Step 3 y 4 medio preparados. Ha habido una decision es separar en dos step distintos la eleccion de estrategias y luego su optimizacion. A partir de aqui vamos a hacer una refactorizacion quirurgica de los Steps 3 y 4.
Prompt para Char GPT: Estamos trabajando en un Trading Bot con arquitectura backend/frontend separada. Stack: - Backend: FastAPI (Python 3.12) - Frontend: HTML + Vanilla JS + Tabler UI - DB: PostgreSQL - Cache opcional: Redis - Proyecto estructurado bajo /src - Carpeta /reports fuera de src Wizard actual: Step 1 · Data Step 2 · Risk & Stops Step 3 · Strategies (actualmente mezcla validación y optimización) Step 4 · Optimization (renombrado pero no 100% ajustado aún) Decisión arquitectónica ya tomada: - Step 3 será Strategy Validation (parámetros fijos, sin grid) - Step 4 será Parameter Optimization (grid min/max/step) Importante: - Ya he duplicado los archivos para separar Step 3 y Step 4. - No queremos rehacer desde cero. - Queremos hacer una refactorización quirúrgica. - Queremos eliminar lógica de grid del Step 3. - Queremos mantener infraestructura WF, async jobs, ranking y reporting. Objetivo de esta sesión: Refactorizar Step 3 (Validation) de forma limpia y profesional partiendo del código actual. Reglas: - No romper Step 4. - No reescribir todo desde cero. - Simplificar quirúrgicamente. - Mantener coherencia de arquitectura. - Mantener compatibilidad con Step 2 (risk snapshot heredado). - Mantener generación de PDF. - Mantener botón Promote to Optimization. Te adjunto el zip completo de la carpeta src. Analiza la estructura primero. No escribas código todavía. Primero dame: 1. Un diagnóstico estructural. 2. Qué archivos tocar. 3. Qué eliminar. 4. Qué simplificar. 5. Qué mantener. 6. Orden de refactorización seguro. Después empezaremos la refactorización paso a paso. Despues empezaremos la refactorizacion paso a paso.
This commit is contained in:
@@ -12,6 +12,7 @@ from .settings import settings
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from src.web.api.v2.routers.calibration_data import router as calibration_data_router
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from src.web.api.v2.routers.calibration_risk import router as calibration_risk_router
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from src.web.api.v2.routers.calibration_strategies import router as calibration_strategies_router
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from src.web.api.v2.routers.calibration_optimization import router as calibration_optimization_router
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# --------------------------------------------------
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# Logging
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@@ -127,6 +128,17 @@ def create_app() -> FastAPI:
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"step": 3,
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},
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)
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@app.get("/calibration/optimization", response_class=HTMLResponse)
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def calibration_risk_page(request: Request):
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return templates.TemplateResponse(
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"pages/calibration/calibration_optimization.html",
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{
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"request": request,
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"page": "calibration",
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"step": 4,
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},
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)
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# --------------------------------------------------
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@@ -136,6 +148,7 @@ def create_app() -> FastAPI:
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app.include_router(calibration_data_router, prefix=api_prefix)
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app.include_router(calibration_risk_router, prefix=api_prefix)
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app.include_router(calibration_strategies_router, prefix=api_prefix)
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app.include_router(calibration_optimization_router, prefix=api_prefix)
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return app
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206
src/web/api/v2/routers/calibration_optimization.py
Normal file
206
src/web/api/v2/routers/calibration_optimization.py
Normal file
@@ -0,0 +1,206 @@
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# src/web/api/v2/routers/calibration_strategies.py
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import logging
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import re
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import uuid
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from pathlib import Path
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from typing import Dict
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from fastapi import APIRouter, Depends, HTTPException, Request
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from fastapi.responses import JSONResponse, HTMLResponse
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from src.data.storage import StorageManager
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from src.calibration.optimization_inspector import (
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inspect_strategies_config,
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list_available_strategies,
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)
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from src.calibration.reports.optimization_report import generate_strategies_report_pdf
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from ..schemas.calibration_optimization import (
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CalibrationStrategiesInspectRequest,
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CalibrationStrategiesInspectResponse,
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CalibrationStrategiesValidateResponse,
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)
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logger = logging.getLogger("tradingbot.api.v2")
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router = APIRouter(
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prefix="/calibration/optimization",
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tags=["calibration"],
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)
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WF_JOBS: Dict[str, Dict] = {}
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def get_storage() -> StorageManager:
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return StorageManager.from_env()
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@router.get("/catalog")
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def strategy_catalog():
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strategies = list_available_strategies()
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# Añadimos defaults sugeridos
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for s in strategies:
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s["parameters_meta"] = [
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{
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"name": p,
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"type": "int",
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"default_min": 10,
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"default_max": 50,
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"default_step": 10,
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}
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for p in s["params"]
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]
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return {"strategies": strategies}
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@router.post("/inspect", response_model=CalibrationStrategiesInspectResponse)
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def inspect_strategies(
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payload: CalibrationStrategiesInspectRequest,
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storage: StorageManager = Depends(get_storage),
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):
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df = storage.load_ohlcv(symbol=payload.symbol, timeframe=payload.timeframe)
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if df is None or df.empty:
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raise HTTPException(status_code=400, detail="No OHLCV data found. Run Step 1 first.")
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from .calibration_data import analyze_data_quality
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data_quality = analyze_data_quality(df, payload.timeframe)
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result = inspect_strategies_config(
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storage=storage,
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payload=payload,
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data_quality=data_quality,
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include_series=False,
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)
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return CalibrationStrategiesInspectResponse(**result)
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@router.post("/validate", response_model=CalibrationStrategiesValidateResponse)
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def validate_strategies(
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payload: CalibrationStrategiesInspectRequest,
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storage: StorageManager = Depends(get_storage),
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):
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df = storage.load_ohlcv(symbol=payload.symbol, timeframe=payload.timeframe)
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if df is None or df.empty:
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raise HTTPException(status_code=400, detail="No OHLCV data found. Run Step 1 first.")
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from .calibration_data import analyze_data_quality
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data_quality = analyze_data_quality(df, payload.timeframe)
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result = inspect_strategies_config(
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storage=storage,
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payload=payload,
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data_quality=data_quality,
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include_series=True,
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)
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return CalibrationStrategiesValidateResponse(**result)
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@router.post("/report")
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def report_strategies(
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payload: CalibrationStrategiesInspectRequest,
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storage: StorageManager = Depends(get_storage),
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):
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logger.info(f"🧾 Generating strategies report | {payload.symbol} {payload.timeframe}")
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df = storage.load_ohlcv(symbol=payload.symbol, timeframe=payload.timeframe)
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if df is None or df.empty:
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raise HTTPException(status_code=400, detail="No OHLCV data found. Run Step 1 first.")
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from .calibration_data import analyze_data_quality
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data_quality = analyze_data_quality(df, payload.timeframe)
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result = inspect_strategies_config(
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storage=storage,
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payload=payload,
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data_quality=data_quality,
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include_series=True,
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)
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# ---------------------------------------------
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# Prepare PDF output path (outside src)
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# ---------------------------------------------
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project_root = Path(__file__).resolve().parents[4] # .../src
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# project_root currently points to src/web/api/v2/routers -> parents[4] == src
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project_root = project_root.parent # repo root
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reports_dir = project_root / "reports" / "strategies"
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reports_dir.mkdir(parents=True, exist_ok=True)
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safe_symbol = re.sub(r"[^a-zA-Z0-9_-]", "_", payload.symbol)
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filename = f"strategies_report_{safe_symbol}_{payload.timeframe}_{uuid.uuid4().hex}.pdf"
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symbol_dir = reports_dir / safe_symbol
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symbol_dir.mkdir(exist_ok=True)
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output_path = symbol_dir / filename
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generate_strategies_report_pdf(
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output_path=output_path,
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context={
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"Symbol": payload.symbol,
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"Timeframe": payload.timeframe,
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"Account equity": payload.account_equity,
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},
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config={
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"Stop type": payload.stop.type,
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"Risk per trade (%)": payload.risk.risk_fraction * 100,
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"Max position fraction (%)": payload.risk.max_position_fraction * 100,
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"WF train_days": payload.wf.train_days,
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"WF test_days": payload.wf.test_days,
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"WF step_days": payload.wf.step_days or payload.wf.test_days,
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"Optimizer metric": payload.optimization.optimizer_metric,
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"Max combinations": payload.optimization.max_combinations,
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},
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results=result,
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)
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public_url = f"/reports/strategies/{safe_symbol}/{filename}"
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return JSONResponse(content={"status": result.get("status", "ok"), "url": public_url})
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@router.post("/run")
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def run_strategies_async(
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payload: CalibrationStrategiesInspectRequest,
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storage: StorageManager = Depends(get_storage),
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):
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import threading
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import uuid
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job_id = uuid.uuid4().hex
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WF_JOBS[job_id] = {
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"status": "running",
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"progress": 0,
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"current_window": 0,
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"total_windows": 0,
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"current_strategy": None,
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"result": None,
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}
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def background_job():
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def progress_cb(window_id, total_windows):
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WF_JOBS[job_id]["current_window"] = window_id
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WF_JOBS[job_id]["total_windows"] = total_windows
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WF_JOBS[job_id]["progress"] = int(
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window_id / total_windows * 100
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)
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result = inspect_strategies_config(
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storage=storage,
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payload=payload,
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data_quality={"status": "ok"},
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include_series=True,
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progress_callback=progress_cb, # ← lo pasamos
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)
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WF_JOBS[job_id]["status"] = "done"
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WF_JOBS[job_id]["progress"] = 100
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WF_JOBS[job_id]["result"] = result
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thread = threading.Thread(target=background_job)
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thread.start()
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return {"job_id": job_id}
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@router.get("/status/{job_id}")
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def get_status(job_id: str):
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return WF_JOBS.get(job_id, {"status": "unknown"})
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@@ -35,9 +35,24 @@ def get_storage() -> StorageManager:
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return StorageManager.from_env()
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@router.get("/available")
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def available_strategies():
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return {"strategies": list_available_strategies()}
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@router.get("/catalog")
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def strategy_catalog():
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strategies = list_available_strategies()
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# Añadimos defaults sugeridos
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for s in strategies:
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s["parameters_meta"] = [
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{
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"name": p,
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"type": "int",
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"default_min": 10,
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"default_max": 50,
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"default_step": 10,
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}
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for p in s["params"]
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]
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return {"strategies": strategies}
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@router.post("/inspect", response_model=CalibrationStrategiesInspectResponse)
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def inspect_strategies(
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89
src/web/api/v2/schemas/calibration_optimization.py
Normal file
89
src/web/api/v2/schemas/calibration_optimization.py
Normal file
@@ -0,0 +1,89 @@
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# src/web/api/v2/schemas/calibration_strategies.py
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from typing import Any, Dict, List, Literal, Optional
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from pydantic import BaseModel, Field
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from .calibration_risk import StopConfigSchema, RiskConfigSchema, GlobalRiskRulesSchema
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class WalkForwardConfigSchema(BaseModel):
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train_days: int = Field(..., gt=0)
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test_days: int = Field(..., gt=0)
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step_days: Optional[int] = Field(None, gt=0) # if None => step = test_days
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class OptimizationConfigSchema(BaseModel):
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optimizer_metric: str = Field("sharpe_ratio")
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max_combinations: int = Field(500, gt=0)
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min_trades_train: int = Field(30, ge=0)
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min_trades_test: int = Field(10, ge=0)
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class ParameterRangeSchema(BaseModel):
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min: float
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max: float
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step: float
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class StrategySelectionSchema(BaseModel):
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strategy_id: str
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parameters: Dict[str, ParameterRangeSchema]
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class CalibrationStrategiesInspectRequest(BaseModel):
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symbol: str
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timeframe: str
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# snapshot from Step 2 (closed)
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stop: StopConfigSchema
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risk: RiskConfigSchema
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global_rules: GlobalRiskRulesSchema
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account_equity: float = Field(..., gt=0)
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strategies: List[StrategySelectionSchema]
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wf: WalkForwardConfigSchema
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optimization: OptimizationConfigSchema
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commission: float = Field(0.001, ge=0)
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slippage: float = Field(0.0005, ge=0)
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class WindowRowSchema(BaseModel):
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window: int
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train_start: str
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train_end: str
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test_start: str
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test_end: str
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return_pct: float
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sharpe: float
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max_dd_pct: float
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trades: int
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params: Dict[str, Any]
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class StrategyRunResultSchema(BaseModel):
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strategy_id: str
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status: Literal["ok", "warning", "fail"]
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message: str
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n_windows: int
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oos_final_equity: float
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oos_total_return_pct: float
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oos_max_dd_worst_pct: float
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degradation_sharpe: Optional[float] = None
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windows: List[WindowRowSchema]
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class CalibrationStrategiesInspectResponse(BaseModel):
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valid: bool
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status: Literal["ok", "warning", "fail"]
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checks: Dict[str, Any]
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message: str
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results: List[StrategyRunResultSchema]
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class CalibrationStrategiesValidateResponse(CalibrationStrategiesInspectResponse):
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series: Dict[str, Any]
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@@ -19,9 +19,15 @@ class OptimizationConfigSchema(BaseModel):
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min_trades_test: int = Field(10, ge=0)
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class ParameterRangeSchema(BaseModel):
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min: float
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max: float
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step: float
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class StrategySelectionSchema(BaseModel):
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strategy_id: str
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param_grid: Dict[str, List[Any]]
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parameters: Dict[str, ParameterRangeSchema]
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|
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class CalibrationStrategiesInspectRequest(BaseModel):
|
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|
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1040
src/web/ui/v2/static/js/pages/calibration_optimization.js
Normal file
1040
src/web/ui/v2/static/js/pages/calibration_optimization.js
Normal file
File diff suppressed because it is too large
Load Diff
@@ -89,6 +89,10 @@ async function inspectCalibrationRisk() {
|
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const data = await res.json();
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console.log("[calibration_risk] inspect response:", data);
|
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|
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if (data.status === "ok" || data.status === "warning") {
|
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persistRiskParametersForStep3();
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}
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|
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renderRiskResult(payload, data);
|
||||
|
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// --------------------------------------------------
|
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@@ -189,6 +193,10 @@ async function validateCalibrationRisk() {
|
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const data = await res.json();
|
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console.log("[calibration_risk] inspect response:", data);
|
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|
||||
if (data.status === "ok" || data.status === "warning") {
|
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persistRiskParametersForStep3();
|
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}
|
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|
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renderRiskResult(payload, data);
|
||||
|
||||
// --------------------------------------------------
|
||||
@@ -698,6 +706,13 @@ function num(id) {
|
||||
return Number.isFinite(n) ? n : null;
|
||||
}
|
||||
|
||||
function str(id) {
|
||||
const el = document.getElementById(id);
|
||||
if (!el) return null;
|
||||
const v = el.value;
|
||||
return v === null || v === undefined ? null : String(v);
|
||||
}
|
||||
|
||||
function buildRiskPayload() {
|
||||
const symbol = localStorage.getItem("calibration.symbol");
|
||||
const timeframe = localStorage.getItem("calibration.timeframe");
|
||||
@@ -742,6 +757,34 @@ function buildRiskPayload() {
|
||||
return payload;
|
||||
}
|
||||
|
||||
function persistRiskParametersForStep3() {
|
||||
|
||||
try {
|
||||
|
||||
const dataToPersist = {
|
||||
risk_fraction: num("risk_fraction"),
|
||||
max_position_fraction: num("max_position_fraction"),
|
||||
stop_type: str("stop_type"),
|
||||
stop_fraction: num("stop_fraction"),
|
||||
atr_period: num("atr_period"),
|
||||
atr_multiplier: num("atr_multiplier"),
|
||||
max_drawdown_pct: num("max_drawdown_pct"),
|
||||
daily_loss_limit_pct: num("daily_loss_limit_pct"),
|
||||
max_consecutive_losses: num("max_consecutive_losses"),
|
||||
cooldown_bars: num("cooldown_bars"),
|
||||
};
|
||||
|
||||
Object.entries(dataToPersist).forEach(([key, value]) => {
|
||||
localStorage.setItem(`calibration.${key}`, value ?? "");
|
||||
});
|
||||
|
||||
console.log("[calibration_risk] Parameters saved for Step 3 ✅");
|
||||
|
||||
} catch (err) {
|
||||
console.error("[calibration_risk] Persist failed ❌", err);
|
||||
}
|
||||
}
|
||||
|
||||
// =================================================
|
||||
// INIT
|
||||
// =================================================
|
||||
|
||||
@@ -2,6 +2,10 @@
|
||||
|
||||
console.log("[calibration_strategies] script loaded ✅", new Date().toISOString());
|
||||
|
||||
let STRATEGY_CATALOG = [];
|
||||
let strategySlots = [];
|
||||
const MAX_STRATEGIES = 10;
|
||||
|
||||
// =================================================
|
||||
// WIZARD NAVIGATION
|
||||
// =================================================
|
||||
@@ -125,35 +129,51 @@ function buildPayload() {
|
||||
}
|
||||
|
||||
function collectSelectedStrategies() {
|
||||
const items = document.querySelectorAll("[data-strategy-item]");
|
||||
const out = [];
|
||||
|
||||
items.forEach((node) => {
|
||||
const checkbox = node.querySelector("input[type=checkbox]");
|
||||
if (!checkbox || !checkbox.checked) return;
|
||||
const strategies = [];
|
||||
|
||||
const sid = checkbox.getAttribute("data-strategy-id");
|
||||
const textarea = node.querySelector("textarea");
|
||||
let grid = {};
|
||||
if (textarea && textarea.value.trim()) {
|
||||
try {
|
||||
grid = JSON.parse(textarea.value);
|
||||
} catch (e) {
|
||||
throw new Error(`Invalid JSON param_grid for ${sid}: ${e.message}`);
|
||||
}
|
||||
}
|
||||
strategySlots.forEach((slot, index) => {
|
||||
|
||||
out.push({ strategy_id: sid, param_grid: grid });
|
||||
if (!slot.strategy_id) return;
|
||||
|
||||
const strategyMeta = STRATEGY_CATALOG.find(
|
||||
s => s.strategy_id === slot.strategy_id
|
||||
);
|
||||
|
||||
const parameters = {};
|
||||
|
||||
strategyMeta.params.forEach(paramName => {
|
||||
|
||||
const min = parseFloat(
|
||||
document.getElementById(`${paramName}_min_${index}`)?.value
|
||||
);
|
||||
|
||||
const max = parseFloat(
|
||||
document.getElementById(`${paramName}_max_${index}`)?.value
|
||||
);
|
||||
|
||||
const step = parseFloat(
|
||||
document.getElementById(`${paramName}_step_${index}`)?.value
|
||||
);
|
||||
|
||||
parameters[paramName] = {
|
||||
min: min,
|
||||
max: max,
|
||||
step: step
|
||||
};
|
||||
});
|
||||
|
||||
strategies.push({
|
||||
strategy_id: slot.strategy_id,
|
||||
parameters: parameters
|
||||
});
|
||||
});
|
||||
|
||||
if (out.length === 0) {
|
||||
throw new Error("Select at least 1 strategy");
|
||||
}
|
||||
return out;
|
||||
return strategies;
|
||||
}
|
||||
|
||||
async function fetchAvailableStrategies() {
|
||||
const res = await fetch("/api/v2/calibration/strategies/available");
|
||||
const res = await fetch("/api/v2/calibration/strategies/catalog");
|
||||
const data = await res.json();
|
||||
return data.strategies || [];
|
||||
}
|
||||
@@ -180,6 +200,398 @@ function setVal(id, value) {
|
||||
el.value = value ?? "";
|
||||
}
|
||||
|
||||
function loadFromStep2() {
|
||||
|
||||
document.getElementById("risk_fraction").value =
|
||||
localStorage.getItem("calibration.risk_fraction") ?? "";
|
||||
|
||||
document.getElementById("max_position_fraction").value =
|
||||
localStorage.getItem("calibration.max_position_fraction") ?? "";
|
||||
|
||||
document.getElementById("stop_type").value =
|
||||
localStorage.getItem("calibration.stop_type") ?? "fixed";
|
||||
|
||||
document.getElementById("stop_fraction").value =
|
||||
localStorage.getItem("calibration.stop_fraction") ?? "";
|
||||
|
||||
document.getElementById("atr_period").value =
|
||||
localStorage.getItem("calibration.atr_period") ?? "";
|
||||
|
||||
document.getElementById("atr_multiplier").value =
|
||||
localStorage.getItem("calibration.atr_multiplier") ?? "";
|
||||
|
||||
document.getElementById("max_drawdown_pct").value =
|
||||
localStorage.getItem("calibration.max_drawdown_pct") ?? "";
|
||||
|
||||
document.getElementById("daily_loss_limit_pct").value =
|
||||
localStorage.getItem("calibration.daily_loss_limit_pct") ?? "";
|
||||
|
||||
document.getElementById("max_consecutive_losses").value =
|
||||
localStorage.getItem("calibration.max_consecutive_losses") ?? "";
|
||||
|
||||
document.getElementById("cooldown_bars").value =
|
||||
localStorage.getItem("calibration.cooldown_bars") ?? "";
|
||||
|
||||
// Forzar actualización de UI según stop heredado
|
||||
setTimeout(() => {
|
||||
updateStopUI();
|
||||
}, 0);
|
||||
|
||||
console.log("[calibration_strategies] Parameters loaded from Step 2 ✅");
|
||||
}
|
||||
|
||||
function updateStopUI() {
|
||||
|
||||
const type = document.getElementById("stop_type").value;
|
||||
|
||||
const stopFraction = document.getElementById("stop_fraction_group");
|
||||
const atrPeriod = document.getElementById("atr_group");
|
||||
const atrMultiplier = document.getElementById("atr_multiplier_group");
|
||||
|
||||
if (type === "fixed" || type === "trailing") {
|
||||
stopFraction.classList.remove("d-none");
|
||||
atrPeriod.classList.add("d-none");
|
||||
atrMultiplier.classList.add("d-none");
|
||||
}
|
||||
|
||||
if (type === "atr") {
|
||||
stopFraction.classList.add("d-none");
|
||||
atrPeriod.classList.remove("d-none");
|
||||
atrMultiplier.classList.remove("d-none");
|
||||
}
|
||||
}
|
||||
|
||||
async function loadStrategyCatalog() {
|
||||
|
||||
const res = await fetch("/api/v2/calibration/strategies/catalog");
|
||||
const data = await res.json();
|
||||
|
||||
STRATEGY_CATALOG = data.strategies;
|
||||
}
|
||||
|
||||
function addStrategySlot() {
|
||||
|
||||
// Si ya hay un slot vacío al final, no crear otro
|
||||
if (strategySlots.length > 0 &&
|
||||
strategySlots[strategySlots.length - 1].strategy_id === null) {
|
||||
return;
|
||||
}
|
||||
|
||||
if (strategySlots.length >= MAX_STRATEGIES) return;
|
||||
|
||||
const index = strategySlots.length;
|
||||
|
||||
strategySlots.push({
|
||||
strategy_id: null,
|
||||
parameters: {}
|
||||
});
|
||||
|
||||
renderStrategySlot(index);
|
||||
}
|
||||
|
||||
function renderStrategySlot(index) {
|
||||
|
||||
const container = document.getElementById("strategies_container");
|
||||
|
||||
const slot = document.createElement("div");
|
||||
slot.className = "card p-3";
|
||||
slot.id = `strategy_slot_${index}`;
|
||||
|
||||
slot.innerHTML = `
|
||||
<div class="mb-3">
|
||||
<label class="form-label">Strategy ${index + 1}</label>
|
||||
<select class="form-select" id="strategy_select_${index}">
|
||||
<option value="">None</option>
|
||||
${STRATEGY_CATALOG.map(s =>
|
||||
`<option value="${s.strategy_id}">${s.name}</option>`
|
||||
).join("")}
|
||||
</select>
|
||||
</div>
|
||||
|
||||
<div id="strategy_params_${index}" class="row g-3"></div>
|
||||
<div class="mt-2 text-end">
|
||||
<small class="text-muted">
|
||||
Combinations:
|
||||
<span id="strategy_combo_${index}">0</span>
|
||||
</small>
|
||||
</div>
|
||||
`;
|
||||
|
||||
container.appendChild(slot);
|
||||
|
||||
document
|
||||
.getElementById(`strategy_select_${index}`)
|
||||
.addEventListener("change", (e) => {
|
||||
onStrategySelected(index, e.target.value);
|
||||
});
|
||||
}
|
||||
|
||||
function onStrategySelected(index, strategyId) {
|
||||
|
||||
if (!strategyId) {
|
||||
removeStrategySlot(index);
|
||||
return;
|
||||
}
|
||||
|
||||
strategySlots[index].strategy_id = strategyId;
|
||||
|
||||
renderParametersOnly(index, strategyId);
|
||||
|
||||
// Si es el último slot activo, añadir nuevo vacío
|
||||
if (index === strategySlots.length - 1 &&
|
||||
strategySlots.length < MAX_STRATEGIES) {
|
||||
|
||||
strategySlots.push({ strategy_id: null, parameters: {} });
|
||||
renderStrategySlot(strategySlots.length - 1);
|
||||
}
|
||||
|
||||
updateCombinationCounter();
|
||||
}
|
||||
|
||||
function validateParameterInputs() {
|
||||
|
||||
let valid = true;
|
||||
|
||||
document.querySelectorAll(".param-input").forEach(input => {
|
||||
input.classList.remove("is-invalid");
|
||||
});
|
||||
|
||||
strategySlots.forEach((slot, index) => {
|
||||
|
||||
if (!slot.strategy_id) return;
|
||||
|
||||
const strategyMeta = STRATEGY_CATALOG.find(
|
||||
s => s.strategy_id === slot.strategy_id
|
||||
);
|
||||
|
||||
strategyMeta.params.forEach(paramName => {
|
||||
|
||||
const minEl = document.getElementById(`${paramName}_min_${index}`);
|
||||
const maxEl = document.getElementById(`${paramName}_max_${index}`);
|
||||
const stepEl = document.getElementById(`${paramName}_step_${index}`);
|
||||
|
||||
const min = parseFloat(minEl?.value);
|
||||
const max = parseFloat(maxEl?.value);
|
||||
const step = parseFloat(stepEl?.value);
|
||||
|
||||
if (max < min) {
|
||||
maxEl.classList.add("is-invalid");
|
||||
valid = false;
|
||||
}
|
||||
|
||||
if (step <= 0) {
|
||||
stepEl.classList.add("is-invalid");
|
||||
valid = false;
|
||||
}
|
||||
|
||||
});
|
||||
});
|
||||
|
||||
updateCombinationCounter();
|
||||
|
||||
return valid;
|
||||
}
|
||||
|
||||
function updateCombinationCounter() {
|
||||
|
||||
let globalTotal = 1;
|
||||
let hasAnyStrategy = false;
|
||||
|
||||
strategySlots.forEach((slot, index) => {
|
||||
|
||||
if (!slot.strategy_id) return;
|
||||
|
||||
hasAnyStrategy = true;
|
||||
|
||||
const strategyMeta = STRATEGY_CATALOG.find(
|
||||
s => s.strategy_id === slot.strategy_id
|
||||
);
|
||||
|
||||
let strategyTotal = 1;
|
||||
|
||||
strategyMeta.params.forEach(paramName => {
|
||||
|
||||
const min = parseFloat(
|
||||
document.getElementById(`${paramName}_min_${index}`)?.value
|
||||
);
|
||||
|
||||
const max = parseFloat(
|
||||
document.getElementById(`${paramName}_max_${index}`)?.value
|
||||
);
|
||||
|
||||
const step = parseFloat(
|
||||
document.getElementById(`${paramName}_step_${index}`)?.value
|
||||
);
|
||||
|
||||
if (isNaN(min) || isNaN(max) || isNaN(step)) return;
|
||||
|
||||
if (min === max || step == 0) {
|
||||
strategyTotal *= 1;
|
||||
} else {
|
||||
const count = Math.floor((max - min) / step) + 1;
|
||||
strategyTotal *= Math.max(count, 1);
|
||||
}
|
||||
|
||||
});
|
||||
|
||||
const perStrategyEl = document.getElementById(`strategy_combo_${index}`);
|
||||
if (perStrategyEl) {
|
||||
perStrategyEl.textContent = strategyTotal;
|
||||
}
|
||||
|
||||
globalTotal *= strategyTotal;
|
||||
});
|
||||
|
||||
if (!hasAnyStrategy) globalTotal = 0;
|
||||
|
||||
const globalEl = document.getElementById("combination_counter");
|
||||
if (globalEl) globalEl.textContent = globalTotal;
|
||||
|
||||
applyCombinationWarnings(globalTotal);
|
||||
updateTimeEstimate(globalTotal);
|
||||
|
||||
return globalTotal;
|
||||
}
|
||||
|
||||
function applyCombinationWarnings(total) {
|
||||
|
||||
const maxComb = parseInt(
|
||||
document.getElementById("opt_max_combinations")?.value || 0
|
||||
);
|
||||
|
||||
const counter = document.getElementById("combination_counter");
|
||||
if (!counter) return;
|
||||
|
||||
counter.classList.remove("text-warning", "text-danger");
|
||||
|
||||
if (total > 10000) {
|
||||
counter.classList.add("text-danger");
|
||||
} else if (maxComb && total > maxComb) {
|
||||
counter.classList.add("text-warning");
|
||||
}
|
||||
}
|
||||
|
||||
function updateTimeEstimate(totalComb) {
|
||||
|
||||
const trainDays = parseInt(
|
||||
document.getElementById("wf_train_days")?.value || 0
|
||||
);
|
||||
|
||||
const testDays = parseInt(
|
||||
document.getElementById("wf_test_days")?.value || 0
|
||||
);
|
||||
|
||||
const approxWindows = Math.max(
|
||||
Math.floor(365 / testDays),
|
||||
1
|
||||
);
|
||||
|
||||
const operations = totalComb * approxWindows;
|
||||
|
||||
// 0.003s por combinación (estimación conservadora)
|
||||
const seconds = operations * 0.003;
|
||||
|
||||
let label;
|
||||
|
||||
if (seconds < 60) {
|
||||
label = `~ ${seconds.toFixed(1)} sec`;
|
||||
} else if (seconds < 3600) {
|
||||
label = `~ ${(seconds / 60).toFixed(1)} min`;
|
||||
} else {
|
||||
label = `~ ${(seconds / 3600).toFixed(1)} h`;
|
||||
}
|
||||
|
||||
const el = document.getElementById("wf_time_estimate");
|
||||
if (el) el.textContent = label;
|
||||
}
|
||||
|
||||
function removeStrategySlot(index) {
|
||||
|
||||
strategySlots.splice(index, 1);
|
||||
|
||||
rerenderStrategySlots();
|
||||
}
|
||||
|
||||
function rerenderStrategySlots() {
|
||||
|
||||
const container = document.getElementById("strategies_container");
|
||||
container.innerHTML = "";
|
||||
|
||||
const currentStrategies = strategySlots
|
||||
.filter(s => s.strategy_id !== null);
|
||||
|
||||
strategySlots = [];
|
||||
|
||||
currentStrategies.forEach((slotData, index) => {
|
||||
|
||||
strategySlots.push({
|
||||
strategy_id: slotData.strategy_id,
|
||||
parameters: {}
|
||||
});
|
||||
|
||||
renderStrategySlot(index);
|
||||
|
||||
const select = document.getElementById(`strategy_select_${index}`);
|
||||
select.value = slotData.strategy_id;
|
||||
|
||||
renderParametersOnly(index, slotData.strategy_id);
|
||||
});
|
||||
|
||||
// Siempre añadir un slot vacío al final
|
||||
if (strategySlots.length < MAX_STRATEGIES) {
|
||||
strategySlots.push({ strategy_id: null, parameters: {} });
|
||||
renderStrategySlot(strategySlots.length - 1);
|
||||
}
|
||||
|
||||
updateCombinationCounter();
|
||||
}
|
||||
|
||||
function renderParametersOnly(index, strategyId) {
|
||||
|
||||
const paramsContainer = document.getElementById(`strategy_params_${index}`);
|
||||
paramsContainer.innerHTML = "";
|
||||
|
||||
if (!strategyId) return;
|
||||
|
||||
const strategyMeta = STRATEGY_CATALOG.find(
|
||||
s => s.strategy_id === strategyId
|
||||
);
|
||||
|
||||
if (!strategyMeta) return;
|
||||
|
||||
strategyMeta.params.forEach(paramName => {
|
||||
|
||||
const col = document.createElement("div");
|
||||
col.className = "col-md-4";
|
||||
|
||||
col.innerHTML = `
|
||||
<label class="form-label fw-semibold">${paramName}</label>
|
||||
<div class="row g-2">
|
||||
<div class="col">
|
||||
<small class="text-muted">Min</small>
|
||||
<input type="number"
|
||||
class="form-control param-input"
|
||||
id="${paramName}_min_${index}">
|
||||
</div>
|
||||
<div class="col">
|
||||
<small class="text-muted">Max</small>
|
||||
<input type="number"
|
||||
class="form-control param-input"
|
||||
id="${paramName}_max_${index}">
|
||||
</div>
|
||||
<div class="col">
|
||||
<small class="text-muted">Step</small>
|
||||
<input type="number"
|
||||
class="form-control param-input"
|
||||
id="${paramName}_step_${index}">
|
||||
</div>
|
||||
</div>
|
||||
`;
|
||||
|
||||
paramsContainer.appendChild(col);
|
||||
});
|
||||
}
|
||||
|
||||
// =================================================
|
||||
// PROGRESS BAR
|
||||
// =================================================
|
||||
@@ -451,6 +863,12 @@ async function validateStrategies() {
|
||||
if (text) txt.textContent = text;
|
||||
};
|
||||
|
||||
if (!validateParameterInputs()) {
|
||||
alert("Please fix parameter errors before running WF.");
|
||||
return;
|
||||
}
|
||||
|
||||
|
||||
try {
|
||||
// 0) Reset UI
|
||||
setProgress(0, "Starting...");
|
||||
@@ -578,10 +996,37 @@ function wireButtons() {
|
||||
});
|
||||
}
|
||||
|
||||
async function init() {
|
||||
loadContextFromLocalStorage();
|
||||
wireButtons();
|
||||
function applyInheritedLock() {
|
||||
const locked = document.getElementById("lock_inherited").checked;
|
||||
const fields = document.querySelectorAll(".inherited-field");
|
||||
|
||||
fields.forEach(f => {
|
||||
f.disabled = locked;
|
||||
if (locked) {
|
||||
f.classList.add("bg-light");
|
||||
} else {
|
||||
f.classList.remove("bg-light");
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
document.getElementById("lock_inherited")
|
||||
.addEventListener("change", applyInheritedLock);
|
||||
|
||||
|
||||
async function init() {
|
||||
await loadStrategyCatalog();
|
||||
addStrategySlot();
|
||||
|
||||
loadContextFromLocalStorage();
|
||||
loadFromStep2();
|
||||
applyInheritedLock();
|
||||
|
||||
document.getElementById("stop_type")
|
||||
.addEventListener("change", updateStopUI);
|
||||
|
||||
wireButtons();
|
||||
|
||||
const strategies = await fetchAvailableStrategies();
|
||||
renderStrategiesList(strategies);
|
||||
|
||||
|
||||
@@ -0,0 +1,366 @@
|
||||
{% extends "layout.html" %}
|
||||
|
||||
{% block content %}
|
||||
<div class="container-xl">
|
||||
|
||||
<!-- ========================= -->
|
||||
<!-- Wizard header -->
|
||||
<!-- ========================= -->
|
||||
<div class="d-flex align-items-center mb-4">
|
||||
|
||||
<!-- Back arrow -->
|
||||
<div class="me-3">
|
||||
<a href="/calibration/risk" class="btn btn-outline-secondary btn-icon">
|
||||
<svg xmlns="http://www.w3.org/2000/svg"
|
||||
class="icon icon-tabler icon-tabler-arrow-left"
|
||||
width="24" height="24" viewBox="0 0 24 24"
|
||||
stroke-width="2" stroke="currentColor"
|
||||
fill="none" stroke-linecap="round" stroke-linejoin="round">
|
||||
<path stroke="none" d="M0 0h24v24H0z"/>
|
||||
<path d="M15 6l-6 6l6 6"/>
|
||||
</svg>
|
||||
</a>
|
||||
</div>
|
||||
|
||||
<div class="flex-grow-1 text-center">
|
||||
<h2 class="mb-0">Calibración · Paso 3 · Strategies</h2>
|
||||
<div class="text-secondary">Optimización + Walk Forward (OOS)</div>
|
||||
</div>
|
||||
|
||||
<!-- Forward arrow (disabled until OK) -->
|
||||
<div class="ms-3">
|
||||
<a
|
||||
id="next-step-btn"
|
||||
href="#"
|
||||
class="btn btn-outline-secondary btn-icon"
|
||||
aria-disabled="true"
|
||||
title="Next step not implemented yet"
|
||||
>
|
||||
<svg xmlns="http://www.w3.org/2000/svg"
|
||||
class="icon icon-tabler icon-tabler-arrow-right"
|
||||
width="24" height="24" viewBox="0 0 24 24"
|
||||
stroke-width="2" stroke="currentColor"
|
||||
fill="none" stroke-linecap="round" stroke-linejoin="round">
|
||||
<path stroke="none" d="M0 0h24v24H0z"/>
|
||||
<path d="M9 6l6 6l-6 6"/>
|
||||
</svg>
|
||||
</a>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
<!-- ========================= -->
|
||||
<!-- Context -->
|
||||
<!-- ========================= -->
|
||||
<div class="card mb-4">
|
||||
<div class="card-header">
|
||||
<h3 class="card-title">Context</h3>
|
||||
</div>
|
||||
<div class="card-body">
|
||||
<div class="row g-3">
|
||||
<div class="col-md-4">
|
||||
<label class="form-label">Symbol</label>
|
||||
<input id="symbol" class="form-control" placeholder="BTC/USDT">
|
||||
</div>
|
||||
<div class="col-md-4">
|
||||
<label class="form-label">Timeframe</label>
|
||||
<input id="timeframe" class="form-control" placeholder="1h">
|
||||
</div>
|
||||
<div class="col-md-4">
|
||||
<label class="form-label">Account equity</label>
|
||||
<input id="account_equity" class="form-control" type="number" step="0.01" value="10000">
|
||||
</div>
|
||||
</div>
|
||||
<div class="mt-3 text-secondary">
|
||||
Tip: Symbol y timeframe se cargan desde Step 1 (localStorage). Si no aparecen, rellénalos manualmente.
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- ========================= -->
|
||||
<!-- Risk & Stops -->
|
||||
<!-- ========================= -->
|
||||
<div class="card mb-4">
|
||||
<div class="card-header d-flex justify-content-between align-items-center">
|
||||
<h3 class="card-title mb-0">Risk & Stops(Step 2)</h3>
|
||||
|
||||
<div class="form-check form-switch m-0">
|
||||
<input class="form-check-input" type="checkbox" id="lock_inherited" checked>
|
||||
<label class="form-check-label" for="lock_inherited">
|
||||
Bloquear parámetros heredados
|
||||
</label>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div class="card-body">
|
||||
|
||||
<!-- ================= -->
|
||||
<!-- Risk Configuration -->
|
||||
<!-- ================= -->
|
||||
<h4 class="mb-3">Risk Configuration</h4>
|
||||
|
||||
<div class="row g-3 mb-4">
|
||||
<div class="col-md-4">
|
||||
<label class="form-label">Risk per Trade (%)</label>
|
||||
<input id="risk_fraction" class="form-control inherited-field" type="number" step="0.01">
|
||||
</div>
|
||||
|
||||
<div class="col-md-4">
|
||||
<label class="form-label">Max Position Size (%)</label>
|
||||
<input id="max_position_fraction" class="form-control inherited-field" type="number" step="0.1">
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- ================= -->
|
||||
<!-- Stop Configuration -->
|
||||
<!-- ================= -->
|
||||
<h4 class="mb-3">Stop Configuration</h4>
|
||||
|
||||
<div class="row g-3 mb-4">
|
||||
|
||||
<div class="col-md-4">
|
||||
<label class="form-label">Stop Type</label>
|
||||
<select id="stop_type" class="form-select inherited-field">
|
||||
<option value="fixed">fixed</option>
|
||||
<option value="trailing">trailing</option>
|
||||
<option value="atr">atr</option>
|
||||
</select>
|
||||
</div>
|
||||
|
||||
<div id="stop_fraction_group" class="col-md-4">
|
||||
<label class="form-label">Stop fraction (%)</label>
|
||||
<input id="stop_fraction" class="form-control inherited-field" type="number" step="0.01">
|
||||
</div>
|
||||
|
||||
<div id="atr_group" class="col-md-4 d-none">
|
||||
<label class="form-label">ATR period</label>
|
||||
<input id="atr_period" class="form-control inherited-field" type="number">
|
||||
</div>
|
||||
|
||||
<div id="atr_multiplier_group" class="col-md-4 d-none">
|
||||
<label class="form-label">ATR multiplier</label>
|
||||
<input id="atr_multiplier" class="form-control inherited-field" type="number" step="0.1">
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
|
||||
<!-- ================= -->
|
||||
<!-- Global Rules -->
|
||||
<!-- ================= -->
|
||||
<h4 class="mb-3">Global Rules</h4>
|
||||
|
||||
<div class="row g-3 mb-4">
|
||||
<div class="col-md-4">
|
||||
<label class="form-label">Max Drawdown (%)</label>
|
||||
<input id="max_drawdown_pct" class="form-control inherited-field" type="number" step="0.1">
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- ================= -->
|
||||
<!-- Optional Parameters -->
|
||||
<!-- ================= -->
|
||||
<h4 class="mb-3">Optional Parameters</h4>
|
||||
|
||||
<div class="row g-3">
|
||||
<div class="col-md-4">
|
||||
<label class="form-label">Daily loss limit (%)</label>
|
||||
<input id="daily_loss_limit_pct" class="form-control optional-field" type="number" step="0.1">
|
||||
</div>
|
||||
|
||||
<div class="col-md-4">
|
||||
<label class="form-label">Max consecutive losses</label>
|
||||
<input id="max_consecutive_losses" class="form-control optional-field" type="number">
|
||||
</div>
|
||||
|
||||
<div class="col-md-4">
|
||||
<label class="form-label">Cooldown bars</label>
|
||||
<input id="cooldown_bars" class="form-control optional-field" type="number">
|
||||
</div>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- ========================= -->
|
||||
<!-- WF + Optimizer config -->
|
||||
<!-- ========================= -->
|
||||
<div class="card mb-4">
|
||||
<div class="card-header">
|
||||
<h3 class="card-title">Walk-Forward & Optimization</h3>
|
||||
</div>
|
||||
<div class="card-body">
|
||||
<div class="row g-3">
|
||||
<div class="col-md-3">
|
||||
<label class="form-label">Train days</label>
|
||||
<input id="wf_train_days" class="form-control" type="number" step="1" value="120">
|
||||
</div>
|
||||
<div class="col-md-3">
|
||||
<label class="form-label">Test days</label>
|
||||
<input id="wf_test_days" class="form-control" type="number" step="1" value="30">
|
||||
</div>
|
||||
<div class="col-md-3">
|
||||
<label class="form-label">Step days (optional)</label>
|
||||
<input id="wf_step_days" class="form-control" type="number" step="1" value="">
|
||||
</div>
|
||||
<div class="col-md-3">
|
||||
<label class="form-label">Metric</label>
|
||||
<select id="opt_metric" class="form-select">
|
||||
<option value="sharpe_ratio">sharpe_ratio</option>
|
||||
<option value="total_return">total_return</option>
|
||||
<option value="max_drawdown">max_drawdown</option>
|
||||
</select>
|
||||
</div>
|
||||
|
||||
<div class="col-md-3">
|
||||
<label class="form-label">Max combinations</label>
|
||||
<input id="opt_max_combinations" class="form-control" type="number" step="1" value="300">
|
||||
</div>
|
||||
<div class="col-md-3">
|
||||
<label class="form-label">Min trades (train)</label>
|
||||
<input id="opt_min_trades_train" class="form-control" type="number" step="1" value="30">
|
||||
</div>
|
||||
<div class="col-md-3">
|
||||
<label class="form-label">Min trades (test)</label>
|
||||
<input id="opt_min_trades_test" class="form-control" type="number" step="1" value="10">
|
||||
</div>
|
||||
|
||||
<div class="col-md-3">
|
||||
<label class="form-label">Commission</label>
|
||||
<input id="commission" class="form-control" type="number" step="0.0001" value="0.001">
|
||||
</div>
|
||||
<div class="col-md-3">
|
||||
<label class="form-label">Slippage</label>
|
||||
<input id="slippage" class="form-control" type="number" step="0.0001" value="0.0005">
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- ========================= -->
|
||||
<!-- Strategy selection -->
|
||||
<!-- ========================= -->
|
||||
<div class="card mb-4">
|
||||
<div class="card-header">
|
||||
<h3 class="card-title">Strategies</h3>
|
||||
<div class="card-actions">
|
||||
<button id="refresh_strategies_btn" class="btn btn-sm btn-outline-secondary">Refresh</button>
|
||||
</div>
|
||||
</div>
|
||||
<div class="card-body">
|
||||
<div id="strategies_container" class="d-flex flex-column gap-4"></div>
|
||||
<div class="card p-3">
|
||||
<div class="d-flex justify-content-between">
|
||||
<strong>Total combinations</strong>
|
||||
<span id="combination_counter">0</span>
|
||||
</div>
|
||||
</div>
|
||||
<div class="mt-2 text-end">
|
||||
<small class="text-muted">
|
||||
Estimated WF time:
|
||||
<span id="wf_time_estimate">~ 0 sec</span>
|
||||
</small>
|
||||
</div>
|
||||
<div class="mt-3 text-secondary">
|
||||
Cada estrategia incluye un <b>param_grid</b> en JSON.
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- ========================= -->
|
||||
<!-- Actions -->
|
||||
<!-- ========================= -->
|
||||
<div class="d-flex gap-2 mb-4">
|
||||
<button id="validate_strategies_btn" class="btn btn-primary">
|
||||
Validate (WF)
|
||||
</button>
|
||||
<button id="report_strategies_btn" class="btn btn-outline-primary">
|
||||
Generate PDF report
|
||||
</button>
|
||||
</div>
|
||||
|
||||
<!-- ========================= -->
|
||||
<!-- Prograss Bar -->
|
||||
<!-- ========================= -->
|
||||
<div id="wf_progress_card" class="card mb-4">
|
||||
<div class="card-header">
|
||||
<h3 class="card-title">Walk-Forward Progress</h3>
|
||||
</div>
|
||||
<div class="card-body">
|
||||
|
||||
<div class="progress mb-2">
|
||||
<div
|
||||
id="wfProgressBar"
|
||||
class="progress-bar progress-bar-striped progress-bar-animated"
|
||||
role="progressbar"
|
||||
style="width: 0%"
|
||||
>
|
||||
0%
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div id="wf_progress_text" class="text-secondary small">
|
||||
Waiting to start...
|
||||
</div>
|
||||
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- ========================= -->
|
||||
<!-- Results -->
|
||||
<!-- ========================= -->
|
||||
<div class="card mb-4">
|
||||
<div class="card-header">
|
||||
<h3 class="card-title">Results</h3>
|
||||
<div class="card-actions">
|
||||
<span id="strategies_status_badge" class="badge bg-secondary">—</span>
|
||||
</div>
|
||||
</div>
|
||||
<div class="card-body">
|
||||
<div id="strategies_message" class="mb-3 text-secondary">Run validation to see results.</div>
|
||||
|
||||
<div class="row g-3">
|
||||
<div class="col-md-4">
|
||||
<label class="form-label">Strategy plot</label>
|
||||
<select id="plot_strategy_select" class="form-select"></select>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div class="mt-3">
|
||||
<div id="plot_equity" style="height: 320px;"></div>
|
||||
</div>
|
||||
<div class="mt-3">
|
||||
<div id="plot_returns" style="height: 320px;"></div>
|
||||
</div>
|
||||
|
||||
<hr class="my-4">
|
||||
|
||||
<div id="strategies_table_wrap"></div>
|
||||
|
||||
<details class="mt-3">
|
||||
<summary class="text-secondary">Debug JSON</summary>
|
||||
<pre id="strategies_debug" class="mt-2" style="max-height: 300px; overflow:auto;"></pre>
|
||||
</details>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- ========================= -->
|
||||
<!-- PDF Viewer -->
|
||||
<!-- ========================= -->
|
||||
<div id="pdf_viewer_section" class="card mb-4 d-none">
|
||||
<div class="card-header">
|
||||
<h3 class="card-title">Strategies Report (PDF)</h3>
|
||||
<div class="card-actions">
|
||||
<button id="close_pdf_btn" class="btn btn-sm btn-outline-secondary">Close</button>
|
||||
</div>
|
||||
</div>
|
||||
<div class="card-body">
|
||||
<iframe id="pdf_frame" style="width: 100%; height: 800px; border: none;"></iframe>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
<script src="https://cdn.plot.ly/plotly-2.27.0.min.js"></script>
|
||||
<script src="/static/js/pages/calibration_optimization.js"></script>
|
||||
{% endblock %}
|
||||
@@ -78,77 +78,109 @@
|
||||
</div>
|
||||
|
||||
<!-- ========================= -->
|
||||
<!-- Risk & Stops snapshot -->
|
||||
<!-- Risk & Stops -->
|
||||
<!-- ========================= -->
|
||||
<div class="card mb-4">
|
||||
<div class="card-header">
|
||||
<h3 class="card-title">Risk & Stops snapshot (Step 2)</h3>
|
||||
<div class="card-actions">
|
||||
<button id="load_step2_btn" class="btn btn-sm btn-outline-primary">Load from Step 2</button>
|
||||
<div class="card-header d-flex justify-content-between align-items-center">
|
||||
<h3 class="card-title mb-0">Risk & Stops(Step 2)</h3>
|
||||
|
||||
<div class="form-check form-switch m-0">
|
||||
<input class="form-check-input" type="checkbox" id="lock_inherited" checked>
|
||||
<label class="form-check-label" for="lock_inherited">
|
||||
Bloquear parámetros heredados
|
||||
</label>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div class="card-body">
|
||||
<div class="row g-3">
|
||||
<div class="col-md-3">
|
||||
<label class="form-label">Stop type</label>
|
||||
<select id="stop_type" class="form-select">
|
||||
<option value="fixed">fixed</option>
|
||||
<option value="trailing">trailing</option>
|
||||
<option value="atr">atr</option>
|
||||
</select>
|
||||
</div>
|
||||
<div class="card-body">
|
||||
|
||||
<div class="col-md-3">
|
||||
<label class="form-label">Stop fraction (%)</label>
|
||||
<input id="stop_fraction" class="form-control" type="number" step="0.01" value="1.0">
|
||||
</div>
|
||||
<!-- ================= -->
|
||||
<!-- Risk Configuration -->
|
||||
<!-- ================= -->
|
||||
<h4 class="mb-3">Risk Configuration</h4>
|
||||
|
||||
<div class="col-md-3">
|
||||
<label class="form-label">ATR period</label>
|
||||
<input id="atr_period" class="form-control" type="number" step="1" value="14">
|
||||
</div>
|
||||
|
||||
<div class="col-md-3">
|
||||
<label class="form-label">ATR multiplier</label>
|
||||
<input id="atr_multiplier" class="form-control" type="number" step="0.1" value="3.0">
|
||||
</div>
|
||||
|
||||
<div class="col-md-3">
|
||||
<label class="form-label">Risk per trade (%)</label>
|
||||
<input id="risk_fraction" class="form-control" type="number" step="0.01" value="1.0">
|
||||
</div>
|
||||
|
||||
<div class="col-md-3">
|
||||
<label class="form-label">Max position fraction (%)</label>
|
||||
<input id="max_position_fraction" class="form-control" type="number" step="0.1" value="95">
|
||||
</div>
|
||||
|
||||
<div class="col-md-3">
|
||||
<label class="form-label">Max DD (%)</label>
|
||||
<input id="max_drawdown_pct" class="form-control" type="number" step="0.1" value="20">
|
||||
</div>
|
||||
|
||||
<div class="col-md-3">
|
||||
<label class="form-label">Daily loss limit (%) (optional)</label>
|
||||
<input id="daily_loss_limit_pct" class="form-control" type="number" step="0.1" value="">
|
||||
</div>
|
||||
|
||||
<div class="col-md-3">
|
||||
<label class="form-label">Max consecutive losses (optional)</label>
|
||||
<input id="max_consecutive_losses" class="form-control" type="number" step="1" value="">
|
||||
</div>
|
||||
|
||||
<div class="col-md-3">
|
||||
<label class="form-label">Cooldown bars (optional)</label>
|
||||
<input id="cooldown_bars" class="form-control" type="number" step="1" value="">
|
||||
</div>
|
||||
<div class="row g-3 mb-4">
|
||||
<div class="col-md-4">
|
||||
<label class="form-label">Risk per Trade (%)</label>
|
||||
<input id="risk_fraction" class="form-control inherited-field" type="number" step="0.01">
|
||||
</div>
|
||||
<div class="mt-3 text-secondary">
|
||||
Este snapshot se envía al backend para reproducibilidad y para que WF/optimizer use el mismo sizing/stop.
|
||||
|
||||
<div class="col-md-4">
|
||||
<label class="form-label">Max Position Size (%)</label>
|
||||
<input id="max_position_fraction" class="form-control inherited-field" type="number" step="0.1">
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- ================= -->
|
||||
<!-- Stop Configuration -->
|
||||
<!-- ================= -->
|
||||
<h4 class="mb-3">Stop Configuration</h4>
|
||||
|
||||
<div class="row g-3 mb-4">
|
||||
|
||||
<div class="col-md-4">
|
||||
<label class="form-label">Stop Type</label>
|
||||
<select id="stop_type" class="form-select inherited-field">
|
||||
<option value="fixed">fixed</option>
|
||||
<option value="trailing">trailing</option>
|
||||
<option value="atr">atr</option>
|
||||
</select>
|
||||
</div>
|
||||
|
||||
<div id="stop_fraction_group" class="col-md-4">
|
||||
<label class="form-label">Stop fraction (%)</label>
|
||||
<input id="stop_fraction" class="form-control inherited-field" type="number" step="0.01">
|
||||
</div>
|
||||
|
||||
<div id="atr_group" class="col-md-4 d-none">
|
||||
<label class="form-label">ATR period</label>
|
||||
<input id="atr_period" class="form-control inherited-field" type="number">
|
||||
</div>
|
||||
|
||||
<div id="atr_multiplier_group" class="col-md-4 d-none">
|
||||
<label class="form-label">ATR multiplier</label>
|
||||
<input id="atr_multiplier" class="form-control inherited-field" type="number" step="0.1">
|
||||
</div>
|
||||
|
||||
</div>
|
||||
|
||||
|
||||
<!-- ================= -->
|
||||
<!-- Global Rules -->
|
||||
<!-- ================= -->
|
||||
<h4 class="mb-3">Global Rules</h4>
|
||||
|
||||
<div class="row g-3 mb-4">
|
||||
<div class="col-md-4">
|
||||
<label class="form-label">Max Drawdown (%)</label>
|
||||
<input id="max_drawdown_pct" class="form-control inherited-field" type="number" step="0.1">
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- ================= -->
|
||||
<!-- Optional Parameters -->
|
||||
<!-- ================= -->
|
||||
<h4 class="mb-3">Optional Parameters</h4>
|
||||
|
||||
<div class="row g-3">
|
||||
<div class="col-md-4">
|
||||
<label class="form-label">Daily loss limit (%)</label>
|
||||
<input id="daily_loss_limit_pct" class="form-control optional-field" type="number" step="0.1">
|
||||
</div>
|
||||
|
||||
<div class="col-md-4">
|
||||
<label class="form-label">Max consecutive losses</label>
|
||||
<input id="max_consecutive_losses" class="form-control optional-field" type="number">
|
||||
</div>
|
||||
|
||||
<div class="col-md-4">
|
||||
<label class="form-label">Cooldown bars</label>
|
||||
<input id="cooldown_bars" class="form-control optional-field" type="number">
|
||||
</div>
|
||||
</div>
|
||||
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- ========================= -->
|
||||
<!-- WF + Optimizer config -->
|
||||
@@ -216,7 +248,19 @@
|
||||
</div>
|
||||
</div>
|
||||
<div class="card-body">
|
||||
<div id="strategies_list" class="row g-3"></div>
|
||||
<div id="strategies_container" class="d-flex flex-column gap-4"></div>
|
||||
<div class="card p-3">
|
||||
<div class="d-flex justify-content-between">
|
||||
<strong>Total combinations</strong>
|
||||
<span id="combination_counter">0</span>
|
||||
</div>
|
||||
</div>
|
||||
<div class="mt-2 text-end">
|
||||
<small class="text-muted">
|
||||
Estimated WF time:
|
||||
<span id="wf_time_estimate">~ 0 sec</span>
|
||||
</small>
|
||||
</div>
|
||||
<div class="mt-3 text-secondary">
|
||||
Cada estrategia incluye un <b>param_grid</b> en JSON.
|
||||
</div>
|
||||
|
||||
Reference in New Issue
Block a user