Merge pull request #15 from r0fls/rd/insights-page

add wip insights page

trading-dashboard/src/App.js

@@ -6,6 +6,7 @@ import Dashboard from './Dashboard';
 import AccountView from './AccountView';
 import Positions from './Positions';
 import Trades from './Trades';
+import Insights from './Insights';
 import Sidebar from './Sidebar';
 
 const App = () => {
@@ -18,6 +19,7 @@ const App = () => {
           <Route path="/accounts" element={<AccountView />} />
           <Route path="/positions" element={<Positions />} />
           <Route path="/trades" element={<Trades />} />
+          <Route path="/insights" element={<Insights />} />
         </Routes>
       </div>
     </Router>

trading-dashboard/src/Insights.js

@@ -0,0 +1,82 @@
+import React, { useEffect, useState, useCallback } from 'react';
+import axiosInstance from './axiosInstance';
+import { Spinner, Card, Row, Col } from 'react-bootstrap';
+
+const Insights = () => {
+  const [metrics, setMetrics] = useState({
+    var: 0,
+    max_drawdown: 0,
+    sharpe_ratio: 0,
+  });
+  const [loading, setLoading] = useState(true);
+
+  const fetchMetrics = useCallback(async () => {
+    setLoading(true);
+    try {
+      const [varResponse, drawdownResponse, sharpeResponse] = await Promise.all([
+        axiosInstance.get('/var'),
+        axiosInstance.get('/max_drawdown'),
+        axiosInstance.get('/sharpe_ratio'),
+      ]);
+
+      setMetrics({
+        var: varResponse.data.var !== undefined ? varResponse.data.var : 0,
+        max_drawdown: drawdownResponse.data.max_drawdown !== undefined ? drawdownResponse.data.max_drawdown : 0,
+        sharpe_ratio: sharpeResponse.data.sharpe_ratio !== undefined ? sharpeResponse.data.sharpe_ratio : 0,
+      });
+    } catch (error) {
+      console.error('Eror fetching metrics:', error);
+    } finally {
+      setLoading(false);
+    }
+  }, []);
+
+  useEffect(() => {
+    fetchMetrics();
+  }, [fetchMetrics]);
+
+  return (
+    <div className="container-fluid">
+      <h1 className="mt-5">Insights</h1>
+      {loading ? (
+        <div className="text-center my-5">
+          <Spinner animation="border" role="status">
+            <span className="visually-hidden">Loading...</span>
+          </Spinner>
+        </div>
+      ) : (
+        <>
+          <Row className="mb-3">
+            <Col md={4}>
+              <Card>
+                <Card.Body>
+                  <Card.Title>Value At Risk (VaR)</Card.Title>
+                  <Card.Text>{metrics.var.toFixed(2)}</Card.Text>
+                </Card.Body>
+              </Card>
+            </Col>
+            <Col md={4}>
+              <Card>
+                <Card.Body>
+                  <Card.Title>Max Drawdown</Card.Title>
+                  <Card.Text>{metrics.max_drawdown.toFixed(2)}</Card.Text>
+                </Card.Body>
+              </Card>
+            </Col>
+            <Col md={4}>
+              <Card>
+                <Card.Body>
+                  <Card.Title>Sharpe Ratio</Card.Title>
+                  <Card.Text>{metrics.sharpe_ratio.toFixed(2)}</Card.Text>
+                </Card.Body>
+              </Card>
+            </Col>
+          </Row>
+          {/* Add more metrics and charts as needed */}
+        </>
+      )}
+    </div>
+  );
+};
+
+export default Insights;

trading-dashboard/src/Sidebar.js

@@ -43,6 +43,11 @@ const Sidebar = () => {
               <span>Trades</span>
             </Link>
           </li>
+          <li className="nav-text">
+            <Link to="/insights">
+              <span>Insights</span>
+            </Link>
+          </li>
         </ul>
       </nav>
     </>

ui/app.py

@@ -3,6 +3,8 @@
 from sqlalchemy import create_engine, func
 from database.models import Trade, AccountInfo, Balance, Position
 from flask_cors import CORS
+import numpy as np
+from scipy.stats import norm
 import os
 
 app = Flask("TradingAPI")
@@ -162,6 +164,79 @@ def get_trade_stats():
         'trades_per_day': trades_per_day
     })
 
+@app.route('/var', methods=['GET'])
+def get_var():
+    brokers = request.args.getlist('brokers[]')
+    strategies = request.args.getlist('strategies[]')
+
+    query = app.session.query(Trade)
+
+    if brokers:
+        query = query.filter(Trade.broker.in_(brokers))
+    if strategies:
+        query = query.filter(Trade.strategy.in_(strategies))
+
+    trades = query.all()
+
+    if not trades:
+        return jsonify({'var': 0})
+
+    returns = [trade.profit_loss for trade in trades]
+    mean_return = np.mean(returns)
+    std_dev_return = np.std(returns)
+    var_95 = norm.ppf(0.05, mean_return, std_dev_return)
+
+    return jsonify({'var': var_95})
+
+@app.route('/max_drawdown', methods=['GET'])
+def get_max_drawdown():
+    brokers = request.args.getlist('brokers[]')
+    strategies = request.args.getlist('strategies[]')
+
+    query = app.session.query(Trade)
+
+    if brokers:
+        query = query.filter(Trade.broker.in_(brokers))
+    if strategies:
+        query = query.filter(Trade.strategy.in_(strategies))
+
+    trades = query.all()
+
+    if not trades:
+        return jsonify({'max_drawdown': 0})
+
+    cum_returns = np.cumsum([trade.profit_loss for trade in trades])
+    running_max = np.maximum.accumulate(cum_returns)
+    drawdowns = (running_max - cum_returns) / running_max
+    max_drawdown = np.max(drawdowns)
+
+    return jsonify({'max_drawdown': max_drawdown})
+
+@app.route('/sharpe_ratio', methods=['GET'])
+def get_sharpe_ratio():
+    brokers = request.args.getlist('brokers[]')
+    strategies = request.args.getlist('strategies[]')
+
+    query = app.session.query(Trade)
+
+    if brokers:
+        query = query.filter(Trade.broker.in_(brokers))
+    if strategies:
+        query = query.filter(Trade.strategy.in_(strategies))
+
+    trades = query.all()
+
+    if not trades:
+        return jsonify({'sharpe_ratio': 0})
+
+    returns = [trade.profit_loss for trade in trades]
+    mean_return = np.mean(returns)
+    std_dev_return = np.std(returns)
+    sharpe_ratio = mean_return / std_dev_return if std_dev_return != 0 else 0
+
+    return jsonify({'sharpe_ratio': sharpe_ratio})
+
+
 def create_app(engine):
     Session = sessionmaker(bind=engine)
     app.session = Session()