Affichage graphique
This commit is contained in:
Jérôme Delacotte
92
tools/Show_Backtest_Result.py
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92
tools/Show_Backtest_Result.py
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import pandas as pd
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import plotly.graph_objects as go
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from jinja2 import Template
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import json
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import datetime
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# === CONFIGURATION ===
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SUMMARY_FILE = "user_data/backtest_results/result.json" # chemin vers ton JSON
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BALANCE_HISTORY_FILE = "user_data/backtest_results/backtest_result.json" # ou fichier contenant le portefeuille
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# === CHARGEMENT DES DONNÉES ===
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with open(SUMMARY_FILE, "r") as f:
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summary = json.load(f)
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df_summary = pd.DataFrame([summary])
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start = summary.get("backtest_start", "")
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end = summary.get("backtest_end", "")
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final_balance = summary.get("final_balance", 0)
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# === AFFICHAGE DES ÉVOLUTIONS DE BALANCE ===
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result = pd.read_json(BALANCE_HISTORY_FILE)
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result["date"] = pd.to_datetime(result["date"])
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balance_trace = go.Scatter(
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x=result["date"],
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y=result["balance"],
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mode="lines",
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name="Balance",
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line=dict(color="green")
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)
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layout = go.Layout(
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title="Évolution du portefeuille",
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xaxis_title="Date",
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yaxis_title="Balance (USDT)",
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template="plotly_white"
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)
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fig = go.Figure(data=[balance_trace], layout=layout)
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fig.write_html("balance_plot.html", include_plotlyjs="cdn")
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# === GÉNÉRATION DU RAPPORT HTML ===
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template_str = """
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<!DOCTYPE html>
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<html>
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<head>
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<meta charset="UTF-8">
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<title>Rapport de Backtest</title>
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<style>
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body { font-family: Arial, sans-serif; margin: 40px; }
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table { border-collapse: collapse; width: 80%; margin-bottom: 40px; }
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th, td { border: 1px solid #ddd; padding: 8px; text-align: left; }
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th { background-color: #f2f2f2; }
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h1, h2 { color: #333; }
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</style>
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</head>
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<body>
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<h1>Rapport de Backtest</h1>
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<h2>Période : {{ start }} → {{ end }}</h2>
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<table>
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<tr><th>Métrique</th><th>Valeur</th></tr>
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{% for key, value in metrics.items() %}
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<tr><td>{{ key }}</td><td>{{ value }}</td></tr>
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{% endfor %}
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</table>
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<h2>Évolution de la balance</h2>
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<iframe src="balance_plot.html" width="1000" height="600" frameborder="0"></iframe>
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</body>
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</html>
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"""
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metrics = {
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"Trading Mode": summary.get("strategy", ""),
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"Total Trades": summary.get("total_trades", 0),
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"Final Balance": f"{final_balance:.2f} USDT",
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"Profit (%)": f"{summary.get('profit_total_pct', 0):.2f}%",
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"CAGR": f"{summary.get('cagr', 0):.2f}%",
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"Sharpe": summary.get("sharpe", ""),
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"Sortino": summary.get("sortino", ""),
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"SQN": summary.get("sqn", ""),
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"Calmar": summary.get("calmar", ""),
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"Best Pair": summary.get("best_pair", ""),
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"Worst Pair": summary.get("worst_pair", ""),
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"Max Drawdown": summary.get("max_drawdown", ""),
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}
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template = Template(template_str)
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html_content = template.render(start=start, end=end, metrics=metrics)
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with open("backtest_report.html", "w") as f:
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f.write(html_content)
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print("✅ Rapport généré : backtest_report.html")
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47
tools/statistique/vue_3d.py
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47
tools/statistique/vue_3d.py
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import matplotlib.pyplot as plt
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import numpy as np
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from mpl_toolkits.mplot3d import Axes3D
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# Labels
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x_labels = ['B5', 'B4', 'B3', 'B2', 'B1', 'N0', 'H1', 'H2', 'H3', 'H4', 'H5']
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y_labels = ['B5', 'B4', 'B3', 'B2', 'B1', 'N0', 'H1', 'H2', 'H3', 'H4', 'H5']
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# Data
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data = np.array([
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[40.3, 52.1, 60.2, 68.6, 86.3, 76.5, 75.1, 83.5, 88.7, 96.3, 91.6],
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[26.6, 39.4, 48.1, 57.0, 76.7, 82.4, 79.6, 82.4, 91.8, 86.6, 87.8],
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[21.5, 27.7, 42.7, 53.2, 70.9, 76.6, 80.8, 79.4, 88.3, 88.0, 87.8],
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[15.1, 20.8, 32.9, 46.9, 59.1, 79.6, 82.5, 79.6, 80.8, 87.0, 85.5],
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[15.7, 15.4, 21.9, 29.4, 48.3, 66.6, 76.4, 77.8, 80.8, 83.5, 81.4],
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[15.0, 10.5, 20.1, 24.5, 36.9, 59.9, 68.8, 74.1, 77.7, 83.0, 75.7],
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[14.8, 10.7, 15.1, 21.0, 30.1, 47.3, 59.2, 70.4, 76.1, 82.7, 82.6],
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[7.9, 8.6, 13.6, 20.6, 27.0, 39.5, 55.2, 68.9, 69.0, 78.4, 83.4],
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[9.2, 6.2, 12.6, 21.7, 23.6, 33.1, 42.3, 57.8, 66.0, 71.9, 81.9],
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[4.8, 13.1, 16.3, 14.5, 19.5, 26.4, 35.6, 49.2, 63.2, 68.2, 71.6],
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[17.9, 25.7, 20.8, 17.8, 8.7, 18.5, 32.3, 37.7, 49.3, 59.8, 61.7]
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])
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# Meshgrid for 3D plotting
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x = np.arange(len(x_labels))
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y = np.arange(len(y_labels))
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x, y = np.meshgrid(x, y)
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# Plot
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fig = plt.figure(figsize=(12, 8))
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ax = fig.add_subplot(111, projection='3d')
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surf = ax.plot_surface(x, y, data, cmap='viridis', edgecolor='k')
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# Axis formatting
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ax.set_xticks(np.arange(len(x_labels)))
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ax.set_yticks(np.arange(len(y_labels)))
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ax.set_xticklabels(x_labels)
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ax.set_yticklabels(y_labels)
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ax.set_xlabel("mid_smooth_deriv1_144_bin")
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ax.set_ylabel("sma144_diff_bin")
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ax.set_zlabel("Probabilité de hausse (%)")
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ax.set_title("Probabilité de hausse pour futur_percent_3h en 3D")
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fig.colorbar(surf, shrink=0.5, aspect=10)
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plt.tight_layout()
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plt.show()
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