Release v0.0.2

CMakeLists.txt

@@ -1,6 +1,6 @@
 cmake_minimum_required(VERSION 3.25)
 project(pludux
-  VERSION 0.0.1
+  VERSION 0.0.2
   HOMEPAGE_URL "https://github.com/janucaria/pludux"
   LANGUAGES CXX
 )

apps/backtest/cli/sources/main.cpp

@@ -13,6 +13,7 @@
 #include <nlohmann/json.hpp>
 
 #include <pludux/backtest.hpp>
+#include <pludux/backtest/backtesting_summary.hpp>
 
 auto main(int, const char**) -> int
 {
@@ -41,62 +42,111 @@ auto main(int, const char**) -> int
   auto open_trade = std::optional<pludux::backtest::TradeRecord>{};
   auto closed_trades = std::vector<pludux::backtest::TradeRecord>{};
 
-  while(backtest.run(asset)) {
-    // Nothing to do here
+  while(backtest.should_run(asset)) {
+    backtest.run(asset);
   }
 
-  auto result = backtest.backtesting_summary();
-
-  std::cout << "Asset: " << asset_file << std::endl;
-  std::cout << "Total profit: " << result.total_profit() << std::endl;
-  std::cout << "Total trades: " << result.closed_trades().size() << std::endl;
-  std::cout << "Average profit: " << result.average_win() << std::endl;
-  std::cout << "Average loss: " << result.average_loss() << std::endl;
-
-  std::cout << std::endl;
-  std::cout << "exit signal rate: " << result.exit_signal_rate() << std::endl;
-  std::cout << "Average exit signal: " << result.average_exit_signal()
-            << std::endl;
-  std::cout << "exit signal ev: " << result.exit_signal_expected_value()
-            << std::endl;
-
-  std::cout << "take profit rate: " << result.take_profit_rate() << std::endl;
-  std::cout << "Average take profit: " << result.average_take_profit()
-            << std::endl;
-  std::cout << "take profit ev: " << result.take_profit_expected_value()
-            << std::endl;
-
-  std::cout << "stop loss rate: " << result.stop_loss_rate() << std::endl;
-  std::cout << "Average stop loss: " << result.average_stop_loss() << std::endl;
-  std::cout << "stop loss ev: " << result.stop_loss_expected_value()
-            << std::endl;
-  std::cout << std::endl;
-
-  std::cout << "Expected value: " << result.expected_value() << std::endl;
-
-  // get the duration in days
-  std::cout << "Total duration: " << result.total_duration() / (60 * 60 * 24)
-            << " days" << std::endl;
-  std::cout << "Average duration: "
-            << result.average_duration() / (60 * 60 * 24) << " days"
-            << std::endl;
-
-  std::cout << "Win rate: " << result.win_rate() << std::endl;
-  std::cout << "Loss Rate: " << result.loss_rate() << std::endl;
-  std::cout << "BE Rate: " << result.break_even_rate() << std::endl;
-  std::cout << std::endl;
-  std::cout << std::endl;
+  auto& ostream = std::cout;
+
+  auto summary = pludux::backtest::BacktestingSummary{};
+  const auto& history = backtest.history();
+  for(int i = 0, ii = history.size(); i < ii; ++i) {
+    const auto& trade = history[i].trade_record();
+    const auto is_last_trade = i == ii - 1;
+
+    if(trade.has_value() &&
+       (trade->is_closed() || is_last_trade && trade->is_open())) {
+      summary.add_trade(*trade);
+    }
+  }
+
+  ostream << std::format("Risk per trade: {:.2f}\n", backtest.capital_risk());
+  ostream << std::format("Total profit: {:.2f}\n", summary.total_profit());
+  auto total_duration_days = std::chrono::duration_cast<std::chrono::days>(
+                              std::chrono::seconds(summary.total_duration()))
+                              .count();
+  ostream << std::format("Total duration: {} days\n", total_duration_days);
+  ostream << std::format("Total trades: {}\n", summary.total_trades());
+
+  ostream << std::format("Average profit: {:.2f}\n", summary.average_win());
+  ostream << std::format("Average loss: {:.2f}\n", -summary.average_loss());
+
+  auto average_duration_days =
+   std::chrono::duration_cast<std::chrono::days>(
+    std::chrono::seconds(summary.average_duration()))
+    .count();
+  ostream << std::format("Average duration: {} days\n", average_duration_days);
+
+  ostream << "\n\n";
+  ostream << "OPEN TRADE\n";
+  ostream << "----------\n";
+  ostream << std::format("Unrealized profit: {:.2f}\n",
+                         summary.unrealized_profit());
+
+  auto ongoing_trade_duration_days =
+   std::chrono::duration_cast<std::chrono::days>(
+    std::chrono::seconds(summary.ongoing_trade_duration()))
+    .count();
+  ostream << std::format("Ongoing duration: {} days\n",
+                         ongoing_trade_duration_days);
+
+  ostream << "\n\n";
+  ostream << "CLOSED TRADES\n";
+  ostream << "-------------\n";
+  ostream << std::format("Exit signal rate: {:.2f}%\n",
+                         summary.exit_signal_rate() * 100);
+  ostream << std::format("Average exit signal: {:.2f}\n",
+                         summary.average_exit_signal());
+  ostream << std::format("Exit signal EV: {:.2f}\n",
+                         summary.exit_signal_expected_value());
+
+  ostream << std::format("Take profit rate: {:.2f}%\n",
+                         summary.take_profit_rate() * 100);
+  ostream << std::format("Average take profit: {:.2f}\n",
+                         summary.average_take_profit());
+  ostream << std::format("Take profit EV: {:.2f}\n",
+                         summary.take_profit_expected_value());
+
+  ostream << std::format("Stop loss rate: {:.2f}%\n",
+                         summary.stop_loss_rate() * 100);
+  ostream << std::format("Average stop loss: {:.2f}\n",
+                         -summary.average_stop_loss());
+  ostream << std::format("Stop loss EV: {:.2f}\n",
+                         summary.stop_loss_expected_value());
+  ostream << "\n";
+
+  ostream << std::format("Expected value (EV): {:.2f}\n",
+                         summary.expected_value());
+  ostream << std::format("EV to risk rate: {:.2f}%\n",
+                         summary.expected_value() / backtest.capital_risk() *
+                          100);
+
+  ostream << std::format("Total closed trades: {}\n",
+                         summary.closed_trades().size());
+  ostream << std::format("Win rate: {:.2f}%\n", summary.win_rate() * 100);
+  ostream << std::format("Loss rate: {:.2f}%\n", summary.loss_rate() * 100);
+  ostream << std::format("Break even rate: {:.2f}%\n",
+                         summary.break_even_rate() * 100);
+  ostream << "\n\n";
 
   // iterate through the trades
-  std::cout << "Trade: " << std::endl;
-  for(const pludux::backtest::TradeRecord& trade : result.closed_trades()) {
-    const auto entry_timestamp = trade.entry_timestamp();
-    const auto exit_timestamp = trade.exit_timestamp();
-    std::cout << "Entry date: " << std::ctime(&entry_timestamp) // NOLINT
-              << "Exit date: " << std::ctime(&exit_timestamp)   // NOLINT
-              << "Reason: " << static_cast<int>(trade.status()) << std::endl
-              << "Profit: " << trade.profit() << std::endl
-              << std::endl;
+  std::cout << "Trades: " << std::endl;
+  const auto& backtest_history = backtest.history();
+  // auto is_in_trade = false;
+  for(int i = 0, ii = backtest_history.size(); i < ii; ++i) {
+    const auto& trade = backtest_history[i].trade_record();
+    const auto is_last_trade = i == ii - 1;
+
+    if(trade && trade->is_closed() || is_last_trade) {
+      const auto entry_timestamp = trade->entry_timestamp();
+      const auto exit_timestamp = trade->exit_timestamp();
+      std::cout << "Entry date: " << std::ctime(&entry_timestamp) // NOLINT
+                << "Exit date: " << std::ctime(&exit_timestamp)   // NOLINT
+                << "Position size: " << trade->position_size() << std::endl
+                << "Reason: " << static_cast<int>(trade->status()) << std::endl
+                << "Profit: " << trade->profit() << std::endl
+                << std::endl;
+    }
   }
 
   return 0;

apps/backtest/gui/CMakeLists.txt

@@ -172,7 +172,7 @@ else()
     "-sUSE_GLFW=3"
     "-sALLOW_MEMORY_GROWTH=1"
     "-sSTACK_SIZE=128kB"
-    "-sEXPORTED_FUNCTIONS=[_main,stringToNewUTF8]"
+    "-sEXPORTED_FUNCTIONS=[_main,stringToNewUTF8,UTF8ToString]"
   )
 
   set_target_properties(${PROJECT_NAME} PROPERTIES OUTPUT_NAME "index")

apps/backtest/gui/src/actions/change_strategy_json_file_action.cpp

@@ -22,7 +22,6 @@ void ChangeStrategyJsonFileAction::operator()(AppStateData& state) const
 
   state.strategy_name = get_strategy_name();
   state.backtest = backtest;
-  state.resource_changed = true;
 }
 
 auto ChangeStrategyJsonFileAction::get_strategy_name() const noexcept

apps/backtest/gui/src/actions/change_strategy_json_str_action.cpp

@@ -23,7 +23,6 @@ void ChangeStrategyJsonStrAction::operator()(AppStateData& state) const
 
   state.strategy_name = get_strategy_name();
   state.backtest = std::move(backtest);
-  state.resource_changed = true;
 }
 
 auto ChangeStrategyJsonStrAction::get_strategy_name() const noexcept

apps/backtest/gui/src/actions/load_asset_csv_file_action.cpp

@@ -28,7 +28,10 @@ void LoadAssetCsvFileAction::operator()(AppStateData& state) const
 
   state.asset_data.emplace(quotes.begin(), quotes.end());
   state.asset_name = get_asset_name();
-  state.resource_changed = true;
+
+  if(state.backtest.has_value()) {
+    state.backtest->reset();
+  }
 }
 
 auto LoadAssetCsvFileAction::get_asset_name() const noexcept -> std::string

apps/backtest/gui/src/actions/load_asset_csv_str_action.cpp

@@ -24,7 +24,10 @@ void LoadAssetCsvStrAction::operator()(AppStateData& state) const
 
   state.asset_data.emplace(quotes.begin(), quotes.end());
   state.asset_name = get_asset_name();
-  state.resource_changed = true;
+
+  if(state.backtest.has_value()) {
+    state.backtest->reset();
+  }
 }
 
 auto LoadAssetCsvStrAction::get_asset_name() const noexcept

apps/backtest/gui/src/app_state_data.hpp

@@ -17,8 +17,6 @@ struct AppStateData {
 
   std::string asset_name{};
 
-  bool resource_changed{false};
-
   std::queue<std::string> alert_messages{};
 
   std::optional<Backtest> backtest{};

apps/backtest/gui/src/application.cpp

@@ -78,10 +78,12 @@ void Application::on_update()
 
     try {
       do {
-        if(!state_data_.backtest->run(asset_data)) {
+        if(!state_data_.backtest->should_run(asset_data)) {
           break;
         }
 
+        state_data_.backtest->run(asset_data);
+
         current_time = std::chrono::high_resolution_clock::now();
         time_diff = std::chrono::duration_cast<std::chrono::milliseconds>(
                      current_time - last_update_time)
@@ -93,7 +95,6 @@ void Application::on_update()
       state_data_.backtest.reset();
       state_data_.asset_data.reset();
       state_data_.asset_name.clear();
-      state_data_.resource_changed = false;
 
       const auto error_message = std::format("Error: {}", e.what());
       state_data_.alert_messages.push(error_message);
@@ -123,9 +124,7 @@ void Application::on_update()
 
   try {
     dockspace_window_.render(app_state);
-
-    auto plot_data_window = PlotDataWindow{};
-    plot_data_window.render(app_state);
+    plot_data_window_.render(app_state);
     auto backtesting_summary = BacktestSummaryWindow{};
     backtesting_summary.render(app_state);
     auto trade_journal = TradeJournalWindow{};

apps/backtest/gui/src/application.hpp

@@ -35,6 +35,7 @@ class Application {
   ImVec2 window_size_;
 
   DockspaceWindow dockspace_window_;
+  PlotDataWindow plot_data_window_;
 
   AppStateData state_data_;
   std::queue<AppPolyAction> actions_;

apps/backtest/gui/src/windows/backtesting_summary_window.cpp

@@ -5,6 +5,8 @@
 
 #include <imgui.h>
 
+#include <pludux/backtest/backtesting_summary.hpp>
+
 #include "../app_state.hpp"
 
 #include "./backtesting_summary_window.hpp"
@@ -28,9 +30,19 @@ void BacktestSummaryWindow::render(AppState& app_state)
   ostream << "Asset: " << state.asset_name << std::endl;
   ostream << std::endl;
 
-  if(backtest.has_value() &&
-     backtest->backtesting_summary().total_trades() > 0) {
-    const auto& summary = backtest->backtesting_summary();
+  if(backtest.has_value() && backtest->history().size() > 0) {
+    auto summary = backtest::BacktestingSummary{};
+
+    const auto& history = backtest->history();
+    for(int i = 0, ii = history.size(); i < ii; ++i) {
+      const auto& trade = history[i].trade_record();
+      const auto is_last_trade = i == ii - 1;
+
+      if(trade.has_value() && (trade->is_closed() || is_last_trade && trade->is_open())) {
+        summary.add_trade(*trade);
+      }
+    }
+
     ostream << std::format("Risk per trade: {:.2f}\n",
                            backtest->capital_risk());
     ostream << std::format("Total profit: {:.2f}\n", summary.total_profit());

apps/backtest/gui/src/windows/dockspace_window.cpp

@@ -222,8 +222,25 @@ void DockspaceWindow::render(AppState& app_state)
       ImGui::Text("%s", "Pludux Backtest");
       ImGui::Separator();
       ImGui::Text("%s", std::format("Version: {}", PLUDUX_VERSION).c_str());
-      ImGui::Text(
-       "%s", std::format("Source Code: {}", PLUDUX_SOURCE_CODE_URL).c_str());
+      ImGui::Text("%s", "Source Code: ");
+      ImGui::SameLine();
+      ImGui::TextColored(ImVec4(0, 1, 1, 1), "%s", PLUDUX_SOURCE_CODE_URL);
+
+#ifdef __EMSCRIPTEN__
+      EM_ASM(
+       { document.body.style.cursor = $0 ? 'pointer' : 'default'; },
+       ImGui::IsItemHovered());
+      if(ImGui::IsItemClicked()) {
+        ImGui::CloseCurrentPopup();
+        EM_ASM(
+         {
+           var url = Module.UTF8ToString($0);
+           window.open(url, '_blank');
+         },
+         PLUDUX_SOURCE_CODE_URL);
+      }
+#endif
+
       ImGui::Separator();
       ImGui::Text("%s", "This software is licensed under the MIT License.");
       ImGui::Text("%s", "Copyright (c) 2025 Januar Andaria");