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atr tracking

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mrfluffy
2026-02-25 20:04:58 +00:00
parent 62847846d0
commit 4476c04512
6 changed files with 91 additions and 26 deletions
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1
.direnv/flake-inputs/j9250k63yp54q9r2m0xnca8lxjcfadv0-source Symbolic link
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@@ -0,0 +1 @@
/nix/store/j9250k63yp54q9r2m0xnca8lxjcfadv0-source

1
.direnv/flake-inputs/vanbyn1mbsqmff9in675grd5lqpr69zl-source
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@@ -1 +0,0 @@
/nix/store/vanbyn1mbsqmff9in675grd5lqpr69zl-source

6
.direnv/flake-profile-a5d5b61aa8a61b7d9d765e1daf971a9a578f1cfa.rc
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@@ -41,7 +41,7 @@ NIX_ENFORCE_NO_NATIVE='1'
export NIX_ENFORCE_NO_NATIVE
NIX_HARDENING_ENABLE='bindnow format fortify fortify3 libcxxhardeningextensive libcxxhardeningfast pic relro stackclashprotection stackprotector strictoverflow zerocallusedregs'
export NIX_HARDENING_ENABLE
NIX_LDFLAGS='-rpath /home/work/Documents/rust/invest-bot/outputs/out/lib -L/nix/store/2w8pppicnsddp3n61ar96cnv3r6iyrdh-rust-mixed/lib -L/nix/store/g7lir5wb7g1a31szgw6n5wa0kbsq04zd-openssl-3.6.0/lib -L/nix/store/2w8pppicnsddp3n61ar96cnv3r6iyrdh-rust-mixed/lib -L/nix/store/g7lir5wb7g1a31szgw6n5wa0kbsq04zd-openssl-3.6.0/lib'
NIX_LDFLAGS='-rpath /home/mrfluffy/Documents/projects/rust/vibe-invest/outputs/out/lib -L/nix/store/2w8pppicnsddp3n61ar96cnv3r6iyrdh-rust-mixed/lib -L/nix/store/g7lir5wb7g1a31szgw6n5wa0kbsq04zd-openssl-3.6.0/lib -L/nix/store/2w8pppicnsddp3n61ar96cnv3r6iyrdh-rust-mixed/lib -L/nix/store/g7lir5wb7g1a31szgw6n5wa0kbsq04zd-openssl-3.6.0/lib'
export NIX_LDFLAGS
NIX_NO_SELF_RPATH='1'
NIX_PKG_CONFIG_WRAPPER_TARGET_HOST_x86_64_unknown_linux_gnu='1'
@@ -142,7 +142,7 @@ name='nix-shell-env'
export name
nativeBuildInputs='/nix/store/2w8pppicnsddp3n61ar96cnv3r6iyrdh-rust-mixed /nix/store/fgm3pz8486ksh3f94629lpb7xjr2wjp7-openssl-3.6.0-dev /nix/store/rvp7qlpf5jqvdckjy1afjb6aha6j8dxg-pkg-config-wrapper-0.29.2 /nix/store/fl02yv3ax1qf1xkq64ik8qz5bjxyyd71-cargo-deny-0.19.0 /nix/store/7va1z8il76ycxvyvgsbpr4bjk89lzj5a-cargo-edit-0.13.8 /nix/store/zrx7kmcgzax4s6fldam9hf6nmwcw5nks-cargo-watch-8.5.3 /nix/store/b42adwrm8v2lb1889x1zb8dxzf5ljqys-rust-analyzer-2026-02-02'
export nativeBuildInputs
out='/home/work/Documents/rust/invest-bot/outputs/out'
out='/home/mrfluffy/Documents/projects/rust/vibe-invest/outputs/out'
export out
outputBin='out'
outputDev='out'
@@ -173,7 +173,7 @@ preConfigurePhases=' updateAutotoolsGnuConfigScriptsPhase'
declare -a preFixupHooks=('_moveToShare' '_multioutDocs' '_multioutDevs' )
preferLocalBuild='1'
export preferLocalBuild
prefix='/home/work/Documents/rust/invest-bot/outputs/out'
prefix='/home/mrfluffy/Documents/projects/rust/vibe-invest/outputs/out'
declare -a propagatedBuildDepFiles=('propagated-build-build-deps' 'propagated-native-build-inputs' 'propagated-build-target-deps' )
propagatedBuildInputs=''
export propagatedBuildInputs

8
src/bot.rs
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@@ -115,6 +115,14 @@ impl TradingBot {
Ok(bot)
}
pub fn get_entry_atrs(&self) -> HashMap<String, f64> {
self.strategy.entry_atrs.clone()
}
pub fn get_high_water_marks(&self) -> HashMap<String, f64> {
self.strategy.high_water_marks.clone()
}
// ── Persistence helpers ──────────────────────────────────────────
fn load_json_map<V: serde::de::DeserializeOwned>(

85
src/dashboard.rs
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@@ -12,13 +12,23 @@ use std::path::Path;
use std::sync::Arc;
use tower_http::cors::CorsLayer;
use crate::alpaca::AlpacaClient;
use crate::paths::LIVE_EQUITY_FILE;
use crate::types::EquitySnapshot;
use crate::{
alpaca::AlpacaClient,
config::{ATR_TRAIL_ACTIVATION_MULTIPLIER, ATR_TRAIL_MULTIPLIER},
paths::{LIVE_ENTRY_ATRS_FILE, LIVE_EQUITY_FILE, LIVE_HIGH_WATER_MARKS_FILE},
types::EquitySnapshot,
};
use std::collections::HashMap;
pub struct DashboardInitData {
pub entry_atrs: HashMap<String, f64>,
pub high_water_marks: HashMap<String, f64>,
}
/// Shared state for the dashboard.
pub struct DashboardState {
pub client: AlpacaClient,
pub init_data: DashboardInitData,
}
#[derive(Serialize)]
@@ -48,6 +58,8 @@ struct PositionResponse {
unrealized_pnl: f64,
pnl_pct: f64,
change_today: f64,
trail_status: String,
stop_loss_price: f64,
}
#[derive(Serialize)]
@@ -363,6 +375,8 @@ const HTML_TEMPLATE: &str = r#"<!DOCTYPE html>
<div class="position-detail"><div class="position-detail-label">Current</div><div class="position-detail-value">${formatCurrency(pos.current_price)}</div></div>
<div class="position-detail"><div class="position-detail-label">P&L</div><div class="position-detail-value ${pnlClass}">${formatCurrency(pos.unrealized_pnl, true)}</div></div>
<div class="position-detail"><div class="position-detail-label">Today</div><div class="position-detail-value ${changeClass}">${changeSign}${pos.change_today.toFixed(2)}%</div></div>
<div class="position-detail"><div class="position-detail-label">Trail Status</div><div class="position-detail-value">${pos.trail_status}</div></div>
<div class="position-detail"><div class="position-detail-label">Stop Loss</div><div class="position-detail-value">${formatCurrency(pos.stop_loss_price)}</div></div>
</div>
</div>`;
}).join('');
@@ -548,20 +562,49 @@ async fn api_positions(State(state): State<Arc<DashboardState>>) -> impl IntoRes
Ok(positions) => {
let mut result: Vec<PositionResponse> = positions
.iter()
.map(|p| PositionResponse {
symbol: p.symbol.clone(),
qty: p.qty.parse().unwrap_or(0.0),
market_value: p.market_value.parse().unwrap_or(0.0),
avg_entry_price: p.avg_entry_price.parse().unwrap_or(0.0),
current_price: p.current_price.parse().unwrap_or(0.0),
unrealized_pnl: p.unrealized_pl.parse().unwrap_or(0.0),
pnl_pct: p.unrealized_plpc.parse::<f64>().unwrap_or(0.0) * 100.0,
change_today: p
.change_today
.as_ref()
.and_then(|s| s.parse::<f64>().ok())
.unwrap_or(0.0)
* 100.0,
.map(|p| {
let entry_price = p.avg_entry_price.parse().unwrap_or(0.0);
let current_price = p.current_price.parse().unwrap_or(0.0);
let pnl_pct = if entry_price > 0.0 {
(current_price - entry_price) / entry_price
} else {
0.0
};
let entry_atr = state.init_data.entry_atrs.get(&p.symbol).copied().unwrap_or(0.0);
let high_water_mark = state.init_data.high_water_marks.get(&p.symbol).copied().unwrap_or(entry_price);
let activation_gain = if entry_atr > 0.0 {
(ATR_TRAIL_ACTIVATION_MULTIPLIER * entry_atr) / entry_price
} else {
0.0
};
let (trail_status, stop_loss_price) = if pnl_pct >= activation_gain && entry_atr > 0.0 {
let trail_distance = ATR_TRAIL_MULTIPLIER * entry_atr;
let stop_price = high_water_mark - trail_distance;
("Active".to_string(), stop_price)
} else {
("Inactive".to_string(), entry_price - ATR_TRAIL_MULTIPLIER * entry_atr)
};
PositionResponse {
symbol: p.symbol.clone(),
qty: p.qty.parse().unwrap_or(0.0),
market_value: p.market_value.parse().unwrap_or(0.0),
avg_entry_price: entry_price,
current_price,
unrealized_pnl: p.unrealized_pl.parse().unwrap_or(0.0),
pnl_pct: p.unrealized_plpc.parse::<f64>().unwrap_or(0.0) * 100.0,
change_today: p
.change_today
.as_ref()
.and_then(|s| s.parse::<f64>().ok())
.unwrap_or(0.0)
* 100.0,
trail_status,
stop_loss_price,
}
})
.collect();
@@ -614,8 +657,12 @@ async fn api_orders(State(state): State<Arc<DashboardState>>) -> impl IntoRespon
}
/// Start the dashboard web server.
pub async fn start_dashboard(client: AlpacaClient, port: u16) -> anyhow::Result<()> {
let state = Arc::new(DashboardState { client });
pub async fn start_dashboard(
client: AlpacaClient,
port: u16,
init_data: DashboardInitData,
) -> anyhow::Result<()> {
let state = Arc::new(DashboardState { client, init_data });
let app = Router::new()
.route("/", get(index))

16
src/main.rs
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@@ -232,17 +232,27 @@ async fn run_live_trading(api_key: String, api_secret: String, args: Args) -> Re
.parse()
.unwrap_or(5000);
// Create the bot first to load its state
let mut bot = TradingBot::new(api_key.clone(), api_secret.clone(), args.timeframe).await?;
// Create a separate client for the dashboard
let dashboard_client = AlpacaClient::new(api_key.clone(), api_secret.clone())?;
// Extract data for the dashboard
let init_data = dashboard::DashboardInitData {
entry_atrs: bot.get_entry_atrs(),
high_water_marks: bot.get_high_water_marks(),
};
// Spawn dashboard in background
tokio::spawn(async move {
if let Err(e) = dashboard::start_dashboard(dashboard_client, dashboard_port).await {
if let Err(e) =
dashboard::start_dashboard(dashboard_client, dashboard_port, init_data).await
{
tracing::error!("Dashboard error: {}", e);
}
});
// Run the trading bot
let mut bot = TradingBot::new(api_key, api_secret, args.timeframe).await?;
// Now run the bot's main loop
bot.run().await
}