93 lines
2.8 KiB
Python
93 lines
2.8 KiB
Python
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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