Affichage graphique

2025-05-16 17:47:05 +02:00
parent c5632a0710
commit b317e382f6
2 changed files with 139 additions and 0 deletions
--- a/tools/Show_Backtest_Result.py
+++ b/tools/Show_Backtest_Result.py
@@ -0,0 +1,92 @@
+import pandas as pd
+import plotly.graph_objects as go
+from jinja2 import Template
+import json
+import datetime
+
+# === CONFIGURATION ===
+SUMMARY_FILE = "user_data/backtest_results/result.json"  # chemin vers ton JSON
+BALANCE_HISTORY_FILE = "user_data/backtest_results/backtest_result.json"  # ou fichier contenant le portefeuille
+
+# === CHARGEMENT DES DONNÉES ===
+with open(SUMMARY_FILE, "r") as f:
+    summary = json.load(f)
+
+df_summary = pd.DataFrame([summary])
+start = summary.get("backtest_start", "")
+end = summary.get("backtest_end", "")
+final_balance = summary.get("final_balance", 0)
+
+# === AFFICHAGE DES ÉVOLUTIONS DE BALANCE ===
+result = pd.read_json(BALANCE_HISTORY_FILE)
+result["date"] = pd.to_datetime(result["date"])
+balance_trace = go.Scatter(
+    x=result["date"],
+    y=result["balance"],
+    mode="lines",
+    name="Balance",
+    line=dict(color="green")
+)
+
+layout = go.Layout(
+    title="Évolution du portefeuille",
+    xaxis_title="Date",
+    yaxis_title="Balance (USDT)",
+    template="plotly_white"
+)
+
+fig = go.Figure(data=[balance_trace], layout=layout)
+fig.write_html("balance_plot.html", include_plotlyjs="cdn")
+
+# === GÉNÉRATION DU RAPPORT HTML ===
+template_str = """
+<!DOCTYPE html>
+<html>
+<head>
+    <meta charset="UTF-8">
+    <title>Rapport de Backtest</title>
+    <style>
+        body { font-family: Arial, sans-serif; margin: 40px; }
+        table { border-collapse: collapse; width: 80%; margin-bottom: 40px; }
+        th, td { border: 1px solid #ddd; padding: 8px; text-align: left; }
+        th { background-color: #f2f2f2; }
+        h1, h2 { color: #333; }
+    </style>
+</head>
+<body>
+    <h1>Rapport de Backtest</h1>
+    <h2>Période : {{ start }} → {{ end }}</h2>
+    <table>
+        <tr><th>Métrique</th><th>Valeur</th></tr>
+        {% for key, value in metrics.items() %}
+            <tr><td>{{ key }}</td><td>{{ value }}</td></tr>
+        {% endfor %}
+    </table>
+    <h2>Évolution de la balance</h2>
+    <iframe src="balance_plot.html" width="1000" height="600" frameborder="0"></iframe>
+</body>
+</html>
+"""
+
+metrics = {
+    "Trading Mode": summary.get("strategy", ""),
+    "Total Trades": summary.get("total_trades", 0),
+    "Final Balance": f"{final_balance:.2f} USDT",
+    "Profit (%)": f"{summary.get('profit_total_pct', 0):.2f}%",
+    "CAGR": f"{summary.get('cagr', 0):.2f}%",
+    "Sharpe": summary.get("sharpe", ""),
+    "Sortino": summary.get("sortino", ""),
+    "SQN": summary.get("sqn", ""),
+    "Calmar": summary.get("calmar", ""),
+    "Best Pair": summary.get("best_pair", ""),
+    "Worst Pair": summary.get("worst_pair", ""),
+    "Max Drawdown": summary.get("max_drawdown", ""),
+}
+
+template = Template(template_str)
+html_content = template.render(start=start, end=end, metrics=metrics)
+
+with open("backtest_report.html", "w") as f:
+    f.write(html_content)
+
+print("✅ Rapport généré : backtest_report.html")