Equity plots

templates/dashboard/closed_trades.html

@@ -4,6 +4,7 @@
 {% load mathfilters %}
 
 {% block content %}
+<script src="http://code.highcharts.com/highcharts.js"></script>
 <div class="panel panel-default">
 	<div class="panel-header">
 		<a href="#closed_trades_filter_form" role="button" data-toggle="collapse">Apply filter...</a>
@@ -17,6 +18,8 @@
 		</form>
 	</div>
 </div>
+<div id="equity-container" style="width:100%; height:400px;">
+</div>
 <table class="table table-condensed">
     <tr>
         <td></td>
@@ -39,5 +42,42 @@
     </tr>
 {% endfor %}
 </table>
+<script>
+$(function () { 
+	$('#equity-container').highcharts({
+		chart : {
+			type: 'spline'
+		},
+		title: {
+			text: 'PnL'
+		},
+		xAxis: {
+			type: 'datetime',
+			dateTimeLabelFormats : {
+				month: '%e. %b',
+				year: '%b'
+			}
+		},
+		yAxis: {
+			title: {
+				text: 'PnL'
+			}
+		},
+		series: [
+			{% for series_name, series in cumulative_profits.items %}
+				{
+				name: '{{ series_name }}',
+				data: [
+				{% for element in series.elements %}
+					[Date.UTC({{ element.year }}, {{ element.month }}, {{ element.day }}, {{ element.hour }}, {{ element.minute}}, {{ element.second }}), {{ element.value }}]
+					,
+				{% endfor %}
+				 ]
+				},
+			 {% endfor %}
+		]
+	});
+});
+</script>
 {% endblock %}
 

views.py

@@ -158,6 +158,25 @@ def aggregate_unbalanced_trades():
             tr.balanced = True
             tr.save()
 
+def make_cumulative_profits(closed_trades):
+    result = {}
+    for trade in closed_trades:
+        try:
+            result[trade.account]['value'] += trade.profit
+        except KeyError:
+            result[trade.account] = { 'name' : trade.account,
+                    'value' : trade.profit,
+                    'elements' : [] }
+
+        element = {'year' : trade.exitTime.year,
+                   'month' : trade.exitTime.month,
+                   'day' : trade.exitTime.day,
+                   'hour' : trade.exitTime.hour,
+                   'minute' : trade.exitTime.minute,
+                   'second' : trade.exitTime.second,
+                   'value' : result[trade.account]['value']}
+        result[trade.account]['elements'].append(element)
+    return result
 
 def closed_trades_index(request):
     aggregate_unbalanced_trades()
@@ -178,12 +197,15 @@ def closed_trades_index(request):
         closed_trades = ClosedTrade.objects.all()
         form = ClosedTradeFilterForm()
 
-    closed_trades = closed_trades.order_by('-entryTime')
+    closed_trades = closed_trades.order_by('-exitTime')
+
+    cum_profits = make_cumulative_profits(closed_trades)
 
     template = loader.get_template('dashboard/closed_trades.html')
     context = {
             'closed_trades' : closed_trades,
-            'closed_trades_filter_form' : form
+            'closed_trades_filter_form' : form,
+            'cumulative_profits' : cum_profits
             }
     return HttpResponse(template.render(context, request))