First draft of PnL Widget

Skinok · Skinok · commit ed6a77ccd7fa · 2021-11-20T00:22:52.000+01:00
diff --git a/Controller.py b/Controller.py
@@ -73,7 +73,7 @@ def loadData(self, dataPath):
         self.dataframe = pd.read_csv(dataPath, sep='\t', parse_dates=[0], date_parser=lambda x: pd.to_datetime(x, format='%Y-%m-%d %H:%M:%S'),skiprows=0,header=0,index_col=0)
 
         # Datetime first column : 2012-12-28 17:45:00
-        self.dataframe['TimeInt'] = pd.to_datetime(self.dataframe.index).astype('int64') # use finplot's internal representation, which is ns
+        #self.dataframe['TimeInt'] = pd.to_datetime(self.dataframe.index).astype('int64') # use finplot's internal representation, which is ns
         
         # Pass it to the backtrader datafeed and add it to the cerebro
         self.data = bt.feeds.PandasData(dataname=self.dataframe, timeframe=bt.TimeFrame.Minutes)
@@ -127,6 +127,8 @@ def displayStrategyResults(self):
 
         self.interface.setOrders(self.myOrders)
 
+        self.interface.displayPnL( self.strat_results._trades.items() )
+
         pass
     
     def displayUI(self):
diff --git a/finplotWindow.py b/finplotWindow.py
@@ -30,9 +30,16 @@ def __init__(self, dockArea, dockChart):
     def createPlotWidgets(self):
 
         # fin plot
-        self.ax0, self.ax1, self.ax2, self.ax3 = fplt.create_plot_widget(master=self.dockArea, rows=4, init_zoom_periods=100)
-        self.dockArea.axs = [self.ax0, self.ax1, self.ax2, self.ax3]
+        self.ax0, self.ax1, self.ax2, self.axPnL = fplt.create_plot_widget(master=self.dockArea, rows=4, init_zoom_periods=200)
+        self.dockArea.axs = [self.ax0, self.ax1, self.ax2, self.axPnL]
         self.dockChart.addWidget(self.ax0.ax_widget, 1, 0, 1, 1)
+        self.dockChart.addWidget(self.ax1.ax_widget, 2, 0, 1, 1)
+        self.dockChart.addWidget(self.ax2.ax_widget, 3, 0, 1, 1)
+        self.dockChart.addWidget(self.axPnL.ax_widget, 4, 0, 1, 1)
+
+        self.ax1.ax_widget.hide()
+        self.ax2.ax_widget.hide()
+        self.axPnL.ax_widget.hide()
         pass
 
     def drawCandles(self):
@@ -254,7 +261,7 @@ def activateDarkMode(self, activated):
     #############
 
     def resetPlots(self):
-        
+
         # Entirely reset graph
         if (hasattr(self,"ax0")):
             self.ax0.reset()
@@ -263,8 +270,8 @@ def resetPlots(self):
             self.ax1.reset()
         if (hasattr(self,"ax2")):
             self.ax2.reset()
-        if (hasattr(self,"ax3")):
-            self.ax3.reset()
+        if (hasattr(self,"axPnL")):
+            self.axPnL.reset()
 
         pass
 
@@ -287,8 +294,8 @@ def updateChart(self):
             # Finally draw candles
             self.drawCandles()
 
-            #if self.IndVolumesActivated:
-            #    fplt.volume_ocv(self.data['Open Close Volume'.split()], ax=self.ax0.overlay())
+            if self.IndVolumesActivated:
+                fplt.volume_ocv(self.data['Open Close Volume'.split()], ax=self.ax0.overlay())
 
             # Refresh view : auto zoom
             fplt.refresh()
@@ -317,4 +324,13 @@ def show(self):
         fplt.show(qt_exec=False)
 
         pass
+
+    def drawPnL(self, pln_data):
+
+        # put an MA on the close price
+        fplt.plot(pln_data['time'], pln_data['pnlcomm'], ax = self.axPnL)
+        self.axPnL.ax_widget.show()
+        self.axPnL.show()
+
+        pass
     
diff --git a/indicators/ichimoku.py b/indicators/ichimoku.py
@@ -63,6 +63,7 @@ def __init__(self, dataFrames, tenkan = 9, kijun = 26, senkou = 52, senkou_lead
 
     def draw(self, ax, tenkan_color = "magenta", kijun_color = "blue", senkou_a_color = "gray", senkou_b_color = "gray", chikou_color = "yellow"):
 
+      
         self.tenkan_sen_plot = fplt.plot(self.tenkan_sen, ax = ax, color=tenkan_color, width=1 )
         self.kijun_sen_plot = fplt.plot(self.kijun_sen, ax = ax, color=kijun_color, width=2 )
         self.chikou_span_plot = fplt.plot(self.chikou_span, ax = ax, color=chikou_color, width=2 )
diff --git a/userInterface.py b/userInterface.py
@@ -36,6 +36,8 @@
 
 import qdarkstyle
 
+import pandas as pd
+
 class UserInterface:
 
     #########
@@ -400,6 +402,36 @@ def setOrders(self, orders):
         pass
 
 
+    #########
+    # Draw PnL chart
+    #########
+    def displayPnL(self, trades):
+
+        pnl_data = {}
+        pnl_data['time'] = []
+        pnl_data['pnlcomm'] = []
+
+        # Prepare data before plotting Pnl 
+        for key, values in trades:
+
+            row = 0
+            for trade in values[0]:
+
+                if not trade.isopen:
+
+                    pnl_data['time'].append( bt.num2date(trade.dtclose) )
+                    pnl_data['pnlcomm'].append(trade.pnlcomm)
+
+                row += 1
+
+        # index is X axis ?
+        pnl_data['time'] = pd.to_datetime(pnl_data['time'])
+
+        df = pd.DataFrame(data=pnl_data)
+
+        self.fpltWindow.drawPnL(df)
+        pass
+
     #########
     # Control panel overlay on top/above of the finplot window
     #########
