Wallet display value & equity :)

Skinok · Skinok · commit 1fe994b39450 · 2021-11-23T21:47:06.000+01:00
diff --git a/Controller.py b/Controller.py
@@ -35,7 +35,8 @@
 # local files
 import userInterface as Ui
 
-from observers.progressBarObserver import ProgressBarObserver
+from observers.SkinokObserver import SkinokObserver
+from wallet import Wallet
 
 class Controller:
 
@@ -49,7 +50,14 @@ def __init__(self):
         interface = Ui.UserInterface(self)
         self.interface = interface
 
+        # Strategie testing wallet (a little bit different from backtrader broker class)
+        global wallet
+        wallet = Wallet()
+        self.wallet = wallet
+
+        # Then add obersers and analyzers
         self.cerebro.addanalyzer(bt.analyzers.TradeAnalyzer, _name = "ta")
+        
         '''
         self.cerebro.addanalyzer(bt.analyzers.PyFolio, _name='PyFolio')
         self.cerebro.addanalyzer(bt.analyzers.SharpeRatio)
@@ -65,7 +73,8 @@ def __init__(self):
         '''
 
         # Add an observer to watch the strat running and update the progress bar values
-        self.cerebro.addobserver( ProgressBarObserver )
+        self.cerebro.addobserver( SkinokObserver )
+
         pass
 
     def loadData(self, dataPath):
@@ -127,7 +136,7 @@ def displayStrategyResults(self):
 
         self.interface.setOrders(self.myOrders)
 
-        self.interface.displayPnL( self.strat_results._trades.items(), self.dataframe )
+        self.interface.displayPnL( self.strat_results._trades.items(), self.dataframe, self.wallet )
 
         pass
     
diff --git a/finplotWindow.py b/finplotWindow.py
@@ -1,5 +1,7 @@
 import sys, os
 
+from pyqtgraph.graphicsItems.LegendItem import LegendItem
+
 from indicators import ichimoku
 
 sys.path.append('../finplot')
@@ -337,7 +339,10 @@ def show(self):
     def drawPnL(self, pln_data):
 
         # put an MA on the close price
-        fplt.plot(pln_data['time'], pln_data['pnlcomm'], ax = self.axPnL)
+        #fplt.plot(pln_data['time'], pln_data['pnlcomm'], ax = self.axPnL)
+        #fplt.plot(pln_data['time'], pln_data['cash'], ax = self.axPnL, legend="Cash")
+        fplt.plot(pln_data['time'], pln_data['value'], ax = self.axPnL, legend="value")
+        fplt.plot(pln_data['time'], pln_data['equity'], ax = self.axPnL, legend="equity")
         self.axPnL.ax_widget.show()
         self.axPnL.show()
 
diff --git a/observers/SkinokObserver.py b/observers/SkinokObserver.py
@@ -25,16 +25,45 @@
 
 import Controller
 
-class ProgressBarObserver(Observer):
+class SkinokObserver(Observer):
+
+    lines = ('wallet_value', 'wallet_equity', 'wallet_cash')
 
-    lines = ('max', 'value',)
-    
     def __init__(self):
+        
+        # Ui following
         self.progressBar = Controller.interface.getProgressBar()
         self.progressBar.setMaximum(self.datas[0].close.buflen())
         self.progressBar.setValue(0)
 
+        # Wallet Management
+        Controller.wallet.reset()
+
     def next(self):
+
+        # Watch trades
+        pnl = 0
+        for trade in self._owner._tradespending:
+
+            if trade.data not in self.ddatas:
+                continue
+
+            if not trade.isclosed:
+                continue
+
+            pnl += trade.pnl # trade.pnlcomm if self.p.pnlcomm else trade.pnl
+
+        # Portfolio update
+        Controller.wallet.current_value = self.wallet_value = Controller.wallet.current_value + pnl
+        Controller.wallet.value_list.append( Controller.wallet.current_value )
+
+        Controller.wallet.current_equity = self.wallet_equity = self._owner.broker.getvalue()
+        Controller.wallet.equity_list.append(self._owner.broker.getvalue())
+
+        Controller.wallet.current_cash = self.wallet_cash = self._owner.broker.getcash()
+        Controller.wallet.cash_list.append(self._owner.broker.getcash())
+
+        # Progress bar update
         self.progressBar.setValue( self.progressBar.value() + 1 )
         Controller.interface.app.processEvents()
 
diff --git a/userInterface.py b/userInterface.py
@@ -408,12 +408,13 @@ def setOrders(self, orders):
     # A python expert could do waaaaay better optimized on this function
     # But anyway... it works...
     #########
-    def displayPnL(self, trades, df):
+    def displayPnL(self, trades, df, wallet):
 
         pnl_data = {}
+
+        '''
         pnl_data['time'] = []
-        pnl_data['pnlcomm'] = []
-        
+        #pnl_data['pnlcomm'] = []
         # temporary
         tradesDatetimeIndex = []
         tradesPnl = []
@@ -446,12 +447,24 @@ def displayPnL(self, trades, df):
                 pnl_index = tradesDatetimeIndex.index(timeIndex_datetime)
                 current_pnl = tradesPnl[pnl_index]
 
-            pnl_data['pnlcomm'].append(current_pnl)
+            #pnl_data['cash'].append(broker.value.array[i])
             pnl_data['time'].append(timeIndex)
 
             pass
 
+        '''
+
+        #pnl_data['cash'] = broker.value.array.tolist()
+        pnl_data['value'] = wallet.value_list
+        pnl_data['equity'] = wallet.equity_list
+        pnl_data['cash'] = wallet.cash_list
+        pnl_data['time'] = df.index
+
         # Data prepared
+        #pnl_data['broker'] = broker.plotlines._getvalues()
+        #taille_cash = len(pnl_data['cash'])
+        #taille_time = len(pnl_data['time'])
+
         pnl_df = pd.DataFrame(pnl_data)
 
         # draw charts
diff --git a/wallet.py b/wallet.py
@@ -0,0 +1,39 @@
+#!/usr/bin/env python
+# -*- coding: utf-8; py-indent-offset:4 -*-
+###############################################################################
+#
+# Copyright (C) 2021-2025 Skinok
+#
+# This program is free software: you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation, either version 3 of the License, or
+# (at your option) any later version.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+#
+# You should have received a copy of the GNU General Public License
+# along with this program.  If not, see <http://www.gnu.org/licenses/>.
+#
+###############################################################################
+class Wallet():
+
+    def __init__(self):
+
+        self.reset()
+
+        pass
+
+    def reset(self):
+
+        self.current_value = 10000 # todo: change it by initial cash settings
+        self.current_cash = 10000 # todo: change it by initial cash settings
+        self.current_equity = 10000 # todo: change it by initial cash settings
+
+        self.value_list = []
+        self.cash_list = []
+        self.equity_list = []
+
+        pass
