adding data-services
This commit is contained in:
parent
e3bfd05b90
commit
405b818c86
139 changed files with 55943 additions and 416 deletions
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import { Component, Inject, OnInit } from '@angular/core';
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import { CommonModule } from '@angular/common';
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import {
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FormBuilder,
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FormGroup,
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ReactiveFormsModule,
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Validators
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} from '@angular/forms';
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import { MatButtonModule } from '@angular/material/button';
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import { MatDialogModule, MAT_DIALOG_DATA, MatDialogRef } from '@angular/material/dialog';
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import { MatFormFieldModule } from '@angular/material/form-field';
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import { MatInputModule } from '@angular/material/input';
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import { MatSelectModule } from '@angular/material/select';
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import { MatDatepickerModule } from '@angular/material/datepicker';
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import { MatNativeDateModule } from '@angular/material/core';
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import { MatProgressBarModule } from '@angular/material/progress-bar';
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import { MatTabsModule } from '@angular/material/tabs';
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import { MatChipsModule } from '@angular/material/chips';
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import { MatIconModule } from '@angular/material/icon';
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import { MatSlideToggleModule } from '@angular/material/slide-toggle';
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import {
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BacktestRequest,
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BacktestResult,
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StrategyService,
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TradingStrategy
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} from '../../../services/strategy.service';
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@Component({
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selector: 'app-backtest-dialog',
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standalone: true,
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imports: [
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CommonModule,
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ReactiveFormsModule,
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MatButtonModule,
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MatDialogModule,
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MatFormFieldModule,
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MatInputModule,
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MatSelectModule,
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MatDatepickerModule,
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MatNativeDateModule,
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MatProgressBarModule,
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MatTabsModule,
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MatChipsModule,
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MatIconModule,
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MatSlideToggleModule
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],
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templateUrl: './backtest-dialog.component.html',
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styleUrl: './backtest-dialog.component.css'
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})
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export class BacktestDialogComponent implements OnInit {
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backtestForm: FormGroup;
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strategyTypes: string[] = [];
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availableSymbols: string[] = ['AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'SPY', 'QQQ'];
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selectedSymbols: string[] = [];
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parameters: Record<string, any> = {};
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isRunning: boolean = false;
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backtestResult: BacktestResult | null = null;
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constructor(
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private fb: FormBuilder,
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private strategyService: StrategyService,
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@Inject(MAT_DIALOG_DATA) public data: TradingStrategy | null,
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private dialogRef: MatDialogRef<BacktestDialogComponent>
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) {
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// Initialize form with defaults
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this.backtestForm = this.fb.group({
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strategyType: ['', [Validators.required]],
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startDate: [new Date(new Date().setFullYear(new Date().getFullYear() - 1)), [Validators.required]],
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endDate: [new Date(), [Validators.required]],
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initialCapital: [100000, [Validators.required, Validators.min(1000)]],
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dataResolution: ['1d', [Validators.required]],
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commission: [0.001, [Validators.required, Validators.min(0), Validators.max(0.1)]],
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slippage: [0.0005, [Validators.required, Validators.min(0), Validators.max(0.1)]],
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mode: ['event', [Validators.required]]
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});
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// If strategy is provided, pre-populate the form
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if (data) {
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this.selectedSymbols = [...data.symbols];
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this.backtestForm.patchValue({
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strategyType: data.type
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});
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this.parameters = {...data.parameters};
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}
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}
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ngOnInit(): void {
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this.loadStrategyTypes();
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}
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loadStrategyTypes(): void {
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this.strategyService.getStrategyTypes().subscribe({
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next: (response) => {
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if (response.success) {
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this.strategyTypes = response.data;
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// If strategy is provided, load its parameters
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if (this.data) {
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this.onStrategyTypeChange(this.data.type);
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}
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}
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},
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error: (error) => {
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console.error('Error loading strategy types:', error);
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this.strategyTypes = ['MOVING_AVERAGE_CROSSOVER', 'MEAN_REVERSION', 'CUSTOM'];
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}
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});
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}
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onStrategyTypeChange(type: string): void {
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// Get default parameters for this strategy type
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this.strategyService.getStrategyParameters(type).subscribe({
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next: (response) => {
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if (response.success) {
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// If strategy is provided, merge default with existing
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if (this.data) {
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this.parameters = {
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...response.data,
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...this.data.parameters
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};
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} else {
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this.parameters = response.data;
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}
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}
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},
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error: (error) => {
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console.error('Error loading parameters:', error);
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this.parameters = {};
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}
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});
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}
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addSymbol(symbol: string): void {
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if (!symbol || this.selectedSymbols.includes(symbol)) return;
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this.selectedSymbols.push(symbol);
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}
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removeSymbol(symbol: string): void {
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this.selectedSymbols = this.selectedSymbols.filter(s => s !== symbol);
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}
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updateParameter(key: string, value: any): void {
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this.parameters[key] = value;
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}
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onSubmit(): void {
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if (this.backtestForm.invalid || this.selectedSymbols.length === 0) {
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return;
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}
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const formValue = this.backtestForm.value;
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const backtestRequest: BacktestRequest = {
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strategyType: formValue.strategyType,
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strategyParams: this.parameters,
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symbols: this.selectedSymbols,
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startDate: formValue.startDate,
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endDate: formValue.endDate,
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initialCapital: formValue.initialCapital,
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dataResolution: formValue.dataResolution,
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commission: formValue.commission,
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slippage: formValue.slippage,
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mode: formValue.mode
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};
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this.isRunning = true;
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this.strategyService.runBacktest(backtestRequest).subscribe({
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next: (response) => {
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this.isRunning = false;
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if (response.success) {
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this.backtestResult = response.data;
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}
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},
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error: (error) => {
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this.isRunning = false;
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console.error('Backtest error:', error);
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}
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});
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}
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close(): void {
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this.dialogRef.close(this.backtestResult);
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}
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}
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@ -0,0 +1,84 @@
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<h2 mat-dialog-title>{{isEditMode ? 'Edit Strategy' : 'Create Strategy'}}</h2>
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<form [formGroup]="strategyForm" (ngSubmit)="onSubmit()">
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<mat-dialog-content class="mat-typography">
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<div class="grid grid-cols-1 gap-4">
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<!-- Basic Strategy Information -->
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<mat-form-field appearance="outline" class="w-full">
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<mat-label>Strategy Name</mat-label>
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<input matInput formControlName="name" placeholder="e.g., My Moving Average Crossover">
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<mat-error *ngIf="strategyForm.get('name')?.invalid">Name is required</mat-error>
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</mat-form-field>
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<mat-form-field appearance="outline" class="w-full">
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<mat-label>Description</mat-label>
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<textarea matInput formControlName="description" rows="3"
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placeholder="Describe what this strategy does..."></textarea>
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</mat-form-field>
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<mat-form-field appearance="outline" class="w-full">
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<mat-label>Strategy Type</mat-label>
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<mat-select formControlName="type" (selectionChange)="onStrategyTypeChange($event.value)">
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<mat-option *ngFor="let type of strategyTypes" [value]="type">
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{{type}}
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</mat-option>
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</mat-select>
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<mat-error *ngIf="strategyForm.get('type')?.invalid">Strategy type is required</mat-error>
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</mat-form-field>
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<!-- Symbol Selection -->
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<div class="w-full">
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<label class="text-sm">Trading Symbols</label>
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<div class="flex flex-wrap gap-2 mb-2">
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<mat-chip *ngFor="let symbol of selectedSymbols" [removable]="true"
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(removed)="removeSymbol(symbol)">
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{{symbol}}
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<mat-icon matChipRemove>cancel</mat-icon>
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</mat-chip>
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</div>
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<div class="flex gap-2">
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<mat-form-field appearance="outline" class="flex-1">
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<mat-label>Add Symbol</mat-label>
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<input matInput #symbolInput placeholder="e.g., AAPL">
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</mat-form-field>
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<button type="button" mat-raised-button color="primary"
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(click)="addSymbol(symbolInput.value); symbolInput.value = ''">
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Add
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</button>
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</div>
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<div class="mt-2">
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<p class="text-sm text-gray-500 mb-1">Suggested symbols:</p>
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<div class="flex flex-wrap gap-2">
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<button type="button" *ngFor="let symbol of availableSymbols"
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mat-stroked-button (click)="addSymbol(symbol)"
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[disabled]="selectedSymbols.includes(symbol)">
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{{symbol}}
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</button>
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</div>
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</div>
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</div>
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<!-- Dynamic Strategy Parameters -->
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<div *ngIf="strategyForm.get('type')?.value && Object.keys(parameters).length > 0">
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<h3 class="text-lg font-semibold mb-2">Strategy Parameters</h3>
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<div class="grid grid-cols-1 md:grid-cols-2 gap-4">
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<mat-form-field *ngFor="let param of parameters | keyvalue" appearance="outline">
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<mat-label>{{param.key}}</mat-label>
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<input matInput [value]="param.value"
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(input)="updateParameter(param.key, $any($event.target).value)">
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</mat-form-field>
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</div>
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</div>
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</div>
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</mat-dialog-content>
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<mat-dialog-actions align="end">
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<button mat-button mat-dialog-close>Cancel</button>
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<button mat-raised-button color="primary" type="submit"
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[disabled]="strategyForm.invalid || selectedSymbols.length === 0">
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{{isEditMode ? 'Update' : 'Create'}}
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</button>
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</mat-dialog-actions>
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</form>
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@ -0,0 +1,178 @@
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import { Component, Inject, OnInit } from '@angular/core';
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import { CommonModule } from '@angular/common';
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import {
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FormBuilder,
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FormGroup,
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ReactiveFormsModule,
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Validators
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} from '@angular/forms';
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import { MatButtonModule } from '@angular/material/button';
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import { MatDialogModule, MAT_DIALOG_DATA, MatDialogRef } from '@angular/material/dialog';
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import { MatFormFieldModule } from '@angular/material/form-field';
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import { MatInputModule } from '@angular/material/input';
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import { MatSelectModule } from '@angular/material/select';
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import { MatChipsModule } from '@angular/material/chips';
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import { MatIconModule } from '@angular/material/icon';
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import { COMMA, ENTER } from '@angular/cdk/keycodes';
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import { MatAutocompleteModule } from '@angular/material/autocomplete';
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import {
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StrategyService,
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TradingStrategy
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} from '../../../services/strategy.service';
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@Component({
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selector: 'app-strategy-dialog',
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standalone: true,
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imports: [
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CommonModule,
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ReactiveFormsModule,
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MatButtonModule,
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MatDialogModule,
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MatFormFieldModule,
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MatInputModule,
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MatSelectModule,
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MatChipsModule,
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MatIconModule,
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MatAutocompleteModule
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],
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templateUrl: './strategy-dialog.component.html',
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styleUrl: './strategy-dialog.component.css'
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})
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export class StrategyDialogComponent implements OnInit {
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strategyForm: FormGroup;
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isEditMode: boolean = false;
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strategyTypes: string[] = [];
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availableSymbols: string[] = ['AAPL', 'MSFT', 'GOOGL', 'AMZN', 'TSLA', 'META', 'NVDA', 'SPY', 'QQQ'];
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selectedSymbols: string[] = [];
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separatorKeysCodes: number[] = [ENTER, COMMA];
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parameters: Record<string, any> = {};
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constructor(
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private fb: FormBuilder,
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private strategyService: StrategyService,
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@Inject(MAT_DIALOG_DATA) public data: TradingStrategy | null,
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private dialogRef: MatDialogRef<StrategyDialogComponent>
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) {
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this.isEditMode = !!data;
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this.strategyForm = this.fb.group({
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name: ['', [Validators.required]],
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description: [''],
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type: ['', [Validators.required]],
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// Dynamic parameters will be added based on strategy type
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});
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if (this.isEditMode && data) {
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this.selectedSymbols = [...data.symbols];
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this.strategyForm.patchValue({
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name: data.name,
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description: data.description,
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type: data.type
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});
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this.parameters = {...data.parameters};
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}
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}
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ngOnInit(): void {
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// In a real implementation, fetch available strategy types from the API
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this.loadStrategyTypes();
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}
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loadStrategyTypes(): void {
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// In a real implementation, this would call the API
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this.strategyService.getStrategyTypes().subscribe({
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next: (response) => {
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if (response.success) {
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this.strategyTypes = response.data;
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// If editing, load parameters
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if (this.isEditMode && this.data) {
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this.onStrategyTypeChange(this.data.type);
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}
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}
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},
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error: (error) => {
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console.error('Error loading strategy types:', error);
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// Fallback to hardcoded types
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this.strategyTypes = ['MOVING_AVERAGE_CROSSOVER', 'MEAN_REVERSION', 'CUSTOM'];
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}
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});
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}
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onStrategyTypeChange(type: string): void {
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// Get default parameters for this strategy type
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this.strategyService.getStrategyParameters(type).subscribe({
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next: (response) => {
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if (response.success) {
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// If editing, merge default with existing
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if (this.isEditMode && this.data) {
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this.parameters = {
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...response.data,
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...this.data.parameters
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};
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} else {
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this.parameters = response.data;
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}
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}
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},
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error: (error) => {
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console.error('Error loading parameters:', error);
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// Fallback to empty parameters
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this.parameters = {};
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}
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});
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}
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addSymbol(symbol: string): void {
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if (!symbol || this.selectedSymbols.includes(symbol)) return;
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this.selectedSymbols.push(symbol);
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}
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removeSymbol(symbol: string): void {
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this.selectedSymbols = this.selectedSymbols.filter(s => s !== symbol);
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}
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onSubmit(): void {
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if (this.strategyForm.invalid || this.selectedSymbols.length === 0) {
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return;
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}
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const formValue = this.strategyForm.value;
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const strategy: Partial<TradingStrategy> = {
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name: formValue.name,
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description: formValue.description,
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type: formValue.type,
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symbols: this.selectedSymbols,
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parameters: this.parameters,
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};
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if (this.isEditMode && this.data) {
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this.strategyService.updateStrategy(this.data.id, strategy).subscribe({
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next: (response) => {
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if (response.success) {
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this.dialogRef.close(true);
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}
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},
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error: (error) => {
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console.error('Error updating strategy:', error);
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}
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});
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} else {
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this.strategyService.createStrategy(strategy).subscribe({
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next: (response) => {
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if (response.success) {
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this.dialogRef.close(true);
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}
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},
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error: (error) => {
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console.error('Error creating strategy:', error);
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}
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});
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}
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}
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updateParameter(key: string, value: any): void {
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this.parameters[key] = value;
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}
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}
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