ParallelLLC/algorithmic_trading
2732
1"""2Jupyter Widgets UI for Algorithmic Trading System3 4Interactive notebook interface for:5- Data exploration and visualization6- Strategy development and testing7- Model training and evaluation8- Real-time trading simulation9"""10 11import ipywidgets as widgets12from IPython.display import display, HTML, clear_output13import plotly.graph_objects as go14import plotly.express as px15import pandas as pd16import numpy as np17import yaml18import os19import sys20from datetime import datetime, timedelta21from typing import Dict, Any, Optional22import asyncio23import threading24import time25 26# Add project root to path27sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))28 29from agentic_ai_system.main import load_config30from agentic_ai_system.data_ingestion import load_data, validate_data, add_technical_indicators31from agentic_ai_system.finrl_agent import FinRLAgent, FinRLConfig32from agentic_ai_system.alpaca_broker import AlpacaBroker33from agentic_ai_system.orchestrator import run_backtest, run_live_trading34 35class TradingJupyterUI:36 def __init__(self):37 self.config = None38 self.data = None39 self.alpaca_broker = None40 self.finrl_agent = None41 self.trading_active = False42 43 self.setup_widgets()44 45 def setup_widgets(self):46 """Setup all interactive widgets"""47 48 # Configuration widgets49 self.config_file = widgets.Text(50 value='config.yaml',51 description='Config File:',52 style={'description_width': '120px'}53 )54 55 self.load_config_btn = widgets.Button(56 description='Load Configuration',57 button_style='primary',58 icon='cog'59 )60 61 self.config_output = widgets.Output()62 63 # Data widgets64 self.data_source = widgets.Dropdown(65 options=['yahoo', 'csv', 'alpaca', 'synthetic'],66 value='yahoo',67 description='Data Source:',68 style={'description_width': '120px'}69 )70 71 self.symbol_input = widgets.Text(72 value='AAPL',73 description='Symbol:',74 style={'description_width': '120px'}75 )76 77 self.timeframe_input = widgets.Dropdown(78 options=['1m', '5m', '15m', '1h', '1d'],79 value='1d',80 description='Timeframe:',81 style={'description_width': '120px'}82 )83 84 self.load_data_btn = widgets.Button(85 description='Load Data',86 button_style='success',87 icon='database'88 )89 90 self.data_output = widgets.Output()91 92 # Alpaca widgets93 self.alpaca_api_key = widgets.Password(94 description='API Key:',95 style={'description_width': '120px'}96 )97 98 self.alpaca_secret_key = widgets.Password(99 description='Secret Key:',100 style={'description_width': '120px'}101 )102 103 self.connect_alpaca_btn = widgets.Button(104 description='Connect to Alpaca',105 button_style='info',106 icon='link'107 )108 109 self.alpaca_output = widgets.Output()110 111 # FinRL widgets112 self.finrl_algorithm = widgets.Dropdown(113 options=['PPO', 'A2C', 'DDPG', 'TD3'],114 value='PPO',115 description='Algorithm:',116 style={'description_width': '120px'}117 )118 119 self.learning_rate = widgets.FloatSlider(120 value=0.0003,121 min=0.0001,122 max=0.01,123 step=0.0001,124 description='Learning Rate:',125 style={'description_width': '120px'},126 readout_format='.4f'127 )128 129 self.training_steps = widgets.IntSlider(130 value=100000,131 min=1000,132 max=1000000,133 step=1000,134 description='Training Steps:',135 style={'description_width': '120px'}136 )137 138 self.batch_size = widgets.Dropdown(139 options=[32, 64, 128, 256],140 value=64,141 description='Batch Size:',142 style={'description_width': '120px'}143 )144 145 self.start_training_btn = widgets.Button(146 description='Start Training',147 button_style='warning',148 icon='play'149 )150 151 self.finrl_output = widgets.Output()152 153 # Trading widgets154 self.capital_input = widgets.IntText(155 value=100000,156 description='Capital ($):',157 style={'description_width': '120px'}158 )159 160 self.order_size_input = widgets.IntText(161 value=10,162 description='Order Size:',163 style={'description_width': '120px'}164 )165 166 self.start_trading_btn = widgets.Button(167 description='Start Trading',168 button_style='danger',169 icon='rocket'170 )171 172 self.stop_trading_btn = widgets.Button(173 description='Stop Trading',174 button_style='danger',175 icon='stop'176 )177 178 self.trading_output = widgets.Output()179 180 # Backtesting widgets181 self.run_backtest_btn = widgets.Button(182 description='Run Backtest',183 button_style='primary',184 icon='chart-line'185 )186 187 self.backtest_output = widgets.Output()188 189 # Chart widgets190 self.chart_type = widgets.Dropdown(191 options=['Candlestick', 'Line', 'Volume', 'Technical Indicators'],192 value='Candlestick',193 description='Chart Type:',194 style={'description_width': '120px'}195 )196 197 self.chart_output = widgets.Output()198 199 # Setup callbacks200 self.load_config_btn.on_click(self.on_load_config)201 self.load_data_btn.on_click(self.on_load_data)202 self.connect_alpaca_btn.on_click(self.on_connect_alpaca)203 self.start_training_btn.on_click(self.on_start_training)204 self.start_trading_btn.on_click(self.on_start_trading)205 self.stop_trading_btn.on_click(self.on_stop_trading)206 self.run_backtest_btn.on_click(self.on_run_backtest)207 self.chart_type.observe(self.on_chart_type_change, names='value')208 209 def on_load_config(self, b):210 """Handle configuration loading"""211 with self.config_output:212 clear_output()213 try:214 self.config = load_config(self.config_file.value)215 print(f"✅ Configuration loaded from {self.config_file.value}")216 print(f"Symbol: {self.config['trading']['symbol']}")217 print(f"Capital: ${self.config['trading']['capital']:,}")218 print(f"Timeframe: {self.config['trading']['timeframe']}")219 print(f"Broker: {self.config['execution']['broker_api']}")220 except Exception as e:221 print(f"❌ Error loading configuration: {e}")222 223 def on_load_data(self, b):224 """Handle data loading"""225 with self.data_output:226 clear_output()227 try:228 if self.config:229 # Update config with widget values230 self.config['data_source']['type'] = self.data_source.value231 self.config['trading']['symbol'] = self.symbol_input.value232 self.config['trading']['timeframe'] = self.timeframe_input.value233 234 print(f"Loading data for {self.symbol_input.value}...")235 self.data = load_data(self.config)236 237 if self.data is not None and not self.data.empty:238 print(f"✅ Loaded {len(self.data)} data points")239 print(f"Date range: {self.data['timestamp'].min()} to {self.data['timestamp'].max()}")240 print(f"Price range: ${self.data['close'].min():.2f} - ${self.data['close'].max():.2f}")241 242 # Add technical indicators243 self.data = add_technical_indicators(self.data)244 print(f"✅ Added technical indicators")245 246 # Update chart247 self.update_chart()248 else:249 print("❌ Failed to load data")250 else:251 print("⚠️ Please load configuration first")252 except Exception as e:253 print(f"❌ Error loading data: {e}")254 255 def on_connect_alpaca(self, b):256 """Handle Alpaca connection"""257 with self.alpaca_output:258 clear_output()259 try:260 if self.alpaca_api_key.value and self.alpaca_secret_key.value:261 # Update config with API keys262 if self.config:263 self.config['alpaca']['api_key'] = self.alpaca_api_key.value264 self.config['alpaca']['secret_key'] = self.alpaca_secret_key.value265 self.config['execution']['broker_api'] = 'alpaca_paper'266 267 print("Connecting to Alpaca...")268 self.alpaca_broker = AlpacaBroker(self.config)269 270 account_info = self.alpaca_broker.get_account_info()271 if account_info:272 print("✅ Connected to Alpaca")273 print(f"Account ID: {account_info['account_id']}")274 print(f"Status: {account_info['status']}")275 print(f"Buying Power: ${account_info['buying_power']:,.2f}")276 print(f"Portfolio Value: ${account_info['portfolio_value']:,.2f}")277 else:278 print("❌ Failed to connect to Alpaca")279 else:280 print("⚠️ Please load configuration first")281 else:282 print("⚠️ Please enter Alpaca API credentials")283 except Exception as e:284 print(f"❌ Error connecting to Alpaca: {e}")285 286 def on_start_training(self, b):287 """Handle FinRL training"""288 with self.finrl_output:289 clear_output()290 try:291 if self.data is not None:292 print("Starting FinRL training...")293 294 # Create FinRL config295 finrl_config = FinRLConfig(296 algorithm=self.finrl_algorithm.value,297 learning_rate=self.learning_rate.value,298 batch_size=self.batch_size.value,299 buffer_size=1000000,300 learning_starts=100,301 gamma=0.99,302 tau=0.005,303 train_freq=1,304 gradient_steps=1,305 verbose=1,306 tensorboard_log='logs/finrl_tensorboard'307 )308 309 # Initialize agent310 self.finrl_agent = FinRLAgent(finrl_config)311 312 # Train the agent313 result = self.finrl_agent.train(314 data=self.data,315 config=self.config,316 total_timesteps=self.training_steps.value,317 use_real_broker=False318 )319 320 if result['success']:321 print("✅ Training completed successfully!")322 print(f"Algorithm: {result['algorithm']}")323 print(f"Timesteps: {result['total_timesteps']:,}")324 print(f"Model saved: {result['model_path']}")325 else:326 print("❌ Training failed")327 else:328 print("⚠️ Please load data first")329 except Exception as e:330 print(f"❌ Error during training: {e}")331 332 def on_start_trading(self, b):333 """Handle trading start"""334 with self.trading_output:335 clear_output()336 try:337 if self.config and self.alpaca_broker:338 print("Starting live trading...")339 self.trading_active = True340 341 # Update config with widget values342 self.config['trading']['capital'] = self.capital_input.value343 self.config['execution']['order_size'] = self.order_size_input.value344 345 # Start trading in background thread346 def run_trading():347 try:348 run_live_trading(self.config, self.data)349 except Exception as e:350 print(f"Trading error: {e}")351 352 trading_thread = threading.Thread(target=run_trading)353 trading_thread.daemon = True354 trading_thread.start()355 356 print("✅ Live trading started")357 else:358 print("⚠️ Please load configuration and connect to Alpaca first")359 except Exception as e:360 print(f"❌ Error starting trading: {e}")361 362 def on_stop_trading(self, b):363 """Handle trading stop"""364 with self.trading_output:365 clear_output()366 self.trading_active = False367 print("✅ Trading stopped")368 369 def on_run_backtest(self, b):370 """Handle backtesting"""371 with self.backtest_output:372 clear_output()373 try:374 if self.config and self.data is not None:375 print("Running backtest...")376 377 # Update config with widget values378 self.config['trading']['capital'] = self.capital_input.value379 380 result = run_backtest(self.config, self.data)381 382 if result['success']:383 print("✅ Backtest completed")384 print(f"Total Return: {result['total_return']:.2%}")385 print(f"Sharpe Ratio: {result['sharpe_ratio']:.2f}")386 print(f"Max Drawdown: {result['max_drawdown']:.2%}")387 print(f"Total Trades: {result['total_trades']}")388 else:389 print("❌ Backtest failed")390 else:391 print("⚠️ Please load configuration and data first")392 except Exception as e:393 print(f"❌ Error during backtest: {e}")394 395 def on_chart_type_change(self, change):396 """Handle chart type change"""397 if self.data is not None:398 self.update_chart()399 400 def update_chart(self):401 """Update the chart display"""402 with self.chart_output:403 clear_output()404 405 if self.data is None:406 return407 408 if self.chart_type.value == "Candlestick":409 fig = go.Figure(data=[go.Candlestick(410 x=self.data['timestamp'],411 open=self.data['open'],412 high=self.data['high'],413 low=self.data['low'],414 close=self.data['close']415 )])416 fig.update_layout(417 title=f"{self.config['trading']['symbol']} Candlestick Chart",418 xaxis_title="Date",419 yaxis_title="Price ($)",420 height=500421 )422 display(fig)423 424 elif self.chart_type.value == "Line":425 fig = px.line(self.data, x='timestamp', y='close',426 title=f"{self.config['trading']['symbol']} Price Chart")427 fig.update_layout(height=500)428 display(fig)429 430 elif self.chart_type.value == "Volume":431 fig = go.Figure()432 fig.add_trace(go.Bar(433 x=self.data['timestamp'],434 y=self.data['volume'],435 name='Volume'436 ))437 fig.update_layout(438 title=f"{self.config['trading']['symbol']} Volume Chart",439 xaxis_title="Date",440 yaxis_title="Volume",441 height=500442 )443 display(fig)444 445 elif self.chart_type.value == "Technical Indicators":446 fig = go.Figure()447 448 # Add price449 fig.add_trace(go.Scatter(450 x=self.data['timestamp'],451 y=self.data['close'],452 name='Close Price',453 line=dict(color='blue')454 ))455 456 # Add moving averages if available457 if 'sma_20' in self.data.columns:458 fig.add_trace(go.Scatter(459 x=self.data['timestamp'],460 y=self.data['sma_20'],461 name='SMA 20',462 line=dict(color='orange')463 ))464 465 if 'sma_50' in self.data.columns:466 fig.add_trace(go.Scatter(467 x=self.data['timestamp'],468 y=self.data['sma_50'],469 name='SMA 50',470 line=dict(color='red')471 ))472 473 fig.update_layout(474 title=f"{self.config['trading']['symbol']} Technical Indicators",475 xaxis_title="Date",476 yaxis_title="Price ($)",477 height=500478 )479 display(fig)480 481 def display_interface(self):482 """Display the complete Jupyter interface"""483 484 # Header485 display(HTML("""486 <div style="text-align: center; margin-bottom: 20px;">487 <h1>🤖 Algorithmic Trading System</h1>488 <p>Interactive Jupyter Interface for Trading Analysis</p>489 </div>490 """))491 492 # Configuration section493 display(HTML("<h2>⚙️ Configuration</h2>"))494 config_widgets = widgets.VBox([495 widgets.HBox([self.config_file, self.load_config_btn]),496 self.config_output497 ])498 display(config_widgets)499 500 # Data section501 display(HTML("<h2>📥 Data Management</h2>"))502 data_widgets = widgets.VBox([503 widgets.HBox([self.data_source, self.symbol_input, self.timeframe_input]),504 widgets.HBox([self.load_data_btn]),505 self.data_output506 ])507 display(data_widgets)508 509 # Alpaca section510 display(HTML("<h2>🏦 Alpaca Integration</h2>"))511 alpaca_widgets = widgets.VBox([512 widgets.HBox([self.alpaca_api_key, self.alpaca_secret_key]),513 widgets.HBox([self.connect_alpaca_btn]),514 self.alpaca_output515 ])516 display(alpaca_widgets)517 518 # FinRL section519 display(HTML("<h2>🧠 FinRL Training</h2>"))520 finrl_widgets = widgets.VBox([521 widgets.HBox([self.finrl_algorithm, self.learning_rate]),522 widgets.HBox([self.training_steps, self.batch_size]),523 widgets.HBox([self.start_training_btn]),524 self.finrl_output525 ])526 display(finrl_widgets)527 528 # Trading section529 display(HTML("<h2>🎯 Trading Controls</h2>"))530 trading_widgets = widgets.VBox([531 widgets.HBox([self.capital_input, self.order_size_input]),532 widgets.HBox([self.start_trading_btn, self.stop_trading_btn]),533 self.trading_output534 ])535 display(trading_widgets)536 537 # Backtesting section538 display(HTML("<h2>📊 Backtesting</h2>"))539 backtest_widgets = widgets.VBox([540 widgets.HBox([self.run_backtest_btn]),541 self.backtest_output542 ])543 display(backtest_widgets)544 545 # Chart section546 display(HTML("<h2>📈 Data Visualization</h2>"))547 chart_widgets = widgets.VBox([548 widgets.HBox([self.chart_type]),549 self.chart_output550 ])551 display(chart_widgets)552 553def create_jupyter_interface():554 """Create and return the Jupyter interface"""555 ui = TradingJupyterUI()556 return ui