feat(dashboard): pagina /paper per monitoring forward-test

Nuova pagina NiceGUI "Paper" che legge le tabelle paper_trading_*:

- 4 metric card: Equity, P/L cumulato %, Trades chiusi, Open/Tick count
- Equity curve plotly con hline initial capital
- Tre tabelle: open positions, ultimi 30 tick (ts/bar/symbol/signal/action),
  trades chiusi (entry/exit/pnl/fees)
- Run selector dropdown + status badge + auto-refresh REFRESH_INTERVAL_S

dashboard/data.py: aggiunti 6 helper read-only su SQLite (paper_runs_df,
paper_equity_df, paper_positions_df, paper_trades_df, paper_ticks_df,
paper_run_summary). Connessione separata da Repository per usare
direttamente lo schema paper_trading_* senza passare per la classe di
write PaperRepository.

dashboard/nicegui_app.py: aggiunto import pandas (necessario per
to_datetime nell'equity curve), nav link "Paper" nell'header,
@ui.page("/paper") con helper _paper_runs_options + _paper_equity_figure.

Chiude il primo TODO della roadmap sez 10.1 ("Pagina dashboard
paper-trading").

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
Adriano Dal Pastro
2026-05-14 19:52:02 +00:00
parent b86dbdc9ee
commit 14f130aa5a
2 changed files with 334 additions and 0 deletions
+119
View File
@@ -1,6 +1,7 @@
from __future__ import annotations
import json
import sqlite3
from pathlib import Path
from typing import Any
@@ -52,3 +53,121 @@ def genomes_df(
}
)
return pd.DataFrame(flat)
def _paper_conn(db_path: str | Path) -> sqlite3.Connection:
conn = sqlite3.connect(str(db_path))
conn.row_factory = sqlite3.Row
return conn
def paper_runs_df(db_path: str | Path) -> pd.DataFrame:
with _paper_conn(db_path) as conn:
rows = conn.execute(
"SELECT id, name, started_at, stopped_at, status, initial_capital, config_json "
"FROM paper_trading_runs ORDER BY started_at DESC"
).fetchall()
return pd.DataFrame([dict(r) for r in rows])
def paper_equity_df(db_path: str | Path, run_id: str) -> pd.DataFrame:
with _paper_conn(db_path) as conn:
rows = conn.execute(
"SELECT ts, equity, cash, positions_value FROM paper_trading_equity "
"WHERE paper_run_id=? ORDER BY ts ASC",
(run_id,),
).fetchall()
return pd.DataFrame([dict(r) for r in rows])
def paper_positions_df(db_path: str | Path, run_id: str) -> pd.DataFrame:
with _paper_conn(db_path) as conn:
rows = conn.execute(
"SELECT symbol, side, qty, entry_price, entry_ts "
"FROM paper_trading_positions WHERE paper_run_id=? ORDER BY symbol",
(run_id,),
).fetchall()
return pd.DataFrame([dict(r) for r in rows])
def paper_trades_df(db_path: str | Path, run_id: str, limit: int = 100) -> pd.DataFrame:
with _paper_conn(db_path) as conn:
rows = conn.execute(
"SELECT symbol, side, qty, entry_price, exit_price, entry_ts, exit_ts, pnl, fees "
"FROM paper_trading_trades WHERE paper_run_id=? ORDER BY exit_ts DESC LIMIT ?",
(run_id, limit),
).fetchall()
return pd.DataFrame([dict(r) for r in rows])
def paper_ticks_df(db_path: str | Path, run_id: str, limit: int = 50) -> pd.DataFrame:
with _paper_conn(db_path) as conn:
rows = conn.execute(
"SELECT ts, bar_ts, symbol, close_price, signal, action_taken "
"FROM paper_trading_ticks WHERE paper_run_id=? ORDER BY ts DESC LIMIT ?",
(run_id, limit),
).fetchall()
return pd.DataFrame([dict(r) for r in rows])
def paper_run_summary(db_path: str | Path, run_id: str) -> dict[str, Any]:
"""Aggrega metriche sintetiche per la pagina paper trading."""
with _paper_conn(db_path) as conn:
run = conn.execute(
"SELECT id, name, started_at, stopped_at, status, initial_capital, config_json "
"FROM paper_trading_runs WHERE id=?",
(run_id,),
).fetchone()
if run is None:
return {}
run = dict(run)
eq_row = conn.execute(
"SELECT equity, cash, positions_value, ts FROM paper_trading_equity "
"WHERE paper_run_id=? ORDER BY ts DESC LIMIT 1",
(run_id,),
).fetchone()
trades_agg = conn.execute(
"SELECT COUNT(*) AS n, COALESCE(SUM(pnl),0) AS sum_pnl, "
"COALESCE(SUM(fees),0) AS sum_fees FROM paper_trading_trades "
"WHERE paper_run_id=?",
(run_id,),
).fetchone()
tick_agg = conn.execute(
"SELECT COUNT(*) AS n, MAX(ts) AS last_ts FROM paper_trading_ticks "
"WHERE paper_run_id=?",
(run_id,),
).fetchone()
positions_n = conn.execute(
"SELECT COUNT(*) AS n FROM paper_trading_positions WHERE paper_run_id=?",
(run_id,),
).fetchone()["n"]
initial = float(run["initial_capital"])
current_equity = float(eq_row["equity"]) if eq_row is not None else initial
pnl_pct = (current_equity - initial) / initial * 100.0 if initial else 0.0
return {
"id": run["id"],
"name": run["name"],
"status": run["status"],
"started_at": run["started_at"],
"stopped_at": run["stopped_at"],
"initial_capital": initial,
"config": json.loads(run["config_json"]),
"current_equity": current_equity,
"current_cash": float(eq_row["cash"]) if eq_row is not None else initial,
"current_positions_value": float(eq_row["positions_value"]) if eq_row is not None else 0.0,
"last_equity_ts": eq_row["ts"] if eq_row is not None else None,
"pnl_abs": current_equity - initial,
"pnl_pct": pnl_pct,
"n_trades": int(trades_agg["n"]),
"trades_pnl": float(trades_agg["sum_pnl"]),
"trades_fees": float(trades_agg["sum_fees"]),
"n_ticks": int(tick_agg["n"]),
"last_tick_ts": tick_agg["last_ts"],
"n_open_positions": int(positions_n),
}