R/app_server.R
In silkflo/ltapp: MONITOR
Defines functions
app_server
#' The application server-side
#'
#' @param input,output,session Internal parameters for {shiny}.
#' DO NOT REMOVE.
#' @import shiny
#' @noRd
#'
#'
#
library(readr)
library(magrittr)
library(lazytrade)
library(lubridate)
library(dplyr)
library(readr)
library(ggplot2)
library(DT)
library(plotly)
library(randomcoloR)
app_server <- function( input, output, session ) {
#-----------DATA MANAGEMENT--------------
file_path <- reactive({
# Terminals <- normalizePath(Sys.getenv('PATH_T1'), winslash = '/')
# file_path <- paste0(Terminals,"/OrdersResultsT",1,".csv")
Terminals <- normalizePath(Sys.getenv(paste0('PATH_T',input$Terminal)), winslash = '/')
file_path <- paste0(Terminals,"/OrdersResultsT",input$Terminal,".csv")
})
#-----------------------------------------
DF_Stats <- reactive({
if(file.exists(file_path())){
DF_Stats <- read.csv(file_path(), col.names = c("MagicNumber","Ticket","EntryTime","ExitTime","Profit","Symbol","Type"))
DF_Stats <- data.frame(MagicNumber = DF_Stats$MagicNumber,
Ticket = DF_Stats$Ticket,
EntryTime = as.POSIXct(DF_Stats$EntryTime, format = "%Y.%m.%d %H:%M:%S", tz = "Africa/Cairo"),
ExitTime = as.POSIXct(DF_Stats$ExitTime, format = "%Y.%m.%d %H:%M:%S", tz = "Africa/Cairo"),
Profit = DF_Stats$Profit,
Symbol = DF_Stats$Symbol,
Type = DF_Stats$Type)
}else{"NO DATA"}
})
#---------------------------------------
magicNumber <- reactive({
if(file.exists(file_path())){
unique(DF_Stats()$MagicNumber)
}else{"NO DATA"}
})
#---------------------------------------
symbol <- reactive({
if(file.exists(file_path())){
symbol <- unique(DF_Stats()$Symbol)
symbol[order(symbol)]
}else{"NO DATA"}
})
#---------------------------------------
pair <- reactive({
if(file.exists(file_path())){
as.vector(unique(DF_Balance()$Symbol))
}else{"NO DATA"}
})
#---------------------------------------
#-----------MANAGE SIDEBAR-------------
#Refresh data
observeEvent(input$Refresh,{
updateSelectInput(session, inputId = "MagicNum", label = NULL, choices = c("All",magicNumber()), selected = NULL)
updateSelectInput(session, inputId = "Symbol", label = NULL, choices = c("All",symbol()), selected = NULL)
# path_user <- normalizePath(Sys.getenv('PATH_DSS'), winslash = '/')
#
#
#
# Terminals <- normalizePath(Sys.getenv(paste0('PATH_T',input$Terminal)), winslash = '/')
#
# acc_file_T1 <- file.path(path_user, "_DATA/AccountResultsT1.rds")
# acc_file_T3 <- file.path(path_user, "_DATA/AccountResultsT3.rds")
#
#
# if(input$Terminal == 1 ){
# DFT1Act <- read_csv(file.path(Terminals, 'AccountResultsT1.csv'),
# col_names = c("DateTime", "Balance", "Equity","Profit"),
# col_types = "cddd")
# DFT1Act$DateTime <- ymd_hms(DFT1Act$DateTime)
# if (!file.exists(acc_file_T1)) {
# write_rds(DFT1Act, acc_file_T1)
# } else {
# read_rds(acc_file_T1) %>%
# bind_rows(DFT1Act) %>%
# arrange(DateTime) %>%
# head(1000) %>%
# write_rds(acc_file_T1)
# }
# }
# if(input$Terminal == 3 ){
# DFT3Act <- read_csv(file.path(Terminals, 'AccountResultsT3.csv'),
# col_names = c("DateTime", "Balance", "Equity","Profit"),
# col_types = "cddd")
# DFT3Act$DateTime <- ymd_hms(DFT3Act$DateTime)
#
# if (!file.exists(acc_file_T3)) {
# write_rds(DFT3Act, acc_file_T3)
# }else {
# read_rds(acc_file_T3) %>%
# bind_rows(DFT3Act) %>%
# arrange(DateTime) %>%
# head(1000) %>%
# write_rds(acc_file_T3)
# }
# }
#
})
observeEvent(input$Terminal,{
updateSelectInput(session, inputId = "MagicNum", label = NULL, choices = c("All",magicNumber()), selected = NULL)
updateSelectInput(session, inputId = "Symbol", label = NULL, choices = c("All",symbol()), selected = NULL)
})
#update Symbol choices
observeEvent(input$MagicNum,{
if(input$MagicNum == "All"){
updateSelectInput(session, "Symbol",label = "Select the symbol",choices = c("All",symbol()),selected = "All")
}else{
pair <- DF_Stats()%>%group_by(Symbol)%>%filter(MagicNumber == input$MagicNum)%>%select(Symbol)%>%unique()
updateSelectInput(session, "Symbol",label = "Select the symbol",choices = c("All",symbol()),selected = pair)
}
})
#update Magic Number
observeEvent(input$Symbol,{
if(input$Symbol == "All" || input$Symbol == 1)
{
updateSelectInput(session, "MagicNum",label = "Select Magic Number",choices = c("All",magicNumber()),selected = "All")
}else
{
MN <- DF_Stats()%>%group_by(MagicNumber)%>%filter(Symbol==input$Symbol)%>%select(MagicNumber)%>%unique()
updateSelectInput(session, "MagicNum",label = "Select Magic Number",choices = c("All",magicNumber()) ,selected = as.integer(unlist(MN)[1]))
}
})
#---------DATA TAB---------------
Stats <- reactive({
if(input$Time == "Entry Time"){time <- DF_Stats()$EntryTime}
else {time <- DF_Stats()$ExitTime}
if(input$MagicNum == "All"){
DF_Stats <- DF_Stats()%>%filter(time >= input$From, time <= paste0(input$To," 23:59:59"))
}
else{
DF_Stats <- DF_Stats()%>%filter(MagicNumber == input$MagicNum, time >= input$From, time <= input$To)
}
})
output$data <- DT::renderDataTable({
if(file.exists(file_path())) {
Stats <- data.frame(MagicNumber = Stats()$MagicNumber,
Ticket = Stats()$Ticket,
EntryTime = as.character(Stats()$EntryTime),
ExitTime = as.character(Stats()$ExitTime),
Profit = Stats()$Profit,
Symbol = Stats()$Symbol,
Type = Stats()$Type)
switch(input$Sort,
"MagicNumber" = Stats[order(Stats$MagicNumber,decreasing = T),],
"Ticket" = Stats[order(Stats$Ticket,decreasing = T),],
"EntryTime" = Stats[order(Stats$EntryTime,decreasing = T),],
"ExitTime" = Stats[order(Stats$ExitTime,decreasing = T),],
"Profit"= Stats[order(Stats$Profit,decreasing = T),],
"Symbol"= Stats[order(Stats$Symbol,decreasing = T),])
datatable(Stats,class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 10, autoWidth = TRUE))
}else{"NO DATA"}
})
DF_Balance <- reactive({
Balance <- c()
DF_Balance <- Stats()
#mutate(DF_Balance,ExitTime = as.POSIXct(DF_Balance$ExitTime, format = "%Y-%m-%d %H:%M:%S", tz = "Africa/Cairo"))
DF_Balance <- DF_Balance %>% subset(select = -c(MagicNumber,Ticket,EntryTime,Type))
DF_Balance <- DF_Balance[order(DF_Balance$Symbol,decreasing = F),]
#group_by(DF_Balance,Stats()$Symbol)
#pair <- as.vector(unique(Stats()$Symbol))
for(i in 1:nrow(DF_Balance)){
if (i==1){
Balance[i] <- DF_Balance$Profit[i]
}else if(DF_Balance$Symbol[i] != DF_Balance$Symbol[i-1] && i>1){
Balance[i] <- DF_Balance$Profit[i]
}else{
Balance[i] <- DF_Balance$Profit[i]+ Balance[i-1]
}
}
DF_Balance <- DF_Balance %>% mutate(Balance)
# DF_Balance[order(DF_Balance$Symbol,decreasing = F),]
# DF_Balance[order(DF_Balance$ExitTime,decreasing = F),]
DF_Balance
})
DF_Balance_All <- reactive({
DF_Balance <- Stats()
DF_Balance <- DF_Balance %>% subset(select = -c(MagicNumber,Ticket,EntryTime,Type))
DF_Balance <- DF_Balance[order(DF_Balance$ExitTime,decreasing = F),]
Balance <- c()
for(i in 1:nrow(DF_Balance)){
if (i==1){
Balance[i] <- DF_Balance$Profit[i]
}else{
Balance[i] <- DF_Balance$Profit[i]+ Balance[i-1]
}
}
DF_Balance <- DF_Balance %>% mutate(Balance)
})
#----------GRAPH TAB-----------------
output$profitGraph <- renderPlotly({
if(file.exists(file_path())&& nrow(Stats()>0)){
color <- c("red", "black", "blue","green","orange","purple", "pink","cornflowerblue", "darkgreen","indianred3","magenta","mediumpurple3", "midnightblue","orchid4","palegreen","skyblue","slateblue4", "tomato1")
colorList <- vector("list",length(pair()))
for (i in 1 : length(pair())){
Ps <- list(target = pair()[i], value = list(marker =list(color = sample(color,1))))
colorList[[i]] <- Ps
}
if(input$MagicNum == "All"){
graph <- plot_ly(
type = 'scatter',
x = Stats()$ExitTime,
y = Stats()$Profit,
text = paste("<br>Time: ", Stats()$ExitTime,
"<br>Profit: ", Stats()$Profit,
"<br>Symbol: ", Stats()$Symbol),
hoverinfo = 'text',
mode = 'markers',
transforms = list(
list(
type = 'groupby',
groups = Stats()$Symbol,
styles = colorList)))
}else
{
plot_ly(
x = Stats()$ExitTime,
y = Stats()$Profit,
type = "scatter",
mode = 'markers',
marker = list(color = sample(color,1)),
name = paste0(input$Symbol," PROFIT"))
}
}
})
output$balanceGraph <- renderPlotly({
if(file.exists(file_path()) && nrow(DF_Balance()>0)){
color <- c("red", "black", "blue","green","orange","purple", "pink","cornflowerblue", "darkgreen","indianred3","magenta","mediumpurple3", "midnightblue","orchid4","palegreen","skyblue","slateblue4", "tomato1")
colorList <- vector("list",length(pair()))
for (i in 1 : length(pair())){
Ps <- list(target = pair()[i], value = list(line =list(color = sample(color,1))))
colorList[[i]] <- Ps
}
graph <- plot_ly(
type = 'scatter',
x = DF_Balance()$ExitTime,
y = DF_Balance()$Balance,
text = paste("<br>Time: ", DF_Balance()$ExitTime,
"<br>Balance: ", DF_Balance()$Balance,
"<br>Symbol: ", DF_Balance()$Symbol),
hoverinfo = 'text',
mode = 'lines',
transforms = list(
list(
type = 'groupby',
groups = DF_Balance()$Symbol,
styles = colorList)))
}
})
#------------ACCOUNT TAB--------------
accountResults <- reactive({
if(file.exists(account_path())){
df_AR <- readr::read_rds(account_path())
df_AR <- data.frame(DateTime =df_AR$DateTime,
Balance = df_AR$Balance,
Equity = df_AR$Equity,
Profit = df_AR$Profit
)
df_AR <- df_AR%>%filter(DateTime >= input$From, DateTime <= paste0(input$To," 23:59:59"))
} else{"NO DATA"}
})
output$watchDogReport <- DT::renderDataTable({
if(file.exists(account_path())){
df_AR <- data.frame(DateTime =as.character(accountResults()$DateTime),
Balance = accountResults()$Balance,
Equity = accountResults()$Equity,
Profit = accountResults()$Profit)
datatable(df_AR,class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 10, autoWidth = TRUE))
}else{"NO DATA"}
})
output$equityGraph <- renderPlotly({
if(file.exists(account_path())){
graph <- plot_ly(
type = 'scatter',
x = accountResults()$DateTime,
y = accountResults()$Balance,
text = paste("<br>Time: ", accountResults()$DateTime,
"<br>Balance: ", accountResults()$Balance),
hoverinfo = 'text',
mode = 'lines',
name = 'Balance',
line = list(color = 'blue'))
graph <- graph %>% add_trace(
type = 'scatter',
x = accountResults()$DateTime,
y = accountResults()$Equity,
text = paste("<br>Time: ", accountResults()$DateTime,
"<br>Equity: ", accountResults()$Equity),
hoverinfo = 'text',
mode = 'lines',
name = 'Equity',
line = list(color = 'red')
)
}
})
#-------REPORT TAB-----------------
buyProfit <- reactive({
if(input$MagicNum == "All"){
allProfit <- Stats() %>%
group_by(Type) %>%
filter(Type == 0) %>%
summarise( Profit = sum(Profit)) %>%
select(-c(Type)) %>%
mutate(Symbol = "ALL PAIR")
buyProfit <- Stats() %>%
group_by(Symbol, Type) %>%
filter(Type == 0) %>%
summarise( Profit = sum(Profit)) %>%
subset(select = c(Symbol,Profit)) %>%
rbind(allProfit)
} else{
buyProfit <- Stats() %>%
group_by(Symbol, Type) %>%
summarise( Profit = sum(Profit)) %>%
filter(Type == 0) %>%
subset(select = c(Symbol,Profit))
}
})
sellProfit <- reactive({
if(input$MagicNum == "All"){
allProfit <- Stats() %>%
group_by(Type) %>%
filter(Type == 1) %>%
summarise( Profit = sum(Profit)) %>%
select(-c(Type)) %>%
mutate(Symbol = "ALL PAIR")
sellProfit <- Stats() %>%
group_by(Symbol, Type) %>%
filter(Type == 1) %>%
summarise( Profit = sum(Profit)) %>%
subset(select = c(Symbol,Profit)) %>%
rbind(allProfit)
} else{
sellProfit <- Stats() %>%
group_by(Symbol, Type) %>%
filter(Type == 1) %>%
summarise( Profit = sum(Profit)) %>%
subset(select = c(Symbol,Profit))
}
})
buyTrade <- reactive({
if(input$MagicNum == "All"){
allTrade <- Stats() %>%
group_by(Type) %>%
filter(Type == 0) %>%
summarise( Buy_Trade = n()) %>%
select(-c(Type)) %>%
mutate(Symbol = "ALL PAIR")
buyTrade <- Stats() %>%
group_by(Symbol, Type) %>%
filter(Type == 0) %>%
summarise( Buy_Trade = n()) %>%
subset(select = c(Symbol,Buy_Trade)) %>%
rbind(allTrade)
} else{
buyTrade <- Stats() %>%
group_by(Symbol, Type) %>%
summarise(Buy_Trade = n()) %>%
filter(Type == 0) %>%
subset(select = c(Symbol,Buy_Trade))
}
})
sellTrade <- reactive({
if(input$MagicNum == "All"){
allTrade <- Stats() %>%
group_by(Type) %>%
filter(Type == 1) %>%
summarise( Sell_Trade = n()) %>%
select(-c(Type)) %>%
mutate(Symbol = "ALL PAIR")
sellTrade <- Stats() %>%
group_by(Symbol, Type) %>%
filter(Type == 1) %>%
summarise( Sell_Trade = n()) %>%
subset(select = c(Symbol,Sell_Trade)) %>%
rbind(allTrade)
} else{
sellTrade <- Stats() %>%
group_by(Symbol, Type) %>%
filter(Type == 1) %>%
summarise(Sell_Trade = n()) %>%
subset(select = c(Symbol,Sell_Trade))
}
})
output$result <- DT::renderDataTable({
if(file.exists(file_path())&&nrow(Stats())>0){
DF_allPair <- DF_Balance_All()
allPair <- round(DF_allPair[nrow(DF_allPair),4],2)
final_Balance <- vector("numeric", length(pair()))
for (i in 1: length(pair())){
pairBalance <- DF_Balance() %>% filter(Symbol == pair()[i])
final_Balance[i] <- round(pairBalance[nrow(pairBalance),4],2)
}
Final_Balance <- data.frame(Symbol = pair(),
Final_Balance = final_Balance)
if(input$MagicNum == "All"){
All_Pair <- c("ALL PAIR", allPair)
Final_Balance <- rbind(Final_Balance,All_Pair)
Final_Balance <- left_join(x = Final_Balance,y = buyProfit(), by = "Symbol")
Final_Balance <- left_join(x = Final_Balance,y = sellProfit(), by = "Symbol")
Final_Balance <- left_join(x = Final_Balance, y = buyTrade(),by = "Symbol")
Final_Balance <- left_join(x = Final_Balance, y = sellTrade(),by = "Symbol")
}else{
Final_Balance <- left_join(x = Final_Balance,y = buyProfit(), by = "Symbol")
Final_Balance <- left_join(x = Final_Balance,y = sellProfit(), by = "Symbol")
Final_Balance <- left_join(x = Final_Balance, y = buyTrade(),by = "Symbol")
Final_Balance <- left_join(x = Final_Balance, y = sellTrade(),by = "Symbol")
}
FB <- as.data.frame(Final_Balance)
FB[is.na(FB)] <- 0
FB <- FB %>% cbind(FB$Buy_Trade + FB$Sell_Trade) %>%
set_names(c("Symbol","Final_Balance","Buy_Profit","Sell_Profit","Buy_Trade","Sell_Trade", "Total_Trade"))
datatable(FB,class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 28, autoWidth = TRUE))
}
})
output$profitFactor <- renderText({
if(file.exists(file_path()) && nrow(Stats())>0){
negProfit <- Stats()%>%filter(Profit<0)%>%select(Profit)%>%summarise(Loss = abs(sum(Profit)))
posProfit <- Stats()%>%filter(Profit>0)%>%select(Profit)%>%summarise(Gain = abs(sum(Profit)))
if(negProfit == 0 ){"Only Gain"}
else if (posProfit == 0){"Only Loss"}
else{as.double(round( posProfit/(0.001+negProfit),2))}
}else{
"NO DATA"
}
})
output$maxProfit <- renderText({
if(file.exists(file_path())&&nrow(Stats())>0){max(Stats()$Profit)}
else{"NO DATA"}
})
output$minProfit <- renderText({
if(file.exists(file_path())&&nrow(Stats())>0){min(Stats()$Profit)}
else{"NO DATA"}
})
output$totalTrade <- renderText({
if(file.exists(file_path())){
nrow(Stats())}
else{"NO DATA"}
})
output$totalProfit <- renderText({
if(nrow(DF_Balance_All())>0){
DF_allPair <- DF_Balance_All()
round(DF_allPair[nrow(DF_allPair),4],2)
}else{"0"}
})
account_path <- reactive({
# Terminals <- normalizePath(Sys.getenv('PATH_T1'), winslash = '/')
# file_path <- paste0(Terminals,"/OrdersResultsT",1,".csv")
pathDSS <- normalizePath(Sys.getenv('PATH_DSS'), winslash = '/')
paste0(pathDSS,"/_DATA/AccountResultsT",input$Terminal,".rds")
})
###################################################################
####################### - MT INSPECTION - #########################
###################################################################
#-----------MANAGE SIDEBAR-------------
#Refresh data
observeEvent(input$RefreshMT,{
updateSelectInput(session, inputId = "MagicNumMT", label = NULL, choices = c("All",magicNumberMT()), selected = NULL)
updateSelectInput(session, inputId = "SymbolMT", label = NULL, choices = c("All",symbolMT()), selected = NULL)
})
observeEvent(input$TerminalMT,{
updateSelectInput(session, inputId = "MagicNumMT", label = NULL, choices = c("All",magicNumberMT()), selected = NULL)
updateSelectInput(session, inputId = "SymbolMT", label = NULL, choices = c("All",symbolMT()), selected = NULL)
})
#update Symbol choices
observeEvent(input$MagicNumMT,{
if(input$MagicNumMT == "All"){
updateSelectInput(session, "SymbolMT",label = "Select the symbol",choices = c("All",symbolMT()),selected = "All")
}else{
pair <- DF_StatsMT()%>%group_by(Symbol)%>%filter(MagicNumber == input$MagicNumMT)%>%select(Symbol)%>%unique()
updateSelectInput(session, "SymbolMT",label = "Select the symbol",choices = c("All",symbolMT()),selected = pair)
}
})
#update Magic Number
observeEvent(input$SymbolMT,{
magicNumber <- unique(DF_StatsMT()$MagicNumber)
if(input$SymbolMT == "All" || input$SymbolMT == 1)
{
updateSelectInput(session, "MagicNumMT",label = "Select Magic Number",choices = c("All",magicNumber),selected = "All")
}else
{
MN <- DF_StatsMT()%>%group_by(MagicNumber)%>%filter(Symbol==input$SymbolMT)%>%select(MagicNumber)%>%unique()
updateSelectInput(session, "MagicNumMT",label = "Select Magic Number",choices = c("All",magicNumber) ,selected = as.integer(unlist(MN)[1]))
}
})
observeEvent(input$FromMT,{
if(input$SymbolMT != 1 && input$SymbolMT != "All"){
oldestDate <- Ai_Rsiadx()$X1[nrow(Ai_Rsiadx())]
rownumber <- c(rownames(Ai_Rsiadx()))
time <- c(Ai_Rsiadx()$X1)
time_DF <- data.frame(rownumber,time)
timeFilter <- paste0(input$FromMT," 01:00:00")
row <- time_DF %>% filter(time == timeFilter)%>%select(rownumber)
for (i in 1:2){
if(nrow(row)==0){
timeFilter <- paste0(input$FromMT + i," 01:00:00")
print(timeFilter)
row <- time_DF %>% filter(time == timeFilter)%>%select(rownumber)
}
}
row <- row[1,]
updateSliderInput(session,"rows",value = row)
}
})
observeEvent(input$Now,{
if(input$SymbolMT != 'All')
{
updateSliderInput(session,"rows",value = nrow(Ai_Rsiadx())-64)
}
})
#-----------------REACTIVE EVENTS-----------------
DF_StatsMT <- reactive({
Terminals <- normalizePath(Sys.getenv(paste0('PATH_T',input$TerminalMT)), winslash = '/')
file_path <- paste0(Terminals,"/OrdersResultsT",input$TerminalMT,".csv")
DF_StatsMT <- read.csv(file_path, col.names = c("MagicNumber","Ticket","EntryTime","ExitTime","Profit","Symbol","Type"))
DF_StatsMT <- data.frame(MagicNumber = DF_StatsMT$MagicNumber,
Ticket = DF_StatsMT$Ticket,
EntryTime = as.POSIXct(DF_StatsMT$EntryTime, format = "%Y.%m.%d %H:%M:%S", tz = "Africa/Cairo"),
ExitTime = as.POSIXct(DF_StatsMT$ExitTime, format = "%Y.%m.%d %H:%M:%S", tz = "Africa/Cairo"),
Profit = DF_StatsMT$Profit,
Symbol = DF_StatsMT$Symbol,
Type = DF_StatsMT$Type)
})
MarketTypeLog <- reactive({
MN <- DF_StatsMT() %>% select(MagicNumber)%>% group_by(MagicNumber)
MN <- unique(MN)
path_user <- normalizePath(Sys.getenv(paste0("PATH_T",input$TerminalMT)), winslash = '/')
MTList = list()
for(i in 1:nrow(MN)){
magicNumber <- MN[i,]
marketLogPath <- paste0(path_user,"/MarketTypeLog",magicNumber,".csv")
marketFile <- read.csv(marketLogPath, header = FALSE, sep = ",",
col.names = c("MagicNumber","Ticket","MTcode","TimeHold","MarketType"))
marketFile$i <- i
MTList[[i]] <- marketFile
}
MarketTypeLog <- data.table::rbindlist(MTList)
MarketTypeLog <- merge(x = MarketTypeLog,y = DF_StatsMT(),by = "Ticket", All.x= TRUE)
})
#
Ai_Rsiadx <- reactive({
if(input$SymbolMT != "character(0)"){
path_user <- normalizePath(Sys.getenv('PATH_DSS'), winslash = '/')
path_data <- file.path(path_user, "_DATA/6_06")
Ai_Rsiadx <-readr::read_rds(file.path(path_data, paste0('AI_RSIADX',input$SymbolMT,'60.rds')))
#https://en.wikipedia.org/wiki/List_of_tz_database_time_zones
Ai_Rsiadx <- Ai_Rsiadx[order(Ai_Rsiadx$X1),]
}
})
SystemControlMT <- reactive({
Terminals <- normalizePath(Sys.getenv(paste0('PATH_T',3)), winslash = '/')
file_path <- paste0(Terminals,"/OrdersResultsT",3,".csv")
DF_StatsMT <- read.csv(file_path, col.names = c("MagicNumber","Ticket","EntryTime","ExitTime","Profit","Symbol","Type"))
DF_StatsMT <- data.frame(MagicNumber = DF_StatsMT$MagicNumber,
Ticket = DF_StatsMT$Ticket,
EntryTime = as.POSIXct(DF_StatsMT$EntryTime, format = "%Y.%m.%d %H:%M:%S", tz = "Africa/Cairo"),
ExitTime = as.POSIXct(DF_StatsMT$ExitTime, format = "%Y.%m.%d %H:%M:%S", tz = "Africa/Cairo"),
Profit = DF_StatsMT$Profit,
Symbol = DF_StatsMT$Symbol,
Type = DF_StatsMT$Type)
MN <- DF_StatsMT %>% select(MagicNumber)%>% group_by(MagicNumber)
MN <- unique(MN)
path_user <- normalizePath(Sys.getenv(paste0("PATH_T",3)), winslash = '/')
MTList = list()
for(i in 1:nrow(MN)){
magicNumber <- MN[i,]
SystemControlPath <- paste0(path_user,"/SystemControlMT",magicNumber,".csv")
marketFile <- read.csv(SystemControlPath, header = FALSE, sep = ",",
col.names = c("MarketType","Policy"))
marketFile <- marketFile %>% cbind(magicNumber)
marketFile$i <- i
MTList[[i]] <- marketFile
}
SystemControlMT <- data.table::rbindlist(MTList)
SystemControlMT <- SystemControlMT %>% filter(MarketType != 'MarketType')
})
symbolMT <- reactive({
if(file.exists(file_path())){
symbol <- unique(DF_StatsMT()$Symbol)
symbol[order(symbol)]
}else{"NO DATA"}
})
magicNumberMT <- reactive({
if(file.exists(file_path())){
unique(DF_StatsMT()$MagicNumber)
}else{"NO DATA"}
})
#######VIEW TAB####################
output$marketType <- renderText({
if(input$SymbolMT != "All"){
Terminals <- normalizePath(Sys.getenv('PATH_T1'), winslash = '/')
file_path <- paste0(Terminals,paste0('/AI_MarketType_',input$SymbolMT,'60.csv'))
MT <- read.csv(file_path,col.names = c("MT","Prediction"))
MTString <- toString(MT$MT)
PredictionString <- toString(MT$Prediction)
paste(MTString," ", PredictionString)
} else{"Please select a symbol"}
})
#graphs and outputs
output$closePrice <- renderPlotly({
if(input$SymbolMT != "All"){
# generate bins based on input$bins from ui.R
# path_user <- normalizePath(Sys.getenv('PATH_DSS'), winslash = '/')
# path_data <- file.path(path_user, "_DATA")
# CP <-readr::read_rds(file.path(path_data, paste0('AI_RSIADX',input$SymbolMT,'60.rds')))
toRow <- input$rows + 63
graph <- plot_ly(
type = 'scatter',
x = Ai_Rsiadx()$X1[input$rows:toRow],
y = Ai_Rsiadx()$X2[input$rows:toRow],
mode = 'lines',
name = 'Market Type',
line = list(color = 'red'))
}
})
output$systemControlMT <- DT::renderDataTable({
if(input$SymbolMT != 'All'){
InputMN <- input$MagicNumMT
InputMNLeft <- substr(InputMN,1,4)
#get right character of the Magic Number
substrRight <- function(x, n){
substr(x, nchar(x)-n+1, nchar(x))
}
InputMNRight <- substrRight(InputMN,2)
InputMN <- paste0(InputMNLeft,3,InputMNRight)
SCMT <- SystemControlMT() %>%
filter(MagicNumber == InputMN) %>%
select(MarketType,Policy)
}
})
output$closePriceTable <- DT::renderDataTable({
if(input$SymbolMT != "All"){
toRow <- input$rows + 63
CPDF <- data.frame( Date =as.character(Ai_Rsiadx()$X1[input$rows:toRow]),
Close_price = format(round(Ai_Rsiadx()$X2[input$rows:toRow],5), nsmall = 5))
# CPDF <- CPDF[order(c(input$rows:toRow),decreasing = TRUE),]
datatable(CPDF,class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 64, autoWidth = TRUE))
}
})
#############STAT TAB######################
PairID_DF <- reactive({
pair <- c("AUDCAD","AUDCHF","AUDJPY","AUDNZD","AUDUSD","CADCHF","CADJPY","CHFJPY","EURAUD","EURCAD","EURCHF","EURGBP","EURJPY","EURNZD","EURUSD","GBPAUD","GBPCAD","GBPCHF","GBPJPY","GBPNZD","GBPUSD","NZDCAD","NZDCHF","NZDJPY","NZDUSD","USDCAD","USDCHF","USDJPY")
pairId <- c("00", "01", "02", "03", "04", "05", "06", "07", "08", "09", "10", "11", "12", "13", "14", "15", "16", "17", "18", "19", "20", "21", "22", "23", "24", "25", "26", "27")
PairID_DF <- data.frame(pair,pairId)
})
pathControl <- reactive({
path_user <- normalizePath(Sys.getenv('PATH_DSS'), winslash = '/')
pairID <- PairID_DF() %>% filter(pair == input$SymbolMT)
pair <- pairID[2]
path_user <- normalizePath(Sys.getenv('PATH_DSS'), winslash = '/')
path_T1 <- normalizePath(Sys.getenv('PATH_T1'), winslash = '/')
OrderResultPath <- paste0(path_T1,"/OrdersResultsT1.csv")
OrderResult <- read.csv(OrderResultPath, header = FALSE)
OrderResult <- OrderResult%>%select(V1,V6)%>%unique()
MagicNumber <- OrderResult %>%
filter(V6 == input$SymbolMT) %>%
select(V1)
getMN <- MagicNumber%>%pull(V1)
pathControl <- paste0(path_user,"/_DATA/control/",getMN,".rds")
})
output$MTResult <- renderPlotly({
if(input$MagicNumMT == "All"){
MarketTypeLog <- MarketTypeLog() %>% filter(MarketTypeLog()$EntryTime >= input$FromMT)
if(nrow(MarketTypeLog)>0){
MarketTypeResult <- aggregate(MarketTypeLog$Profit, by=list(MarketType=MarketTypeLog$MarketType), FUN=sum)
hist <- plot_ly(
x = MarketTypeResult$MarketType,
y = MarketTypeResult$x,
name = "MT Result",
type = "bar")
hist <- hist %>% layout(title = "PROFIT BY MARKET TYPE",
yaxis = list(title = 'Profit')
)
}
}else{
MarketTypeLog <- MarketTypeLog() %>% filter(MarketTypeLog()$MagicNumber.x == input$MagicNumMT , MarketTypeLog()$EntryTime >= input$FromMT)
if(nrow(MarketTypeLog>0)){
MarketTypeResult <- aggregate(MarketTypeLog$Profit, by=list(MarketType=MarketTypeLog$MarketType), FUN=sum)
hist <- plot_ly(
x = MarketTypeResult$MarketType,
y = MarketTypeResult$x,
name = "MT Result",
type = "bar")
}
}
})
output$controlGraph <- renderPlotly({
if(file.exists(pathControl())){
controlData <- readRDS(pathControl())
control <-c(controlData$alpha,controlData$gamma,controlData$epsilon)
controlData <- data.frame(control)
graph <- plot_ly(data = controlData, x = c("alpha","gamma","epsilon"), y = controlData[,1],
type = 'scatter',
mode = "markers",
marker = list(size = 50,
color = 'rgba(255, 0, 0, .9)',
line = list(color = 'rgba(0, 0, 0, .8)',
width = 2)))
graph <- graph %>% layout(
title = "Control Parameter")
}
})
output$MarketLog <- DT::renderDataTable({
MarketTypeLog <- MarketTypeLog()
if(input$SymbolMT == "All"){
MTLog <- MarketTypeLog %>% filter(EntryTime >= input$FromMT)
datatable(MTLog,class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 10, autoWidth = TRUE))
} else
{
MTLog <- MarketTypeLog %>% filter(Symbol == input$SymbolMT, EntryTime >= input$FromMT)
datatable(MTLog,class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 10, autoWidth = TRUE))
}
})
###################################################################
####################### - MODEL INSPECTION - ######################
###################################################################
readResult <- reactive({
pathDSS <- normalizePath(Sys.getenv("PATH_DSS"), winslash = '/')
file_path <- paste0(pathDSS,"/_DATA/analyse_resultM60.csv")
DF_Result <- readr::read_csv(file_path)
#Col.names = c("TR_Level","NB_hold","Symbol","MaxPerf","FrstQntlPerf"))
})
output$AnalyseResult <- DT::renderDataTable({
DF_Result <- data.frame(TR_Level = readResult()$TR_Level,
NB_hold = readResult()$NB_hold,
Symbol =readResult()$Symbol,
MaxPerf = format(round(readResult()$MaxPerf,2),nsmall=2),
FrstQntlPerf = format(round(readResult()$FrstQntlPerf,2),nsmall=2))
datatable(DF_Result,class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 10, autoWidth = TRUE))
})
dataResult <- reactive({
pathDSS <- normalizePath(Sys.getenv("PATH_DSS"), winslash = '/')
file_path <- paste0(pathDSS,"/_DATA/analyse_resultM60_data.csv")
DF_DataResult <- readr::read_csv(file_path)
})
output$dataRes <- DT::renderDataTable({
DF_Data_Result <- data.frame(PnL_NB = round(dataResult()$PnL_NB,5),
TotalTrades = dataResult()$TotalTrades,
TR_Level = dataResult()$TR_Level,
NB_hold = dataResult()$NB_hold,
Symbol = dataResult()$Symbol,
FinalOutcome = dataResult()$FinalOutcome)
datatable(DF_Data_Result,class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 10, autoWidth = TRUE))
})
output$strategyTestResults <- renderPlot({
ggplot(dataResult(), aes(x = NB_hold, y = PnL_NB,
#size = TotalTrades,
col = as.factor(Symbol)))+geom_point()+
ggtitle("Strategy Test results")
})
output$modelPerformance <- renderPlot({
ggplot(readResult(), aes(x = MaxPerf, y = Symbol,
col = TR_Level,
size = NB_hold))+geom_point()+
geom_vline(xintercept=0.001)+
scale_x_continuous()+
ggtitle("Model Performance")
})
observeEvent(input$RefreshM60,{
path_user <- normalizePath(Sys.getenv('PATH_DSS'), winslash = '/')
path_logs <- file.path(path_user, "_MODELS")
# file names
filesToAnalyse <-list.files(path = path_logs,
pattern = "-60.rds",
full.names=TRUE)
# aggregate all files into one
for (VAR in filesToAnalyse) {
# VAR <- filesToAnalyse[1]
if(!exists("dfres")){dfres <<- readr::read_rds(VAR)} else {
dfres <<- readr::read_rds(VAR) %>% dplyr::bind_rows(dfres)
}
}
## Analysis of model quality records
# file names
filesToAnalyse1 <-list.files(path = path_logs,
pattern = "M60.csv",
full.names=TRUE)
# aggregate all files into one
for (VAR in filesToAnalyse1) {
# VAR <- filesToAnalyse1[1]
if(!exists("dfres1")){dfres1 <<- readr::read_csv(VAR)} else {
dfres1 <<- readr::read_csv(VAR) %>% dplyr::bind_rows(dfres1)
}
}
write.csv(dfres1,paste0(path_user,"/_DATA/analyse_resultM60.csv"), row.names=FALSE)
write.csv(dfres,paste0(path_user,"/_DATA/analyse_resultM60_data.csv"), row.names=FALSE)
session$reload()
})
##################################################################################
############################# PERFORMANCE ########################################
##################################################################################
#-------Reactive---------#
perf_log <- reactive({
pathDSS <- normalizePath(Sys.getenv("PATH_DSS"), winslash = '/')
file_path <- paste0(pathDSS,"/_LOGS/perf_logs60.rds")
perf_log <- readr::read_rds(file_path) %>%
filter(TimeTest >= input$FromCopy, TimeTest <= paste0(input$ToCopy," 23:59:59"))
})
input_log <- reactive({
pathDSS <- normalizePath(Sys.getenv("PATH_DSS"), winslash = '/')
file_path <- paste0(pathDSS,"/_SIM/all_results.rds")
input_log <- readr::read_rds(file_path) %>%
filter(TimeTest >= input$FromCopy, TimeTest <= paste0(input$ToCopy," 23:59:59"))
input_log$TimeTest <- sort(input_log$TimeTest,decreasing = TRUE)
input_log <- data.frame(TimeTest = as.POSIXct(input_log$TimeTest,format = "%d-%m-%Y %H:%M:%S"),
Folder = as.character(input_log$Folder),
MeanPerf = round(input_log$MeanPerf,2),
HighPerf = round(input_log$HighPerf,2))
for (i in 1:nrow(input_log)){
input_log[i,2] <- substr(input_log[i,2],nchar(input_log[i,2]) - 3,nchar(input_log[i,2]))
}
input_log
})
#---------Observe event--------------#
#copy date from Result tab
observeEvent(input$From,{
updateDateInput(session,inputId = "FromCopy",label = NULL,value = input$From)
})
observeEvent(input$To,{
updateDateInput(session,inputId = "ToCopy",label = NULL,value = input$To)
})
output$perfLog <- DT::renderDataTable({
perfLog <- data.frame(TimeTest = as.character(perf_log()$TimeTest),
MeanPerf = round(perf_log()$MeanPerf,2),
Quantil = round(perf_log()$Quantil,2))
datatable(perfLog,class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 10, autoWidth = TRUE))
})
output$inputLog <- DT::renderDataTable({
inputLog <- input_log()
# dw <- inputLog %>% select(Folder)
# for (i in 1:nrow(inputLog)){
#
# inputLog[i,2] <- substr(inputLog[i,2],23,27)
#
# }
# inputLog <- data.frame(TimeTest = as.character(inputLog$TimeTest),
# Version = as.character(inputLog$Folder),
# MeanPerf = round(inputLog$MeanPerf,2),
# HighPerf = round(inputLog$HighPerf,2))
datatable(input_log(),class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 10, autoWidth = TRUE))
})
output$perfGraph <- renderPlotly({
perfLog <- data.frame(TimeTest = as.Date(perf_log()$TimeTest,"%Y-%m-%d", tz="GMT"),
MeanPerf = perf_log()$MeanPerf,
Quantil = perf_log()$Quantil)
fig <- perfLog %>% plot_ly(x = perfLog$TimeTest, type="candlestick",
open = perfLog$MeanPerf, close = perfLog$Quantil,
high = perfLog$MeanPerf, low =perfLog$Quantil,
text = paste("<br>Time: ", perfLog$TimeTest,
"<br>MeanPerf: ", perfLog$MeanPerf,
"<br>Quantile:",perfLog$Quantil)
)
fig <- fig %>% layout(title = list(text = "Open = MeanPerf - Close = Quantile", x = 0),
xaxis = list(rangeslider = list(visible = F)))
})
output$inputGraph <- renderPlotly({
inputLog <- input_log()
#
# inputLog$Folder <- as.integer(substr(inputLog[,2],3,5))
#
# version <- unique(inputLog[,2])
#
graph <- plot_ly(data = inputLog, x = inputLog[,3], y = inputLog[,4], color = inputLog[,2], alpha = 0.7,
type = 'scatter',
mode = "markers",
text = paste0("Version: ",inputLog[,2], '$<br>Date: ',inputLog[,1]),
marker = list(size = 50,
width = 2))
graph <- graph %>% layout(title = 'Data Writer Performances',
xaxis = list(title = 'MeanPerformance'),
yaxis = list(title = 'HighPerformance'))
})
#---------------END CODE------------------------------------------
output$console <- renderPrint({
print(SystemControlMT())
})
}
silkflo/ltapp documentation built on Dec. 23, 2021, 2:22 a.m.
R Package Documentation
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Defines functions app_server
#' The application server-side
#'
#' @param input,output,session Internal parameters for {shiny}.
#' DO NOT REMOVE.
#' @import shiny
#' @noRd
#'
#'
#
library(readr)
library(magrittr)
library(lazytrade)
library(lubridate)
library(dplyr)
library(readr)
library(ggplot2)
library(DT)
library(plotly)
library(randomcoloR)
app_server <- function( input, output, session ) {
#-----------DATA MANAGEMENT--------------
file_path <- reactive({
# Terminals <- normalizePath(Sys.getenv('PATH_T1'), winslash = '/')
# file_path <- paste0(Terminals,"/OrdersResultsT",1,".csv")
Terminals <- normalizePath(Sys.getenv(paste0('PATH_T',input$Terminal)), winslash = '/')
file_path <- paste0(Terminals,"/OrdersResultsT",input$Terminal,".csv")
})
#-----------------------------------------
DF_Stats <- reactive({
if(file.exists(file_path())){
DF_Stats <- read.csv(file_path(), col.names = c("MagicNumber","Ticket","EntryTime","ExitTime","Profit","Symbol","Type"))
DF_Stats <- data.frame(MagicNumber = DF_Stats$MagicNumber,
Ticket = DF_Stats$Ticket,
EntryTime = as.POSIXct(DF_Stats$EntryTime, format = "%Y.%m.%d %H:%M:%S", tz = "Africa/Cairo"),
ExitTime = as.POSIXct(DF_Stats$ExitTime, format = "%Y.%m.%d %H:%M:%S", tz = "Africa/Cairo"),
Profit = DF_Stats$Profit,
Symbol = DF_Stats$Symbol,
Type = DF_Stats$Type)
}else{"NO DATA"}
})
#---------------------------------------
magicNumber <- reactive({
if(file.exists(file_path())){
unique(DF_Stats()$MagicNumber)
}else{"NO DATA"}
})
#---------------------------------------
symbol <- reactive({
if(file.exists(file_path())){
symbol <- unique(DF_Stats()$Symbol)
symbol[order(symbol)]
}else{"NO DATA"}
})
#---------------------------------------
pair <- reactive({
if(file.exists(file_path())){
as.vector(unique(DF_Balance()$Symbol))
}else{"NO DATA"}
})
#---------------------------------------
#-----------MANAGE SIDEBAR-------------
#Refresh data
observeEvent(input$Refresh,{
updateSelectInput(session, inputId = "MagicNum", label = NULL, choices = c("All",magicNumber()), selected = NULL)
updateSelectInput(session, inputId = "Symbol", label = NULL, choices = c("All",symbol()), selected = NULL)
# path_user <- normalizePath(Sys.getenv('PATH_DSS'), winslash = '/')
#
#
#
# Terminals <- normalizePath(Sys.getenv(paste0('PATH_T',input$Terminal)), winslash = '/')
#
# acc_file_T1 <- file.path(path_user, "_DATA/AccountResultsT1.rds")
# acc_file_T3 <- file.path(path_user, "_DATA/AccountResultsT3.rds")
#
#
# if(input$Terminal == 1 ){
# DFT1Act <- read_csv(file.path(Terminals, 'AccountResultsT1.csv'),
# col_names = c("DateTime", "Balance", "Equity","Profit"),
# col_types = "cddd")
# DFT1Act$DateTime <- ymd_hms(DFT1Act$DateTime)
# if (!file.exists(acc_file_T1)) {
# write_rds(DFT1Act, acc_file_T1)
# } else {
# read_rds(acc_file_T1) %>%
# bind_rows(DFT1Act) %>%
# arrange(DateTime) %>%
# head(1000) %>%
# write_rds(acc_file_T1)
# }
# }
# if(input$Terminal == 3 ){
# DFT3Act <- read_csv(file.path(Terminals, 'AccountResultsT3.csv'),
# col_names = c("DateTime", "Balance", "Equity","Profit"),
# col_types = "cddd")
# DFT3Act$DateTime <- ymd_hms(DFT3Act$DateTime)
#
# if (!file.exists(acc_file_T3)) {
# write_rds(DFT3Act, acc_file_T3)
# }else {
# read_rds(acc_file_T3) %>%
# bind_rows(DFT3Act) %>%
# arrange(DateTime) %>%
# head(1000) %>%
# write_rds(acc_file_T3)
# }
# }
#
})
observeEvent(input$Terminal,{
updateSelectInput(session, inputId = "MagicNum", label = NULL, choices = c("All",magicNumber()), selected = NULL)
updateSelectInput(session, inputId = "Symbol", label = NULL, choices = c("All",symbol()), selected = NULL)
})
#update Symbol choices
observeEvent(input$MagicNum,{
if(input$MagicNum == "All"){
updateSelectInput(session, "Symbol",label = "Select the symbol",choices = c("All",symbol()),selected = "All")
}else{
pair <- DF_Stats()%>%group_by(Symbol)%>%filter(MagicNumber == input$MagicNum)%>%select(Symbol)%>%unique()
updateSelectInput(session, "Symbol",label = "Select the symbol",choices = c("All",symbol()),selected = pair)
}
})
#update Magic Number
observeEvent(input$Symbol,{
if(input$Symbol == "All" || input$Symbol == 1)
{
updateSelectInput(session, "MagicNum",label = "Select Magic Number",choices = c("All",magicNumber()),selected = "All")
}else
{
MN <- DF_Stats()%>%group_by(MagicNumber)%>%filter(Symbol==input$Symbol)%>%select(MagicNumber)%>%unique()
updateSelectInput(session, "MagicNum",label = "Select Magic Number",choices = c("All",magicNumber()) ,selected = as.integer(unlist(MN)[1]))
}
})
#---------DATA TAB---------------
Stats <- reactive({
if(input$Time == "Entry Time"){time <- DF_Stats()$EntryTime}
else {time <- DF_Stats()$ExitTime}
if(input$MagicNum == "All"){
DF_Stats <- DF_Stats()%>%filter(time >= input$From, time <= paste0(input$To," 23:59:59"))
}
else{
DF_Stats <- DF_Stats()%>%filter(MagicNumber == input$MagicNum, time >= input$From, time <= input$To)
}
})
output$data <- DT::renderDataTable({
if(file.exists(file_path())) {
Stats <- data.frame(MagicNumber = Stats()$MagicNumber,
Ticket = Stats()$Ticket,
EntryTime = as.character(Stats()$EntryTime),
ExitTime = as.character(Stats()$ExitTime),
Profit = Stats()$Profit,
Symbol = Stats()$Symbol,
Type = Stats()$Type)
switch(input$Sort,
"MagicNumber" = Stats[order(Stats$MagicNumber,decreasing = T),],
"Ticket" = Stats[order(Stats$Ticket,decreasing = T),],
"EntryTime" = Stats[order(Stats$EntryTime,decreasing = T),],
"ExitTime" = Stats[order(Stats$ExitTime,decreasing = T),],
"Profit"= Stats[order(Stats$Profit,decreasing = T),],
"Symbol"= Stats[order(Stats$Symbol,decreasing = T),])
datatable(Stats,class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 10, autoWidth = TRUE))
}else{"NO DATA"}
})
DF_Balance <- reactive({
Balance <- c()
DF_Balance <- Stats()
#mutate(DF_Balance,ExitTime = as.POSIXct(DF_Balance$ExitTime, format = "%Y-%m-%d %H:%M:%S", tz = "Africa/Cairo"))
DF_Balance <- DF_Balance %>% subset(select = -c(MagicNumber,Ticket,EntryTime,Type))
DF_Balance <- DF_Balance[order(DF_Balance$Symbol,decreasing = F),]
#group_by(DF_Balance,Stats()$Symbol)
#pair <- as.vector(unique(Stats()$Symbol))
for(i in 1:nrow(DF_Balance)){
if (i==1){
Balance[i] <- DF_Balance$Profit[i]
}else if(DF_Balance$Symbol[i] != DF_Balance$Symbol[i-1] && i>1){
Balance[i] <- DF_Balance$Profit[i]
}else{
Balance[i] <- DF_Balance$Profit[i]+ Balance[i-1]
}
}
DF_Balance <- DF_Balance %>% mutate(Balance)
# DF_Balance[order(DF_Balance$Symbol,decreasing = F),]
# DF_Balance[order(DF_Balance$ExitTime,decreasing = F),]
DF_Balance
})
DF_Balance_All <- reactive({
DF_Balance <- Stats()
DF_Balance <- DF_Balance %>% subset(select = -c(MagicNumber,Ticket,EntryTime,Type))
DF_Balance <- DF_Balance[order(DF_Balance$ExitTime,decreasing = F),]
Balance <- c()
for(i in 1:nrow(DF_Balance)){
if (i==1){
Balance[i] <- DF_Balance$Profit[i]
}else{
Balance[i] <- DF_Balance$Profit[i]+ Balance[i-1]
}
}
DF_Balance <- DF_Balance %>% mutate(Balance)
})
#----------GRAPH TAB-----------------
output$profitGraph <- renderPlotly({
if(file.exists(file_path())&& nrow(Stats()>0)){
color <- c("red", "black", "blue","green","orange","purple", "pink","cornflowerblue", "darkgreen","indianred3","magenta","mediumpurple3", "midnightblue","orchid4","palegreen","skyblue","slateblue4", "tomato1")
colorList <- vector("list",length(pair()))
for (i in 1 : length(pair())){
Ps <- list(target = pair()[i], value = list(marker =list(color = sample(color,1))))
colorList[[i]] <- Ps
}
if(input$MagicNum == "All"){
graph <- plot_ly(
type = 'scatter',
x = Stats()$ExitTime,
y = Stats()$Profit,
text = paste("<br>Time: ", Stats()$ExitTime,
"<br>Profit: ", Stats()$Profit,
"<br>Symbol: ", Stats()$Symbol),
hoverinfo = 'text',
mode = 'markers',
transforms = list(
list(
type = 'groupby',
groups = Stats()$Symbol,
styles = colorList)))
}else
{
plot_ly(
x = Stats()$ExitTime,
y = Stats()$Profit,
type = "scatter",
mode = 'markers',
marker = list(color = sample(color,1)),
name = paste0(input$Symbol," PROFIT"))
}
}
})
output$balanceGraph <- renderPlotly({
if(file.exists(file_path()) && nrow(DF_Balance()>0)){
color <- c("red", "black", "blue","green","orange","purple", "pink","cornflowerblue", "darkgreen","indianred3","magenta","mediumpurple3", "midnightblue","orchid4","palegreen","skyblue","slateblue4", "tomato1")
colorList <- vector("list",length(pair()))
for (i in 1 : length(pair())){
Ps <- list(target = pair()[i], value = list(line =list(color = sample(color,1))))
colorList[[i]] <- Ps
}
graph <- plot_ly(
type = 'scatter',
x = DF_Balance()$ExitTime,
y = DF_Balance()$Balance,
text = paste("<br>Time: ", DF_Balance()$ExitTime,
"<br>Balance: ", DF_Balance()$Balance,
"<br>Symbol: ", DF_Balance()$Symbol),
hoverinfo = 'text',
mode = 'lines',
transforms = list(
list(
type = 'groupby',
groups = DF_Balance()$Symbol,
styles = colorList)))
}
})
#------------ACCOUNT TAB--------------
accountResults <- reactive({
if(file.exists(account_path())){
df_AR <- readr::read_rds(account_path())
df_AR <- data.frame(DateTime =df_AR$DateTime,
Balance = df_AR$Balance,
Equity = df_AR$Equity,
Profit = df_AR$Profit
)
df_AR <- df_AR%>%filter(DateTime >= input$From, DateTime <= paste0(input$To," 23:59:59"))
} else{"NO DATA"}
})
output$watchDogReport <- DT::renderDataTable({
if(file.exists(account_path())){
df_AR <- data.frame(DateTime =as.character(accountResults()$DateTime),
Balance = accountResults()$Balance,
Equity = accountResults()$Equity,
Profit = accountResults()$Profit)
datatable(df_AR,class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 10, autoWidth = TRUE))
}else{"NO DATA"}
})
output$equityGraph <- renderPlotly({
if(file.exists(account_path())){
graph <- plot_ly(
type = 'scatter',
x = accountResults()$DateTime,
y = accountResults()$Balance,
text = paste("<br>Time: ", accountResults()$DateTime,
"<br>Balance: ", accountResults()$Balance),
hoverinfo = 'text',
mode = 'lines',
name = 'Balance',
line = list(color = 'blue'))
graph <- graph %>% add_trace(
type = 'scatter',
x = accountResults()$DateTime,
y = accountResults()$Equity,
text = paste("<br>Time: ", accountResults()$DateTime,
"<br>Equity: ", accountResults()$Equity),
hoverinfo = 'text',
mode = 'lines',
name = 'Equity',
line = list(color = 'red')
)
}
})
#-------REPORT TAB-----------------
buyProfit <- reactive({
if(input$MagicNum == "All"){
allProfit <- Stats() %>%
group_by(Type) %>%
filter(Type == 0) %>%
summarise( Profit = sum(Profit)) %>%
select(-c(Type)) %>%
mutate(Symbol = "ALL PAIR")
buyProfit <- Stats() %>%
group_by(Symbol, Type) %>%
filter(Type == 0) %>%
summarise( Profit = sum(Profit)) %>%
subset(select = c(Symbol,Profit)) %>%
rbind(allProfit)
} else{
buyProfit <- Stats() %>%
group_by(Symbol, Type) %>%
summarise( Profit = sum(Profit)) %>%
filter(Type == 0) %>%
subset(select = c(Symbol,Profit))
}
})
sellProfit <- reactive({
if(input$MagicNum == "All"){
allProfit <- Stats() %>%
group_by(Type) %>%
filter(Type == 1) %>%
summarise( Profit = sum(Profit)) %>%
select(-c(Type)) %>%
mutate(Symbol = "ALL PAIR")
sellProfit <- Stats() %>%
group_by(Symbol, Type) %>%
filter(Type == 1) %>%
summarise( Profit = sum(Profit)) %>%
subset(select = c(Symbol,Profit)) %>%
rbind(allProfit)
} else{
sellProfit <- Stats() %>%
group_by(Symbol, Type) %>%
filter(Type == 1) %>%
summarise( Profit = sum(Profit)) %>%
subset(select = c(Symbol,Profit))
}
})
buyTrade <- reactive({
if(input$MagicNum == "All"){
allTrade <- Stats() %>%
group_by(Type) %>%
filter(Type == 0) %>%
summarise( Buy_Trade = n()) %>%
select(-c(Type)) %>%
mutate(Symbol = "ALL PAIR")
buyTrade <- Stats() %>%
group_by(Symbol, Type) %>%
filter(Type == 0) %>%
summarise( Buy_Trade = n()) %>%
subset(select = c(Symbol,Buy_Trade)) %>%
rbind(allTrade)
} else{
buyTrade <- Stats() %>%
group_by(Symbol, Type) %>%
summarise(Buy_Trade = n()) %>%
filter(Type == 0) %>%
subset(select = c(Symbol,Buy_Trade))
}
})
sellTrade <- reactive({
if(input$MagicNum == "All"){
allTrade <- Stats() %>%
group_by(Type) %>%
filter(Type == 1) %>%
summarise( Sell_Trade = n()) %>%
select(-c(Type)) %>%
mutate(Symbol = "ALL PAIR")
sellTrade <- Stats() %>%
group_by(Symbol, Type) %>%
filter(Type == 1) %>%
summarise( Sell_Trade = n()) %>%
subset(select = c(Symbol,Sell_Trade)) %>%
rbind(allTrade)
} else{
sellTrade <- Stats() %>%
group_by(Symbol, Type) %>%
filter(Type == 1) %>%
summarise(Sell_Trade = n()) %>%
subset(select = c(Symbol,Sell_Trade))
}
})
output$result <- DT::renderDataTable({
if(file.exists(file_path())&&nrow(Stats())>0){
DF_allPair <- DF_Balance_All()
allPair <- round(DF_allPair[nrow(DF_allPair),4],2)
final_Balance <- vector("numeric", length(pair()))
for (i in 1: length(pair())){
pairBalance <- DF_Balance() %>% filter(Symbol == pair()[i])
final_Balance[i] <- round(pairBalance[nrow(pairBalance),4],2)
}
Final_Balance <- data.frame(Symbol = pair(),
Final_Balance = final_Balance)
if(input$MagicNum == "All"){
All_Pair <- c("ALL PAIR", allPair)
Final_Balance <- rbind(Final_Balance,All_Pair)
Final_Balance <- left_join(x = Final_Balance,y = buyProfit(), by = "Symbol")
Final_Balance <- left_join(x = Final_Balance,y = sellProfit(), by = "Symbol")
Final_Balance <- left_join(x = Final_Balance, y = buyTrade(),by = "Symbol")
Final_Balance <- left_join(x = Final_Balance, y = sellTrade(),by = "Symbol")
}else{
Final_Balance <- left_join(x = Final_Balance,y = buyProfit(), by = "Symbol")
Final_Balance <- left_join(x = Final_Balance,y = sellProfit(), by = "Symbol")
Final_Balance <- left_join(x = Final_Balance, y = buyTrade(),by = "Symbol")
Final_Balance <- left_join(x = Final_Balance, y = sellTrade(),by = "Symbol")
}
FB <- as.data.frame(Final_Balance)
FB[is.na(FB)] <- 0
FB <- FB %>% cbind(FB$Buy_Trade + FB$Sell_Trade) %>%
set_names(c("Symbol","Final_Balance","Buy_Profit","Sell_Profit","Buy_Trade","Sell_Trade", "Total_Trade"))
datatable(FB,class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 28, autoWidth = TRUE))
}
})
output$profitFactor <- renderText({
if(file.exists(file_path()) && nrow(Stats())>0){
negProfit <- Stats()%>%filter(Profit<0)%>%select(Profit)%>%summarise(Loss = abs(sum(Profit)))
posProfit <- Stats()%>%filter(Profit>0)%>%select(Profit)%>%summarise(Gain = abs(sum(Profit)))
if(negProfit == 0 ){"Only Gain"}
else if (posProfit == 0){"Only Loss"}
else{as.double(round( posProfit/(0.001+negProfit),2))}
}else{
"NO DATA"
}
})
output$maxProfit <- renderText({
if(file.exists(file_path())&&nrow(Stats())>0){max(Stats()$Profit)}
else{"NO DATA"}
})
output$minProfit <- renderText({
if(file.exists(file_path())&&nrow(Stats())>0){min(Stats()$Profit)}
else{"NO DATA"}
})
output$totalTrade <- renderText({
if(file.exists(file_path())){
nrow(Stats())}
else{"NO DATA"}
})
output$totalProfit <- renderText({
if(nrow(DF_Balance_All())>0){
DF_allPair <- DF_Balance_All()
round(DF_allPair[nrow(DF_allPair),4],2)
}else{"0"}
})
account_path <- reactive({
# Terminals <- normalizePath(Sys.getenv('PATH_T1'), winslash = '/')
# file_path <- paste0(Terminals,"/OrdersResultsT",1,".csv")
pathDSS <- normalizePath(Sys.getenv('PATH_DSS'), winslash = '/')
paste0(pathDSS,"/_DATA/AccountResultsT",input$Terminal,".rds")
})
###################################################################
####################### - MT INSPECTION - #########################
###################################################################
#-----------MANAGE SIDEBAR-------------
#Refresh data
observeEvent(input$RefreshMT,{
updateSelectInput(session, inputId = "MagicNumMT", label = NULL, choices = c("All",magicNumberMT()), selected = NULL)
updateSelectInput(session, inputId = "SymbolMT", label = NULL, choices = c("All",symbolMT()), selected = NULL)
})
observeEvent(input$TerminalMT,{
updateSelectInput(session, inputId = "MagicNumMT", label = NULL, choices = c("All",magicNumberMT()), selected = NULL)
updateSelectInput(session, inputId = "SymbolMT", label = NULL, choices = c("All",symbolMT()), selected = NULL)
})
#update Symbol choices
observeEvent(input$MagicNumMT,{
if(input$MagicNumMT == "All"){
updateSelectInput(session, "SymbolMT",label = "Select the symbol",choices = c("All",symbolMT()),selected = "All")
}else{
pair <- DF_StatsMT()%>%group_by(Symbol)%>%filter(MagicNumber == input$MagicNumMT)%>%select(Symbol)%>%unique()
updateSelectInput(session, "SymbolMT",label = "Select the symbol",choices = c("All",symbolMT()),selected = pair)
}
})
#update Magic Number
observeEvent(input$SymbolMT,{
magicNumber <- unique(DF_StatsMT()$MagicNumber)
if(input$SymbolMT == "All" || input$SymbolMT == 1)
{
updateSelectInput(session, "MagicNumMT",label = "Select Magic Number",choices = c("All",magicNumber),selected = "All")
}else
{
MN <- DF_StatsMT()%>%group_by(MagicNumber)%>%filter(Symbol==input$SymbolMT)%>%select(MagicNumber)%>%unique()
updateSelectInput(session, "MagicNumMT",label = "Select Magic Number",choices = c("All",magicNumber) ,selected = as.integer(unlist(MN)[1]))
}
})
observeEvent(input$FromMT,{
if(input$SymbolMT != 1 && input$SymbolMT != "All"){
oldestDate <- Ai_Rsiadx()$X1[nrow(Ai_Rsiadx())]
rownumber <- c(rownames(Ai_Rsiadx()))
time <- c(Ai_Rsiadx()$X1)
time_DF <- data.frame(rownumber,time)
timeFilter <- paste0(input$FromMT," 01:00:00")
row <- time_DF %>% filter(time == timeFilter)%>%select(rownumber)
for (i in 1:2){
if(nrow(row)==0){
timeFilter <- paste0(input$FromMT + i," 01:00:00")
print(timeFilter)
row <- time_DF %>% filter(time == timeFilter)%>%select(rownumber)
}
}
row <- row[1,]
updateSliderInput(session,"rows",value = row)
}
})
observeEvent(input$Now,{
if(input$SymbolMT != 'All')
{
updateSliderInput(session,"rows",value = nrow(Ai_Rsiadx())-64)
}
})
#-----------------REACTIVE EVENTS-----------------
DF_StatsMT <- reactive({
Terminals <- normalizePath(Sys.getenv(paste0('PATH_T',input$TerminalMT)), winslash = '/')
file_path <- paste0(Terminals,"/OrdersResultsT",input$TerminalMT,".csv")
DF_StatsMT <- read.csv(file_path, col.names = c("MagicNumber","Ticket","EntryTime","ExitTime","Profit","Symbol","Type"))
DF_StatsMT <- data.frame(MagicNumber = DF_StatsMT$MagicNumber,
Ticket = DF_StatsMT$Ticket,
EntryTime = as.POSIXct(DF_StatsMT$EntryTime, format = "%Y.%m.%d %H:%M:%S", tz = "Africa/Cairo"),
ExitTime = as.POSIXct(DF_StatsMT$ExitTime, format = "%Y.%m.%d %H:%M:%S", tz = "Africa/Cairo"),
Profit = DF_StatsMT$Profit,
Symbol = DF_StatsMT$Symbol,
Type = DF_StatsMT$Type)
})
MarketTypeLog <- reactive({
MN <- DF_StatsMT() %>% select(MagicNumber)%>% group_by(MagicNumber)
MN <- unique(MN)
path_user <- normalizePath(Sys.getenv(paste0("PATH_T",input$TerminalMT)), winslash = '/')
MTList = list()
for(i in 1:nrow(MN)){
magicNumber <- MN[i,]
marketLogPath <- paste0(path_user,"/MarketTypeLog",magicNumber,".csv")
marketFile <- read.csv(marketLogPath, header = FALSE, sep = ",",
col.names = c("MagicNumber","Ticket","MTcode","TimeHold","MarketType"))
marketFile$i <- i
MTList[[i]] <- marketFile
}
MarketTypeLog <- data.table::rbindlist(MTList)
MarketTypeLog <- merge(x = MarketTypeLog,y = DF_StatsMT(),by = "Ticket", All.x= TRUE)
})
#
Ai_Rsiadx <- reactive({
if(input$SymbolMT != "character(0)"){
path_user <- normalizePath(Sys.getenv('PATH_DSS'), winslash = '/')
path_data <- file.path(path_user, "_DATA/6_06")
Ai_Rsiadx <-readr::read_rds(file.path(path_data, paste0('AI_RSIADX',input$SymbolMT,'60.rds')))
#https://en.wikipedia.org/wiki/List_of_tz_database_time_zones
Ai_Rsiadx <- Ai_Rsiadx[order(Ai_Rsiadx$X1),]
}
})
SystemControlMT <- reactive({
Terminals <- normalizePath(Sys.getenv(paste0('PATH_T',3)), winslash = '/')
file_path <- paste0(Terminals,"/OrdersResultsT",3,".csv")
DF_StatsMT <- read.csv(file_path, col.names = c("MagicNumber","Ticket","EntryTime","ExitTime","Profit","Symbol","Type"))
DF_StatsMT <- data.frame(MagicNumber = DF_StatsMT$MagicNumber,
Ticket = DF_StatsMT$Ticket,
EntryTime = as.POSIXct(DF_StatsMT$EntryTime, format = "%Y.%m.%d %H:%M:%S", tz = "Africa/Cairo"),
ExitTime = as.POSIXct(DF_StatsMT$ExitTime, format = "%Y.%m.%d %H:%M:%S", tz = "Africa/Cairo"),
Profit = DF_StatsMT$Profit,
Symbol = DF_StatsMT$Symbol,
Type = DF_StatsMT$Type)
MN <- DF_StatsMT %>% select(MagicNumber)%>% group_by(MagicNumber)
MN <- unique(MN)
path_user <- normalizePath(Sys.getenv(paste0("PATH_T",3)), winslash = '/')
MTList = list()
for(i in 1:nrow(MN)){
magicNumber <- MN[i,]
SystemControlPath <- paste0(path_user,"/SystemControlMT",magicNumber,".csv")
marketFile <- read.csv(SystemControlPath, header = FALSE, sep = ",",
col.names = c("MarketType","Policy"))
marketFile <- marketFile %>% cbind(magicNumber)
marketFile$i <- i
MTList[[i]] <- marketFile
}
SystemControlMT <- data.table::rbindlist(MTList)
SystemControlMT <- SystemControlMT %>% filter(MarketType != 'MarketType')
})
symbolMT <- reactive({
if(file.exists(file_path())){
symbol <- unique(DF_StatsMT()$Symbol)
symbol[order(symbol)]
}else{"NO DATA"}
})
magicNumberMT <- reactive({
if(file.exists(file_path())){
unique(DF_StatsMT()$MagicNumber)
}else{"NO DATA"}
})
#######VIEW TAB####################
output$marketType <- renderText({
if(input$SymbolMT != "All"){
Terminals <- normalizePath(Sys.getenv('PATH_T1'), winslash = '/')
file_path <- paste0(Terminals,paste0('/AI_MarketType_',input$SymbolMT,'60.csv'))
MT <- read.csv(file_path,col.names = c("MT","Prediction"))
MTString <- toString(MT$MT)
PredictionString <- toString(MT$Prediction)
paste(MTString," ", PredictionString)
} else{"Please select a symbol"}
})
#graphs and outputs
output$closePrice <- renderPlotly({
if(input$SymbolMT != "All"){
# generate bins based on input$bins from ui.R
# path_user <- normalizePath(Sys.getenv('PATH_DSS'), winslash = '/')
# path_data <- file.path(path_user, "_DATA")
# CP <-readr::read_rds(file.path(path_data, paste0('AI_RSIADX',input$SymbolMT,'60.rds')))
toRow <- input$rows + 63
graph <- plot_ly(
type = 'scatter',
x = Ai_Rsiadx()$X1[input$rows:toRow],
y = Ai_Rsiadx()$X2[input$rows:toRow],
mode = 'lines',
name = 'Market Type',
line = list(color = 'red'))
}
})
output$systemControlMT <- DT::renderDataTable({
if(input$SymbolMT != 'All'){
InputMN <- input$MagicNumMT
InputMNLeft <- substr(InputMN,1,4)
#get right character of the Magic Number
substrRight <- function(x, n){
substr(x, nchar(x)-n+1, nchar(x))
}
InputMNRight <- substrRight(InputMN,2)
InputMN <- paste0(InputMNLeft,3,InputMNRight)
SCMT <- SystemControlMT() %>%
filter(MagicNumber == InputMN) %>%
select(MarketType,Policy)
}
})
output$closePriceTable <- DT::renderDataTable({
if(input$SymbolMT != "All"){
toRow <- input$rows + 63
CPDF <- data.frame( Date =as.character(Ai_Rsiadx()$X1[input$rows:toRow]),
Close_price = format(round(Ai_Rsiadx()$X2[input$rows:toRow],5), nsmall = 5))
# CPDF <- CPDF[order(c(input$rows:toRow),decreasing = TRUE),]
datatable(CPDF,class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 64, autoWidth = TRUE))
}
})
#############STAT TAB######################
PairID_DF <- reactive({
pair <- c("AUDCAD","AUDCHF","AUDJPY","AUDNZD","AUDUSD","CADCHF","CADJPY","CHFJPY","EURAUD","EURCAD","EURCHF","EURGBP","EURJPY","EURNZD","EURUSD","GBPAUD","GBPCAD","GBPCHF","GBPJPY","GBPNZD","GBPUSD","NZDCAD","NZDCHF","NZDJPY","NZDUSD","USDCAD","USDCHF","USDJPY")
pairId <- c("00", "01", "02", "03", "04", "05", "06", "07", "08", "09", "10", "11", "12", "13", "14", "15", "16", "17", "18", "19", "20", "21", "22", "23", "24", "25", "26", "27")
PairID_DF <- data.frame(pair,pairId)
})
pathControl <- reactive({
path_user <- normalizePath(Sys.getenv('PATH_DSS'), winslash = '/')
pairID <- PairID_DF() %>% filter(pair == input$SymbolMT)
pair <- pairID[2]
path_user <- normalizePath(Sys.getenv('PATH_DSS'), winslash = '/')
path_T1 <- normalizePath(Sys.getenv('PATH_T1'), winslash = '/')
OrderResultPath <- paste0(path_T1,"/OrdersResultsT1.csv")
OrderResult <- read.csv(OrderResultPath, header = FALSE)
OrderResult <- OrderResult%>%select(V1,V6)%>%unique()
MagicNumber <- OrderResult %>%
filter(V6 == input$SymbolMT) %>%
select(V1)
getMN <- MagicNumber%>%pull(V1)
pathControl <- paste0(path_user,"/_DATA/control/",getMN,".rds")
})
output$MTResult <- renderPlotly({
if(input$MagicNumMT == "All"){
MarketTypeLog <- MarketTypeLog() %>% filter(MarketTypeLog()$EntryTime >= input$FromMT)
if(nrow(MarketTypeLog)>0){
MarketTypeResult <- aggregate(MarketTypeLog$Profit, by=list(MarketType=MarketTypeLog$MarketType), FUN=sum)
hist <- plot_ly(
x = MarketTypeResult$MarketType,
y = MarketTypeResult$x,
name = "MT Result",
type = "bar")
hist <- hist %>% layout(title = "PROFIT BY MARKET TYPE",
yaxis = list(title = 'Profit')
)
}
}else{
MarketTypeLog <- MarketTypeLog() %>% filter(MarketTypeLog()$MagicNumber.x == input$MagicNumMT , MarketTypeLog()$EntryTime >= input$FromMT)
if(nrow(MarketTypeLog>0)){
MarketTypeResult <- aggregate(MarketTypeLog$Profit, by=list(MarketType=MarketTypeLog$MarketType), FUN=sum)
hist <- plot_ly(
x = MarketTypeResult$MarketType,
y = MarketTypeResult$x,
name = "MT Result",
type = "bar")
}
}
})
output$controlGraph <- renderPlotly({
if(file.exists(pathControl())){
controlData <- readRDS(pathControl())
control <-c(controlData$alpha,controlData$gamma,controlData$epsilon)
controlData <- data.frame(control)
graph <- plot_ly(data = controlData, x = c("alpha","gamma","epsilon"), y = controlData[,1],
type = 'scatter',
mode = "markers",
marker = list(size = 50,
color = 'rgba(255, 0, 0, .9)',
line = list(color = 'rgba(0, 0, 0, .8)',
width = 2)))
graph <- graph %>% layout(
title = "Control Parameter")
}
})
output$MarketLog <- DT::renderDataTable({
MarketTypeLog <- MarketTypeLog()
if(input$SymbolMT == "All"){
MTLog <- MarketTypeLog %>% filter(EntryTime >= input$FromMT)
datatable(MTLog,class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 10, autoWidth = TRUE))
} else
{
MTLog <- MarketTypeLog %>% filter(Symbol == input$SymbolMT, EntryTime >= input$FromMT)
datatable(MTLog,class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 10, autoWidth = TRUE))
}
})
###################################################################
####################### - MODEL INSPECTION - ######################
###################################################################
readResult <- reactive({
pathDSS <- normalizePath(Sys.getenv("PATH_DSS"), winslash = '/')
file_path <- paste0(pathDSS,"/_DATA/analyse_resultM60.csv")
DF_Result <- readr::read_csv(file_path)
#Col.names = c("TR_Level","NB_hold","Symbol","MaxPerf","FrstQntlPerf"))
})
output$AnalyseResult <- DT::renderDataTable({
DF_Result <- data.frame(TR_Level = readResult()$TR_Level,
NB_hold = readResult()$NB_hold,
Symbol =readResult()$Symbol,
MaxPerf = format(round(readResult()$MaxPerf,2),nsmall=2),
FrstQntlPerf = format(round(readResult()$FrstQntlPerf,2),nsmall=2))
datatable(DF_Result,class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 10, autoWidth = TRUE))
})
dataResult <- reactive({
pathDSS <- normalizePath(Sys.getenv("PATH_DSS"), winslash = '/')
file_path <- paste0(pathDSS,"/_DATA/analyse_resultM60_data.csv")
DF_DataResult <- readr::read_csv(file_path)
})
output$dataRes <- DT::renderDataTable({
DF_Data_Result <- data.frame(PnL_NB = round(dataResult()$PnL_NB,5),
TotalTrades = dataResult()$TotalTrades,
TR_Level = dataResult()$TR_Level,
NB_hold = dataResult()$NB_hold,
Symbol = dataResult()$Symbol,
FinalOutcome = dataResult()$FinalOutcome)
datatable(DF_Data_Result,class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 10, autoWidth = TRUE))
})
output$strategyTestResults <- renderPlot({
ggplot(dataResult(), aes(x = NB_hold, y = PnL_NB,
#size = TotalTrades,
col = as.factor(Symbol)))+geom_point()+
ggtitle("Strategy Test results")
})
output$modelPerformance <- renderPlot({
ggplot(readResult(), aes(x = MaxPerf, y = Symbol,
col = TR_Level,
size = NB_hold))+geom_point()+
geom_vline(xintercept=0.001)+
scale_x_continuous()+
ggtitle("Model Performance")
})
observeEvent(input$RefreshM60,{
path_user <- normalizePath(Sys.getenv('PATH_DSS'), winslash = '/')
path_logs <- file.path(path_user, "_MODELS")
# file names
filesToAnalyse <-list.files(path = path_logs,
pattern = "-60.rds",
full.names=TRUE)
# aggregate all files into one
for (VAR in filesToAnalyse) {
# VAR <- filesToAnalyse[1]
if(!exists("dfres")){dfres <<- readr::read_rds(VAR)} else {
dfres <<- readr::read_rds(VAR) %>% dplyr::bind_rows(dfres)
}
}
## Analysis of model quality records
# file names
filesToAnalyse1 <-list.files(path = path_logs,
pattern = "M60.csv",
full.names=TRUE)
# aggregate all files into one
for (VAR in filesToAnalyse1) {
# VAR <- filesToAnalyse1[1]
if(!exists("dfres1")){dfres1 <<- readr::read_csv(VAR)} else {
dfres1 <<- readr::read_csv(VAR) %>% dplyr::bind_rows(dfres1)
}
}
write.csv(dfres1,paste0(path_user,"/_DATA/analyse_resultM60.csv"), row.names=FALSE)
write.csv(dfres,paste0(path_user,"/_DATA/analyse_resultM60_data.csv"), row.names=FALSE)
session$reload()
})
##################################################################################
############################# PERFORMANCE ########################################
##################################################################################
#-------Reactive---------#
perf_log <- reactive({
pathDSS <- normalizePath(Sys.getenv("PATH_DSS"), winslash = '/')
file_path <- paste0(pathDSS,"/_LOGS/perf_logs60.rds")
perf_log <- readr::read_rds(file_path) %>%
filter(TimeTest >= input$FromCopy, TimeTest <= paste0(input$ToCopy," 23:59:59"))
})
input_log <- reactive({
pathDSS <- normalizePath(Sys.getenv("PATH_DSS"), winslash = '/')
file_path <- paste0(pathDSS,"/_SIM/all_results.rds")
input_log <- readr::read_rds(file_path) %>%
filter(TimeTest >= input$FromCopy, TimeTest <= paste0(input$ToCopy," 23:59:59"))
input_log$TimeTest <- sort(input_log$TimeTest,decreasing = TRUE)
input_log <- data.frame(TimeTest = as.POSIXct(input_log$TimeTest,format = "%d-%m-%Y %H:%M:%S"),
Folder = as.character(input_log$Folder),
MeanPerf = round(input_log$MeanPerf,2),
HighPerf = round(input_log$HighPerf,2))
for (i in 1:nrow(input_log)){
input_log[i,2] <- substr(input_log[i,2],nchar(input_log[i,2]) - 3,nchar(input_log[i,2]))
}
input_log
})
#---------Observe event--------------#
#copy date from Result tab
observeEvent(input$From,{
updateDateInput(session,inputId = "FromCopy",label = NULL,value = input$From)
})
observeEvent(input$To,{
updateDateInput(session,inputId = "ToCopy",label = NULL,value = input$To)
})
output$perfLog <- DT::renderDataTable({
perfLog <- data.frame(TimeTest = as.character(perf_log()$TimeTest),
MeanPerf = round(perf_log()$MeanPerf,2),
Quantil = round(perf_log()$Quantil,2))
datatable(perfLog,class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 10, autoWidth = TRUE))
})
output$inputLog <- DT::renderDataTable({
inputLog <- input_log()
# dw <- inputLog %>% select(Folder)
# for (i in 1:nrow(inputLog)){
#
# inputLog[i,2] <- substr(inputLog[i,2],23,27)
#
# }
# inputLog <- data.frame(TimeTest = as.character(inputLog$TimeTest),
# Version = as.character(inputLog$Folder),
# MeanPerf = round(inputLog$MeanPerf,2),
# HighPerf = round(inputLog$HighPerf,2))
datatable(input_log(),class = 'cell-border stripe', rownames = FALSE, filter = 'top', options = list(
pageLength = 10, autoWidth = TRUE))
})
output$perfGraph <- renderPlotly({
perfLog <- data.frame(TimeTest = as.Date(perf_log()$TimeTest,"%Y-%m-%d", tz="GMT"),
MeanPerf = perf_log()$MeanPerf,
Quantil = perf_log()$Quantil)
fig <- perfLog %>% plot_ly(x = perfLog$TimeTest, type="candlestick",
open = perfLog$MeanPerf, close = perfLog$Quantil,
high = perfLog$MeanPerf, low =perfLog$Quantil,
text = paste("<br>Time: ", perfLog$TimeTest,
"<br>MeanPerf: ", perfLog$MeanPerf,
"<br>Quantile:",perfLog$Quantil)
)
fig <- fig %>% layout(title = list(text = "Open = MeanPerf - Close = Quantile", x = 0),
xaxis = list(rangeslider = list(visible = F)))
})
output$inputGraph <- renderPlotly({
inputLog <- input_log()
#
# inputLog$Folder <- as.integer(substr(inputLog[,2],3,5))
#
# version <- unique(inputLog[,2])
#
graph <- plot_ly(data = inputLog, x = inputLog[,3], y = inputLog[,4], color = inputLog[,2], alpha = 0.7,
type = 'scatter',
mode = "markers",
text = paste0("Version: ",inputLog[,2], '$<br>Date: ',inputLog[,1]),
marker = list(size = 50,
width = 2))
graph <- graph %>% layout(title = 'Data Writer Performances',
xaxis = list(title = 'MeanPerformance'),
yaxis = list(title = 'HighPerformance'))
})
#---------------END CODE------------------------------------------
output$console <- renderPrint({
print(SystemControlMT())
})
}
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