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import customtkinter as ctk | ||
from typing import Optional | ||
import plotly.graph_objects as go | ||
from plotly.subplots import make_subplots | ||
import pandas as pd | ||
from datetime import datetime, timedelta | ||
import webbrowser | ||
import tempfile | ||
import os | ||
from pyBacktest.backtest import Backtest | ||
from pyBacktest.strategy import Strategy | ||
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||
class BacktestGUI: | ||
def __init__(self, strategy: Strategy) -> None: | ||
self.strategy: Strategy = strategy | ||
self.backtest: Optional[Backtest] = None | ||
self.setup_gui() | ||
|
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def setup_gui(self) -> None: | ||
ctk.set_appearance_mode("dark") | ||
ctk.set_default_color_theme("blue") | ||
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self.window: ctk.CTk = ctk.CTk() | ||
self.window.title("Backtest Visualization") | ||
self.window.geometry("800x100") | ||
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self.setup_frame: ctk.CTkFrame = ctk.CTkFrame(self.window) | ||
self.setup_frame.pack(fill="x", padx=10, pady=5) | ||
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self.control_frame: ctk.CTkFrame = ctk.CTkFrame(self.window) | ||
self.control_frame.pack(fill="x", padx=10, pady=5) | ||
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self.setup_inputs() | ||
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self.run_button: ctk.CTkButton = ctk.CTkButton( | ||
self.control_frame, | ||
text="Run Backtest", | ||
command=self.run_backtest | ||
) | ||
self.run_button.pack(side="left", padx=5) | ||
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self.chart_button: ctk.CTkButton = ctk.CTkButton( | ||
self.control_frame, | ||
text="Show Chart", | ||
command=self.show_chart, | ||
state="disabled" | ||
) | ||
self.chart_button.pack(side="left", padx=5) | ||
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def setup_inputs(self) -> None: | ||
ctk.CTkLabel(self.setup_frame, text="Ticker:").pack(side="left", padx=5) | ||
self.ticker_var: ctk.StringVar = ctk.StringVar(value="AAPL") | ||
self.ticker_entry: ctk.CTkEntry = ctk.CTkEntry( | ||
self.setup_frame, | ||
textvariable=self.ticker_var, | ||
width=80 | ||
) | ||
self.ticker_entry.pack(side="left", padx=5) | ||
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ctk.CTkLabel(self.setup_frame, text="Initial Cash:").pack(side="left", padx=5) | ||
self.cash_var: ctk.StringVar = ctk.StringVar(value="10000") | ||
self.cash_entry: ctk.CTkEntry = ctk.CTkEntry( | ||
self.setup_frame, | ||
textvariable=self.cash_var, | ||
width=100 | ||
) | ||
self.cash_entry.pack(side="left", padx=5) | ||
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ctk.CTkLabel(self.setup_frame, text="Start Date:").pack(side="left", padx=5) | ||
self.start_date_var: ctk.StringVar = ctk.StringVar(value=(datetime.now() - timedelta(days=30)).strftime("%Y-%m-%d")) | ||
self.start_date_entry: ctk.CTkEntry = ctk.CTkEntry( | ||
self.setup_frame, | ||
textvariable=self.start_date_var, | ||
width=100 | ||
) | ||
self.start_date_entry.pack(side="left", padx=5) | ||
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ctk.CTkLabel(self.setup_frame, text="End Date:").pack(side="left", padx=5) | ||
self.end_date_var: ctk.StringVar = ctk.StringVar(value=datetime.now().strftime("%Y-%m-%d")) | ||
self.end_date_entry: ctk.CTkEntry = ctk.CTkEntry( | ||
self.setup_frame, | ||
textvariable=self.end_date_var, | ||
width=100 | ||
) | ||
self.end_date_entry.pack(side="left", padx=5) | ||
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def run_backtest(self) -> None: | ||
try: | ||
self.backtest = Backtest( | ||
ticker=self.ticker_var.get(), | ||
cash=float(self.cash_var.get()), | ||
strategy=self.strategy, | ||
startDate=datetime.strptime(self.start_date_var.get(), "%Y-%m-%d"), | ||
endDate=datetime.strptime(self.end_date_var.get(), "%Y-%m-%d") | ||
) | ||
self.results = self.backtest.run() | ||
self.chart_button.configure(state="normal") | ||
except Exception as e: | ||
self.show_error(f"Backtest Error: {str(e)}") | ||
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def create_chart(self) -> go.Figure: | ||
fig = make_subplots( | ||
rows=3, cols=1, | ||
shared_xaxes=True, | ||
vertical_spacing=0.1, | ||
subplot_titles=('Stock Price', 'Portfolio Value', 'Trading Activity'), | ||
row_heights=[0.3, 0.4, 0.3] | ||
) | ||
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dates = self.backtest.hist.index | ||
close_prices = self.backtest.hist['Close'] | ||
portfolio_values = [] | ||
cash_values = [] | ||
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for date in dates: | ||
self.backtest.date = date | ||
portfolio_values.append(self.backtest.totalValue()) | ||
cash_values.append(self.backtest.cash) | ||
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fig.add_trace( | ||
go.Scatter( | ||
x=dates, | ||
y=close_prices, | ||
name="Price", | ||
line=dict(color='lightgray') | ||
), | ||
row=1, col=1 | ||
) | ||
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fig.add_trace( | ||
go.Scatter( | ||
x=dates, | ||
y=portfolio_values, | ||
name="Portfolio Value", | ||
line=dict(color='green') | ||
), | ||
row=2, col=1 | ||
) | ||
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buy_dates = [] | ||
buy_prices = [] | ||
sell_dates = [] | ||
sell_prices = [] | ||
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for t in self.backtest.transactions: | ||
if t.tradeType.name.endswith('BUY'): | ||
buy_dates.append(t.date) | ||
buy_prices.append(t.pricePerShare) | ||
elif t.tradeType.name.endswith('SELL'): | ||
sell_dates.append(t.date) | ||
sell_prices.append(t.pricePerShare) | ||
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fig.add_trace( | ||
go.Scatter( | ||
x=buy_dates, | ||
y=buy_prices, | ||
mode='markers', | ||
name='Buy', | ||
marker=dict(color='green', size=10, symbol='triangle-up') | ||
), | ||
row=2, col=1 | ||
) | ||
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fig.add_trace( | ||
go.Scatter( | ||
x=sell_dates, | ||
y=sell_prices, | ||
mode='markers', | ||
name='Sell', | ||
marker=dict(color='red', size=10, symbol='triangle-down') | ||
), | ||
row=2, col=1 | ||
) | ||
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fig.add_trace( | ||
go.Bar( | ||
x=dates, | ||
y=self.backtest.hist['Volume'], | ||
name='Volume' | ||
), | ||
row=3, col=1 | ||
) | ||
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fig.update_layout( | ||
title=f"Backtest Results - {self.backtest.ticker}", | ||
xaxis_title="Date", | ||
yaxis_title="Price / Value ($)", | ||
height=800 | ||
) | ||
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return fig | ||
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def show_chart(self) -> None: | ||
if not self.backtest: | ||
return | ||
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try: | ||
fig = self.create_chart() | ||
temp_dir = tempfile.gettempdir() | ||
temp_path = os.path.join(temp_dir, 'backtest_chart.html') | ||
fig.write_html(temp_path) | ||
webbrowser.open('file://' + temp_path) | ||
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except Exception as e: | ||
self.show_error(f"Chart Error: {str(e)}") | ||
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def show_error(self, message: str) -> None: | ||
error_window = ctk.CTkToplevel(self.window) | ||
error_window.title("Error") | ||
error_window.geometry("400x200") | ||
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ctk.CTkLabel( | ||
error_window, | ||
text=message, | ||
wraplength=350 | ||
).pack(padx=20, pady=20) | ||
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ctk.CTkButton( | ||
error_window, | ||
text="OK", | ||
command=error_window.destroy | ||
).pack(pady=10) | ||
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def run(self) -> None: | ||
self.window.mainloop() |
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