diogomatoschaves / mycryptobot Goto Github PK

• Track each trading bot's equity over time (save a snapshot every hour?)
• Get starting equity from last snapshot.
• Save last snapshot when closing the position.
• Consolidate all trading bots equity over time on the dashboard
• Show a graph for each trading bot on its detailed page
• Show a graph on the main dashboard view

Enable dashboard frontend app to be served by the data app

At the moment historical data is fetched twice, once for the ExchangeData and once for the StructuredData table. This can be done with one retrieval only.

Allow the user to select a combination of strategies, possibly creating a machine learning model that learns which strategy to use.

Eah position should have a button to allow for the closing of that position.

Have the application run some tasks (close positions, etc) when the application is ordered to shut down.

See this.

At the moment a position is only entered after the size of the chosen candle has passed. It would be nice to enter a position immediately as soon as the pipeline is started, as long as there is enough back data.

Allow a pipeline to select multiple strategies and combine them using machine learning

• Allow user to select multiple strategies on dashboard app (#13)
• Allow the user to select between different possibilities - such as if only when all the strategies are in sync, or if 1 is enough, etc.
• Create functionality on model app to allow combination of strategies

• Refactor iterative backtester
• Add docstrings
• Add README

Add user login functionality to the App.

• Request resources every X time depending on minimum candle size of active trading bots
• Get current price more often when in positions tab

Add some new features when creating a new pipeline:

• Information about each strategy is displayed (if it exists)
• Show available equity and don't allow to go over that equity
• Give user option to select leverage and take it into account

Enhance user experience by displaying messages coming from backend or frontend to the user.

Make the app url routing aware, for easy maintaining of app state and better user experience.

• Show leverage of trade
• Show closing price
• Show only closed trades
• Max and avg trade duration not correct on dashboard

Create a cron job that runs every hour (can be customizable) to check if there are active pipeelines and data is being written in the database, and therefore, that the app is running as expected.

A new view showing detailed information of the pipeline is shown when user clicks on a pipeline.

• Detailed information
• Show trades stats (Refactor out Dashboard trades stats into a component)
• Show list of trades (Refactor out TradesPanel Table into a component)

Pipelines Panel

• historical P&L
• Current P&L for active pipelines
• All time running of pipelines increases even if pipeline is stopped.
• Show current position.
• Show allocated equity
• Total number of trades
• Link button to open detailed view should be be limited to pipeline entry boundaries
• Investigate why 2 requests are sent for fetching the price
• Show buttons loading while awaiting response
• deleting pipeline should not be allowed if there are binance api errors
• deleting pipeline should only make it invisible, not make it disappear completely
• Allow pipelines to be edited
• update trade stats when pipleline stops

Pipeline Detail View

• Show current position.
• #56

Create new pipeline

• #57
• order candle sizes by ascending order

• Dashboard app should get open positions from backend and update pipelines accordingly.
• Data app should check for active pipelines on startup and spawn correspondent pipeline.
• Execution app should check open positions and start up trading for that pipeline.

At the moment all the dashboard metrics are being calculated on the frontend. This will not scale very well if the number of trades increases dramatically, and it makes more sense to do database operations for this.

• Trades
• Pipelines

At the moment there are some issues with the balances in the account, and it involves making a sell call at the beginning. The balances in the app and in the binance account need to match.

Create Balance page, which shows overall P&L for all the trading bots, split by live or paper trading, overall, open or closed.

Improve dashboard tab by showing more metrics relevant to trades performance:

• Expectancy
• SQN

• Show net gain and net ROI (return of investment) in position row
• Limit the size of the trading bot name column.
• Rename position to side
• Add units and amount in USD

At the moment some trades' Pnl is still being updated, even though the trade is closed.

• Exposure Time [%]
• Equity Final [$]
• Equity Peak [$]
• Return [%]
• Return (Annualised) [%]
• Volatility (Annualised) [%]
• Sharpe Ratio
• Sortino Ratio
• Calmar Ratio
• Max. Drawdown [%]
• Avg. Drawdown [%]
• Max. Drawdown Duration
• Avg. Drawdown Duration
• Win Rate [%]
• Best Trade [%]
• Worst Trade [%]
• Avg. Trade [%]
• Max. Trade Duration
• Avg. Trade Duration
• Profit Factor
• Expectancy [%]
• SQN

Add more functionality and information on the dashboard tab:

• Available equity in futures account
• Total equity on futures account
• Show total number of active bots
• Show best performing bot
• Average % profit of each trade

https://stackoverflow.com/questions/31504591/interfaceerror-connection-already-closed-using-django-celery-scrapy

data-app

• if trading bot was not found, spawn a new trading bot with same details.
• Task at startup has to take into account the fact that a pipeline may be active with a neutral position.
• Ensure a new pipeline cannot trade the same symbol, even if its position is currently neutral.
• Investigate why stopping pipeline is not working correctly sometimes.

model-app

• Bollinger bands strategy sending None as a signal.

execution-app

• Open position, even if position is neutral
• Task at startup has to take into account the fact that a pipeline may be active with a neutral position.
• Send reduce only flag with request when going to neutral position.
• Check why net balance and position value is wrong
• Do not let app execution proceed if there is an error which prevented the order from being executed.

It would be advantageous to know if there was a margin call as part of the results of a backtest, according to a selected leverage.

• Deleting pipeline is sometimes not deleting bot on trading bots list - related to the fact that pipeline instance is not present at server restart in case position is neutral. See #46
• Pipeline detail view should show trades summary, even if trades = 0
• available equity should take into account active bot's equity, even if their current position is neutral
• fix error that happens when new pipeline is created, related to messages (happens when an existing pipeline exists for the same symbol
• clicking on trading bot buttons should not open detailed view
• Deleting pipelines does not delete on UI

• Show current Net Asset Value on each time a signal is sent
• Remove irrelevant logging
• Improve Model app logging