Module `serve`

Functions

def format_number(number: Optional[float], dec: int = 2) ‑> str: Formats a number to a string with a fixed number of decimals. It also put spaces every 3 digits for big numbers.

Example

11235.4242 -> "11 235.42"

Classes

class MarkupObject (template: str, format_: str = '{{.*?}}')

Args:

template: The template file as a string. Can be a full markup file or a component.
format_: This is a regex expression that should contain only one '.*?'. It corresponds to the key thatwill be replaced by the data when the render method is called.

Static methods

def extract_keys(template: str, format_: str) ‑> Set[str]: Extracts the keys from the template

Args:

template: string
format_: The format string that contains the key

Returns:

A set of keys

Methods

def render(self, data: Optional[Dict[str, str]] = None, **kwargs) ‑> str

Render the template with the given data. If no data is provided, it will use the kwargs. If no kwargs are provided, it will use the data that was saved with the call method.

Args:

data: The data to use to render the template
kwargs: It is also possible to pass the data as kwargs

Returns:

The rendered template as a string

Raises:

RuntimeError: If a key is defined in the template, but not in the data

class MarkupRenderer (template_path: pathlib.PurePath = PurePosixPath('/Users/alavertu/PycharmProjects/backtestPro/src/backtest/serve/renderers/html_templates'))

Class designed to facilitate the creation of custom reports builder based on html. It includes a set of method that helps extract the relevant data from the state object and render components in a hierarchical manner. Note: This class is not as flexible and easy to use as I would like it to be so it may change in the near future.

The class is designed to be derived from. The user should implement the render method to render the final report.

Currently, this class can only build single file html reports(, or pdf with a pdf renderer.)

How to use: 1. Create a new class that inherits from this class. 2. Implement the render method.

Example: Check the html renderer or the email renderer for examples.

Args:

template_path: The path to the template directory. The directory should contain a file named main.htmlIt should also contain a directory named components that contains all the components that will be used in themain template. The css files used as themes should be in the main directory or in a styles subdirectory. Thenames of the files are used as the theme names. Same thing for the scripts.

Parent

Renderer

Static methods

def chart_builder(portfolio_worth: numpy.ndarray, porfolio_timestamps: pandas.core.indexes.datetimes.DatetimeIndex, index_worth: numpy.ndarray, index_timestamps: pandas.core.indexes.datetimes.DatetimeIndex, dark_theme: bool = False, index_name: str = 'Index') ‑> plotly.graph_objs._figure.Figure

Build a performance chart comparing the strategy performance with the index performance.

Args:

portfolio_worth: An array of the portfolio worth
porfolio_timestamps: The corresponding timestamps
index_worth: An array of the index worth
index_timestamps: The corresponding timestamps
dark_theme: Whether to use a theme meant for dark backgrounds or not
index_name: The name of the index. Used as a label in the chart.

Returns:

The chart object. (plotly figure)

def get_ticker_info(ticker: str, data: List[Dict[str, TSData]], main_idx: int) ‑> Dict[str, float]

Extracts performance data for a given ticker. It calculates the change in dollars, the change in percent and the current value.

Returns:

The change in dollars, the change in percent and its current value

def prepare_data(state: StateSignals) ‑> (typing.List[str], )

Extracts the relevant up-to-date data (current timestep) from the state object and returns it as an array with the corresponding security names.

Returns:

The security names and the data as a numpy array. The data is in the shape (n, 4) where n is thenumber of securities and the 4 columns are the OHLC data.

def render_portfolio(position: Position, ticker_info: Dict[str, float]) ‑> str

Renders a position as a html row [str]. The columns are: Ticker, Average_buy_price, Quantity, Change ($), Change (%), Unrealized P&L ($), Unrealized P&L (%)

Args:

position: The position object
ticker_info: The performance data for the ticker

Returns:

The rendered row as a string

def render_signal(signal: TradeOrder)

Renders a signal as a html row [str] The columns are: Timestamp, Ticker, Signal type, Price limit low, Price limit high, Quantity, Quantity borrowed, Expiry.

Args:

signal: The signal object

Returns:

The rendered row as a string

Methods

def get_performance_data(self, state: StateSignals, cutoff_delta: pandas._libs.tslibs.timedeltas.Timedelta = Timedelta('365 days 00:00:00')) ‑> Tuple[pandas.core.series.Series, pandas.core.series.Series, str]

Build a series of the portfolio worth and the index worth for easier comparison.

Args:

state: The StateSignals object
cutoff_delta: The amount of time before which the data is not considered.

Returns:

The historical worth of the portfolio for the given period (cutoff_days) and the historical worth of theindex for the same period, the name of the index took. (In case there are more than 1, only one is used)

def get_script(self, name: str) ‑> str

Load any script that is in the 'template_path' main directory, or in a scripts subdirectory.

Args:

name: The name of the file without the .js. It should be in the main directory or in the scripts subdirectory.

Returns:

The text in the file.

def get_style(self, name: str) ‑> str

Load any stylesheet that is in the 'template_path' main directory, or in a styles subdirectory.

Args:

name: The name of the file without the .css. It should be in the main directory or in the styles subdirectory.

Returns:

The text in the file.

def prerender(self, component: str, **kwargs) ‑> str

Render the component with the given data. It stores internally the rendered component. By default, if a component depends on another component that hasn't been rendered, it is assumed that the component was optional, and it will be rendered as an empty string (ignored).

Args:

component: The component name
kwargs: The data to render the component

Returns:

The rendered component (text)

def render_template(self, **kwargs) ‑> str

Render the main template with the given data. It will automatically map pre-rendered components to their corresponding tag in the template. By default, if a component is required to render the main template, but hasn't been rendered, the component will be rendered as an empty string (ignored).

Args:

kwargs: The data to add that isn't in the components.

Returns:

The rendered template as a string.