initial import: etf strategy project

web/lab/views.py

@@ -0,0 +1,113 @@
+from __future__ import annotations
+
+import sqlite3
+from dataclasses import dataclass
+from pathlib import Path
+from typing import Any
+
+from django.conf import settings
+from django.http import HttpRequest, HttpResponse
+from django.shortcuts import render
+
+
+@dataclass
+class TrialRow:
+    ann_return: float | None
+    ann_vol: float | None
+    max_drawdown: float | None
+    sharpe: float | None
+    trades_per_year: float | None
+    ts_utc: str | None
+    run_id: str | None
+    config_path: str | None
+
+
+def _db_path() -> Path:
+    return Path(getattr(settings, "QFR_EXPERIMENTS_DB"))
+
+
+def _connect() -> sqlite3.Connection:
+    con = sqlite3.connect(str(_db_path()))
+    con.row_factory = sqlite3.Row
+    return con
+
+
+def index(request: HttpRequest) -> HttpResponse:
+    return render(
+        request,
+        "lab/index.html",
+        {
+            "db_path": str(_db_path()),
+        },
+    )
+
+
+def top_trials(request: HttpRequest) -> HttpResponse:
+    limit = int(request.GET.get("limit", "50"))
+    limit = max(10, min(500, limit))
+
+    rows: list[dict[str, Any]] = []
+    summary: dict[str, Any] = {}
+    with _connect() as con:
+        cur = con.execute(
+            """
+            SELECT ann_return, ann_vol, max_drawdown, sharpe, trades_per_year, ts_utc, run_id, config_path
+            FROM trials
+            WHERE ann_return IS NOT NULL
+            ORDER BY ann_return DESC
+            LIMIT ?
+            """,
+            (limit,),
+        )
+        rows = [dict(r) for r in cur.fetchall()]
+
+        cur2 = con.execute(
+            """
+            SELECT
+              COUNT(*) AS n,
+              MAX(ann_return) AS best_ann,
+              MIN(max_drawdown) AS worst_dd,
+              MIN(trades_per_year) AS min_tpy,
+              MAX(trades_per_year) AS max_tpy
+            FROM trials
+            """
+        )
+        summary = dict(cur2.fetchone())
+
+    return render(
+        request,
+        "lab/top_trials.html",
+        {
+            "rows": rows,
+            "summary": summary,
+            "limit": limit,
+        },
+    )
+
+
+def best_artifacts(request: HttpRequest) -> HttpResponse:
+    limit = int(request.GET.get("limit", "50"))
+    limit = max(10, min(500, limit))
+
+    rows: list[dict[str, Any]] = []
+    with _connect() as con:
+        cur = con.execute(
+            """
+            SELECT id, ts_utc, config_path, out_equity, out_weights, out_trades,
+                   ann_return, ann_vol, max_drawdown, trades_per_year, params_json
+            FROM best_artifacts
+            ORDER BY id DESC
+            LIMIT ?
+            """,
+            (limit,),
+        )
+        rows = [dict(r) for r in cur.fetchall()]
+
+    return render(
+        request,
+        "lab/best_artifacts.html",
+        {
+            "rows": rows,
+            "limit": limit,
+        },
+    )