From ed9da0570f8f81b184cae533eee8d2d52a1b883e Mon Sep 17 00:00:00 2001
From: Peter Dekkers <peter@neurallayer.com>
Date: Wed, 26 Jul 2023 06:50:46 +0200
Subject: [PATCH] Added doc

---
 .../kotlin/org/roboquant/perf/Performance.kt  | 28 +++++-----
 .../kotlin/org/roboquant/http/WebServer.kt    | 52 +++++++++++--------
 .../roboquant/strategies/NoSignalStrategy.kt  |  2 +-
 3 files changed, 47 insertions(+), 35 deletions(-)

diff --git a/roboquant-perf/src/main/kotlin/org/roboquant/perf/Performance.kt b/roboquant-perf/src/main/kotlin/org/roboquant/perf/Performance.kt
index 91d9b524d..cfe90f325 100644
--- a/roboquant-perf/src/main/kotlin/org/roboquant/perf/Performance.kt
+++ b/roboquant-perf/src/main/kotlin/org/roboquant/perf/Performance.kt
@@ -33,7 +33,9 @@ import kotlin.system.exitProcess
 import kotlin.system.measureTimeMillis
 
 /**
- * Simple fast strategy
+ * Simple fast strategy.
+ *
+ * Not realistic, but with minimal overhead to ensure we can measure the performance of the engine and not the strategy.
  */
 private class FastStrategy(private val skip: Int) : Strategy {
 
@@ -57,27 +59,29 @@ private class FastStrategy(private val skip: Int) : Strategy {
 }
 
 /**
- * Fast feed
+ * Fast feed.
+ *
+ * Not realistic, but with minimal overhead to ensure we can measure the performance of the engine and are not
+ * impacted by the feed.
  */
-private class FastFeed(val nAssets: Int, val events: Int) : Feed {
+private class FastFeed(nAssets: Int, val events: Int) : Feed {
 
     private val assets = mutableListOf<Asset>()
     private val start = Instant.parse("2000-01-01T00:00:00Z")
+    val actions = ArrayList<PriceBar>(nAssets)
     val size = nAssets * events
 
     init {
         repeat(nAssets) { assets.add(Asset("TEST-$it")) }
+        val data = doubleArrayOf(100.0, 101.0, 99.0, 100.0, 10000.0)
+        for (asset in assets) {
+            val action = PriceBar(asset, data)
+            actions.add(action)
+        }
     }
 
     override suspend fun play(channel: EventChannel) {
         repeat(events) {
-            val actions = ArrayList<PriceBar>(nAssets)
-            val open = 100.0 + 10 * (it / events)
-            val data = doubleArrayOf(open, open + 1.0, open - 1.0, open, 500.0)
-            for (asset in assets) {
-                val action = PriceBar(asset, data)
-                actions.add(action)
-            }
             channel.send(Event(actions, start + it.millis))
         }
     }
@@ -90,8 +94,7 @@ private class FastFeed(val nAssets: Int, val events: Int) : Feed {
  * outside events like virus scanners.
  *
  * The main purpose is to validate the performance, throughput and stability of the back test engine, not any particular
- * feed, strategy or metric. So the used feed and strategy are optimized for this test and not something you would
- * normally use.
+ * feed, strategy or metric. So the used feed and strategy are optimized for this test and not realistic at all.
  */
 private object Performance {
 
@@ -177,6 +180,7 @@ private object Performance {
             val jobs = ParallelJobs()
             repeat(backTests) {
                 jobs.add {
+                    // use lower channel capacity to limit memory bandwidth
                     val roboquant = Roboquant(getStrategy(skip), logger = SilentLogger(), channelCapacity = 3)
                     roboquant.runAsync(feed)
                 }
diff --git a/roboquant/src/main/kotlin/org/roboquant/http/WebServer.kt b/roboquant/src/main/kotlin/org/roboquant/http/WebServer.kt
index 95e08bb8d..b7ec0c8f4 100644
--- a/roboquant/src/main/kotlin/org/roboquant/http/WebServer.kt
+++ b/roboquant/src/main/kotlin/org/roboquant/http/WebServer.kt
@@ -68,29 +68,37 @@ private class WebMetric : Metric {
 
     override fun toString(): String {
         val acc = account ?: return "Not yet run"
+        val summary = listOf(
+            listOf("name", "value"),
+            listOf("last update", acc.lastUpdate),
+            listOf("events", events),
+            listOf("actions", actions),
+            listOf("buying power", acc.buyingPower),
+            listOf("equity", acc.equity),
+            listOf("open positions", acc.positions.size),
+            listOf("open orders", acc.openOrders.size),
+            listOf("closed orders", acc.closedOrders.size),
+            listOf("trades", acc.trades.size),
+        )
+
         return """
-                <div>
-                    <h3>summary</h3>
-                    <p>events: $events</p>
-                    <p>actions: $actions</p>
-                    <p>buying power: ${acc.buyingPower}</p>
-                    <p>equity: ${acc.equity}</p>
+                <h2>summary</h2>
+                ${summary.toTable()}
+            
+                <h2>cash</h2>
+                ${acc.cash}
+                
+                <h2>positions</h2> 
+                ${acc.positions.lines().toTable()}
+                
+                <h2>open orders</h2>
+                ${acc.openOrders.lines().toTable()}
+                
+                <h2>closed orders</h2>
+                ${acc.closedOrders.lines().toTable()}
                 
-                    <h3>cash</h3>
-                    ${acc.cash}
-                    
-                    <h3>positions</h3> 
-                    ${acc.positions.lines().toTable()}
-                    
-                    <h3>open orders</h3>
-                    ${acc.openOrders.lines().toTable()}
-                    
-                    <h3>closed orders</h3>
-                    ${acc.closedOrders.lines().toTable()}
-                    
-                    <h3>trades</h3>
-                    ${acc.trades.lines().toTable()}                   
-                </div>
+                <h2>trades</h2>
+                ${acc.trades.lines().toTable()}                                
             """.trimIndent()
     }
 
@@ -163,7 +171,7 @@ class WebServer(port: Int = 8000, username: String, password: String) {
     private fun detailsRun(run: String): String {
         val result = StringBuilder()
         val info = runs.getValue(run)
-        result.append("<h2>${run}</h2>")
+        result.append("<h1>${run}</h1>")
         result.append(info.metric.toString())
         result.append("<br/><a href='/'>Back</a>".trimIndent())
         return String.format(template, result)
diff --git a/roboquant/src/main/kotlin/org/roboquant/strategies/NoSignalStrategy.kt b/roboquant/src/main/kotlin/org/roboquant/strategies/NoSignalStrategy.kt
index 2485f0a1e..ff57f0fd3 100644
--- a/roboquant/src/main/kotlin/org/roboquant/strategies/NoSignalStrategy.kt
+++ b/roboquant/src/main/kotlin/org/roboquant/strategies/NoSignalStrategy.kt
@@ -21,7 +21,7 @@ import org.roboquant.feeds.Event
 /**
  * Strategy that doesn't generate any signals. This is especially useful if you develop your Strategy as
  * a Policy (for example, when you require access to the Account). In that case, the NoSignalStrategy just serves as
- * a pass through and all logic can be handled by the policy.
+ * a pass-through and all logic can be handled by the policy.
  *
  * ## Example
  * ```