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