Merge pull request #36 from tomasgaudino/feat/performance-page-endpoints

Feat/performance page endpoints

docker-compose.yml

@@ -2,17 +2,18 @@ version: "3.9"
 
 services:
   backend-api:
-    build: .
+    container_name: backend-api
+    image: hummingbot/backend-api:latest
     ports:
       - "8000:8000"
     volumes:
       - ./bots:/backend-api/bots
       - /var/run/docker.sock:/var/run/docker.sock
-    env_file:
-      - .env
     environment:
       - BROKER_HOST=emqx
       - BROKER_PORT=1883
+      - USERNAME=admin
+      - PASSWORD=admin
     networks:
       - emqx-bridge
   emqx:

main.py

@@ -6,13 +6,15 @@
 from fastapi import Depends, FastAPI, HTTPException, status
 from fastapi.security import HTTPBasic, HTTPBasicCredentials
 
-from routers import manage_accounts, manage_backtesting, manage_broker_messages, manage_docker, manage_files, manage_market_data
+from routers import manage_accounts, manage_backtesting, manage_broker_messages, manage_docker, manage_files, \
+    manage_market_data, manage_databases, manage_performance
 
 load_dotenv()
 security = HTTPBasic()
 
 username = os.getenv("USERNAME", "admin")
 password = os.getenv("PASSWORD", "admin")
+debug_mode = os.getenv("DEBUG_MODE", False)
 
 app = FastAPI()
 
@@ -30,7 +32,7 @@ def auth_user(
     is_correct_password = secrets.compare_digest(
         current_password_bytes, correct_password_bytes
     )
-    if not (is_correct_username and is_correct_password):
+    if not (is_correct_username and is_correct_password) and not debug_mode:
         raise HTTPException(
             status_code=status.HTTP_401_UNAUTHORIZED,
             detail="Incorrect username or password",
@@ -43,4 +45,5 @@ def auth_user(
 app.include_router(manage_files.router, dependencies=[Depends(auth_user)])
 app.include_router(manage_market_data.router, dependencies=[Depends(auth_user)])
 app.include_router(manage_backtesting.router, dependencies=[Depends(auth_user)])
-app.include_router(manage_accounts.router, dependencies=[Depends(auth_user)])
+app.include_router(manage_databases.router, dependencies=[Depends(auth_user)])
+app.include_router(manage_performance.router, dependencies=[Depends(auth_user)])

routers/manage_databases.py

@@ -0,0 +1,100 @@
+import json
+import time
+
+from typing import List, Dict, Any
+
+import pandas as pd
+
+from utils.etl_databases import HummingbotDatabase, ETLPerformance
+from fastapi import APIRouter
+
+from utils.file_system import FileSystemUtil
+
+router = APIRouter(tags=["Database Management"])
+file_system = FileSystemUtil()
+
+
+@router.post("/list-databases", response_model=List[str])
+async def list_databases():
+    return file_system.list_databases()
+
+
+@router.post("/read-databases", response_model=List[Dict[str, Any]])
+async def read_databases(db_paths: List[str] = None):
+    dbs = []
+    for db_path in db_paths:
+        db = HummingbotDatabase(db_path)
+        try:
+            db_content = {
+                "db_name": db.db_name,
+                "db_path": db.db_path,
+                "healthy": db.status["general_status"],
+                "status": db.status,
+                "tables": {
+                    "orders": json.dumps(db.get_orders().to_dict()),
+                    "trade_fill": json.dumps(db.get_trade_fills().to_dict()),
+                    "executors": json.dumps(db.get_executors_data().to_dict()),
+                    "order_status": json.dumps(db.get_order_status().to_dict()),
+                    "controllers": json.dumps(db.get_controllers_data().to_dict())
+                }
+            }
+        except Exception as e:
+            print(f"Error reading database {db_path}: {str(e)}")
+            db_content = {
+                "db_name": "",
+                "db_path": db_path,
+                "healthy": False,
+                "status": db.status,
+                "tables": {}
+            }
+        dbs.append(db_content)
+    return dbs
+
+
+@router.post("/create-checkpoint", response_model=Dict[str, Any])
+async def create_checkpoint(db_paths: List[str]):
+    try:
+        dbs = await read_databases(db_paths)
+
+        healthy_dbs = [db for db in dbs if db["healthy"]]
+
+        table_names = ["trade_fill", "orders", "order_status", "executors", "controllers"]
+        tables_dict = {name: pd.DataFrame() for name in table_names}
+
+        for db in healthy_dbs:
+            for table_name in table_names:
+                new_data = pd.DataFrame(json.loads(db["tables"][table_name]))
+                new_data["db_path"] = db["db_path"]
+                new_data["db_name"] = db["db_name"]
+                tables_dict[table_name] = pd.concat([tables_dict[table_name], new_data])
+
+        etl = ETLPerformance(db_path=f"bots/data/checkpoint_{str(int(time.time()))}.sqlite")
+        etl.create_tables()
+        etl.insert_data(tables_dict)
+        return {"message": "Checkpoint created successfully."}
+    except Exception as e:
+        return {"message": f"Error: {str(e)}"}
+
+
+@router.post("/list-checkpoints", response_model=List[str])
+async def list_checkpoints(full_path: bool):
+    return file_system.list_checkpoints(full_path)
+
+
+@router.post("/load-checkpoint")
+async def load_checkpoint(checkpoint_path: str):
+    try:
+        etl = ETLPerformance(checkpoint_path)
+        executor = etl.load_executors()
+        order = etl.load_orders()
+        trade_fill = etl.load_trade_fill()
+        controllers = etl.load_controllers()
+        checkpoint_data = {
+            "executors": json.dumps(executor.to_dict()),
+            "orders": json.dumps(order.to_dict()),
+            "trade_fill": json.dumps(trade_fill.to_dict()),
+            "controllers": json.dumps(controllers.to_dict())
+        }
+        return checkpoint_data
+    except Exception as e:
+        return {"message": f"Error: {str(e)}"}

routers/manage_performance.py

@@ -0,0 +1,28 @@
+from fastapi import APIRouter
+from typing import Any, Dict
+
+from hummingbot.strategy_v2.backtesting.backtesting_engine_base import BacktestingEngineBase
+
+from utils.etl_databases import PerformanceDataSource
+
+router = APIRouter(tags=["Market Performance"])
+
+
+@router.post("/get-performance-results")
+async def get_performance_results(payload: Dict[str, Any]):
+    executors = payload.get("executors")
+    data_source = PerformanceDataSource(executors)
+    performance_results = {}
+    try:
+        backtesting_engine = BacktestingEngineBase()
+        executor_info_list = data_source.executor_info_list
+        performance_results["results"] = backtesting_engine.summarize_results(executor_info_list    )
+        results = performance_results["results"]
+        results["sharpe_ratio"] = results["sharpe_ratio"] if results["sharpe_ratio"] is not None else 0
+        return {
+            "executors": executors,
+            "results": performance_results["results"],
+        }
+
+    except Exception as e:
+        return {"error": str(e)}