,
|
||||
MatChipsModule,
|
||||
MatIconModule,
|
||||
MatSlideToggleModule
|
||||
],
|
||||
templateUrl: './backtest-dialog.component.html',
|
||||
styleUrl: './backtest-dialog.component.css'
|
||||
})
|
||||
export class BacktestDialogComponent implements OnInit {
|
||||
backtestForm: FormGroup;
|
||||
strategyTypes: string[] = [];
|
||||
availableSymbols: string[] = ['AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'SPY', 'QQQ'];
|
||||
selectedSymbols: string[] = [];
|
||||
parameters: Record<string, any> = {};
|
||||
isRunning: boolean = false;
|
||||
backtestResult: BacktestResult | null = null;
|
||||
|
||||
constructor(
|
||||
private fb: FormBuilder,
|
||||
private strategyService: StrategyService,
|
||||
@Inject(MAT_DIALOG_DATA) public data: TradingStrategy | null,
|
||||
private dialogRef: MatDialogRef<BacktestDialogComponent>
|
||||
) {
|
||||
// Initialize form with defaults
|
||||
this.backtestForm = this.fb.group({
|
||||
strategyType: ['', [Validators.required]],
|
||||
startDate: [new Date(new Date().setFullYear(new Date().getFullYear() - 1)), [Validators.required]],
|
||||
endDate: [new Date(), [Validators.required]],
|
||||
initialCapital: [100000, [Validators.required, Validators.min(1000)]],
|
||||
dataResolution: ['1d', [Validators.required]],
|
||||
commission: [0.001, [Validators.required, Validators.min(0), Validators.max(0.1)]],
|
||||
slippage: [0.0005, [Validators.required, Validators.min(0), Validators.max(0.1)]],
|
||||
mode: ['event', [Validators.required]]
|
||||
});
|
||||
|
||||
// If strategy is provided, pre-populate the form
|
||||
if (data) {
|
||||
this.selectedSymbols = [...data.symbols];
|
||||
this.backtestForm.patchValue({
|
||||
strategyType: data.type
|
||||
});
|
||||
this.parameters = {...data.parameters};
|
||||
}
|
||||
}
|
||||
|
||||
ngOnInit(): void {
|
||||
this.loadStrategyTypes();
|
||||
}
|
||||
|
||||
loadStrategyTypes(): void {
|
||||
this.strategyService.getStrategyTypes().subscribe({
|
||||
next: (response) => {
|
||||
if (response.success) {
|
||||
this.strategyTypes = response.data;
|
||||
|
||||
// If strategy is provided, load its parameters
|
||||
if (this.data) {
|
||||
this.onStrategyTypeChange(this.data.type);
|
||||
}
|
||||
}
|
||||
},
|
||||
error: (error) => {
|
||||
console.error('Error loading strategy types:', error);
|
||||
this.strategyTypes = ['MOVING_AVERAGE_CROSSOVER', 'MEAN_REVERSION', 'CUSTOM'];
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
onStrategyTypeChange(type: string): void {
|
||||
// Get default parameters for this strategy type
|
||||
this.strategyService.getStrategyParameters(type).subscribe({
|
||||
next: (response) => {
|
||||
if (response.success) {
|
||||
// If strategy is provided, merge default with existing
|
||||
if (this.data) {
|
||||
this.parameters = {
|
||||
...response.data,
|
||||
...this.data.parameters
|
||||
};
|
||||
} else {
|
||||
this.parameters = response.data;
|
||||
}
|
||||
}
|
||||
},
|
||||
error: (error) => {
|
||||
console.error('Error loading parameters:', error);
|
||||
this.parameters = {};
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
addSymbol(symbol: string): void {
|
||||
if (!symbol || this.selectedSymbols.includes(symbol)) return;
|
||||
this.selectedSymbols.push(symbol);
|
||||
}
|
||||
|
||||
removeSymbol(symbol: string): void {
|
||||
this.selectedSymbols = this.selectedSymbols.filter(s => s !== symbol);
|
||||
}
|
||||
|
||||
updateParameter(key: string, value: any): void {
|
||||
this.parameters[key] = value;
|
||||
}
|
||||
|
||||
onSubmit(): void {
|
||||
if (this.backtestForm.invalid || this.selectedSymbols.length === 0) {
|
||||
return;
|
||||
}
|
||||
|
||||
const formValue = this.backtestForm.value;
|
||||
|
||||
const backtestRequest: BacktestRequest = {
|
||||
strategyType: formValue.strategyType,
|
||||
strategyParams: this.parameters,
|
||||
symbols: this.selectedSymbols,
|
||||
startDate: formValue.startDate,
|
||||
endDate: formValue.endDate,
|
||||
initialCapital: formValue.initialCapital,
|
||||
dataResolution: formValue.dataResolution,
|
||||
commission: formValue.commission,
|
||||
slippage: formValue.slippage,
|
||||
mode: formValue.mode
|
||||
};
|
||||
|
||||
this.isRunning = true;
|
||||
|
||||
this.strategyService.runBacktest(backtestRequest).subscribe({
|
||||
next: (response) => {
|
||||
this.isRunning = false;
|
||||
if (response.success) {
|
||||
this.backtestResult = response.data;
|
||||
}
|
||||
},
|
||||
error: (error) => {
|
||||
this.isRunning = false;
|
||||
console.error('Backtest error:', error);
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
close(): void {
|
||||
this.dialogRef.close(this.backtestResult);
|
||||
}
|
||||
}
|
||||
|
|
@ -0,0 +1,84 @@
|
|||
<h2 mat-dialog-title>{{isEditMode ? 'Edit Strategy' : 'Create Strategy'}}</h2>
|
||||
|
||||
<form [formGroup]="strategyForm" (ngSubmit)="onSubmit()">
|
||||
<mat-dialog-content class="mat-typography">
|
||||
<div class="grid grid-cols-1 gap-4">
|
||||
<!-- Basic Strategy Information -->
|
||||
<mat-form-field appearance="outline" class="w-full">
|
||||
<mat-label>Strategy Name</mat-label>
|
||||
<input matInput formControlName="name" placeholder="e.g., My Moving Average Crossover">
|
||||
<mat-error *ngIf="strategyForm.get('name')?.invalid">Name is required</mat-error>
|
||||
</mat-form-field>
|
||||
|
||||
<mat-form-field appearance="outline" class="w-full">
|
||||
<mat-label>Description</mat-label>
|
||||
<textarea matInput formControlName="description" rows="3"
|
||||
placeholder="Describe what this strategy does..."></textarea>
|
||||
</mat-form-field>
|
||||
|
||||
<mat-form-field appearance="outline" class="w-full">
|
||||
<mat-label>Strategy Type</mat-label>
|
||||
<mat-select formControlName="type" (selectionChange)="onStrategyTypeChange($event.value)">
|
||||
<mat-option *ngFor="let type of strategyTypes" [value]="type">
|
||||
{{type}}
|
||||
</mat-option>
|
||||
</mat-select>
|
||||
<mat-error *ngIf="strategyForm.get('type')?.invalid">Strategy type is required</mat-error>
|
||||
</mat-form-field>
|
||||
|
||||
<!-- Symbol Selection -->
|
||||
<div class="w-full">
|
||||
<label class="text-sm">Trading Symbols</label>
|
||||
<div class="flex flex-wrap gap-2 mb-2">
|
||||
<mat-chip *ngFor="let symbol of selectedSymbols" [removable]="true"
|
||||
(removed)="removeSymbol(symbol)">
|
||||
{{symbol}}
|
||||
<mat-icon matChipRemove>cancel</mat-icon>
|
||||
</mat-chip>
|
||||
</div>
|
||||
|
||||
<div class="flex gap-2">
|
||||
<mat-form-field appearance="outline" class="flex-1">
|
||||
<mat-label>Add Symbol</mat-label>
|
||||
<input matInput #symbolInput placeholder="e.g., AAPL">
|
||||
</mat-form-field>
|
||||
<button type="button" mat-raised-button color="primary"
|
||||
(click)="addSymbol(symbolInput.value); symbolInput.value = ''">
|
||||
Add
|
||||
</button>
|
||||
</div>
|
||||
|
||||
<div class="mt-2">
|
||||
<p class="text-sm text-gray-500 mb-1">Suggested symbols:</p>
|
||||
<div class="flex flex-wrap gap-2">
|
||||
<button type="button" *ngFor="let symbol of availableSymbols"
|
||||
mat-stroked-button (click)="addSymbol(symbol)"
|
||||
[disabled]="selectedSymbols.includes(symbol)">
|
||||
{{symbol}}
|
||||
</button>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- Dynamic Strategy Parameters -->
|
||||
<div *ngIf="strategyForm.get('type')?.value && Object.keys(parameters).length > 0">
|
||||
<h3 class="text-lg font-semibold mb-2">Strategy Parameters</h3>
|
||||
<div class="grid grid-cols-1 md:grid-cols-2 gap-4">
|
||||
<mat-form-field *ngFor="let param of parameters | keyvalue" appearance="outline">
|
||||
<mat-label>{{param.key}}</mat-label>
|
||||
<input matInput [value]="param.value"
|
||||
(input)="updateParameter(param.key, $any($event.target).value)">
|
||||
</mat-form-field>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</mat-dialog-content>
|
||||
|
||||
<mat-dialog-actions align="end">
|
||||
<button mat-button mat-dialog-close>Cancel</button>
|
||||
<button mat-raised-button color="primary" type="submit"
|
||||
[disabled]="strategyForm.invalid || selectedSymbols.length === 0">
|
||||
{{isEditMode ? 'Update' : 'Create'}}
|
||||
</button>
|
||||
</mat-dialog-actions>
|
||||
</form>
|
||||
|
|
@ -0,0 +1,178 @@
|
|||
import { Component, Inject, OnInit } from '@angular/core';
|
||||
import { CommonModule } from '@angular/common';
|
||||
import {
|
||||
FormBuilder,
|
||||
FormGroup,
|
||||
ReactiveFormsModule,
|
||||
Validators
|
||||
} from '@angular/forms';
|
||||
import { MatButtonModule } from '@angular/material/button';
|
||||
import { MatDialogModule, MAT_DIALOG_DATA, MatDialogRef } from '@angular/material/dialog';
|
||||
import { MatFormFieldModule } from '@angular/material/form-field';
|
||||
import { MatInputModule } from '@angular/material/input';
|
||||
import { MatSelectModule } from '@angular/material/select';
|
||||
import { MatChipsModule } from '@angular/material/chips';
|
||||
import { MatIconModule } from '@angular/material/icon';
|
||||
import { COMMA, ENTER } from '@angular/cdk/keycodes';
|
||||
import { MatAutocompleteModule } from '@angular/material/autocomplete';
|
||||
import {
|
||||
StrategyService,
|
||||
TradingStrategy
|
||||
} from '../../../services/strategy.service';
|
||||
|
||||
@Component({
|
||||
selector: 'app-strategy-dialog',
|
||||
standalone: true,
|
||||
imports: [
|
||||
CommonModule,
|
||||
ReactiveFormsModule,
|
||||
MatButtonModule,
|
||||
MatDialogModule,
|
||||
MatFormFieldModule,
|
||||
MatInputModule,
|
||||
MatSelectModule,
|
||||
MatChipsModule,
|
||||
MatIconModule,
|
||||
MatAutocompleteModule
|
||||
],
|
||||
templateUrl: './strategy-dialog.component.html',
|
||||
styleUrl: './strategy-dialog.component.css'
|
||||
})
|
||||
export class StrategyDialogComponent implements OnInit {
|
||||
strategyForm: FormGroup;
|
||||
isEditMode: boolean = false;
|
||||
strategyTypes: string[] = [];
|
||||
availableSymbols: string[] = ['AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'SPY', 'QQQ'];
|
||||
selectedSymbols: string[] = [];
|
||||
separatorKeysCodes: number[] = [ENTER, COMMA];
|
||||
parameters: Record<string, any> = {};
|
||||
|
||||
constructor(
|
||||
private fb: FormBuilder,
|
||||
private strategyService: StrategyService,
|
||||
@Inject(MAT_DIALOG_DATA) public data: TradingStrategy | null,
|
||||
private dialogRef: MatDialogRef<StrategyDialogComponent>
|
||||
) {
|
||||
this.isEditMode = !!data;
|
||||
|
||||
this.strategyForm = this.fb.group({
|
||||
name: ['', [Validators.required]],
|
||||
description: [''],
|
||||
type: ['', [Validators.required]],
|
||||
// Dynamic parameters will be added based on strategy type
|
||||
});
|
||||
|
||||
if (this.isEditMode && data) {
|
||||
this.selectedSymbols = [...data.symbols];
|
||||
this.strategyForm.patchValue({
|
||||
name: data.name,
|
||||
description: data.description,
|
||||
type: data.type
|
||||
});
|
||||
this.parameters = {...data.parameters};
|
||||
}
|
||||
}
|
||||
|
||||
ngOnInit(): void {
|
||||
// In a real implementation, fetch available strategy types from the API
|
||||
this.loadStrategyTypes();
|
||||
}
|
||||
|
||||
loadStrategyTypes(): void {
|
||||
// In a real implementation, this would call the API
|
||||
this.strategyService.getStrategyTypes().subscribe({
|
||||
next: (response) => {
|
||||
if (response.success) {
|
||||
this.strategyTypes = response.data;
|
||||
|
||||
// If editing, load parameters
|
||||
if (this.isEditMode && this.data) {
|
||||
this.onStrategyTypeChange(this.data.type);
|
||||
}
|
||||
}
|
||||
},
|
||||
error: (error) => {
|
||||
console.error('Error loading strategy types:', error);
|
||||
// Fallback to hardcoded types
|
||||
this.strategyTypes = ['MOVING_AVERAGE_CROSSOVER', 'MEAN_REVERSION', 'CUSTOM'];
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
onStrategyTypeChange(type: string): void {
|
||||
// Get default parameters for this strategy type
|
||||
this.strategyService.getStrategyParameters(type).subscribe({
|
||||
next: (response) => {
|
||||
if (response.success) {
|
||||
// If editing, merge default with existing
|
||||
if (this.isEditMode && this.data) {
|
||||
this.parameters = {
|
||||
...response.data,
|
||||
...this.data.parameters
|
||||
};
|
||||
} else {
|
||||
this.parameters = response.data;
|
||||
}
|
||||
}
|
||||
},
|
||||
error: (error) => {
|
||||
console.error('Error loading parameters:', error);
|
||||
// Fallback to empty parameters
|
||||
this.parameters = {};
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
addSymbol(symbol: string): void {
|
||||
if (!symbol || this.selectedSymbols.includes(symbol)) return;
|
||||
this.selectedSymbols.push(symbol);
|
||||
}
|
||||
|
||||
removeSymbol(symbol: string): void {
|
||||
this.selectedSymbols = this.selectedSymbols.filter(s => s !== symbol);
|
||||
}
|
||||
|
||||
onSubmit(): void {
|
||||
if (this.strategyForm.invalid || this.selectedSymbols.length === 0) {
|
||||
return;
|
||||
}
|
||||
|
||||
const formValue = this.strategyForm.value;
|
||||
|
||||
const strategy: Partial<TradingStrategy> = {
|
||||
name: formValue.name,
|
||||
description: formValue.description,
|
||||
type: formValue.type,
|
||||
symbols: this.selectedSymbols,
|
||||
parameters: this.parameters,
|
||||
};
|
||||
|
||||
if (this.isEditMode && this.data) {
|
||||
this.strategyService.updateStrategy(this.data.id, strategy).subscribe({
|
||||
next: (response) => {
|
||||
if (response.success) {
|
||||
this.dialogRef.close(true);
|
||||
}
|
||||
},
|
||||
error: (error) => {
|
||||
console.error('Error updating strategy:', error);
|
||||
}
|
||||
});
|
||||
} else {
|
||||
this.strategyService.createStrategy(strategy).subscribe({
|
||||
next: (response) => {
|
||||
if (response.success) {
|
||||
this.dialogRef.close(true);
|
||||
}
|
||||
},
|
||||
error: (error) => {
|
||||
console.error('Error creating strategy:', error);
|
||||
}
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
updateParameter(key: string, value: any): void {
|
||||
this.parameters[key] = value;
|
||||
}
|
||||
}
|
||||
|
|
@ -4,12 +4,139 @@
|
|||
<h1 class="text-2xl font-bold text-gray-900">Trading Strategies</h1>
|
||||
<p class="text-gray-600 mt-1">Configure and monitor your automated trading strategies</p>
|
||||
</div>
|
||||
<div class="flex gap-2">
|
||||
<button mat-raised-button color="primary" (click)="openStrategyDialog()">
|
||||
<mat-icon>add</mat-icon> New Strategy
|
||||
</button>
|
||||
<button mat-raised-button color="accent" (click)="openBacktestDialog()">
|
||||
<mat-icon>science</mat-icon> New Backtest
|
||||
</button>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<mat-card class="p-6 h-96 flex items-center">
|
||||
<div class="text-center text-gray-500 w-full">
|
||||
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">psychology</mat-icon>
|
||||
<p class="mb-4">Strategy management and configuration will be implemented here</p>
|
||||
</div>
|
||||
<mat-card *ngIf="isLoading" class="p-4">
|
||||
<mat-progress-bar mode="indeterminate"></mat-progress-bar>
|
||||
</mat-card>
|
||||
|
||||
<div *ngIf="!selectedStrategy; else strategyDetails">
|
||||
<mat-card *ngIf="strategies.length > 0; else noStrategies" class="p-4">
|
||||
<table mat-table [dataSource]="strategies" class="w-full">
|
||||
<!-- Name Column -->
|
||||
<ng-container matColumnDef="name">
|
||||
<th mat-header-cell *matHeaderCellDef>Strategy</th>
|
||||
<td mat-cell *matCellDef="let strategy">
|
||||
<div class="font-semibold">{{strategy.name}}</div>
|
||||
<div class="text-xs text-gray-500">{{strategy.description}}</div>
|
||||
</td>
|
||||
</ng-container>
|
||||
|
||||
<!-- Type Column -->
|
||||
<ng-container matColumnDef="type">
|
||||
<th mat-header-cell *matHeaderCellDef>Type</th>
|
||||
<td mat-cell *matCellDef="let strategy">{{strategy.type}}</td>
|
||||
</ng-container>
|
||||
|
||||
<!-- Symbols Column -->
|
||||
<ng-container matColumnDef="symbols">
|
||||
<th mat-header-cell *matHeaderCellDef>Symbols</th>
|
||||
<td mat-cell *matCellDef="let strategy">
|
||||
<div class="flex flex-wrap gap-1 max-w-xs">
|
||||
<mat-chip *ngFor="let symbol of strategy.symbols.slice(0, 3)">
|
||||
{{symbol}}
|
||||
</mat-chip>
|
||||
<span *ngIf="strategy.symbols.length > 3" class="text-gray-500">
|
||||
+{{strategy.symbols.length - 3}} more
|
||||
</span>
|
||||
</div>
|
||||
</td>
|
||||
</ng-container>
|
||||
|
||||
<!-- Status Column -->
|
||||
<ng-container matColumnDef="status">
|
||||
<th mat-header-cell *matHeaderCellDef>Status</th>
|
||||
<td mat-cell *matCellDef="let strategy">
|
||||
<div class="flex items-center gap-1">
|
||||
<span class="w-2 h-2 rounded-full"
|
||||
[style.background-color]="getStatusColor(strategy.status)"></span>
|
||||
{{strategy.status}}
|
||||
</div>
|
||||
</td>
|
||||
</ng-container>
|
||||
|
||||
<!-- Performance Column -->
|
||||
<ng-container matColumnDef="performance">
|
||||
<th mat-header-cell *matHeaderCellDef>Performance</th>
|
||||
<td mat-cell *matCellDef="let strategy">
|
||||
<div class="flex flex-col">
|
||||
<div class="flex justify-between">
|
||||
<span class="text-xs text-gray-500">Return:</span>
|
||||
<span [ngClass]="{'text-green-600': strategy.performance.totalReturn > 0,
|
||||
'text-red-600': strategy.performance.totalReturn < 0}">
|
||||
{{strategy.performance.totalReturn | percent:'1.2-2'}}
|
||||
</span>
|
||||
</div>
|
||||
<div class="flex justify-between">
|
||||
<span class="text-xs text-gray-500">Win Rate:</span>
|
||||
<span>{{strategy.performance.winRate | percent:'1.0-0'}}</span>
|
||||
</div>
|
||||
</div>
|
||||
</td>
|
||||
</ng-container>
|
||||
|
||||
<!-- Actions Column -->
|
||||
<ng-container matColumnDef="actions">
|
||||
<th mat-header-cell *matHeaderCellDef>Actions</th>
|
||||
<td mat-cell *matCellDef="let strategy">
|
||||
<div class="flex gap-2">
|
||||
<button mat-icon-button color="primary" (click)="viewStrategyDetails(strategy)">
|
||||
<mat-icon>visibility</mat-icon>
|
||||
</button>
|
||||
<button mat-icon-button [color]="strategy.status === 'ACTIVE' ? 'warn' : 'primary'"
|
||||
(click)="toggleStrategyStatus(strategy)">
|
||||
<mat-icon>{{strategy.status === 'ACTIVE' ? 'pause' : 'play_arrow'}}</mat-icon>
|
||||
</button>
|
||||
<button mat-icon-button [matMenuTriggerFor]="menu">
|
||||
<mat-icon>more_vert</mat-icon>
|
||||
</button>
|
||||
<mat-menu #menu="matMenu">
|
||||
<button mat-menu-item (click)="openStrategyDialog(strategy)">
|
||||
<mat-icon>edit</mat-icon>
|
||||
<span>Edit</span>
|
||||
</button>
|
||||
<button mat-menu-item (click)="openBacktestDialog(strategy)">
|
||||
<mat-icon>science</mat-icon>
|
||||
<span>Backtest</span>
|
||||
</button>
|
||||
</mat-menu>
|
||||
</div>
|
||||
</td>
|
||||
</ng-container>
|
||||
|
||||
<tr mat-header-row *matHeaderRowDef="displayedColumns"></tr>
|
||||
<tr mat-row *matRowDef="let row; columns: displayedColumns;"></tr>
|
||||
</table>
|
||||
</mat-card>
|
||||
|
||||
<ng-template #noStrategies>
|
||||
<mat-card class="p-6 flex flex-col items-center justify-center">
|
||||
<div class="text-center text-gray-500 w-full">
|
||||
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem; margin: 0 auto;">psychology</mat-icon>
|
||||
<h3 class="text-xl font-semibold mt-4">No Strategies Yet</h3>
|
||||
<p class="mb-4">Create your first trading strategy to get started</p>
|
||||
<button mat-raised-button color="primary" (click)="openStrategyDialog()">
|
||||
<mat-icon>add</mat-icon> Create Strategy
|
||||
</button>
|
||||
</div>
|
||||
</mat-card>
|
||||
</ng-template>
|
||||
</div>
|
||||
|
||||
<ng-template #strategyDetails>
|
||||
<div class="flex justify-between items-center mb-4">
|
||||
<button mat-button (click)="selectedStrategy = null">
|
||||
<mat-icon>arrow_back</mat-icon> Back to Strategies
|
||||
</button>
|
||||
</div>
|
||||
<app-strategy-details [strategy]="selectedStrategy"></app-strategy-details>
|
||||
</ng-template>
|
||||
</div>
|
||||
|
|
|
|||
|
|
@ -1,13 +1,148 @@
|
|||
import { Component } from '@angular/core';
|
||||
import { Component, OnInit } from '@angular/core';
|
||||
import { CommonModule } from '@angular/common';
|
||||
import { MatCardModule } from '@angular/material/card';
|
||||
import { MatIconModule } from '@angular/material/icon';
|
||||
import { MatButtonModule } from '@angular/material/button';
|
||||
import { MatTabsModule } from '@angular/material/tabs';
|
||||
import { MatTableModule } from '@angular/material/table';
|
||||
import { MatSortModule } from '@angular/material/sort';
|
||||
import { MatPaginatorModule } from '@angular/material/paginator';
|
||||
import { MatDialogModule, MatDialog } from '@angular/material/dialog';
|
||||
import { MatMenuModule } from '@angular/material/menu';
|
||||
import { MatChipsModule } from '@angular/material/chips';
|
||||
import { MatProgressBarModule } from '@angular/material/progress-bar';
|
||||
import { FormsModule, ReactiveFormsModule } from '@angular/forms';
|
||||
import { StrategyService, TradingStrategy } from '../../services/strategy.service';
|
||||
import { WebSocketService } from '../../services/websocket.service';
|
||||
import { StrategyDialogComponent } from './dialogs/strategy-dialog.component';
|
||||
import { BacktestDialogComponent } from './dialogs/backtest-dialog.component';
|
||||
import { StrategyDetailsComponent } from './strategy-details/strategy-details.component';
|
||||
|
||||
@Component({
|
||||
selector: 'app-strategies',
|
||||
standalone: true,
|
||||
imports: [CommonModule, MatCardModule, MatIconModule],
|
||||
imports: [
|
||||
CommonModule,
|
||||
MatCardModule,
|
||||
MatIconModule,
|
||||
MatButtonModule,
|
||||
MatTabsModule,
|
||||
MatTableModule,
|
||||
MatSortModule,
|
||||
MatPaginatorModule,
|
||||
MatDialogModule,
|
||||
MatMenuModule,
|
||||
MatChipsModule,
|
||||
MatProgressBarModule,
|
||||
FormsModule,
|
||||
ReactiveFormsModule,
|
||||
StrategyDetailsComponent
|
||||
],
|
||||
templateUrl: './strategies.component.html',
|
||||
styleUrl: './strategies.component.css'
|
||||
})
|
||||
export class StrategiesComponent {}
|
||||
export class StrategiesComponent implements OnInit {
|
||||
strategies: TradingStrategy[] = [];
|
||||
displayedColumns: string[] = ['name', 'type', 'symbols', 'status', 'performance', 'actions'];
|
||||
selectedStrategy: TradingStrategy | null = null;
|
||||
isLoading = false;
|
||||
|
||||
constructor(
|
||||
private strategyService: StrategyService,
|
||||
private webSocketService: WebSocketService,
|
||||
private dialog: MatDialog
|
||||
) {}
|
||||
|
||||
ngOnInit(): void {
|
||||
this.loadStrategies();
|
||||
this.listenForStrategyUpdates();
|
||||
}
|
||||
|
||||
loadStrategies(): void {
|
||||
this.isLoading = true;
|
||||
this.strategyService.getStrategies().subscribe({
|
||||
next: (response) => {
|
||||
if (response.success) {
|
||||
this.strategies = response.data;
|
||||
}
|
||||
this.isLoading = false;
|
||||
},
|
||||
error: (error) => {
|
||||
console.error('Error loading strategies:', error);
|
||||
this.isLoading = false;
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
listenForStrategyUpdates(): void {
|
||||
this.webSocketService.messages.subscribe(message => {
|
||||
if (message.type === 'STRATEGY_CREATED' ||
|
||||
message.type === 'STRATEGY_UPDATED' ||
|
||||
message.type === 'STRATEGY_STATUS_CHANGED') {
|
||||
// Refresh the strategy list when changes occur
|
||||
this.loadStrategies();
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
getStatusColor(status: string): string {
|
||||
switch (status) {
|
||||
case 'ACTIVE': return 'green';
|
||||
case 'PAUSED': return 'orange';
|
||||
case 'ERROR': return 'red';
|
||||
default: return 'gray';
|
||||
}
|
||||
}
|
||||
|
||||
openStrategyDialog(strategy?: TradingStrategy): void {
|
||||
const dialogRef = this.dialog.open(StrategyDialogComponent, {
|
||||
width: '600px',
|
||||
data: strategy || null
|
||||
});
|
||||
|
||||
dialogRef.afterClosed().subscribe(result => {
|
||||
if (result) {
|
||||
this.loadStrategies();
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
openBacktestDialog(strategy?: TradingStrategy): void {
|
||||
const dialogRef = this.dialog.open(BacktestDialogComponent, {
|
||||
width: '800px',
|
||||
data: strategy || null
|
||||
});
|
||||
|
||||
dialogRef.afterClosed().subscribe(result => {
|
||||
if (result) {
|
||||
// Handle backtest result if needed
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
toggleStrategyStatus(strategy: TradingStrategy): void {
|
||||
this.isLoading = true;
|
||||
|
||||
if (strategy.status === 'ACTIVE') {
|
||||
this.strategyService.pauseStrategy(strategy.id).subscribe({
|
||||
next: () => this.loadStrategies(),
|
||||
error: (error) => {
|
||||
console.error('Error pausing strategy:', error);
|
||||
this.isLoading = false;
|
||||
}
|
||||
});
|
||||
} else {
|
||||
this.strategyService.startStrategy(strategy.id).subscribe({
|
||||
next: () => this.loadStrategies(),
|
||||
error: (error) => {
|
||||
console.error('Error starting strategy:', error);
|
||||
this.isLoading = false;
|
||||
}
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
viewStrategyDetails(strategy: TradingStrategy): void {
|
||||
this.selectedStrategy = strategy;
|
||||
}
|
||||
}
|
||||
|
|
|
|||
|
|
@ -0,0 +1,16 @@
|
|||
/* Strategy details specific styles */
|
||||
table {
|
||||
width: 100%;
|
||||
border-collapse: collapse;
|
||||
}
|
||||
|
||||
th {
|
||||
font-weight: 600;
|
||||
color: #4b5563;
|
||||
font-size: 0.875rem;
|
||||
border-bottom: 1px solid #e5e7eb;
|
||||
}
|
||||
|
||||
td {
|
||||
border-bottom: 1px solid #e5e7eb;
|
||||
}
|
||||
|
|
@ -0,0 +1,214 @@
|
|||
<div class="space-y-6" *ngIf="strategy">
|
||||
<div class="flex flex-col md:flex-row md:justify-between md:items-start gap-4">
|
||||
<!-- Strategy Overview Card -->
|
||||
<mat-card class="flex-1 p-4">
|
||||
<div class="flex items-start justify-between">
|
||||
<div>
|
||||
<h2 class="text-xl font-bold">{{strategy.name}}</h2>
|
||||
<p class="text-gray-600 text-sm">{{strategy.description}}</p>
|
||||
</div>
|
||||
<div class="flex items-center gap-2">
|
||||
<button mat-raised-button color="primary" class="mr-2" (click)="openBacktestDialog()">
|
||||
Run Backtest
|
||||
</button>
|
||||
<span class="px-3 py-1 rounded-full text-xs font-semibold"
|
||||
[style.background-color]="getStatusColor(strategy.status)"
|
||||
style="color: white;">
|
||||
{{strategy.status}}
|
||||
</span>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div class="mt-4 grid grid-cols-1 md:grid-cols-2 gap-4">
|
||||
<div>
|
||||
<h3 class="font-semibold text-sm text-gray-600">Type</h3>
|
||||
<p>{{strategy.type}}</p>
|
||||
</div>
|
||||
<div>
|
||||
<h3 class="font-semibold text-sm text-gray-600">Created</h3>
|
||||
<p>{{strategy.createdAt | date:'medium'}}</p>
|
||||
</div>
|
||||
<div>
|
||||
<h3 class="font-semibold text-sm text-gray-600">Last Updated</h3>
|
||||
<p>{{strategy.updatedAt | date:'medium'}}</p>
|
||||
</div>
|
||||
<div>
|
||||
<h3 class="font-semibold text-sm text-gray-600">Symbols</h3>
|
||||
<div class="flex flex-wrap gap-1 mt-1">
|
||||
<mat-chip *ngFor="let symbol of strategy.symbols">{{symbol}}</mat-chip>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</mat-card>
|
||||
|
||||
<!-- Performance Summary Card -->
|
||||
<mat-card class="md:w-1/3 p-4">
|
||||
<h3 class="text-lg font-bold mb-3">Performance</h3>
|
||||
<div class="grid grid-cols-2 gap-3">
|
||||
<div>
|
||||
<p class="text-sm text-gray-600">Return</p>
|
||||
<p class="text-xl font-semibold"
|
||||
[ngClass]="{'text-green-600': performance.totalReturn >= 0, 'text-red-600': performance.totalReturn < 0}">
|
||||
{{performance.totalReturn | percent:'1.2-2'}}
|
||||
</p>
|
||||
</div>
|
||||
<div>
|
||||
<p class="text-sm text-gray-600">Win Rate</p>
|
||||
<p class="text-xl font-semibold">{{performance.winRate | percent:'1.0-0'}}</p>
|
||||
</div>
|
||||
<div>
|
||||
<p class="text-sm text-gray-600">Sharpe Ratio</p>
|
||||
<p class="text-xl font-semibold">{{performance.sharpeRatio | number:'1.2-2'}}</p>
|
||||
</div>
|
||||
<div>
|
||||
<p class="text-sm text-gray-600">Max Drawdown</p>
|
||||
<p class="text-xl font-semibold text-red-600">{{performance.maxDrawdown | percent:'1.2-2'}}</p>
|
||||
</div>
|
||||
<div>
|
||||
<p class="text-sm text-gray-600">Total Trades</p>
|
||||
<p class="text-xl font-semibold">{{performance.totalTrades}}</p>
|
||||
</div>
|
||||
<div>
|
||||
<p class="text-sm text-gray-600">Sortino Ratio</p>
|
||||
<p class="text-xl font-semibold">{{performance.sortinoRatio | number:'1.2-2'}}</p>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<mat-divider class="my-4"></mat-divider>
|
||||
|
||||
<div class="flex justify-between mt-2">
|
||||
<button mat-button color="primary" *ngIf="strategy.status !== 'ACTIVE'" (click)="activateStrategy()">
|
||||
<mat-icon>play_arrow</mat-icon> Start
|
||||
</button>
|
||||
<button mat-button color="accent" *ngIf="strategy.status === 'ACTIVE'" (click)="pauseStrategy()">
|
||||
<mat-icon>pause</mat-icon> Pause
|
||||
</button>
|
||||
<button mat-button color="warn" *ngIf="strategy.status === 'ACTIVE'" (click)="stopStrategy()">
|
||||
<mat-icon>stop</mat-icon> Stop
|
||||
</button>
|
||||
<button mat-button (click)="openEditDialog()">
|
||||
<mat-icon>edit</mat-icon> Edit
|
||||
</button>
|
||||
</div>
|
||||
</mat-card>
|
||||
</div>
|
||||
|
||||
<!-- Parameters Card -->
|
||||
<mat-card class="p-4">
|
||||
<h3 class="text-lg font-bold mb-3">Strategy Parameters</h3>
|
||||
<div class="grid grid-cols-2 md:grid-cols-4 gap-4">
|
||||
<div *ngFor="let param of strategy.parameters | keyvalue">
|
||||
<p class="text-sm text-gray-600">{{param.key}}</p>
|
||||
<p class="font-semibold">{{param.value}}</p>
|
||||
</div>
|
||||
</div>
|
||||
</mat-card>
|
||||
<!-- Backtest Results Section (only shown when a backtest has been run) -->
|
||||
<div *ngIf="backtestResult" class="backtest-results space-y-6">
|
||||
<h2 class="text-xl font-bold">Backtest Results</h2>
|
||||
|
||||
<!-- Performance Metrics Component -->
|
||||
<app-performance-metrics [backtestResult]="backtestResult"></app-performance-metrics>
|
||||
|
||||
<!-- Equity Chart Component -->
|
||||
<app-equity-chart [backtestResult]="backtestResult"></app-equity-chart>
|
||||
|
||||
<!-- Drawdown Chart Component -->
|
||||
<app-drawdown-chart [backtestResult]="backtestResult"></app-drawdown-chart>
|
||||
|
||||
<!-- Trades Table Component -->
|
||||
<app-trades-table [backtestResult]="backtestResult"></app-trades-table>
|
||||
</div>
|
||||
|
||||
<!-- Tabs for Signals/Trades -->
|
||||
<mat-card class="p-0">
|
||||
<mat-tab-group>
|
||||
<!-- Signals Tab -->
|
||||
<mat-tab label="Recent Signals">
|
||||
<div class="p-4">
|
||||
<ng-container *ngIf="!isLoadingSignals; else loadingSignals">
|
||||
<table class="min-w-full">
|
||||
<thead>
|
||||
<tr>
|
||||
<th class="py-2 text-left">Time</th>
|
||||
<th class="py-2 text-left">Symbol</th>
|
||||
<th class="py-2 text-left">Action</th>
|
||||
<th class="py-2 text-left">Price</th>
|
||||
<th class="py-2 text-left">Quantity</th>
|
||||
<th class="py-2 text-left">Confidence</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr *ngFor="let signal of signals">
|
||||
<td class="py-2">{{signal.timestamp | date:'short'}}</td>
|
||||
<td class="py-2">{{signal.symbol}}</td>
|
||||
<td class="py-2">
|
||||
<span class="px-2 py-1 rounded text-xs font-semibold"
|
||||
[style.background-color]="getSignalColor(signal.action)"
|
||||
style="color: white;">
|
||||
{{signal.action}}
|
||||
</span>
|
||||
</td>
|
||||
<td class="py-2">${{signal.price | number:'1.2-2'}}</td>
|
||||
<td class="py-2">{{signal.quantity}}</td>
|
||||
<td class="py-2">{{signal.confidence | percent:'1.0-0'}}</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</ng-container>
|
||||
<ng-template #loadingSignals>
|
||||
<mat-progress-bar mode="indeterminate"></mat-progress-bar>
|
||||
</ng-template>
|
||||
</div>
|
||||
</mat-tab>
|
||||
|
||||
<!-- Trades Tab -->
|
||||
<mat-tab label="Recent Trades">
|
||||
<div class="p-4">
|
||||
<ng-container *ngIf="!isLoadingTrades; else loadingTrades">
|
||||
<table class="min-w-full">
|
||||
<thead>
|
||||
<tr>
|
||||
<th class="py-2 text-left">Symbol</th>
|
||||
<th class="py-2 text-left">Entry</th>
|
||||
<th class="py-2 text-left">Exit</th>
|
||||
<th class="py-2 text-left">Quantity</th>
|
||||
<th class="py-2 text-left">P&L</th>
|
||||
<th class="py-2 text-left">P&L %</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr *ngFor="let trade of trades">
|
||||
<td class="py-2">{{trade.symbol}}</td>
|
||||
<td class="py-2">
|
||||
${{trade.entryPrice | number:'1.2-2'}} @ {{trade.entryTime | date:'short'}}
|
||||
</td>
|
||||
<td class="py-2">
|
||||
${{trade.exitPrice | number:'1.2-2'}} @ {{trade.exitTime | date:'short'}}
|
||||
</td>
|
||||
<td class="py-2">{{trade.quantity}}</td>
|
||||
<td class="py-2" [ngClass]="{'text-green-600': trade.pnl >= 0, 'text-red-600': trade.pnl < 0}">
|
||||
${{trade.pnl | number:'1.2-2'}}
|
||||
</td>
|
||||
<td class="py-2" [ngClass]="{'text-green-600': trade.pnlPercent >= 0, 'text-red-600': trade.pnlPercent < 0}">
|
||||
{{trade.pnlPercent | number:'1.2-2'}}%
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</ng-container>
|
||||
<ng-template #loadingTrades>
|
||||
<mat-progress-bar mode="indeterminate"></mat-progress-bar>
|
||||
</ng-template>
|
||||
</div>
|
||||
</mat-tab>
|
||||
</mat-tab-group>
|
||||
</mat-card>
|
||||
</div>
|
||||
|
||||
<mat-card class="p-6 flex items-center" *ngIf="!strategy">
|
||||
<div class="text-center text-gray-500 w-full">
|
||||
<mat-icon style="font-size: 4rem; width: 4rem; height: 4rem;">psychology</mat-icon>
|
||||
<p class="mb-4">No strategy selected</p>
|
||||
</div>
|
||||
</mat-card>
|
||||
|
|
@ -0,0 +1,381 @@
|
|||
import { Component, Input, OnChanges, SimpleChanges } from '@angular/core';
|
||||
import { CommonModule } from '@angular/common';
|
||||
import { MatCardModule } from '@angular/material/card';
|
||||
import { MatTabsModule } from '@angular/material/tabs';
|
||||
import { MatIconModule } from '@angular/material/icon';
|
||||
import { MatButtonModule } from '@angular/material/button';
|
||||
import { MatTableModule } from '@angular/material/table';
|
||||
import { MatChipsModule } from '@angular/material/chips';
|
||||
import { MatProgressBarModule } from '@angular/material/progress-bar';
|
||||
import { MatDividerModule } from '@angular/material/divider';
|
||||
import { MatDialog } from '@angular/material/dialog';
|
||||
import { BacktestResult, TradingStrategy, StrategyService } from '../../../services/strategy.service';
|
||||
import { WebSocketService } from '../../../services/websocket.service';
|
||||
import { EquityChartComponent } from '../components/equity-chart.component';
|
||||
import { DrawdownChartComponent } from '../components/drawdown-chart.component';
|
||||
import { TradesTableComponent } from '../components/trades-table.component';
|
||||
import { PerformanceMetricsComponent } from '../components/performance-metrics.component';
|
||||
import { StrategyDialogComponent } from '../dialogs/strategy-dialog.component';
|
||||
import { BacktestDialogComponent } from '../dialogs/backtest-dialog.component';
|
||||
|
||||
@Component({
|
||||
selector: 'app-strategy-details',
|
||||
standalone: true,
|
||||
imports: [
|
||||
CommonModule,
|
||||
MatCardModule,
|
||||
MatTabsModule,
|
||||
MatIconModule,
|
||||
MatButtonModule,
|
||||
MatTableModule,
|
||||
MatChipsModule,
|
||||
MatProgressBarModule,
|
||||
MatDividerModule,
|
||||
EquityChartComponent,
|
||||
DrawdownChartComponent,
|
||||
TradesTableComponent,
|
||||
PerformanceMetricsComponent
|
||||
],
|
||||
templateUrl: './strategy-details.component.html',
|
||||
styleUrl: './strategy-details.component.css'
|
||||
})
|
||||
export class StrategyDetailsComponent implements OnChanges {
|
||||
@Input() strategy: TradingStrategy | null = null;
|
||||
|
||||
signals: any[] = [];
|
||||
trades: any[] = [];
|
||||
performance: any = {};
|
||||
isLoadingSignals = false;
|
||||
isLoadingTrades = false;
|
||||
backtestResult: BacktestResult | undefined;
|
||||
|
||||
constructor(
|
||||
private strategyService: StrategyService,
|
||||
private webSocketService: WebSocketService,
|
||||
private dialog: MatDialog
|
||||
) {}
|
||||
|
||||
ngOnChanges(changes: SimpleChanges): void {
|
||||
if (changes['strategy'] && this.strategy) {
|
||||
this.loadStrategyData();
|
||||
this.listenForUpdates();
|
||||
}
|
||||
}
|
||||
|
||||
loadStrategyData(): void {
|
||||
if (!this.strategy) return;
|
||||
|
||||
// In a real implementation, these would call API methods to fetch the data
|
||||
this.loadSignals();
|
||||
this.loadTrades();
|
||||
this.loadPerformance();
|
||||
}
|
||||
loadSignals(): void {
|
||||
if (!this.strategy) return;
|
||||
|
||||
this.isLoadingSignals = true;
|
||||
|
||||
// First check if we can get real signals from the API
|
||||
this.strategyService.getStrategySignals(this.strategy.id)
|
||||
.subscribe({
|
||||
next: (response) => {
|
||||
if (response.success && response.data && response.data.length > 0) {
|
||||
this.signals = response.data;
|
||||
} else {
|
||||
// Fallback to mock data if no real signals available
|
||||
this.signals = this.generateMockSignals();
|
||||
}
|
||||
this.isLoadingSignals = false;
|
||||
},
|
||||
error: (error) => {
|
||||
console.error('Error loading signals', error);
|
||||
// Fallback to mock data on error
|
||||
this.signals = this.generateMockSignals();
|
||||
this.isLoadingSignals = false;
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
loadTrades(): void {
|
||||
if (!this.strategy) return;
|
||||
|
||||
this.isLoadingTrades = true;
|
||||
|
||||
// First check if we can get real trades from the API
|
||||
this.strategyService.getStrategyTrades(this.strategy.id)
|
||||
.subscribe({
|
||||
next: (response) => {
|
||||
if (response.success && response.data && response.data.length > 0) {
|
||||
this.trades = response.data;
|
||||
} else {
|
||||
// Fallback to mock data if no real trades available
|
||||
this.trades = this.generateMockTrades();
|
||||
}
|
||||
this.isLoadingTrades = false;
|
||||
},
|
||||
error: (error) => {
|
||||
console.error('Error loading trades', error);
|
||||
// Fallback to mock data on error
|
||||
this.trades = this.generateMockTrades();
|
||||
this.isLoadingTrades = false;
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
loadPerformance(): void {
|
||||
// This would be an API call in a real implementation
|
||||
this.performance = {
|
||||
totalReturn: this.strategy?.performance.totalReturn || 0,
|
||||
winRate: this.strategy?.performance.winRate || 0,
|
||||
sharpeRatio: this.strategy?.performance.sharpeRatio || 0,
|
||||
maxDrawdown: this.strategy?.performance.maxDrawdown || 0,
|
||||
totalTrades: this.strategy?.performance.totalTrades || 0,
|
||||
// Additional metrics that would come from the API
|
||||
dailyReturn: 0.0012,
|
||||
volatility: 0.008,
|
||||
sortinoRatio: 1.2,
|
||||
calmarRatio: 0.7
|
||||
};
|
||||
}
|
||||
listenForUpdates(): void {
|
||||
if (!this.strategy) return;
|
||||
|
||||
// Subscribe to strategy signals
|
||||
this.webSocketService.getStrategySignals(this.strategy.id)
|
||||
.subscribe((signal: any) => {
|
||||
// Add the new signal to the top of the list
|
||||
this.signals = [signal, ...this.signals.slice(0, 9)]; // Keep only the latest 10 signals
|
||||
});
|
||||
|
||||
// Subscribe to strategy trades
|
||||
this.webSocketService.getStrategyTrades(this.strategy.id)
|
||||
.subscribe((trade: any) => {
|
||||
// Add the new trade to the top of the list
|
||||
this.trades = [trade, ...this.trades.slice(0, 9)]; // Keep only the latest 10 trades
|
||||
|
||||
// Update performance metrics
|
||||
this.updatePerformanceMetrics();
|
||||
});
|
||||
|
||||
// Subscribe to strategy status updates
|
||||
this.webSocketService.getStrategyUpdates()
|
||||
.subscribe((update: any) => {
|
||||
if (update.strategyId === this.strategy?.id) {
|
||||
// Update strategy status if changed
|
||||
if (update.status && this.strategy.status !== update.status) {
|
||||
this.strategy.status = update.status;
|
||||
}
|
||||
|
||||
// Update other fields if present
|
||||
if (update.performance && this.strategy) {
|
||||
this.strategy.performance = {
|
||||
...this.strategy.performance,
|
||||
...update.performance
|
||||
};
|
||||
this.performance = {
|
||||
...this.performance,
|
||||
...update.performance
|
||||
};
|
||||
}
|
||||
}
|
||||
});
|
||||
|
||||
console.log('WebSocket listeners for strategy updates initialized');
|
||||
}
|
||||
|
||||
/**
|
||||
* Update performance metrics when new trades come in
|
||||
*/
|
||||
private updatePerformanceMetrics(): void {
|
||||
if (!this.strategy || this.trades.length === 0) return;
|
||||
|
||||
// Calculate basic metrics
|
||||
const winningTrades = this.trades.filter(t => t.pnl > 0);
|
||||
const losingTrades = this.trades.filter(t => t.pnl < 0);
|
||||
|
||||
const totalPnl = this.trades.reduce((sum, trade) => sum + trade.pnl, 0);
|
||||
const winRate = winningTrades.length / this.trades.length;
|
||||
|
||||
// Update performance data
|
||||
const currentPerformance = this.performance || {};
|
||||
this.performance = {
|
||||
...currentPerformance,
|
||||
totalTrades: this.trades.length,
|
||||
winRate: winRate,
|
||||
totalReturn: (currentPerformance.totalReturn || 0) + (totalPnl / 10000) // Approximate
|
||||
};
|
||||
|
||||
// Update strategy performance as well
|
||||
if (this.strategy && this.strategy.performance) {
|
||||
this.strategy.performance = {
|
||||
...this.strategy.performance,
|
||||
totalTrades: this.trades.length,
|
||||
winRate: winRate
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
getStatusColor(status: string): string {
|
||||
switch (status) {
|
||||
case 'ACTIVE': return 'green';
|
||||
case 'PAUSED': return 'orange';
|
||||
case 'ERROR': return 'red';
|
||||
default: return 'gray';
|
||||
}
|
||||
}
|
||||
|
||||
getSignalColor(action: string): string {
|
||||
switch (action) {
|
||||
case 'BUY': return 'green';
|
||||
case 'SELL': return 'red';
|
||||
default: return 'gray';
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Open the backtest dialog to run a backtest for this strategy
|
||||
*/
|
||||
openBacktestDialog(): void {
|
||||
if (!this.strategy) return;
|
||||
|
||||
const dialogRef = this.dialog.open(BacktestDialogComponent, {
|
||||
width: '800px',
|
||||
data: this.strategy
|
||||
});
|
||||
|
||||
dialogRef.afterClosed().subscribe(result => {
|
||||
if (result) {
|
||||
// Store the backtest result for visualization
|
||||
this.backtestResult = result;
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
/**
|
||||
* Open the strategy edit dialog
|
||||
*/
|
||||
openEditDialog(): void {
|
||||
if (!this.strategy) return;
|
||||
|
||||
const dialogRef = this.dialog.open(StrategyDialogComponent, {
|
||||
width: '600px',
|
||||
data: this.strategy
|
||||
});
|
||||
|
||||
dialogRef.afterClosed().subscribe(result => {
|
||||
if (result) {
|
||||
// Refresh strategy data after edit
|
||||
this.loadStrategyData();
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
/**
|
||||
* Start the strategy
|
||||
*/
|
||||
activateStrategy(): void {
|
||||
if (!this.strategy) return;
|
||||
|
||||
this.strategyService.startStrategy(this.strategy.id).subscribe({
|
||||
next: (response) => {
|
||||
if (response.success) {
|
||||
this.strategy!.status = 'ACTIVE';
|
||||
}
|
||||
},
|
||||
error: (error) => {
|
||||
console.error('Error starting strategy:', error);
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
/**
|
||||
* Pause the strategy
|
||||
*/
|
||||
pauseStrategy(): void {
|
||||
if (!this.strategy) return;
|
||||
|
||||
this.strategyService.pauseStrategy(this.strategy.id).subscribe({
|
||||
next: (response) => {
|
||||
if (response.success) {
|
||||
this.strategy!.status = 'PAUSED';
|
||||
}
|
||||
},
|
||||
error: (error) => {
|
||||
console.error('Error pausing strategy:', error);
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
/**
|
||||
* Stop the strategy
|
||||
*/
|
||||
stopStrategy(): void {
|
||||
if (!this.strategy) return;
|
||||
|
||||
this.strategyService.stopStrategy(this.strategy.id).subscribe({
|
||||
next: (response) => {
|
||||
if (response.success) {
|
||||
this.strategy!.status = 'INACTIVE';
|
||||
}
|
||||
},
|
||||
error: (error) => {
|
||||
console.error('Error stopping strategy:', error);
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
// Methods to generate mock data
|
||||
private generateMockSignals(): any[] {
|
||||
if (!this.strategy) return [];
|
||||
|
||||
const signals = [];
|
||||
const actions = ['BUY', 'SELL', 'HOLD'];
|
||||
const now = new Date();
|
||||
|
||||
for (let i = 0; i < 10; i++) {
|
||||
const symbol = this.strategy.symbols[Math.floor(Math.random() * this.strategy.symbols.length)];
|
||||
const action = actions[Math.floor(Math.random() * actions.length)];
|
||||
|
||||
signals.push({
|
||||
id: `sig_${i}`,
|
||||
symbol,
|
||||
action,
|
||||
confidence: 0.7 + Math.random() * 0.3,
|
||||
price: 100 + Math.random() * 50,
|
||||
timestamp: new Date(now.getTime() - i * 1000 * 60 * 30), // 30 min intervals
|
||||
quantity: Math.floor(10 + Math.random() * 90)
|
||||
});
|
||||
}
|
||||
|
||||
return signals;
|
||||
}
|
||||
|
||||
private generateMockTrades(): any[] {
|
||||
if (!this.strategy) return [];
|
||||
|
||||
const trades = [];
|
||||
const now = new Date();
|
||||
|
||||
for (let i = 0; i < 10; i++) {
|
||||
const symbol = this.strategy.symbols[Math.floor(Math.random() * this.strategy.symbols.length)];
|
||||
const entryPrice = 100 + Math.random() * 50;
|
||||
const exitPrice = entryPrice * (1 + (Math.random() * 0.1 - 0.05)); // -5% to +5%
|
||||
const quantity = Math.floor(10 + Math.random() * 90);
|
||||
const pnl = (exitPrice - entryPrice) * quantity;
|
||||
|
||||
trades.push({
|
||||
id: `trade_${i}`,
|
||||
symbol,
|
||||
entryPrice,
|
||||
entryTime: new Date(now.getTime() - (i + 5) * 1000 * 60 * 60), // Hourly intervals
|
||||
exitPrice,
|
||||
exitTime: new Date(now.getTime() - i * 1000 * 60 * 60),
|
||||
quantity,
|
||||
pnl,
|
||||
pnlPercent: ((exitPrice - entryPrice) / entryPrice) * 100
|
||||
});
|
||||
}
|
||||
|
||||
return trades;
|
||||
}
|
||||
}
|
||||
|
|
@ -0,0 +1,209 @@
|
|||
import { Injectable } from '@angular/core';
|
||||
import { HttpClient } from '@angular/common/http';
|
||||
import { Observable } from 'rxjs';
|
||||
|
||||
export interface TradingStrategy {
|
||||
id: string;
|
||||
name: string;
|
||||
description: string;
|
||||
status: 'ACTIVE' | 'INACTIVE' | 'PAUSED' | 'ERROR';
|
||||
type: string;
|
||||
symbols: string[];
|
||||
parameters: Record<string, any>;
|
||||
performance: {
|
||||
totalTrades: number;
|
||||
winRate: number;
|
||||
totalReturn: number;
|
||||
sharpeRatio: number;
|
||||
maxDrawdown: number;
|
||||
};
|
||||
createdAt: Date;
|
||||
updatedAt: Date;
|
||||
}
|
||||
|
||||
export interface BacktestRequest {
|
||||
strategyType: string;
|
||||
strategyParams: Record<string, any>;
|
||||
symbols: string[];
|
||||
startDate: Date | string;
|
||||
endDate: Date | string;
|
||||
initialCapital: number;
|
||||
dataResolution: '1m' | '5m' | '15m' | '30m' | '1h' | '4h' | '1d';
|
||||
commission: number;
|
||||
slippage: number;
|
||||
mode: 'event' | 'vector';
|
||||
}
|
||||
|
||||
export interface BacktestResult {
|
||||
strategyId: string;
|
||||
startDate: Date;
|
||||
endDate: Date;
|
||||
duration: number;
|
||||
initialCapital: number;
|
||||
finalCapital: number;
|
||||
totalReturn: number;
|
||||
annualizedReturn: number;
|
||||
sharpeRatio: number;
|
||||
maxDrawdown: number;
|
||||
maxDrawdownDuration: number;
|
||||
winRate: number;
|
||||
totalTrades: number;
|
||||
winningTrades: number;
|
||||
losingTrades: number;
|
||||
averageWinningTrade: number;
|
||||
averageLosingTrade: number;
|
||||
profitFactor: number;
|
||||
dailyReturns: Array<{ date: Date; return: number }>;
|
||||
trades: Array<{
|
||||
symbol: string;
|
||||
entryTime: Date;
|
||||
entryPrice: number;
|
||||
exitTime: Date;
|
||||
exitPrice: number;
|
||||
quantity: number;
|
||||
pnl: number;
|
||||
pnlPercent: number;
|
||||
}>;
|
||||
// Advanced metrics
|
||||
sortinoRatio?: number;
|
||||
calmarRatio?: number;
|
||||
omegaRatio?: number;
|
||||
cagr?: number;
|
||||
volatility?: number;
|
||||
ulcerIndex?: number;
|
||||
}
|
||||
|
||||
interface ApiResponse<T> {
|
||||
success: boolean;
|
||||
data: T;
|
||||
error?: string;
|
||||
}
|
||||
|
||||
@Injectable({
|
||||
providedIn: 'root'
|
||||
})
|
||||
export class StrategyService {
|
||||
private apiBaseUrl = '/api'; // Will be proxied to the correct backend endpoint
|
||||
|
||||
constructor(private http: HttpClient) { }
|
||||
|
||||
// Strategy Management
|
||||
getStrategies(): Observable<ApiResponse<TradingStrategy[]>> {
|
||||
return this.http.get<ApiResponse<TradingStrategy[]>>(`${this.apiBaseUrl}/strategies`);
|
||||
}
|
||||
|
||||
getStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
|
||||
return this.http.get<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}`);
|
||||
}
|
||||
|
||||
createStrategy(strategy: Partial<TradingStrategy>): Observable<ApiResponse<TradingStrategy>> {
|
||||
return this.http.post<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies`, strategy);
|
||||
}
|
||||
|
||||
updateStrategy(id: string, updates: Partial<TradingStrategy>): Observable<ApiResponse<TradingStrategy>> {
|
||||
return this.http.put<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}`, updates);
|
||||
}
|
||||
|
||||
startStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
|
||||
return this.http.post<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}/start`, {});
|
||||
}
|
||||
|
||||
stopStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
|
||||
return this.http.post<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}/stop`, {});
|
||||
}
|
||||
|
||||
pauseStrategy(id: string): Observable<ApiResponse<TradingStrategy>> {
|
||||
return this.http.post<ApiResponse<TradingStrategy>>(`${this.apiBaseUrl}/strategies/${id}/pause`, {});
|
||||
}
|
||||
|
||||
// Backtest Management
|
||||
getStrategyTypes(): Observable<ApiResponse<string[]>> {
|
||||
return this.http.get<ApiResponse<string[]>>(`${this.apiBaseUrl}/strategy-types`);
|
||||
}
|
||||
|
||||
getStrategyParameters(type: string): Observable<ApiResponse<Record<string, any>>> {
|
||||
return this.http.get<ApiResponse<Record<string, any>>>(`${this.apiBaseUrl}/strategy-parameters/${type}`);
|
||||
}
|
||||
|
||||
runBacktest(request: BacktestRequest): Observable<ApiResponse<BacktestResult>> {
|
||||
return this.http.post<ApiResponse<BacktestResult>>(`${this.apiBaseUrl}/backtest`, request);
|
||||
}
|
||||
getBacktestResult(id: string): Observable<ApiResponse<BacktestResult>> {
|
||||
return this.http.get<ApiResponse<BacktestResult>>(`${this.apiBaseUrl}/backtest/${id}`);
|
||||
}
|
||||
|
||||
optimizeStrategy(
|
||||
baseRequest: BacktestRequest,
|
||||
parameterGrid: Record<string, any[]>
|
||||
): Observable<ApiResponse<Array<BacktestResult & { parameters: Record<string, any> }>>> {
|
||||
return this.http.post<ApiResponse<Array<BacktestResult & { parameters: Record<string, any> }>>>(
|
||||
`${this.apiBaseUrl}/backtest/optimize`,
|
||||
{ baseRequest, parameterGrid }
|
||||
);
|
||||
}
|
||||
|
||||
// Strategy Signals and Trades
|
||||
getStrategySignals(strategyId: string): Observable<ApiResponse<Array<{
|
||||
id: string;
|
||||
strategyId: string;
|
||||
symbol: string;
|
||||
action: string;
|
||||
price: number;
|
||||
quantity: number;
|
||||
timestamp: Date;
|
||||
confidence: number;
|
||||
metadata?: any;
|
||||
}>>> {
|
||||
return this.http.get<ApiResponse<any[]>>(`${this.apiBaseUrl}/strategies/${strategyId}/signals`);
|
||||
}
|
||||
|
||||
getStrategyTrades(strategyId: string): Observable<ApiResponse<Array<{
|
||||
id: string;
|
||||
strategyId: string;
|
||||
symbol: string;
|
||||
entryPrice: number;
|
||||
entryTime: Date;
|
||||
exitPrice: number;
|
||||
exitTime: Date;
|
||||
quantity: number;
|
||||
pnl: number;
|
||||
pnlPercent: number;
|
||||
}>>> {
|
||||
return this.http.get<ApiResponse<any[]>>(`${this.apiBaseUrl}/strategies/${strategyId}/trades`);
|
||||
}
|
||||
|
||||
// Helper methods for common transformations
|
||||
formatBacktestRequest(formData: any): BacktestRequest {
|
||||
// Handle date formatting and parameter conversion
|
||||
return {
|
||||
...formData,
|
||||
startDate: formData.startDate instanceof Date ? formData.startDate.toISOString() : formData.startDate,
|
||||
endDate: formData.endDate instanceof Date ? formData.endDate.toISOString() : formData.endDate,
|
||||
strategyParams: this.convertParameterTypes(formData.strategyType, formData.strategyParams)
|
||||
};
|
||||
}
|
||||
|
||||
private convertParameterTypes(strategyType: string, params: Record<string, any>): Record<string, any> {
|
||||
// Convert string parameters to correct types based on strategy requirements
|
||||
const result: Record<string, any> = {};
|
||||
|
||||
for (const [key, value] of Object.entries(params)) {
|
||||
if (typeof value === 'string') {
|
||||
// Try to convert to number if it looks like a number
|
||||
if (!isNaN(Number(value))) {
|
||||
result[key] = Number(value);
|
||||
} else if (value.toLowerCase() === 'true') {
|
||||
result[key] = true;
|
||||
} else if (value.toLowerCase() === 'false') {
|
||||
result[key] = false;
|
||||
} else {
|
||||
result[key] = value;
|
||||
}
|
||||
} else {
|
||||
result[key] = value;
|
||||
}
|
||||
}
|
||||
|
||||
return result;
|
||||
}
|
||||
}
|
||||
|
|
@ -136,7 +136,6 @@ export class WebSocketService {
|
|||
map(message => message.data as RiskAlert)
|
||||
);
|
||||
}
|
||||
|
||||
// Strategy Updates
|
||||
getStrategyUpdates(): Observable<any> {
|
||||
const subject = this.messageSubjects.get('strategyOrchestrator');
|
||||
|
|
@ -149,6 +148,52 @@ export class WebSocketService {
|
|||
map(message => message.data)
|
||||
);
|
||||
}
|
||||
|
||||
// Strategy Signals
|
||||
getStrategySignals(strategyId?: string): Observable<any> {
|
||||
const subject = this.messageSubjects.get('strategyOrchestrator');
|
||||
if (!subject) {
|
||||
throw new Error('Strategy Orchestrator WebSocket not initialized');
|
||||
}
|
||||
|
||||
return subject.asObservable().pipe(
|
||||
filter(message =>
|
||||
message.type === 'strategy_signal' &&
|
||||
(!strategyId || message.data.strategyId === strategyId)
|
||||
),
|
||||
map(message => message.data)
|
||||
);
|
||||
}
|
||||
|
||||
// Strategy Trades
|
||||
getStrategyTrades(strategyId?: string): Observable<any> {
|
||||
const subject = this.messageSubjects.get('strategyOrchestrator');
|
||||
if (!subject) {
|
||||
throw new Error('Strategy Orchestrator WebSocket not initialized');
|
||||
}
|
||||
|
||||
return subject.asObservable().pipe(
|
||||
filter(message =>
|
||||
message.type === 'strategy_trade' &&
|
||||
(!strategyId || message.data.strategyId === strategyId)
|
||||
),
|
||||
map(message => message.data)
|
||||
);
|
||||
}
|
||||
|
||||
// All strategy-related messages, useful for components that need all types
|
||||
getAllStrategyMessages(): Observable<WebSocketMessage> {
|
||||
const subject = this.messageSubjects.get('strategyOrchestrator');
|
||||
if (!subject) {
|
||||
throw new Error('Strategy Orchestrator WebSocket not initialized');
|
||||
}
|
||||
|
||||
return subject.asObservable().pipe(
|
||||
filter(message =>
|
||||
message.type.startsWith('strategy_')
|
||||
)
|
||||
);
|
||||
}
|
||||
|
||||
// Send messages
|
||||
sendMessage(serviceName: string, message: any) {
|
||||
|
|
|
|||
0
apps/interface-services/trading-dashboard/src/index.css
Normal file
0
apps/interface-services/trading-dashboard/src/index.css
Normal file
|
|
@ -0,0 +1,244 @@
|
|||
import { TestBed, ComponentFixture, fakeAsync, tick } from '@angular/core/testing';
|
||||
import { WebSocketService } from '../../services/websocket.service';
|
||||
import { StrategyService, TradingStrategy } from '../../services/strategy.service';
|
||||
import { StrategyDetailsComponent } from '../../pages/strategies/strategy-details/strategy-details.component';
|
||||
import { HttpClientTestingModule } from '@angular/common/http/testing';
|
||||
import { MatDialogModule } from '@angular/material/dialog';
|
||||
import { CommonModule } from '@angular/common';
|
||||
import { BehaviorSubject, Subject } from 'rxjs';
|
||||
import { WebSocketMessage } from '../../services/websocket.service';
|
||||
|
||||
describe('StrategyDetails WebSocket Integration', () => {
|
||||
let component: StrategyDetailsComponent;
|
||||
let fixture: ComponentFixture<StrategyDetailsComponent>;
|
||||
let webSocketServiceSpy: jasmine.SpyObj<WebSocketService>;
|
||||
let strategyServiceSpy: jasmine.SpyObj<StrategyService>;
|
||||
|
||||
// Mock data
|
||||
const mockStrategy: TradingStrategy = {
|
||||
id: 'test-strategy',
|
||||
name: 'Test Strategy',
|
||||
description: 'A test strategy',
|
||||
status: 'INACTIVE',
|
||||
type: 'MovingAverageCrossover',
|
||||
symbols: ['AAPL', 'MSFT', 'GOOGL'],
|
||||
parameters: {
|
||||
shortPeriod: 10,
|
||||
longPeriod: 30
|
||||
},
|
||||
performance: {
|
||||
totalTrades: 100,
|
||||
winRate: 0.6,
|
||||
totalReturn: 0.15,
|
||||
sharpeRatio: 1.2,
|
||||
maxDrawdown: 0.05
|
||||
},
|
||||
createdAt: new Date('2023-01-01'),
|
||||
updatedAt: new Date('2023-01-10')
|
||||
};
|
||||
|
||||
// Create mock subjects for WebSocket messages
|
||||
const mockStrategySubject = new Subject<WebSocketMessage>();
|
||||
|
||||
beforeEach(async () => {
|
||||
// Create spies for services
|
||||
webSocketServiceSpy = jasmine.createSpyObj('WebSocketService', [
|
||||
'getStrategyUpdates',
|
||||
'getStrategySignals',
|
||||
'getStrategyTrades',
|
||||
'getAllStrategyMessages',
|
||||
'sendMessage'
|
||||
]);
|
||||
|
||||
strategyServiceSpy = jasmine.createSpyObj('StrategyService', [
|
||||
'startStrategy',
|
||||
'stopStrategy',
|
||||
'pauseStrategy'
|
||||
]);
|
||||
|
||||
// Setup spy return values
|
||||
webSocketServiceSpy.getStrategyUpdates.and.returnValue(mockStrategySubject.asObservable());
|
||||
webSocketServiceSpy.getStrategySignals.and.returnValue(mockStrategySubject.asObservable());
|
||||
webSocketServiceSpy.getStrategyTrades.and.returnValue(mockStrategySubject.asObservable());
|
||||
webSocketServiceSpy.getAllStrategyMessages.and.returnValue(mockStrategySubject.asObservable());
|
||||
|
||||
strategyServiceSpy.startStrategy.and.returnValue(
|
||||
new BehaviorSubject({ success: true, data: { ...mockStrategy, status: 'ACTIVE' } })
|
||||
);
|
||||
strategyServiceSpy.pauseStrategy.and.returnValue(
|
||||
new BehaviorSubject({ success: true, data: { ...mockStrategy, status: 'PAUSED' } })
|
||||
);
|
||||
strategyServiceSpy.stopStrategy.and.returnValue(
|
||||
new BehaviorSubject({ success: true, data: { ...mockStrategy, status: 'INACTIVE' } })
|
||||
);
|
||||
|
||||
await TestBed.configureTestingModule({
|
||||
imports: [
|
||||
CommonModule,
|
||||
HttpClientTestingModule,
|
||||
MatDialogModule
|
||||
],
|
||||
declarations: [
|
||||
StrategyDetailsComponent
|
||||
],
|
||||
providers: [
|
||||
{ provide: WebSocketService, useValue: webSocketServiceSpy },
|
||||
{ provide: StrategyService, useValue: strategyServiceSpy }
|
||||
]
|
||||
}).compileComponents();
|
||||
|
||||
fixture = TestBed.createComponent(StrategyDetailsComponent);
|
||||
component = fixture.componentInstance;
|
||||
component.strategy = { ...mockStrategy };
|
||||
fixture.detectChanges();
|
||||
});
|
||||
|
||||
it('should create', () => {
|
||||
expect(component).toBeTruthy();
|
||||
});
|
||||
|
||||
it('should subscribe to WebSocket updates when strategy changes', () => {
|
||||
// Arrange & Act
|
||||
component.ngOnChanges({
|
||||
strategy: {
|
||||
currentValue: mockStrategy,
|
||||
previousValue: null,
|
||||
firstChange: true,
|
||||
isFirstChange: () => true
|
||||
}
|
||||
});
|
||||
|
||||
// Assert
|
||||
expect(webSocketServiceSpy.getStrategySignals).toHaveBeenCalledWith(mockStrategy.id);
|
||||
expect(webSocketServiceSpy.getStrategyTrades).toHaveBeenCalledWith(mockStrategy.id);
|
||||
});
|
||||
|
||||
it('should update signals when receiving new signal WebSocket message', fakeAsync(() => {
|
||||
// Arrange
|
||||
component.signals = [];
|
||||
component.ngOnChanges({
|
||||
strategy: {
|
||||
currentValue: mockStrategy,
|
||||
previousValue: null,
|
||||
firstChange: true,
|
||||
isFirstChange: () => true
|
||||
}
|
||||
});
|
||||
|
||||
// Act: Simulate receiving a WebSocket signal message
|
||||
const mockSignal = {
|
||||
type: 'strategy_signal',
|
||||
timestamp: new Date().toISOString(),
|
||||
data: {
|
||||
strategyId: mockStrategy.id,
|
||||
symbol: 'AAPL',
|
||||
action: 'BUY',
|
||||
price: 150.5,
|
||||
quantity: 10,
|
||||
confidence: 0.85
|
||||
}
|
||||
};
|
||||
|
||||
mockStrategySubject.next(mockSignal);
|
||||
tick();
|
||||
|
||||
// Assert
|
||||
expect(component.signals.length).toBeGreaterThan(0);
|
||||
expect(component.signals[0].symbol).toBe('AAPL');
|
||||
expect(component.signals[0].action).toBe('BUY');
|
||||
}));
|
||||
|
||||
it('should update trades when receiving new trade WebSocket message', fakeAsync(() => {
|
||||
// Arrange
|
||||
component.trades = [];
|
||||
component.ngOnChanges({
|
||||
strategy: {
|
||||
currentValue: mockStrategy,
|
||||
previousValue: null,
|
||||
firstChange: true,
|
||||
isFirstChange: () => true
|
||||
}
|
||||
});
|
||||
|
||||
// Act: Simulate receiving a WebSocket trade message
|
||||
const mockTrade = {
|
||||
type: 'strategy_trade',
|
||||
timestamp: new Date().toISOString(),
|
||||
data: {
|
||||
strategyId: mockStrategy.id,
|
||||
symbol: 'MSFT',
|
||||
entryPrice: 290.50,
|
||||
entryTime: new Date().toISOString(),
|
||||
exitPrice: 295.25,
|
||||
exitTime: new Date().toISOString(),
|
||||
quantity: 5,
|
||||
pnl: 23.75,
|
||||
pnlPercent: 1.63
|
||||
}
|
||||
};
|
||||
|
||||
mockStrategySubject.next(mockTrade);
|
||||
tick();
|
||||
|
||||
// Assert
|
||||
expect(component.trades.length).toBeGreaterThan(0);
|
||||
expect(component.trades[0].symbol).toBe('MSFT');
|
||||
expect(component.trades[0].pnl).toBeCloseTo(23.75);
|
||||
}));
|
||||
|
||||
it('should update strategy status when receiving status update message', fakeAsync(() => {
|
||||
// Arrange
|
||||
component.strategy = { ...mockStrategy, status: 'INACTIVE' };
|
||||
component.ngOnChanges({
|
||||
strategy: {
|
||||
currentValue: component.strategy,
|
||||
previousValue: null,
|
||||
firstChange: true,
|
||||
isFirstChange: () => true
|
||||
}
|
||||
});
|
||||
|
||||
// Act: Simulate receiving a WebSocket status update message
|
||||
const mockStatusUpdate = {
|
||||
type: 'strategy_update',
|
||||
timestamp: new Date().toISOString(),
|
||||
data: {
|
||||
strategyId: mockStrategy.id,
|
||||
status: 'ACTIVE'
|
||||
}
|
||||
};
|
||||
|
||||
mockStrategySubject.next(mockStatusUpdate);
|
||||
tick();
|
||||
|
||||
// Assert
|
||||
expect(component.strategy.status).toBe('ACTIVE');
|
||||
}));
|
||||
|
||||
it('should call startStrategy service method when activateStrategy is called', () => {
|
||||
// Arrange & Act
|
||||
component.activateStrategy();
|
||||
|
||||
// Assert
|
||||
expect(strategyServiceSpy.startStrategy).toHaveBeenCalledWith(mockStrategy.id);
|
||||
expect(component.strategy.status).toBe('ACTIVE');
|
||||
});
|
||||
|
||||
it('should call pauseStrategy service method when pauseStrategy is called', () => {
|
||||
// Arrange & Act
|
||||
component.pauseStrategy();
|
||||
|
||||
// Assert
|
||||
expect(strategyServiceSpy.pauseStrategy).toHaveBeenCalledWith(mockStrategy.id);
|
||||
expect(component.strategy.status).toBe('PAUSED');
|
||||
});
|
||||
|
||||
it('should call stopStrategy service method when stopStrategy is called', () => {
|
||||
// Arrange & Act
|
||||
component.stopStrategy();
|
||||
|
||||
// Assert
|
||||
expect(strategyServiceSpy.stopStrategy).toHaveBeenCalledWith(mockStrategy.id);
|
||||
expect(component.strategy.status).toBe('INACTIVE');
|
||||
});
|
||||
});
|
||||
Loading…
Add table
Add a link
Reference in a new issue