feat: add candlestick chart with portfolio value line (BT-004)
- Add spot_open field to BacktestDailyPoint for complete OHLC data - Replace line chart with candlestick chart showing price OHLC - Add portfolio value line on secondary Y-axis - Add _chart_options_from_dict for rendering job results - Update both render_result and render_job_result to use new chart
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Bu5hm4nn
@@ -116,38 +116,135 @@ def validate_numeric_inputs(
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def _chart_options(result: BacktestPageRunResult) -> dict:
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"""Create ECharts options for candlestick chart with portfolio value line."""
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template_result = result.run_result.template_results[0]
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dates = [point.date.isoformat() for point in template_result.daily_path]
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# Candlestick data: [open, close, low, high]
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candlestick_data = [
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[
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point.spot_open or point.spot_close,
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point.spot_close,
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point.spot_low or point.spot_close,
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point.spot_high or point.spot_close,
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]
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for point in template_result.daily_path
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]
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# Portfolio value data
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portfolio_values = [round(point.net_portfolio_value, 2) for point in template_result.daily_path]
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return {
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"tooltip": {"trigger": "axis"},
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"legend": {"data": ["Spot", "LTV hedged", "LTV unhedged"]},
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"xAxis": {"type": "category", "data": [point.date.isoformat() for point in template_result.daily_path]},
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"tooltip": {
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"trigger": "axis",
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"axisPointer": {"type": "cross"},
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},
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"legend": {"data": ["Price", "Portfolio Value"]},
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"grid": {"right": "20%"},
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"xAxis": {"type": "category", "data": dates, "axisLabel": {"rotate": 45}},
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"yAxis": [
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{"type": "value", "name": "Spot"},
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{"type": "value", "name": "LTV", "min": 0, "max": 1, "axisLabel": {"formatter": "{value}"}},
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{
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"type": "value",
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"name": "Price",
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"position": "left",
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"scale": True,
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},
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{
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"type": "value",
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"name": "Portfolio Value",
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"position": "right",
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"scale": True,
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},
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],
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"series": [
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{
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"name": "Spot",
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"type": "line",
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"smooth": True,
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"data": [round(point.spot_close, 2) for point in template_result.daily_path],
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"lineStyle": {"color": "#0ea5e9"},
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"name": "Price",
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"type": "candlestick",
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"data": candlestick_data,
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"itemStyle": {
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"color": "#22c55e", # Green for up
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"color0": "#ef4444", # Red for down
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"borderColor": "#22c55e",
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"borderColor0": "#ef4444",
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},
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},
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{
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"name": "LTV hedged",
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"name": "Portfolio Value",
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"type": "line",
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"yAxisIndex": 1,
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"smooth": True,
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"data": [round(point.ltv_hedged, 4) for point in template_result.daily_path],
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"lineStyle": {"color": "#22c55e"},
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"data": portfolio_values,
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"lineStyle": {"color": "#0ea5e9", "width": 2},
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"symbol": "none",
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},
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],
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}
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def _chart_options_from_dict(result: dict) -> dict:
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"""Create ECharts options from serialized job result dict."""
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template_results = result.get("template_results", [])
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first_template = template_results[0] if template_results else {}
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daily_path = first_template.get("daily_path", [])
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dates = [dp.get("date", "") for dp in daily_path]
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# Candlestick data: [open, close, low, high]
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candlestick_data = [
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[
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dp.get("spot_open", dp.get("spot_close", 0)),
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dp.get("spot_close", 0),
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dp.get("spot_low", dp.get("spot_close", 0)),
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dp.get("spot_high", dp.get("spot_close", 0)),
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]
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for dp in daily_path
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]
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# Portfolio value data
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portfolio_values = [round(dp.get("net_portfolio_value", 0), 2) for dp in daily_path]
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return {
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"tooltip": {
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"trigger": "axis",
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"axisPointer": {"type": "cross"},
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},
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"legend": {"data": ["Price", "Portfolio Value"]},
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"grid": {"right": "20%"},
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"xAxis": {"type": "category", "data": dates, "axisLabel": {"rotate": 45}},
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"yAxis": [
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{
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"type": "value",
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"name": "Price",
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"position": "left",
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"scale": True,
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},
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{
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"name": "LTV unhedged",
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"type": "value",
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"name": "Portfolio Value",
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"position": "right",
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"scale": True,
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},
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],
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"series": [
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{
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"name": "Price",
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"type": "candlestick",
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"data": candlestick_data,
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"itemStyle": {
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"color": "#22c55e",
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"color0": "#ef4444",
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"borderColor": "#22c55e",
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"borderColor0": "#ef4444",
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},
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},
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{
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"name": "Portfolio Value",
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"type": "line",
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"yAxisIndex": 1,
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"smooth": True,
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"data": [round(point.ltv_unhedged, 4) for point in template_result.daily_path],
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"lineStyle": {"color": "#ef4444"},
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"data": portfolio_values,
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"lineStyle": {"color": "#0ea5e9", "width": 2},
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"symbol": "none",
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},
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],
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}
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@@ -1030,6 +1127,12 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
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row_key="date",
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).classes("w-full")
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# Add candlestick chart with portfolio value
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if daily_path:
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ui.echart(_chart_options_from_dict(result)).classes(
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"h-96 w-full rounded-2xl border border-slate-200 bg-white p-4 shadow-sm dark:border-slate-800 dark:bg-slate-900"
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)
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# Update cost estimate for Databento
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if str(data_source_select.value) == "databento":
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update_cost_estimate()
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