feat: Add performance metrics dashboard and metrics calculator

2026-06-01 12:06:04 +02:00
parent 93f4f62d42
commit 0c232b7aee
10 changed files with 623 additions and 22 deletions
@@ -0,0 +1,144 @@
+from __future__ import annotations
+
+from datetime import UTC, datetime, timedelta
+
+import pytest
+
+from arbitrade.config.settings import Settings
+from arbitrade.metrics import MetricsCalculator
+from arbitrade.storage.db import DuckDBStore
+
+
+def test_metrics_calculator_summarizes_execution_data(tmp_path) -> None:
+    settings = Settings(_env_file=None, DUCKDB_PATH=tmp_path / "metrics.duckdb")
+    store = DuckDBStore(settings)
+    store.migrate()
+
+    started = datetime.now(UTC)
+    finished = started + timedelta(seconds=30)
+    started_two = started + timedelta(minutes=1)
+    finished_two = started_two + timedelta(seconds=90)
+
+    with store.connect() as conn:
+        conn.execute(
+            """
+            INSERT INTO trades (
+                trade_ref,
+                started_at,
+                finished_at,
+                status,
+                realized_pnl,
+                estimated_pnl,
+                capital_used,
+                cycle,
+                leg_count
+            ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?), (?, ?, ?, ?, ?, ?, ?, ?, ?)
+            """,
+            [
+                "trade-1",
+                started,
+                finished,
+                "filled",
+                12.5,
+                10.0,
+                100.0,
+                "USD->BTC->ETH->USD",
+                3,
+                "trade-2",
+                started_two,
+                finished_two,
+                "filled",
+                -4.5,
+                -2.0,
+                200.0,
+                "USD->ETH->BTC->USD",
+                3,
+            ],
+        )
+        conn.execute(
+            """
+            INSERT INTO opportunities (
+                detected_at,
+                cycle,
+                gross_pct,
+                net_pct,
+                est_profit,
+                executed
+            ) VALUES (?, ?, ?, ?, ?, ?), (?, ?, ?, ?, ?, ?), (?, ?, ?, ?, ?, ?)
+            """,
+            [
+                started,
+                "USD->BTC->ETH->USD",
+                4.0,
+                3.0,
+                0.03,
+                True,
+                started_two,
+                "USD->ETH->BTC->USD",
+                2.0,
+                1.0,
+                0.01,
+                False,
+                started_two + timedelta(seconds=30),
+                "USD->BTC->ETH->USD",
+                5.0,
+                4.0,
+                0.04,
+                True,
+            ],
+        )
+        conn.execute(
+            """
+            INSERT INTO orders (
+                trade_ref,
+                order_ref,
+                leg_index,
+                pair,
+                side,
+                volume,
+                user_ref,
+                status,
+                filled_volume,
+                avg_price,
+                raw_response,
+                recorded_at
+            ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?), (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+            """,
+            [
+                "trade-1",
+                "order-1",
+                0,
+                "BTC/USD",
+                "buy",
+                2.0,
+                101,
+                "closed",
+                2.0,
+                100.0,
+                "{}",
+                started,
+                "trade-2",
+                "order-2",
+                0,
+                "ETH/USD",
+                "sell",
+                4.0,
+                202,
+                "closed",
+                3.0,
+                200.0,
+                "{}",
+                started_two,
+            ],
+        )
+
+    metrics = MetricsCalculator(store).compute()
+
+    assert metrics.realized_pnl_usd == 8.0
+    assert metrics.win_rate == 0.5
+    assert metrics.avg_trade_duration_seconds == 60.0
+    assert metrics.opportunities_per_minute == 2.0
+    assert metrics.fill_rate == 0.875
+    assert metrics.latency_p50_seconds == 60.0
+    assert metrics.latency_p95_seconds == 87.0
+    assert metrics.latency_p99_seconds == pytest.approx(89.4)