app.py

from re import S
import re
from turtle import onclick
import flask
import json
import logging
import os
import uuid
import redis
import importlib
import pandas as pd

import dash
import dash.dependencies as dd
#import dash_auth
from dash import dcc, html, dash_table
# from dash import html
import dash.dash_table as dtb

import backend as ob
import configuration as oc
#import omega_ui.configuration as oc
#import omega_ui.backend as ob
from dash.exceptions import PreventUpdate
import dash_bootstrap_components as dbc
import yfinance as yf
import subprocess
import dash_bootstrap_components as dbc


debug_mode = False  # set False to deploy

root_directory = os.getcwd()
stylesheets = ['stylesheet.css']
jss = ['script.js']
static_route = '/static/'




# app = dash.Dash(__name__, external_stylesheets=[
#     'static/stylesheet.css',
#     ], 
#     external_scripts=[
#         'static/scripts.js'
#     ])
# for stylesheet in stylesheets:
#     app.css.append_css({"external_url": "/static/{}".format(stylesheet)})

# app.scripts.append_script({"external_url": "//code.jquery.com/jquery-1.4.2.min.js"})
# app.scripts.append_script({"external_url": "//cdnjs.cloudflare.com/ajax/libs/socket.io/1.3.5/socket.io.min.js"})


# for js in jss:
#     app.scripts.append_script({"external_url": "/static/{}".format(js)})

#app = dash.Dash(__name__)

app = dash.Dash(__name__, external_scripts=[
    'https://code.jquery.com/jquery-1.4.2.min.js',
    'https://cdnjs.cloudflare.com/ajax/libs/socket.io/1.3.5/socket.io.min.js'
])

server = app.server
app.title = 'Quanturf - Backtest'
#app.scripts.config.serve_locally = False

# level_marks = ['Debug', 'Info', 'Warning', 'Error']
level_marks = {0: 'Debug', 1: 'Info', 2: 'Warning', 3: 'Error'}
num_marks = 4

left_column = html.Div([
    html.Div(html.H5('Data Download'), className='grey block2 mb-10'),
    html.Div([
        html.Div('Symbols:', className='four columns'),
        dcc.Dropdown(
            id='symbols',            
            options=[{'label': name, 'value': name} for name in pd.read_csv('static/sp500_companies.csv')['Symbol'].to_list()],
            #options=['AAPL', 'TSLA', 'MSFT', 'AMZN'], #Replace this with list
            multi=True,
            className='eight columns u-pull-right')
    ], className='row mb-10'),


    html.Button('Download', id='download-btn', n_clicks=0, style={'width': '60%', 'margin-left': 0, 'margin-right': '2%'}),
                    

    
    html.Br(),

    dbc.Row([
            html.Div(html.Hr(style={'borderWidth': "0.3vh", "width": "100%", "color": "#FEC700"}))
        ]),
    html.Div(html.H5('Generate Algorithm Code'), className='black-block2 mb-10'),
    html.Div([
        html.Div('Algos:', className='four columns'),
        dcc.Dropdown(id='module', options=[], className='eight columns u-pull-right')
        # dcc.Dropdown(
        #     id='module',
        #     options=[{'label': name, 'value': name} for name in oc.cfg['backtest']['modules'].split(',')],
        #     className='eight columns u-pull-right')
    ], className='row mb-10'),
    html.Div([
        html.Div('Strategy Name:', className='four columns'),
        #dcc.Dropdown(id='strategy', options=[], className='eight columns u-pull-right')
        dcc.Input(id='filename', className='eight columns u-pull-right', value = "MyStrategy")
    ], className='row mb-10'),

    html.Div([
        html.Div('Capital:', className='four columns'),
        #dcc.Dropdown(id='strategy', options=[], className='eight columns u-pull-right')
        dcc.Input(id='cash', className='eight columns u-pull-right', value = 10000)
    ], className='row mb-10'),

    html.Button('Generate Code', id='save-btn', n_clicks=0, style={'width': '60%', 'margin-left': 0, 'margin-right': '2%'}),

    html.Br(),
    dbc.Row([
            html.Div(html.Hr(style={'borderWidth': "0.3vh", "width": "100%", "color": "#FEC700"}))
        ]),

    html.Div(html.H5('Run Backtest'), className='black-block2 mb-10'),    

    html.Div([
        html.Div('Backtest:', className='four columns'),
        dcc.Dropdown(id='strategy', options=[], className='eight columns u-pull-right')
        # dcc.Dropdown(
        #     id='module',
        #     options=[{'label': name, 'value': name} for name in oc.cfg['backtest']['modules'].split(',')],
        #     className='eight columns u-pull-right')
    ], className='row mb-10'),

    html.Button('Run Backtest', id='backtest-btn', n_clicks=0, style={'width': '60%', 'margin-left': 0, 'margin-right': '0%'}),
    # html.Div(
    #     dash_table.DataTable(
    #         row_selectable=ob.cash_param(),
    #         # optional - sets the order of columns
    #         columns=[{"name": i, "id": i} for i in['Parameter', 'Value']],
    #         editable=True,
    #         id='params-table'
    #     ), className='row mb-10'),

    # html.Div([
    #     html.Div('Notes:'),
    #     html.Textarea(id='notes-area', style={'width': '100%'})
    # ], className='row', style={'vertical-align': 'bottom'}),
], className="three columns gray-block", style={'position': 'absolute'})

center = html.Div([
    html.Div([
        html.Div([dcc.Graph(id='charts')]),
    ], id='graph-container', className='row',
        style={'position': 'absolute', 'top': '0px', 'bottom': '0px', 'left': '0px', 'right': '0px'})
], className='offset-by-three six columns gray-block', style={'position': 'absolute', 'top': 0,  'bottom': '9.2em'})

right_column = html.Div([
    html.Div(
        html.Div([
            html.Div([
                html.Div(html.H5('Status'), className='black-block2 mb-10'),  
                html.Div([
                    #html.Button('Download', id='download-btn', n_clicks=0, style={'width': '30%', 'margin-left': 0, 'margin-right': '2%'}),
                    #html.Button('AutoCode', id='save-btn', n_clicks=0, style={'width': '30%', 'margin-left': 0, 'margin-right': '2%'}),
                    #html.Button('Backtest', id='backtest-btn', n_clicks=0, style={'width': '34%', 'margin-left': 0, 'margin-right': '0%'}),
                                        
                ]),
                html.Div(id='status-area', style={
                    'margin-top': '10px',
                    'padding-left': '10px',
                    'border': '1px solid black',
                    'line-height': '40px',
                    'min-height': '40px',
                })
            ], className='gray-block mb-10'),
            html.Div(id='stat-block', className='block',
                    style={'position': 'absolute', 'top': '155px', 'left': '75.75%', 'right': 0}),
        ], className='twelve columns'), className='row'),
], className='offset-by-nine three columns')

bottom = html.Div([
    html.Div([
        html.Div('Logs:', className='one columns'),
        html.Div('Level:', className='one columns'),
        html.Div([
            dcc.RangeSlider(
                id='level-slider',
                marks=level_marks,
                min=0,
                max=num_marks-1,
                step=1,
                value=[0, num_marks-1],
            )
        ], className='five columns', style={'margin-top': '-0.5em', 'margin-left': '-1em', })
    ], className='row mb-10'),
    html.Iframe(id='log-frame', style={
        'width': '100%',
        'background-color': 'white',
        'border': '1px solid black',
        'min-height': '20em',
        'margin-bottom': '-1em'
    }, className='row'),
], className='gray-block')


app.layout = html.Div([ 
        html.Div(
                    [
                        html.Div(
                html.Div(html.H1('Quanturf - backtrader'), className='gray-block2 mb-10'),
                style={'position': 'absolute', 'right': '1em', 'width': '99%'}),
            html.Div([
                html.Div([
                    left_column, center, right_column
                ], className='row', style={'position': 'absolute', 'bottom': '18em', 'top': '7em', 'right': '1em', 'width': '99%'}),
                html.Div(
                    bottom
                    , className='row', style={'position': 'fixed', 'bottom': '0','right': '1em', 'width': '99%'})
            ]),
            html.Div(id='intermediate-value', style={'display': 'none'}),
            #html.Div(id='intermediate-params', style={'display': 'none'}),
            html.Div(id='code-generated', style={'display': 'none'}),
            html.Div(id='code-generated2', style={'display': 'none'}),
            #dcc.Download(id="download-data-csv"),
            #html.Div(id='intermediate-status', style={'display': 'none'}),
            html.Div(id='level-log', contentEditable='True', style={'display': 'none'}),
            dcc.Input(id='log-uid', type='text', style={'display': 'none'})
            
        ], style={'height': '200vh', 'width': '90vw'}
    ),
        
         
    
])


# for stylesheet in stylesheets:
#     app.css.append_css({"external_url": "/static/{}".format(stylesheet)})

# app.scripts.append_script({"external_url": "//code.jquery.com/jquery-1.4.2.min.js"})
# app.scripts.append_script({"external_url": "//cdnjs.cloudflare.com/ajax/libs/socket.io/1.3.5/socket.io.min.js"})


# for js in jss:
#     app.scripts.append_script({"external_url": "/static/{}".format(js)})


@app.server.route('{}<file>'.format(static_route))
def serve_file(file):
    if file not in stylesheets and file not in jss:
        raise Exception('"{}" is excluded from the allowed static css files'.format(file))
    static_directory = os.path.join(root_directory, 'static')
    return flask.send_from_directory(static_directory, file)

@app.callback(dd.Output('module', 'options'), [dd.Input('symbols', 'value')])
def update_algo_list(symbols):  
    all_files = os.listdir("SampleStrategies") 
    algo_files = list(filter(lambda f: f.endswith('.py'), all_files))
    algo_avlb = [s.rsplit( ".", 1 )[ 0 ] for s in algo_files]
    #print(algo_avlb)    
    return algo_avlb

# @app.callback(dd.Output('strategy', 'options'), [dd.Input('module', 'value')])
# def update_strategy_list(module_name):
#     data = ob.test_list(module_name)
#     return [{'label': name, 'value': name} for name in data]

@app.callback(dd.Output('strategy', 'options'), [dd.Input('symbols', 'value')])
def update_strategy_list(symbols):  
    all_files = os.listdir("MyStrategies")    
    backtest_files = list(filter(lambda f: f.endswith('.py'), all_files))
    backtest_avlb = [s.rsplit( ".", 1 )[ 0 ] for s in backtest_files]  
    #print(backtest_avlb) 
    return backtest_avlb

# I think this callback is not needed. No html tag with id = 'params-table' is there
# Commenting out it for now.

# @app.callback(dd.Output('params-table', 'columns'), [dd.Input('module', 'value'), dd.Input('strategy', 'value'), dd.Input('symbols', 'value')])
# def update_params_list(module_name, strategy_name, symbol):
#     return ob.params_list(module_name, strategy_name, symbol)


# @app.callback(dd.Output('strategy', 'value'), [dd.Input('strategy', 'options')])
# def update_strategy_value(options):
#     if len(options):
#         #print(options)
#         return options[5]
#     return ''


# @app.callback(dd.Output('status-area', 'children'),
#               [
#                   dd.Input('backtest-btn', 'n_clicks'),
#                   dd.Input('intermediate-params', 'children'),
#                   dd.Input('intermediate-value', 'children')
#               ])
# def update_status_area(n_clicks, packed_params, result):
#     if result:
#         return 'Done!'
#     if n_clicks == 0:
#         return ''
#     module, strategy, symbol = None, None, None
#     try:
#         params = json.loads(packed_params)
#         if 'module_i' in params:
#             module = params['module_i']
#         if 'strategy_i' in params:
#             strategy = None if params['strategy_i'] == '' else params['strategy_i']
#         if 'symbols_i' in params:
#             symbol = params['symbols_i']
#     except:
#         pass
#     to_provide = []
#     if module is None:
#         to_provide.append('module')
#     if strategy is None:
#         to_provide.append('strategy')
#     if symbol is None:
#         to_provide.append('symbol')
#     if len(to_provide):
#         return 'Please provide a value for: {}!'.format(', '.join(to_provide))

#     return "Backtesting.."


 ####  Run Backtest button #####
 
@app.callback(dd.Output('status-area', 'children'),
              [
                  dd.Input('backtest-btn', 'n_clicks'),
                  dd.Input('strategy', 'value'),
                  dd.Input('intermediate-value', 'children')
              ])
def update_status_area(n_clicks, strategy, result):
    if result:
        return 'Done!'
    if n_clicks == 0:
        return ''
    #strategy = None 
    
    if strategy is None:       
        return 'Please provide a value for: {}!'.format(', '.join(strategy))

    return "Backtesting.."    


@app.callback(dd.Output('log-uid', 'value'), [dd.Input('symbols', 'options')]) #Why do we need this???
def create_uid(m):
    return uuid.uuid4().hex


@app.callback(dd.Output('intermediate-value', 'children'), [dd.Input('strategy', 'value'),dd.Input('backtest-btn', 'n_clicks')])
def on_click_backtest_to_intermediate(strategy, n_clicks):
    try:
        if strategy is None:
            return []
        #return ob.create_ts(uid, module, strategy, symbols, params)
        result = ob.create_ts2(strategy)
        #print("result of backtesting....")
        #print(result)
        return result
    except json.decoder.JSONDecodeError:
        # Ignoring this error (this is happening when inputting values in Module/Strategy boxes)
        print("Exception throw ho gya")
        return []    


# @app.callback(dd.Output('intermediate-value', 'children'),
#               [dd.Input('intermediate-params', 'children'), dd.Input('log-uid', 'value')])
# def on_click_backtest_to_intermediate(json_packed, uid):
#     try:
#         unpacked = json.loads(json_packed)
#         module = unpacked['module_i']
#         strategy = unpacked['strategy_i']
#         symbols = unpacked['symbols_i']
#         params = unpacked['table_params']
#         #params = {}
#         if module is None or strategy is None or symbols is None:
#             return []
#         #return ob.create_ts(uid, module, strategy, symbols, params)
#         return ob.create_ts2()
#     except json.decoder.JSONDecodeError:
#         # Ignoring this error (this is happening when inputting values in Module/Strategy boxes)
#         return []


@app.callback(dd.Output('backtest-btn', 'n_clicks'),
              [
                  #dd.Input('module', 'value'),
                  dd.Input('strategy', 'value')
                  #dd.Input('symbols', 'value'),
                  #dd.Input('params-table', 'columns')
              ])
def reset_button(*args):
    return 0


# @app.callback(dd.Output('intermediate-params', 'children'),
#               [
#                   dd.Input('backtest-btn', 'n_clicks'),
#                   dd.Input('module', 'value'),
#                   dd.Input('strategy', 'value'),
#                   dd.Input('symbols', 'value')#,
#                   #dd.Input('params-table', 'columns')
#               ])
# def update_params(n_clicks, module, strategy, symbol, rows):
#     if n_clicks == 0:
#         return ''
#     params = {'module_i': module, 'strategy_i': strategy, 'symbols_i': symbol}
#     table_params = {}
#     for row in rows:
#         table_params[row['name']] = str(row['id'])
#     params['table_params'] = table_params
#     return json.dumps(params)



######   Code generate Button  #####

#Add code later to make sure that enter cash and symbols
@app.callback(dd.Output('code-generated', 'children'),
              [
                  dd.Input('save-btn', 'n_clicks'),
                  dd.Input('cash', 'value'),
                  dd.Input('module', 'value'),
                  dd.Input('symbols', 'value'),
                  dd.Input('filename', 'value'),
              ])
def create_code(n_clicks, cash, module, symbols, filename):
    if n_clicks == 0:
        return '' 

    data = data2 = ""

    backtest_code = '''                

def backtest():
    cash = {cash}
    symbols = {symbols}
    #start_date = '2018-01-01'
    data_dir = "Data/"  

    cerebro = bt.Cerebro()
    cerebro.broker.setcash(cash)

    for s in symbols:
        data = bt.feeds.PandasData(dataname=yf.download(s, '2021-07-06', '2022-07-01', auto_adjust=True))
        cerebro.adddata(data)

    # Strategy
    cerebro.addstrategy({module})

    cerebro.addanalyzer(bt.analyzers.PyFolio, _name='pyfolio')
    cerebro.addanalyzer(bt.analyzers.DrawDown, _name='drawdown')
    cerebro.addanalyzer(bt.analyzers.SQN, _name='SQN')
    cerebro.addanalyzer(bt.analyzers.TradeAnalyzer, _name='trades')
    
    # Backtest 
    
    print('Starting Portfolio Value: ',  cerebro.broker.getvalue())
    plt.rcParams['figure.figsize']=[10,6]
    plt.rcParams["font.size"]="12"

    # Run over everything
    results = cerebro.run()
    pnl = cerebro.broker.getvalue() - cash
    #cerebro.plot()
    # Print out the final result
    print('Final Portfolio Value: ',  cerebro.broker.getvalue()) 
    
    return pnl, results[0]    

#end of function for '{symbols}' with capital '{cash}'
           
                '''.format(symbols=symbols, cash = cash, module = module)
    
    #print("backtest_code : " + backtest_code)

    strategy_file = module+".py"
    strategy_file = "SampleStrategies/"+strategy_file

    with open(strategy_file) as fp:
        data = fp.read()

    data += "\n"
    data += backtest_code
    #print("Data: " + data)
    path_dir = "MyStrategies/"
    filename_save = filename+".py"
    
    with open (os.path.join(path_dir, filename_save), 'w') as fp:
        fp.write(data)
        
    return 0 

#####  Download Button #####

@app.callback(dd.Output('code-generated2', 'children'),
              [
                  dd.Input('download-btn', 'n_clicks'),
                  dd.Input('symbols', 'value')
              ])
def download_data(n_clicks, symbols ):
    if n_clicks == 0:
        return '' 
    #symbols = ['TSLA', 'GE']
    print("testing Datas ") 
    print(symbols)   
    for s in symbols:
            df = yf.download(s, start = "2018-01-01")
            data_dir = "Data/"
            filename = s +".csv"
            df.to_csv(os.path.join(data_dir, filename)) 
    #return dcc.send_data_frame(df.to_csv, filename) 
    # module_name = "FromBackTrader"
    # module = importlib.import_module(module_name)
    # pnl, results = module.backtest()
    #result = subprocess.getstatusoutput('python FromBackTrader.py' )  
    return 0     
 
@app.callback(dd.Output('charts', 'figure'),
              [dd.Input('intermediate-value', 'children'), dd.Input('log-uid', 'value')], prevent_initial_call=True)
def on_intermediate_to_chart(children, uid):
    # r = redis.StrictRedis(oc.cfg['default']['redis'], 6379, db=0)
    # size = r.get(uid + 'size')
    # w, h = size.decode('utf8').split(',')
    # return ob.extract_figure(children, w, h)
    if len(children) == 0:
        return dash.no_update
    return ob.extract_figure(children)

#Commenting it out for now as there is no level-slider exist.

# @app.callback(
#     dash.dependencies.Output('level-log', 'children'),
#     [dash.dependencies.Input('level-slider', 'value')])
# def level_output(value):
#     begin, end = value
#     res = []
#     for i in range(begin, end+1):
#         res.append(level_marks[i].upper())
#     return ','.join(res)


@app.callback(dd.Output('stat-block', 'children'), [dd.Input('intermediate-value', 'children')])
def on_intermediate_to_stat(children):
    statistic = ob.extract_statistic(children)
    ht = []
    for section in statistic:
        ht.append(html.Div(html.B(section, style={'font-size': '1.1em', 'line-height': '1.5m'}), className='row'))
        for stat in statistic[section]:
            ht.append(
                html.Div([
                    html.Div(stat, className='u-pull-left'),
                    html.Div(html.B(statistic[section].get(stat)), className='u-pull-right')
                ], className='row'))
        ht.append(html.Div(style={'border': '1px solid #999', 'margin': '10px 10px 5px'}))
    return html.Div(html.Div(ht[:-1], className='twelve columns', style={'line-height': '1.4em'}), className='row')


# if not debug_mode:
#     auth = dash_auth.BasicAuth(
#         app,
#         ob.get_users()
#     )


# Before running the app, please run the following 'python socket_logged.py flask run'
if __name__ == '__main__':
    logger = logging.getLogger('werkzeug')
    handler = logging.FileHandler(ob.LogFileCreator.werkzeug_log_file_name())
    logger.addHandler(handler)
    # app.run_server(host='localhost', debug=debug_mode)
    app.run_server(debug=True, port=8086)