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algotradingsoc / Pedlar_dev

Old pedlar prototype, to be replaced by trading simulator.
Apache License 2.0
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Feature request for front end of pedlar #2

Closed ThomasWong2022 closed 2 years ago

ThomasWong2022 commented 4 years ago

Show performance of agents by name.

It is possible for one user to have multiple agents with different names. It would be nice to be able to sum the performance of each agent which means a user can see which of their agents is performing well or badly. Would be great if this could be shown on the graph and also enable cumulative performance to be shown too.

Add more users to be leader board. Maybe a button to switch from top 10 to all users.

Add Sharpe ratio, Sortino ratio to leaderboard and able to sort by these additions as well as sort by expected return.

ThomasWong2022 commented 4 years ago

New pedlar will record the following for each backtest: Username, Agentname, Backtest_id, pnl, sharpe_ratio

This gives high level summary for each backtest

For each backtest we will generate the historical price and trade record file, cumulative pnl are shown for each datapoint along with portfolio holding.