Initial commit - BTC Trading Dashboard

- FastAPI backend with PostgreSQL database connection
- Frontend dashboard with lightweight-charts
- Technical indicators (SMA, EMA, RSI, MACD, Bollinger Bands, etc.)
- Trading strategy simulation and backtesting
- Database connection to NAS at 20.20.20.20:5433
- Development server setup and documentation
This commit is contained in:
DiTus
2026-02-25 22:10:30 +01:00
commit c7ee5135ae
55 changed files with 9172 additions and 0 deletions

View File

@ -0,0 +1,38 @@
import { BaseIndicator } from './base.js';
export class ATRIndicator extends BaseIndicator {
calculate(candles) {
const period = this.params.period || 14;
const results = new Array(candles.length).fill(null);
const tr = new Array(candles.length).fill(0);
for (let i = 1; i < candles.length; i++) {
const h_l = candles[i].high - candles[i].low;
const h_pc = Math.abs(candles[i].high - candles[i-1].close);
const l_pc = Math.abs(candles[i].low - candles[i-1].close);
tr[i] = Math.max(h_l, h_pc, l_pc);
}
let atr = 0;
let sum = 0;
for (let i = 1; i <= period; i++) sum += tr[i];
atr = sum / period;
results[period] = atr;
for (let i = period + 1; i < candles.length; i++) {
atr = (atr * (period - 1) + tr[i]) / period;
results[i] = atr;
}
return results;
}
getMetadata() {
return {
name: 'ATR',
description: 'Average True Range - measures market volatility',
inputs: [{ name: 'period', label: 'Period', type: 'number', default: 14, min: 1, max: 100 }],
plots: [{ id: 'value', color: '#795548', title: 'ATR' }],
displayMode: 'pane'
};
}
}

View File

@ -0,0 +1,18 @@
export class BaseIndicator {
constructor(config) {
this.name = config.name;
this.type = config.type;
this.params = config.params || {};
this.timeframe = config.timeframe || '1m';
}
calculate(candles) { throw new Error("Not implemented"); }
getMetadata() {
return {
name: this.name,
inputs: [],
plots: [],
displayMode: 'overlay'
};
}
}

View File

@ -0,0 +1,43 @@
import { BaseIndicator } from './base.js';
export class BollingerBandsIndicator extends BaseIndicator {
calculate(candles) {
const period = this.params.period || 20;
const stdDevMult = this.params.stdDev || 2;
const results = new Array(candles.length).fill(null);
for (let i = period - 1; i < candles.length; i++) {
let sum = 0;
for (let j = 0; j < period; j++) sum += candles[i-j].close;
const sma = sum / period;
let diffSum = 0;
for (let j = 0; j < period; j++) diffSum += Math.pow(candles[i-j].close - sma, 2);
const stdDev = Math.sqrt(diffSum / period);
results[i] = {
middle: sma,
upper: sma + (stdDevMult * stdDev),
lower: sma - (stdDevMult * stdDev)
};
}
return results;
}
getMetadata() {
return {
name: 'Bollinger Bands',
description: 'Volatility bands around a moving average',
inputs: [
{ name: 'period', label: 'Period', type: 'number', default: 20, min: 1, max: 100 },
{ name: 'stdDev', label: 'Std Dev', type: 'number', default: 2, min: 0.5, max: 5, step: 0.5 }
],
plots: [
{ id: 'upper', color: '#4caf50', title: 'Upper' },
{ id: 'middle', color: '#4caf50', title: 'Middle', lineStyle: 2 },
{ id: 'lower', color: '#4caf50', title: 'Lower' }
],
displayMode: 'overlay'
};
}
}

View File

@ -0,0 +1,18 @@
import { MA } from './ma.js';
import { BaseIndicator } from './base.js';
export class EMAIndicator extends BaseIndicator {
calculate(candles) {
const period = this.params.period || 44;
return MA.ema(candles, period, 'close');
}
getMetadata() {
return {
name: 'EMA',
inputs: [{ name: 'period', label: 'Period', type: 'number', default: 44, min: 1, max: 500 }],
plots: [{ id: 'value', color: '#ff9800', title: 'EMA' }],
displayMode: 'overlay'
};
}
}

View File

@ -0,0 +1,41 @@
import { MA } from './ma.js';
import { BaseIndicator } from './base.js';
export class HTSIndicator extends BaseIndicator {
calculate(candles) {
const shortPeriod = this.params.short || 33;
const longPeriod = this.params.long || 144;
const maType = this.params.maType || 'RMA';
const shortHigh = MA.get(maType, candles, shortPeriod, 'high');
const shortLow = MA.get(maType, candles, shortPeriod, 'low');
const longHigh = MA.get(maType, candles, longPeriod, 'high');
const longLow = MA.get(maType, candles, longPeriod, 'low');
return candles.map((_, i) => ({
fastHigh: shortHigh[i],
fastLow: shortLow[i],
slowHigh: longHigh[i],
slowLow: longLow[i]
}));
}
getMetadata() {
return {
name: 'HTS Trend System',
description: 'High/Low Trend System with Fast and Slow MAs',
inputs: [
{ name: 'short', label: 'Fast Period', type: 'number', default: 33, min: 1, max: 500 },
{ name: 'long', label: 'Slow Period', type: 'number', default: 144, min: 1, max: 500 },
{ name: 'maType', label: 'MA Type', type: 'select', options: ['SMA', 'EMA', 'RMA', 'WMA', 'VWMA'], default: 'RMA' }
],
plots: [
{ id: 'fastHigh', color: '#00bcd4', title: 'Fast High', width: 1 },
{ id: 'fastLow', color: '#00bcd4', title: 'Fast Low', width: 1 },
{ id: 'slowHigh', color: '#f44336', title: 'Slow High', width: 2 },
{ id: 'slowLow', color: '#f44336', title: 'Slow Low', width: 2 }
],
displayMode: 'overlay'
};
}
}

View File

@ -0,0 +1,43 @@
export { MA } from './ma.js';
export { BaseIndicator } from './base.js';
export { HTSIndicator } from './hts.js';
export { MAIndicator } from './ma_indicator.js';
export { RSIIndicator } from './rsi.js';
export { BollingerBandsIndicator } from './bb.js';
export { MACDIndicator } from './macd.js';
export { StochasticIndicator } from './stoch.js';
export { ATRIndicator } from './atr.js';
import { HTSIndicator } from './hts.js';
import { MAIndicator } from './ma_indicator.js';
import { RSIIndicator } from './rsi.js';
import { BollingerBandsIndicator } from './bb.js';
import { MACDIndicator } from './macd.js';
import { StochasticIndicator } from './stoch.js';
import { ATRIndicator } from './atr.js';
export const IndicatorRegistry = {
hts: HTSIndicator,
ma: MAIndicator,
rsi: RSIIndicator,
bb: BollingerBandsIndicator,
macd: MACDIndicator,
stoch: StochasticIndicator,
atr: ATRIndicator
};
/**
* Dynamically build the available indicators list from the registry.
* Each indicator class provides its own name and description via getMetadata().
*/
export function getAvailableIndicators() {
return Object.entries(IndicatorRegistry).map(([type, IndicatorClass]) => {
const instance = new IndicatorClass({ type, params: {}, name: '' });
const meta = instance.getMetadata();
return {
type,
name: meta.name || type.toUpperCase(),
description: meta.description || ''
};
});
}

View File

@ -0,0 +1,93 @@
export class MA {
static get(type, candles, period, source = 'close') {
switch (type.toUpperCase()) {
case 'SMA': return MA.sma(candles, period, source);
case 'EMA': return MA.ema(candles, period, source);
case 'RMA': return MA.rma(candles, period, source);
case 'WMA': return MA.wma(candles, period, source);
case 'VWMA': return MA.vwma(candles, period, source);
default: return MA.sma(candles, period, source);
}
}
static sma(candles, period, source = 'close') {
const results = new Array(candles.length).fill(null);
let sum = 0;
for (let i = 0; i < candles.length; i++) {
sum += candles[i][source];
if (i >= period) sum -= candles[i - period][source];
if (i >= period - 1) results[i] = sum / period;
}
return results;
}
static ema(candles, period, source = 'close') {
const multiplier = 2 / (period + 1);
const results = new Array(candles.length).fill(null);
let ema = 0;
let sum = 0;
for (let i = 0; i < candles.length; i++) {
if (i < period) {
sum += candles[i][source];
if (i === period - 1) {
ema = sum / period;
results[i] = ema;
}
} else {
ema = (candles[i][source] - ema) * multiplier + ema;
results[i] = ema;
}
}
return results;
}
static rma(candles, period, source = 'close') {
const multiplier = 1 / period;
const results = new Array(candles.length).fill(null);
let rma = 0;
let sum = 0;
for (let i = 0; i < candles.length; i++) {
if (i < period) {
sum += candles[i][source];
if (i === period - 1) {
rma = sum / period;
results[i] = rma;
}
} else {
rma = (candles[i][source] - rma) * multiplier + rma;
results[i] = rma;
}
}
return results;
}
static wma(candles, period, source = 'close') {
const results = new Array(candles.length).fill(null);
const weightSum = (period * (period + 1)) / 2;
for (let i = period - 1; i < candles.length; i++) {
let sum = 0;
for (let j = 0; j < period; j++) {
sum += candles[i - j][source] * (period - j);
}
results[i] = sum / weightSum;
}
return results;
}
static vwma(candles, period, source = 'close') {
const results = new Array(candles.length).fill(null);
for (let i = period - 1; i < candles.length; i++) {
let sumPV = 0;
let sumV = 0;
for (let j = 0; j < period; j++) {
sumPV += candles[i - j][source] * candles[i - j].volume;
sumV += candles[i - j].volume;
}
results[i] = sumV !== 0 ? sumPV / sumV : null;
}
return results;
}
}

View File

@ -0,0 +1,23 @@
import { MA } from './ma.js';
import { BaseIndicator } from './base.js';
export class MAIndicator extends BaseIndicator {
calculate(candles) {
const period = this.params.period || 44;
const maType = this.params.maType || 'SMA';
return MA.get(maType, candles, period, 'close');
}
getMetadata() {
return {
name: 'MA',
description: 'Moving Average (SMA/EMA/RMA/WMA/VWMA)',
inputs: [
{ name: 'period', label: 'Period', type: 'number', default: 44, min: 1, max: 500 },
{ name: 'maType', label: 'MA Type', type: 'select', options: ['SMA', 'EMA', 'RMA', 'WMA', 'VWMA'], default: 'SMA' }
],
plots: [{ id: 'value', color: '#2962ff', title: 'MA' }],
displayMode: 'overlay'
};
}
}

View File

@ -0,0 +1,60 @@
import { MA } from './ma.js';
import { BaseIndicator } from './base.js';
export class MACDIndicator extends BaseIndicator {
calculate(candles) {
const fast = this.params.fast || 12;
const slow = this.params.slow || 26;
const signal = this.params.signal || 9;
const fastEma = MA.ema(candles, fast, 'close');
const slowEma = MA.ema(candles, slow, 'close');
const macdLine = fastEma.map((f, i) => (f !== null && slowEma[i] !== null) ? f - slowEma[i] : null);
const signalLine = new Array(candles.length).fill(null);
const multiplier = 2 / (signal + 1);
let ema = 0;
let sum = 0;
let count = 0;
for (let i = 0; i < macdLine.length; i++) {
if (macdLine[i] === null) continue;
count++;
if (count < signal) {
sum += macdLine[i];
} else if (count === signal) {
sum += macdLine[i];
ema = sum / signal;
signalLine[i] = ema;
} else {
ema = (macdLine[i] - ema) * multiplier + ema;
signalLine[i] = ema;
}
}
return macdLine.map((m, i) => ({
macd: m,
signal: signalLine[i],
histogram: (m !== null && signalLine[i] !== null) ? m - signalLine[i] : null
}));
}
getMetadata() {
return {
name: 'MACD',
description: 'Moving Average Convergence Divergence - trend & momentum',
inputs: [
{ name: 'fast', label: 'Fast Period', type: 'number', default: 12 },
{ name: 'slow', label: 'Slow Period', type: 'number', default: 26 },
{ name: 'signal', label: 'Signal Period', type: 'number', default: 9 }
],
plots: [
{ id: 'macd', color: '#2196f3', title: 'MACD' },
{ id: 'signal', color: '#ff5722', title: 'Signal' },
{ id: 'histogram', color: '#607d8b', title: 'Histogram', type: 'histogram' }
],
displayMode: 'pane'
};
}
}

View File

@ -0,0 +1,69 @@
import { BaseIndicator } from './base.js';
export class RSIIndicator extends BaseIndicator {
calculate(candles) {
const period = this.params.period || 14;
// 1. Calculate RSI using RMA (Wilder's Smoothing)
let rsiValues = new Array(candles.length).fill(null);
let upSum = 0;
let downSum = 0;
const rmaAlpha = 1 / period;
for (let i = 1; i < candles.length; i++) {
const diff = candles[i].close - candles[i-1].close;
const up = diff > 0 ? diff : 0;
const down = diff < 0 ? -diff : 0;
if (i < period) {
upSum += up;
downSum += down;
} else if (i === period) {
upSum += up;
downSum += down;
const avgUp = upSum / period;
const avgDown = downSum / period;
rsiValues[i] = avgDown === 0 ? 100 : (avgUp === 0 ? 0 : 100 - (100 / (1 + avgUp / avgDown)));
upSum = avgUp; // Store for next RMA step
downSum = avgDown;
} else {
upSum = (up - upSum) * rmaAlpha + upSum;
downSum = (down - downSum) * rmaAlpha + downSum;
rsiValues[i] = downSum === 0 ? 100 : (upSum === 0 ? 0 : 100 - (100 / (1 + upSum / downSum)));
}
}
// Combine results
return rsiValues.map((rsi, i) => {
return {
paneBg: 80, // Background lightening trick
rsi: rsi,
upperBand: 70,
lowerBand: 30
};
});
}
getMetadata() {
const plots = [
// RSI Line
{ id: 'rsi', color: '#7E57C2', title: '', width: 1, lastValueVisible: true },
// Bands
{ id: 'upperBand', color: '#787B86', title: '', style: 'dashed', width: 1, lastValueVisible: false },
{ id: 'lowerBand', color: '#787B86', title: '', style: 'dashed', width: 1, lastValueVisible: false }
];
return {
name: 'RSI',
description: 'Relative Strength Index',
inputs: [
{ name: 'period', label: 'RSI Length', type: 'number', default: 14, min: 1, max: 100 }
],
plots: plots,
displayMode: 'pane',
paneMin: 0,
paneMax: 100
};
}
}

View File

@ -0,0 +1,18 @@
import { MA } from './ma.js';
import { BaseIndicator } from './base.js';
export class SMAIndicator extends BaseIndicator {
calculate(candles) {
const period = this.params.period || 44;
return MA.sma(candles, period, 'close');
}
getMetadata() {
return {
name: 'SMA',
inputs: [{ name: 'period', label: 'Period', type: 'number', default: 44, min: 1, max: 500 }],
plots: [{ id: 'value', color: '#2962ff', title: 'SMA' }],
displayMode: 'overlay'
};
}
}

View File

@ -0,0 +1,48 @@
import { BaseIndicator } from './base.js';
export class StochasticIndicator extends BaseIndicator {
calculate(candles) {
const kPeriod = this.params.kPeriod || 14;
const dPeriod = this.params.dPeriod || 3;
const results = new Array(candles.length).fill(null);
const kValues = new Array(candles.length).fill(null);
for (let i = kPeriod - 1; i < candles.length; i++) {
let lowest = Infinity;
let highest = -Infinity;
for (let j = 0; j < kPeriod; j++) {
lowest = Math.min(lowest, candles[i-j].low);
highest = Math.max(highest, candles[i-j].high);
}
const diff = highest - lowest;
kValues[i] = diff === 0 ? 50 : ((candles[i].close - lowest) / diff) * 100;
}
for (let i = kPeriod + dPeriod - 2; i < candles.length; i++) {
let sum = 0;
for (let j = 0; j < dPeriod; j++) sum += kValues[i-j];
results[i] = { k: kValues[i], d: sum / dPeriod };
}
return results;
}
getMetadata() {
return {
name: 'Stochastic',
description: 'Stochastic Oscillator - compares close to high-low range',
inputs: [
{ name: 'kPeriod', label: 'K Period', type: 'number', default: 14 },
{ name: 'dPeriod', label: 'D Period', type: 'number', default: 3 }
],
plots: [
{ id: 'k', color: '#3f51b5', title: '%K' },
{ id: 'd', color: '#ff9800', title: '%D' }
],
displayMode: 'pane',
paneMin: 0,
paneMax: 100
};
}
}