deploy: 2026-03-20 07:49
This commit is contained in:
ufo6849
448
dashboard/app.py
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448
dashboard/app.py
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"""Streamlit dashboard for ICT Crypto Bot monitoring.
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Run with: streamlit run dashboard/app.py
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"""
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from __future__ import annotations
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import os
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import sys
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import json
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import sqlite3
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from datetime import date, datetime, timedelta
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from pathlib import Path
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os.environ.setdefault("SMC_CREDIT", "0")
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# Ensure project root is on the path
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sys.path.insert(0, str(Path(__file__).resolve().parent.parent))
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import streamlit as st
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import pandas as pd
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import plotly.graph_objects as go
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from plotly.subplots import make_subplots
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from database.repository import TradingRepository
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def get_repo() -> TradingRepository:
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repo = TradingRepository()
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repo.connect()
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return repo
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def load_bot_state(repo: TradingRepository) -> dict:
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"""Load bot runtime state from DB."""
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state = {}
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for key in ["bot_status", "balance", "trading_pairs", "last_analysis", "start_time"]:
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val = repo.get_state(key)
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if val:
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state[key] = val
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return state
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def main():
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st.set_page_config(
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page_title="ICT Crypto Bot Dashboard",
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page_icon="📊",
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layout="wide",
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)
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st.title("📊 ICT Smart Money Concepts Trading Bot")
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repo = get_repo()
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# ------------------------------------------------------------------
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# Sidebar
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# ------------------------------------------------------------------
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st.sidebar.header("Navigation")
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page = st.sidebar.radio(
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"Page",
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["Overview", "Open Positions", "Trade History", "Performance", "Bot Status"],
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)
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st.sidebar.markdown("---")
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st.sidebar.caption("Auto-refresh: 10s")
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st_autorefresh = st.sidebar.checkbox("Auto Refresh", value=True)
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if st_autorefresh:
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try:
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from streamlit_autorefresh import st_autorefresh as auto_ref
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auto_ref(interval=10000, key="refresh")
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except ImportError:
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st.sidebar.info("Install streamlit-autorefresh for auto-refresh")
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# ------------------------------------------------------------------
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# Overview
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# ------------------------------------------------------------------
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if page == "Overview":
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st.header("Dashboard Overview")
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open_positions = repo.get_open_positions()
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perf = repo.get_daily_performance()
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closed = repo.get_closed_positions(limit=10000)
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total_realized = sum(p.realized_pnl for p in closed)
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total_trades = len(closed)
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wins = sum(1 for p in closed if p.realized_pnl > 0)
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win_rate = wins / total_trades * 100 if total_trades > 0 else 0
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# Top metrics
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col1, col2, col3, col4, col5 = st.columns(5)
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col1.metric("Open Positions", len(open_positions))
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col2.metric("Total Trades", total_trades)
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col3.metric(
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"Today's PnL",
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f"${perf.total_pnl:,.2f}" if perf else "$0.00",
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)
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col4.metric("Total PnL", f"${total_realized:,.2f}")
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col5.metric("Win Rate", f"{win_rate:.1f}%")
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st.markdown("---")
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# Two columns: chart + recent trades
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chart_col, trades_col = st.columns([2, 1])
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with chart_col:
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history = repo.get_performance_history(30)
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if history:
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df = pd.DataFrame([
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{"date": h.date, "pnl": h.total_pnl, "trades": h.total_trades}
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for h in reversed(history)
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])
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df["cumulative_pnl"] = df["pnl"].cumsum()
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fig = make_subplots(
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rows=2, cols=1, shared_xaxes=True,
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row_heights=[0.7, 0.3],
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subplot_titles=("Cumulative PnL", "Daily Trades"),
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)
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fig.add_trace(
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go.Scatter(
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x=df["date"], y=df["cumulative_pnl"],
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mode="lines+markers", name="Cumulative PnL",
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line=dict(color="cyan", width=2),
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fill="tozeroy", fillcolor="rgba(0,255,255,0.1)",
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),
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row=1, col=1,
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)
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fig.add_trace(
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go.Bar(
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x=df["date"], y=df["trades"],
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name="Trades", marker_color="rgba(100,200,255,0.6)",
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),
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row=2, col=1,
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)
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fig.update_layout(
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template="plotly_dark", height=400,
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showlegend=False, margin=dict(t=30, b=10),
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)
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st.plotly_chart(fig, use_container_width=True)
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else:
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st.info("No performance history yet. The bot is monitoring markets and will trade when ICT conditions are met.")
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with trades_col:
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st.subheader("Recent Trades")
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recent = repo.get_closed_positions(limit=10)
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if recent:
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for p in recent:
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emoji = "🟢" if p.realized_pnl >= 0 else "🔴"
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st.markdown(
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f"{emoji} **{p.symbol}** {p.direction} "
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f"PnL: ${p.realized_pnl:,.2f} ({p.close_reason or ''})"
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)
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else:
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st.info("No trades yet")
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# Trading pairs being monitored
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st.markdown("---")
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st.subheader("Monitored Trading Pairs")
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try:
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from config import settings
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pairs = settings.TRADING_PAIRS
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cols = st.columns(min(len(pairs), 5))
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for i, pair in enumerate(pairs):
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with cols[i % len(cols)]:
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st.markdown(f"**{pair}**")
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except Exception:
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st.info("Could not load trading pairs config")
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# ------------------------------------------------------------------
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# Open Positions
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# ------------------------------------------------------------------
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elif page == "Open Positions":
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st.header("Open Positions")
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positions = repo.get_open_positions()
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if not positions:
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st.info("No open positions. The bot is waiting for ICT confluence signals (minimum 3/6 conditions).")
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else:
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data = []
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for p in positions:
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data.append({
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"Symbol": p.symbol,
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"Direction": p.direction,
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"Entry Price": p.entry_price,
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"Stop Loss": p.stop_loss,
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"Take Profit": p.take_profit,
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"Amount": p.amount,
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"Confluence": f"{p.confluence_score}/6",
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"Opened": p.opened_at,
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})
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st.dataframe(pd.DataFrame(data), use_container_width=True, hide_index=True)
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# Unrealized PnL summary
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total_unreal = sum(p.realized_pnl for p in positions) # placeholder
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st.metric("Total Unrealized PnL (estimate)", f"${total_unreal:,.2f}")
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# ------------------------------------------------------------------
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# Trade History
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# ------------------------------------------------------------------
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elif page == "Trade History":
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st.header("Closed Positions")
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limit = st.slider("Show last N trades", 10, 500, 50)
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closed = repo.get_closed_positions(limit=limit)
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if not closed:
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st.info("No closed positions yet. Trades will appear here once positions are opened and closed.")
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else:
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data = []
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for p in closed:
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data.append({
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"Symbol": p.symbol,
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"Direction": p.direction,
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"Entry": p.entry_price,
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"PnL": p.realized_pnl,
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"Reason": p.close_reason or "",
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"Confluence": p.confluence_score,
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"Closed": p.closed_at or "",
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})
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df = pd.DataFrame(data)
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st.dataframe(df, use_container_width=True, hide_index=True)
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# PnL distribution
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col1, col2 = st.columns(2)
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with col1:
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fig = go.Figure(data=[
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go.Histogram(x=df["PnL"], nbinsx=30, marker_color="cyan")
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])
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fig.update_layout(
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title="PnL Distribution",
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xaxis_title="PnL ($)", yaxis_title="Count",
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template="plotly_dark", height=300,
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)
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st.plotly_chart(fig, use_container_width=True)
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with col2:
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# Win/Loss by symbol
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symbol_stats = df.groupby("Symbol").agg(
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trades=("PnL", "count"),
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total_pnl=("PnL", "sum"),
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avg_pnl=("PnL", "mean"),
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).reset_index()
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fig = go.Figure(data=[
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go.Bar(
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x=symbol_stats["Symbol"],
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y=symbol_stats["total_pnl"],
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marker_color=["lime" if x >= 0 else "red" for x in symbol_stats["total_pnl"]],
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)
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])
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fig.update_layout(
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title="PnL by Symbol",
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yaxis_title="Total PnL ($)",
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template="plotly_dark", height=300,
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)
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st.plotly_chart(fig, use_container_width=True)
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# ------------------------------------------------------------------
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# Performance
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# ------------------------------------------------------------------
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elif page == "Performance":
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st.header("Performance Metrics")
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# Overall stats from all closed trades
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all_closed = repo.get_closed_positions(limit=10000)
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if not all_closed:
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st.info("No trading data yet. Performance metrics will be calculated from completed trades.")
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# Show what the bot is monitoring
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st.markdown("---")
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st.subheader("What the bot is doing right now")
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st.markdown("""
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The ICT trading bot is actively monitoring markets for Smart Money Concepts signals:
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1. **Higher Timeframe (4H)** — Determining market bias (Bullish/Bearish/Neutral)
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2. **Middle Timeframe (1H)** — Scanning for Order Blocks and Fair Value Gaps
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3. **Lower Timeframe (15M)** — Looking for precise entry points
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A trade signal requires **minimum 3 out of 6** confluence conditions:
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- Market Structure alignment
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- Liquidity Sweep detection
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- Order Block price entry
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- Fair Value Gap price entry
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- Break of Structure confirmation
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- Change of Character confirmation
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The bot will automatically execute paper trades when conditions are met.
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""")
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else:
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total_trades = len(all_closed)
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wins = [p for p in all_closed if p.realized_pnl > 0]
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losses = [p for p in all_closed if p.realized_pnl <= 0]
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total_pnl = sum(p.realized_pnl for p in all_closed)
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avg_win = sum(p.realized_pnl for p in wins) / len(wins) if wins else 0
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avg_loss = sum(p.realized_pnl for p in losses) / len(losses) if losses else 0
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profit_factor = abs(sum(p.realized_pnl for p in wins) / sum(p.realized_pnl for p in losses)) if losses and sum(p.realized_pnl for p in losses) != 0 else 0
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# Key metrics row
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m1, m2, m3, m4, m5, m6 = st.columns(6)
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m1.metric("Total Trades", total_trades)
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m2.metric("Win Rate", f"{len(wins)/total_trades*100:.1f}%")
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m3.metric("Total PnL", f"${total_pnl:,.2f}")
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m4.metric("Avg Win", f"${avg_win:,.2f}")
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m5.metric("Avg Loss", f"${avg_loss:,.2f}")
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m6.metric("Profit Factor", f"{profit_factor:.2f}")
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st.markdown("---")
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# Charts
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col1, col2 = st.columns(2)
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with col1:
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# Equity curve
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pnls = [p.realized_pnl for p in reversed(all_closed)]
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equity = [300] # initial balance
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for pnl in pnls:
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equity.append(equity[-1] + pnl)
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fig = go.Figure()
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fig.add_trace(go.Scatter(
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y=equity, mode="lines",
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name="Equity",
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line=dict(color="cyan", width=2),
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fill="tozeroy", fillcolor="rgba(0,255,255,0.1)",
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))
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fig.add_hline(y=300, line_dash="dash", line_color="gray",
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annotation_text="Initial $300")
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fig.update_layout(
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title="Equity Curve",
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yaxis_title="Balance ($)",
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template="plotly_dark", height=350,
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)
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st.plotly_chart(fig, use_container_width=True)
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with col2:
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# Win/Loss pie
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fig = go.Figure(data=[go.Pie(
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labels=["Wins", "Losses"],
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values=[len(wins), len(losses)],
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marker_colors=["lime", "red"],
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hole=0.4,
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)])
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fig.update_layout(
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title="Win/Loss Ratio",
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template="plotly_dark", height=350,
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)
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st.plotly_chart(fig, use_container_width=True)
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# Daily performance table
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st.markdown("---")
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st.subheader("Daily Breakdown")
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history = repo.get_performance_history(90)
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if history:
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df = pd.DataFrame([
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{
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"Date": h.date,
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"Trades": h.total_trades,
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"Wins": h.winning_trades,
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"Losses": h.losing_trades,
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"Win Rate": f"{h.win_rate:.1%}",
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"PnL": f"${h.total_pnl:,.2f}",
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"Max DD": f"{h.max_drawdown:.2%}",
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}
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for h in history # already DESC
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])
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st.dataframe(df, use_container_width=True, hide_index=True)
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# Win rate chart
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rates = pd.DataFrame([
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{"date": h.date, "win_rate": h.win_rate, "pnl": h.total_pnl}
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for h in reversed(history)
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])
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fig = make_subplots(
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rows=2, cols=1, shared_xaxes=True,
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row_heights=[0.5, 0.5],
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subplot_titles=("Daily Win Rate", "Daily PnL"),
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)
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fig.add_trace(
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go.Bar(
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x=rates["date"], y=rates["win_rate"],
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marker_color="lime", name="Win Rate",
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),
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row=1, col=1,
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)
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fig.add_hline(y=0.6, line_dash="dash", line_color="yellow",
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annotation_text="Target 60%", row=1, col=1)
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fig.add_trace(
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go.Bar(
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x=rates["date"], y=rates["pnl"],
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marker_color=["lime" if x >= 0 else "red" for x in rates["pnl"]],
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name="Daily PnL",
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),
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row=2, col=1,
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)
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fig.update_layout(
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template="plotly_dark", height=500,
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showlegend=False,
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)
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st.plotly_chart(fig, use_container_width=True)
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# ------------------------------------------------------------------
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# Bot Status
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# ------------------------------------------------------------------
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elif page == "Bot Status":
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st.header("Bot Status")
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try:
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from config import settings
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pairs = settings.TRADING_PAIRS
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col1, col2 = st.columns(2)
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with col1:
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st.subheader("Configuration")
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st.json({
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"Exchange": settings.EXCHANGE_ID,
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"Sandbox Mode": settings.SANDBOX_MODE,
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"Trading Pairs": len(pairs),
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"HTF Timeframe": settings.HTF_TIMEFRAME,
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"MTF Timeframe": settings.MTF_TIMEFRAME,
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"LTF Timeframe": settings.LTF_TIMEFRAME,
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"Min Confluence": settings.MIN_CONFLUENCE_SCORE,
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"Max Risk/Trade": f"{settings.MAX_RISK_PER_TRADE:.1%}",
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"Max Daily Loss": f"{settings.MAX_DAILY_LOSS:.1%}",
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"Max Drawdown": f"{settings.MAX_DRAWDOWN:.1%}",
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"Max Positions": settings.MAX_CONCURRENT_POSITIONS,
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})
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with col2:
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st.subheader("Trading Pairs")
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for i in range(0, len(pairs), 4):
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cols = st.columns(4)
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for j, col in enumerate(cols):
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idx = i + j
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if idx < len(pairs):
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col.markdown(f"**{pairs[idx]}**")
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except Exception as e:
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st.error(f"Could not load config: {e}")
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# DB stats
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st.markdown("---")
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st.subheader("Database Stats")
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open_count = len(repo.get_open_positions())
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closed_count = len(repo.get_closed_positions(limit=10000))
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st.json({
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"Open Positions": open_count,
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"Closed Positions": closed_count,
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"DB Path": str(Path("data/trading.db").resolve()),
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})
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if __name__ == "__main__":
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main()
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Reference in New Issue
Block a user