3.6 Enhance market statistics with comprehensive data analysis features
- Updated `register_chart_callbacks` to include enhanced market statistics. - Implemented new data analysis callbacks in `dashboard/callbacks/data_analysis.py` for volume and price movement analysis. - Created `VolumeAnalyzer` and `PriceMovementAnalyzer` classes for detailed statistical calculations. - Integrated data analysis components into the market statistics layout, providing users with insights on volume trends and price movements. - Improved error handling and logging for data analysis operations. - Updated documentation to reflect the new features and usage guidelines.
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@ -26,7 +26,7 @@ def main():
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# Register all callback modules
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register_navigation_callbacks(app)
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register_chart_callbacks(app) # Placeholder for now
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register_chart_callbacks(app) # Now includes enhanced market statistics
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register_indicator_callbacks(app) # Placeholder for now
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register_system_health_callbacks(app) # Placeholder for now
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@ -64,7 +64,8 @@ def register_callbacks(app):
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register_navigation_callbacks,
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register_chart_callbacks,
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register_indicator_callbacks,
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register_system_health_callbacks
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register_system_health_callbacks,
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register_data_analysis_callbacks
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)
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# Register all callback modules
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@ -72,5 +73,6 @@ def register_callbacks(app):
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register_chart_callbacks(app)
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register_indicator_callbacks(app)
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register_system_health_callbacks(app)
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register_data_analysis_callbacks(app)
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logger.info("All dashboard callbacks registered successfully")
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@ -92,30 +92,145 @@ def register_chart_callbacks(app):
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logger.error(f"Chart callback: Error loading strategy indicators: {e}")
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return [], []
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# Market statistics callback
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# Enhanced market statistics callback with comprehensive analysis
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@app.callback(
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Output('market-stats', 'children'),
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[Input('symbol-dropdown', 'value'),
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Input('timeframe-dropdown', 'value'),
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Input('interval-component', 'n_intervals')]
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)
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def update_market_stats(symbol, n_intervals):
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"""Update market statistics."""
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def update_market_stats(symbol, timeframe, n_intervals):
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"""Update comprehensive market statistics with analysis."""
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try:
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# Get real market statistics from database
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stats = get_market_statistics(symbol)
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# Import analysis classes
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from dashboard.components.data_analysis import VolumeAnalyzer, PriceMovementAnalyzer
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# Get basic market statistics
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basic_stats = get_market_statistics(symbol, timeframe)
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# Create analyzers for comprehensive analysis
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volume_analyzer = VolumeAnalyzer()
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price_analyzer = PriceMovementAnalyzer()
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# Get analysis for 7 days
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volume_analysis = volume_analyzer.get_volume_statistics(symbol, timeframe, 7)
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price_analysis = price_analyzer.get_price_movement_statistics(symbol, timeframe, 7)
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# Create enhanced statistics layout
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return html.Div([
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html.H3("Market Statistics"),
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html.H3("📊 Enhanced Market Statistics"),
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# Basic Market Data
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html.Div([
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html.H4("💹 Current Market Data", style={'color': '#2c3e50', 'margin-bottom': '10px'}),
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html.Div([
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html.Strong(f"{key}: "),
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html.Span(value, style={'color': '#27ae60' if '+' in str(value) else '#e74c3c' if '-' in str(value) else '#2c3e50'})
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], style={'margin': '5px 0'}) for key, value in stats.items()
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])
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html.Div([
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html.Strong(f"{key}: "),
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html.Span(value, style={
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'color': '#27ae60' if '+' in str(value) else '#e74c3c' if '-' in str(value) else '#2c3e50',
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'font-weight': 'bold'
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})
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], style={'margin': '5px 0'}) for key, value in basic_stats.items()
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])
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], style={'border': '1px solid #bdc3c7', 'padding': '15px', 'margin': '10px 0', 'border-radius': '5px', 'background-color': '#f8f9fa'}),
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# Volume Analysis Section
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create_volume_analysis_section(volume_analysis),
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# Price Movement Analysis Section
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create_price_movement_section(price_analysis),
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# Additional Market Insights
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html.Div([
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html.H4("🔍 Market Insights", style={'color': '#2c3e50', 'margin-bottom': '10px'}),
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html.Div([
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html.P(f"📈 Analysis Period: 7 days | Timeframe: {timeframe}", style={'margin': '5px 0'}),
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html.P(f"🎯 Symbol: {symbol}", style={'margin': '5px 0'}),
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html.P("💡 Statistics update automatically with chart changes", style={'margin': '5px 0', 'font-style': 'italic'})
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])
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], style={'border': '1px solid #3498db', 'padding': '15px', 'margin': '10px 0', 'border-radius': '5px', 'background-color': '#ebf3fd'})
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])
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except Exception as e:
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logger.error(f"Chart callback: Error updating market stats: {e}")
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return html.Div("Error loading market statistics")
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logger.error(f"Chart callback: Error updating enhanced market stats: {e}")
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return html.Div([
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html.H3("Market Statistics"),
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html.P(f"Error loading statistics: {str(e)}", style={'color': '#e74c3c'})
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])
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def create_volume_analysis_section(volume_stats):
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"""Create volume analysis section for market statistics."""
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if not volume_stats or volume_stats.get('total_volume', 0) == 0:
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return html.Div([
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html.H4("📊 Volume Analysis", style={'color': '#2c3e50', 'margin-bottom': '10px'}),
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html.P("No volume data available for analysis", style={'color': '#e74c3c'})
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], style={'border': '1px solid #e74c3c', 'padding': '15px', 'margin': '10px 0', 'border-radius': '5px', 'background-color': '#fdeded'})
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return html.Div([
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html.H4("📊 Volume Analysis (7 days)", style={'color': '#2c3e50', 'margin-bottom': '10px'}),
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html.Div([
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html.Div([
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html.Strong("Total Volume: "),
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html.Span(f"{volume_stats.get('total_volume', 0):,.2f}", style={'color': '#27ae60'})
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], style={'margin': '5px 0'}),
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html.Div([
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html.Strong("Average Volume: "),
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html.Span(f"{volume_stats.get('average_volume', 0):,.2f}", style={'color': '#2c3e50'})
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], style={'margin': '5px 0'}),
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html.Div([
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html.Strong("Volume Trend: "),
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html.Span(
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volume_stats.get('volume_trend', 'Neutral'),
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style={'color': '#27ae60' if volume_stats.get('volume_trend') == 'Increasing' else '#e74c3c' if volume_stats.get('volume_trend') == 'Decreasing' else '#f39c12'}
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)
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], style={'margin': '5px 0'}),
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html.Div([
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html.Strong("High Volume Periods: "),
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html.Span(f"{volume_stats.get('high_volume_periods', 0)}", style={'color': '#2c3e50'})
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], style={'margin': '5px 0'})
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])
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], style={'border': '1px solid #27ae60', 'padding': '15px', 'margin': '10px 0', 'border-radius': '5px', 'background-color': '#eafaf1'})
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def create_price_movement_section(price_stats):
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"""Create price movement analysis section for market statistics."""
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if not price_stats or price_stats.get('total_returns') is None:
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return html.Div([
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html.H4("📈 Price Movement Analysis", style={'color': '#2c3e50', 'margin-bottom': '10px'}),
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html.P("No price movement data available for analysis", style={'color': '#e74c3c'})
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], style={'border': '1px solid #e74c3c', 'padding': '15px', 'margin': '10px 0', 'border-radius': '5px', 'background-color': '#fdeded'})
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return html.Div([
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html.H4("📈 Price Movement Analysis (7 days)", style={'color': '#2c3e50', 'margin-bottom': '10px'}),
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html.Div([
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html.Div([
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html.Strong("Total Return: "),
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html.Span(
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f"{price_stats.get('total_returns', 0):+.2f}%",
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style={'color': '#27ae60' if price_stats.get('total_returns', 0) >= 0 else '#e74c3c'}
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)
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], style={'margin': '5px 0'}),
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html.Div([
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html.Strong("Volatility: "),
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html.Span(f"{price_stats.get('volatility', 0):.2f}%", style={'color': '#2c3e50'})
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], style={'margin': '5px 0'}),
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html.Div([
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html.Strong("Bullish Periods: "),
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html.Span(f"{price_stats.get('bullish_periods', 0)}", style={'color': '#27ae60'})
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], style={'margin': '5px 0'}),
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html.Div([
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html.Strong("Bearish Periods: "),
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html.Span(f"{price_stats.get('bearish_periods', 0)}", style={'color': '#e74c3c'})
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], style={'margin': '5px 0'}),
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html.Div([
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html.Strong("Trend Strength: "),
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html.Span(
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price_stats.get('trend_strength', 'Neutral'),
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style={'color': '#27ae60' if 'Strong' in str(price_stats.get('trend_strength', '')) else '#f39c12'}
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)
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], style={'margin': '5px 0'})
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])
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], style={'border': '1px solid #3498db', 'padding': '15px', 'margin': '10px 0', 'border-radius': '5px', 'background-color': '#ebf3fd'})
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logger.info("Chart callback: Chart callbacks registered successfully")
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49
dashboard/callbacks/data_analysis.py
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49
dashboard/callbacks/data_analysis.py
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"""
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Data analysis callbacks for the dashboard.
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"""
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from dash import Output, Input, html, dcc
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import dash_mantine_components as dmc
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from utils.logger import get_logger
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from dashboard.components.data_analysis import (
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VolumeAnalyzer,
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PriceMovementAnalyzer,
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create_volume_analysis_chart,
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create_price_movement_chart,
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create_volume_stats_display,
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create_price_stats_display
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)
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logger = get_logger("data_analysis_callbacks")
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def register_data_analysis_callbacks(app):
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"""Register data analysis related callbacks."""
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logger.info("🚀 STARTING to register data analysis callbacks...")
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# Initial callback to populate charts on load
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@app.callback(
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[Output('analysis-chart-container', 'children'),
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Output('analysis-stats-container', 'children')],
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[Input('analysis-type-selector', 'value'),
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Input('analysis-period-selector', 'value')],
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prevent_initial_call=False
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)
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def update_data_analysis(analysis_type, period):
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"""Update data analysis with statistical cards only (no duplicate charts)."""
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logger.info(f"🎯 DATA ANALYSIS CALLBACK TRIGGERED! Type: {analysis_type}, Period: {period}")
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# Return placeholder message since we're moving to enhanced market stats
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info_msg = html.Div([
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html.H4("📊 Statistical Analysis"),
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html.P("Data analysis has been integrated into the Market Statistics section above."),
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html.P("The enhanced statistics now include volume analysis, price movement analysis, and trend indicators."),
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html.P("Change the symbol and timeframe in the main chart to see updated analysis."),
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html.Hr(),
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html.Small("This section will be updated with additional analytical tools in future versions.")
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], style={'border': '2px solid #17a2b8', 'padding': '20px', 'margin': '10px', 'background-color': '#d1ecf1'})
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return info_msg, html.Div()
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logger.info("✅ Data analysis callbacks registered successfully")
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721
dashboard/components/data_analysis.py
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721
dashboard/components/data_analysis.py
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"""
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Data analysis components for comprehensive market data analysis.
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"""
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from dash import html, dcc
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import dash_mantine_components as dmc
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import plotly.graph_objects as go
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import plotly.express as px
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from plotly.subplots import make_subplots
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import pandas as pd
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import numpy as np
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from datetime import datetime, timezone, timedelta
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from typing import Dict, Any, List, Optional
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from utils.logger import get_logger
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from database.connection import DatabaseManager
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from database.operations import DatabaseOperationError
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logger = get_logger("data_analysis")
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class VolumeAnalyzer:
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"""Analyze trading volume patterns and trends."""
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def __init__(self):
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self.db_manager = DatabaseManager()
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self.db_manager.initialize()
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def get_volume_statistics(self, symbol: str, timeframe: str = "1h", days_back: int = 7) -> Dict[str, Any]:
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"""Calculate comprehensive volume statistics."""
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try:
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# Fetch recent market data
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end_time = datetime.now(timezone.utc)
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start_time = end_time - timedelta(days=days_back)
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with self.db_manager.get_session() as session:
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from sqlalchemy import text
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query = text("""
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SELECT timestamp, open, high, low, close, volume, trades_count
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FROM market_data
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WHERE symbol = :symbol
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AND timeframe = :timeframe
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AND timestamp >= :start_time
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AND timestamp <= :end_time
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ORDER BY timestamp ASC
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""")
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result = session.execute(query, {
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'symbol': symbol,
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'timeframe': timeframe,
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'start_time': start_time,
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'end_time': end_time
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})
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candles = []
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for row in result:
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candles.append({
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'timestamp': row.timestamp,
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'open': float(row.open),
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'high': float(row.high),
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'low': float(row.low),
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'close': float(row.close),
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'volume': float(row.volume),
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'trades_count': int(row.trades_count) if row.trades_count else 0
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})
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if not candles:
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return {'error': 'No data available'}
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df = pd.DataFrame(candles)
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# Calculate volume statistics
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total_volume = df['volume'].sum()
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avg_volume = df['volume'].mean()
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volume_std = df['volume'].std()
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# Volume trend analysis
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recent_volume = df['volume'].tail(10).mean() # Last 10 periods
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older_volume = df['volume'].head(10).mean() # First 10 periods
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volume_trend = "Increasing" if recent_volume > older_volume else "Decreasing"
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# High volume periods (above 2 standard deviations)
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high_volume_threshold = avg_volume + (2 * volume_std)
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high_volume_periods = len(df[df['volume'] > high_volume_threshold])
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# Volume-Price correlation
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price_change = df['close'] - df['open']
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volume_price_corr = df['volume'].corr(price_change.abs())
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# Average trade size (volume per trade)
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df['avg_trade_size'] = df['volume'] / df['trades_count'].replace(0, 1)
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avg_trade_size = df['avg_trade_size'].mean()
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return {
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'total_volume': total_volume,
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'avg_volume': avg_volume,
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'volume_std': volume_std,
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'volume_trend': volume_trend,
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'high_volume_periods': high_volume_periods,
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'volume_price_correlation': volume_price_corr,
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'avg_trade_size': avg_trade_size,
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'max_volume': df['volume'].max(),
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'min_volume': df['volume'].min(),
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'volume_percentiles': {
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'25th': df['volume'].quantile(0.25),
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'50th': df['volume'].quantile(0.50),
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'75th': df['volume'].quantile(0.75),
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'95th': df['volume'].quantile(0.95)
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}
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}
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except Exception as e:
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logger.error(f"Volume analysis error: {e}")
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return {'error': str(e)}
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class PriceMovementAnalyzer:
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"""Analyze price movement patterns and statistics."""
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def __init__(self):
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self.db_manager = DatabaseManager()
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self.db_manager.initialize()
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def get_price_movement_statistics(self, symbol: str, timeframe: str = "1h", days_back: int = 7) -> Dict[str, Any]:
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"""Calculate comprehensive price movement statistics."""
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try:
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# Fetch recent market data
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end_time = datetime.now(timezone.utc)
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start_time = end_time - timedelta(days=days_back)
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with self.db_manager.get_session() as session:
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from sqlalchemy import text
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query = text("""
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SELECT timestamp, open, high, low, close, volume
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FROM market_data
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WHERE symbol = :symbol
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AND timeframe = :timeframe
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AND timestamp >= :start_time
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AND timestamp <= :end_time
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ORDER BY timestamp ASC
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""")
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result = session.execute(query, {
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'symbol': symbol,
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'timeframe': timeframe,
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'start_time': start_time,
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'end_time': end_time
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})
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candles = []
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for row in result:
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candles.append({
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'timestamp': row.timestamp,
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'open': float(row.open),
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'high': float(row.high),
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'low': float(row.low),
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'close': float(row.close),
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'volume': float(row.volume)
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})
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if not candles:
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return {'error': 'No data available'}
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df = pd.DataFrame(candles)
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# Basic price statistics
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current_price = df['close'].iloc[-1]
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period_start_price = df['open'].iloc[0]
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period_return = ((current_price - period_start_price) / period_start_price) * 100
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# Daily returns (percentage changes)
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df['returns'] = df['close'].pct_change() * 100
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df['returns'] = df['returns'].fillna(0)
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# Volatility metrics
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volatility = df['returns'].std()
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avg_return = df['returns'].mean()
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# Price range analysis
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df['range'] = df['high'] - df['low']
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df['range_pct'] = (df['range'] / df['open']) * 100
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avg_range_pct = df['range_pct'].mean()
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# Directional analysis
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bullish_periods = len(df[df['close'] > df['open']])
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bearish_periods = len(df[df['close'] < df['open']])
|
||||
neutral_periods = len(df[df['close'] == df['open']])
|
||||
|
||||
total_periods = len(df)
|
||||
bullish_ratio = (bullish_periods / total_periods) * 100 if total_periods > 0 else 0
|
||||
|
||||
# Price extremes
|
||||
period_high = df['high'].max()
|
||||
period_low = df['low'].min()
|
||||
|
||||
# Momentum indicators
|
||||
# Simple momentum (current vs N periods ago)
|
||||
momentum_periods = min(10, len(df) - 1)
|
||||
if momentum_periods > 0:
|
||||
momentum = ((current_price - df['close'].iloc[-momentum_periods-1]) / df['close'].iloc[-momentum_periods-1]) * 100
|
||||
else:
|
||||
momentum = 0
|
||||
|
||||
# Trend strength (linear regression slope)
|
||||
if len(df) > 2:
|
||||
x = np.arange(len(df))
|
||||
slope, _ = np.polyfit(x, df['close'], 1)
|
||||
trend_strength = slope / df['close'].mean() * 100 # Normalize by average price
|
||||
else:
|
||||
trend_strength = 0
|
||||
|
||||
return {
|
||||
'current_price': current_price,
|
||||
'period_return': period_return,
|
||||
'volatility': volatility,
|
||||
'avg_return': avg_return,
|
||||
'avg_range_pct': avg_range_pct,
|
||||
'bullish_periods': bullish_periods,
|
||||
'bearish_periods': bearish_periods,
|
||||
'neutral_periods': neutral_periods,
|
||||
'bullish_ratio': bullish_ratio,
|
||||
'period_high': period_high,
|
||||
'period_low': period_low,
|
||||
'momentum': momentum,
|
||||
'trend_strength': trend_strength,
|
||||
'return_percentiles': {
|
||||
'5th': df['returns'].quantile(0.05),
|
||||
'25th': df['returns'].quantile(0.25),
|
||||
'75th': df['returns'].quantile(0.75),
|
||||
'95th': df['returns'].quantile(0.95)
|
||||
},
|
||||
'max_gain': df['returns'].max(),
|
||||
'max_loss': df['returns'].min(),
|
||||
'positive_returns': len(df[df['returns'] > 0]),
|
||||
'negative_returns': len(df[df['returns'] < 0])
|
||||
}
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Price movement analysis error: {e}")
|
||||
return {'error': str(e)}
|
||||
|
||||
|
||||
def create_volume_analysis_chart(symbol: str, timeframe: str = "1h", days_back: int = 7) -> go.Figure:
|
||||
"""Create a comprehensive volume analysis chart."""
|
||||
try:
|
||||
analyzer = VolumeAnalyzer()
|
||||
|
||||
# Fetch market data for chart
|
||||
db_manager = DatabaseManager()
|
||||
db_manager.initialize()
|
||||
|
||||
end_time = datetime.now(timezone.utc)
|
||||
start_time = end_time - timedelta(days=days_back)
|
||||
|
||||
with db_manager.get_session() as session:
|
||||
from sqlalchemy import text
|
||||
|
||||
query = text("""
|
||||
SELECT timestamp, open, high, low, close, volume, trades_count
|
||||
FROM market_data
|
||||
WHERE symbol = :symbol
|
||||
AND timeframe = :timeframe
|
||||
AND timestamp >= :start_time
|
||||
AND timestamp <= :end_time
|
||||
ORDER BY timestamp ASC
|
||||
""")
|
||||
|
||||
result = session.execute(query, {
|
||||
'symbol': symbol,
|
||||
'timeframe': timeframe,
|
||||
'start_time': start_time,
|
||||
'end_time': end_time
|
||||
})
|
||||
|
||||
candles = []
|
||||
for row in result:
|
||||
candles.append({
|
||||
'timestamp': row.timestamp,
|
||||
'open': float(row.open),
|
||||
'high': float(row.high),
|
||||
'low': float(row.low),
|
||||
'close': float(row.close),
|
||||
'volume': float(row.volume),
|
||||
'trades_count': int(row.trades_count) if row.trades_count else 0
|
||||
})
|
||||
|
||||
if not candles:
|
||||
fig = go.Figure()
|
||||
fig.add_annotation(text="No data available", xref="paper", yref="paper", x=0.5, y=0.5)
|
||||
return fig
|
||||
|
||||
df = pd.DataFrame(candles)
|
||||
|
||||
# Calculate volume moving average
|
||||
df['volume_ma'] = df['volume'].rolling(window=20, min_periods=1).mean()
|
||||
|
||||
# Create subplots
|
||||
fig = make_subplots(
|
||||
rows=3, cols=1,
|
||||
subplot_titles=('Price Action', 'Volume Analysis', 'Volume vs Moving Average'),
|
||||
vertical_spacing=0.08,
|
||||
row_heights=[0.4, 0.3, 0.3]
|
||||
)
|
||||
|
||||
# Price candlestick
|
||||
fig.add_trace(
|
||||
go.Candlestick(
|
||||
x=df['timestamp'],
|
||||
open=df['open'],
|
||||
high=df['high'],
|
||||
low=df['low'],
|
||||
close=df['close'],
|
||||
name='Price',
|
||||
increasing_line_color='#26a69a',
|
||||
decreasing_line_color='#ef5350'
|
||||
),
|
||||
row=1, col=1
|
||||
)
|
||||
|
||||
# Volume bars with color coding
|
||||
colors = ['#26a69a' if close >= open else '#ef5350' for close, open in zip(df['close'], df['open'])]
|
||||
|
||||
fig.add_trace(
|
||||
go.Bar(
|
||||
x=df['timestamp'],
|
||||
y=df['volume'],
|
||||
name='Volume',
|
||||
marker_color=colors,
|
||||
opacity=0.7
|
||||
),
|
||||
row=2, col=1
|
||||
)
|
||||
|
||||
# Volume vs moving average
|
||||
fig.add_trace(
|
||||
go.Scatter(
|
||||
x=df['timestamp'],
|
||||
y=df['volume'],
|
||||
mode='lines',
|
||||
name='Volume',
|
||||
line=dict(color='#2196f3', width=1)
|
||||
),
|
||||
row=3, col=1
|
||||
)
|
||||
|
||||
fig.add_trace(
|
||||
go.Scatter(
|
||||
x=df['timestamp'],
|
||||
y=df['volume_ma'],
|
||||
mode='lines',
|
||||
name='Volume MA(20)',
|
||||
line=dict(color='#ff9800', width=2)
|
||||
),
|
||||
row=3, col=1
|
||||
)
|
||||
|
||||
# Update layout
|
||||
fig.update_layout(
|
||||
title=f'{symbol} Volume Analysis ({timeframe})',
|
||||
xaxis_rangeslider_visible=False,
|
||||
height=800,
|
||||
showlegend=True,
|
||||
template='plotly_white'
|
||||
)
|
||||
|
||||
# Update y-axes
|
||||
fig.update_yaxes(title_text="Price", row=1, col=1)
|
||||
fig.update_yaxes(title_text="Volume", row=2, col=1)
|
||||
fig.update_yaxes(title_text="Volume", row=3, col=1)
|
||||
|
||||
return fig
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Volume chart creation error: {e}")
|
||||
fig = go.Figure()
|
||||
fig.add_annotation(text=f"Error: {str(e)}", xref="paper", yref="paper", x=0.5, y=0.5)
|
||||
return fig
|
||||
|
||||
|
||||
def create_price_movement_chart(symbol: str, timeframe: str = "1h", days_back: int = 7) -> go.Figure:
|
||||
"""Create a comprehensive price movement analysis chart."""
|
||||
try:
|
||||
# Fetch market data for chart
|
||||
db_manager = DatabaseManager()
|
||||
db_manager.initialize()
|
||||
|
||||
end_time = datetime.now(timezone.utc)
|
||||
start_time = end_time - timedelta(days=days_back)
|
||||
|
||||
with db_manager.get_session() as session:
|
||||
from sqlalchemy import text
|
||||
|
||||
query = text("""
|
||||
SELECT timestamp, open, high, low, close, volume
|
||||
FROM market_data
|
||||
WHERE symbol = :symbol
|
||||
AND timeframe = :timeframe
|
||||
AND timestamp >= :start_time
|
||||
AND timestamp <= :end_time
|
||||
ORDER BY timestamp ASC
|
||||
""")
|
||||
|
||||
result = session.execute(query, {
|
||||
'symbol': symbol,
|
||||
'timeframe': timeframe,
|
||||
'start_time': start_time,
|
||||
'end_time': end_time
|
||||
})
|
||||
|
||||
candles = []
|
||||
for row in result:
|
||||
candles.append({
|
||||
'timestamp': row.timestamp,
|
||||
'open': float(row.open),
|
||||
'high': float(row.high),
|
||||
'low': float(row.low),
|
||||
'close': float(row.close),
|
||||
'volume': float(row.volume)
|
||||
})
|
||||
|
||||
if not candles:
|
||||
fig = go.Figure()
|
||||
fig.add_annotation(text="No data available", xref="paper", yref="paper", x=0.5, y=0.5)
|
||||
return fig
|
||||
|
||||
df = pd.DataFrame(candles)
|
||||
|
||||
# Calculate returns and statistics
|
||||
df['returns'] = df['close'].pct_change() * 100
|
||||
df['returns'] = df['returns'].fillna(0)
|
||||
df['range_pct'] = ((df['high'] - df['low']) / df['open']) * 100
|
||||
df['cumulative_return'] = (1 + df['returns'] / 100).cumprod()
|
||||
|
||||
# Create subplots
|
||||
fig = make_subplots(
|
||||
rows=3, cols=1,
|
||||
subplot_titles=('Cumulative Returns', 'Period Returns (%)', 'Price Range (%)'),
|
||||
vertical_spacing=0.08,
|
||||
row_heights=[0.4, 0.3, 0.3]
|
||||
)
|
||||
|
||||
# Cumulative returns
|
||||
fig.add_trace(
|
||||
go.Scatter(
|
||||
x=df['timestamp'],
|
||||
y=df['cumulative_return'],
|
||||
mode='lines',
|
||||
name='Cumulative Return',
|
||||
line=dict(color='#2196f3', width=2)
|
||||
),
|
||||
row=1, col=1
|
||||
)
|
||||
|
||||
# Period returns with color coding
|
||||
colors = ['#26a69a' if ret >= 0 else '#ef5350' for ret in df['returns']]
|
||||
|
||||
fig.add_trace(
|
||||
go.Bar(
|
||||
x=df['timestamp'],
|
||||
y=df['returns'],
|
||||
name='Returns (%)',
|
||||
marker_color=colors,
|
||||
opacity=0.7
|
||||
),
|
||||
row=2, col=1
|
||||
)
|
||||
|
||||
# Price range percentage
|
||||
fig.add_trace(
|
||||
go.Scatter(
|
||||
x=df['timestamp'],
|
||||
y=df['range_pct'],
|
||||
mode='lines+markers',
|
||||
name='Range %',
|
||||
line=dict(color='#ff9800', width=1),
|
||||
marker=dict(size=4)
|
||||
),
|
||||
row=3, col=1
|
||||
)
|
||||
|
||||
# Add zero line for returns
|
||||
fig.add_hline(y=0, line_dash="dash", line_color="gray", row=2, col=1)
|
||||
|
||||
# Update layout
|
||||
fig.update_layout(
|
||||
title=f'{symbol} Price Movement Analysis ({timeframe})',
|
||||
height=800,
|
||||
showlegend=True,
|
||||
template='plotly_white'
|
||||
)
|
||||
|
||||
# Update y-axes
|
||||
fig.update_yaxes(title_text="Cumulative Return", row=1, col=1)
|
||||
fig.update_yaxes(title_text="Returns (%)", row=2, col=1)
|
||||
fig.update_yaxes(title_text="Range (%)", row=3, col=1)
|
||||
|
||||
return fig
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Price movement chart creation error: {e}")
|
||||
fig = go.Figure()
|
||||
fig.add_annotation(text=f"Error: {str(e)}", xref="paper", yref="paper", x=0.5, y=0.5)
|
||||
return fig
|
||||
|
||||
|
||||
def create_data_analysis_panel():
|
||||
"""Create the data analysis panel with volume and price movement tools."""
|
||||
return html.Div([
|
||||
html.H3("📊 Data Analysis Tools", style={'margin-bottom': '20px'}),
|
||||
|
||||
# Analysis type selection - using regular dropdown instead of SegmentedControl
|
||||
html.Div([
|
||||
html.Label("Analysis Type:", style={'font-weight': 'bold', 'margin-right': '10px'}),
|
||||
dcc.Dropdown(
|
||||
id="analysis-type-selector",
|
||||
options=[
|
||||
{"label": "Volume Analysis", "value": "volume"},
|
||||
{"label": "Price Movement", "value": "price"},
|
||||
{"label": "Combined Stats", "value": "combined"}
|
||||
],
|
||||
value="volume",
|
||||
clearable=False,
|
||||
style={'width': '200px', 'display': 'inline-block'}
|
||||
)
|
||||
], style={'margin-bottom': '20px'}),
|
||||
|
||||
# Time period selector - using regular dropdown
|
||||
html.Div([
|
||||
html.Label("Analysis Period:", style={'font-weight': 'bold', 'margin-right': '10px'}),
|
||||
dcc.Dropdown(
|
||||
id="analysis-period-selector",
|
||||
options=[
|
||||
{"label": "1 Day", "value": "1"},
|
||||
{"label": "3 Days", "value": "3"},
|
||||
{"label": "7 Days", "value": "7"},
|
||||
{"label": "14 Days", "value": "14"},
|
||||
{"label": "30 Days", "value": "30"}
|
||||
],
|
||||
value="7",
|
||||
clearable=False,
|
||||
style={'width': '150px', 'display': 'inline-block'}
|
||||
)
|
||||
], style={'margin-bottom': '20px'}),
|
||||
|
||||
# Charts container
|
||||
html.Div(id="analysis-chart-container", children=[
|
||||
html.P("Chart container loaded - waiting for callback...")
|
||||
]),
|
||||
|
||||
# Statistics container
|
||||
html.Div(id="analysis-stats-container", children=[
|
||||
html.P("Stats container loaded - waiting for callback...")
|
||||
])
|
||||
|
||||
], style={'border': '1px solid #ccc', 'padding': '20px', 'margin-top': '20px'})
|
||||
|
||||
|
||||
def format_number(value: float, decimals: int = 2) -> str:
|
||||
"""Format number with appropriate decimals and units."""
|
||||
if pd.isna(value):
|
||||
return "N/A"
|
||||
|
||||
if abs(value) >= 1e9:
|
||||
return f"{value/1e9:.{decimals}f}B"
|
||||
elif abs(value) >= 1e6:
|
||||
return f"{value/1e6:.{decimals}f}M"
|
||||
elif abs(value) >= 1e3:
|
||||
return f"{value/1e3:.{decimals}f}K"
|
||||
else:
|
||||
return f"{value:.{decimals}f}"
|
||||
|
||||
|
||||
def create_volume_stats_display(stats: Dict[str, Any]) -> html.Div:
|
||||
"""Create volume statistics display."""
|
||||
if 'error' in stats:
|
||||
return dmc.Alert(
|
||||
"Error loading volume statistics",
|
||||
title="Volume Analysis Error",
|
||||
color="red"
|
||||
)
|
||||
|
||||
return dmc.SimpleGrid([
|
||||
dmc.Paper([
|
||||
dmc.Group([
|
||||
dmc.ThemeIcon("📊", size="lg", color="blue"),
|
||||
dmc.Stack([
|
||||
dmc.Text("Total Volume", size="sm", c="dimmed"),
|
||||
dmc.Text(format_number(stats['total_volume']), fw=700, size="lg")
|
||||
], gap="xs")
|
||||
])
|
||||
], p="md", shadow="sm"),
|
||||
|
||||
dmc.Paper([
|
||||
dmc.Group([
|
||||
dmc.ThemeIcon("📈", size="lg", color="green"),
|
||||
dmc.Stack([
|
||||
dmc.Text("Average Volume", size="sm", c="dimmed"),
|
||||
dmc.Text(format_number(stats['avg_volume']), fw=700, size="lg")
|
||||
], gap="xs")
|
||||
])
|
||||
], p="md", shadow="sm"),
|
||||
|
||||
dmc.Paper([
|
||||
dmc.Group([
|
||||
dmc.ThemeIcon("🎯", size="lg", color="orange"),
|
||||
dmc.Stack([
|
||||
dmc.Text("Volume Trend", size="sm", c="dimmed"),
|
||||
dmc.Text(stats['volume_trend'], fw=700, size="lg",
|
||||
c="green" if stats['volume_trend'] == "Increasing" else "red")
|
||||
], gap="xs")
|
||||
])
|
||||
], p="md", shadow="sm"),
|
||||
|
||||
dmc.Paper([
|
||||
dmc.Group([
|
||||
dmc.ThemeIcon("⚡", size="lg", color="red"),
|
||||
dmc.Stack([
|
||||
dmc.Text("High Volume Periods", size="sm", c="dimmed"),
|
||||
dmc.Text(str(stats['high_volume_periods']), fw=700, size="lg")
|
||||
], gap="xs")
|
||||
])
|
||||
], p="md", shadow="sm"),
|
||||
|
||||
dmc.Paper([
|
||||
dmc.Group([
|
||||
dmc.ThemeIcon("🔗", size="lg", color="purple"),
|
||||
dmc.Stack([
|
||||
dmc.Text("Volume-Price Correlation", size="sm", c="dimmed"),
|
||||
dmc.Text(f"{stats['volume_price_correlation']:.3f}", fw=700, size="lg")
|
||||
], gap="xs")
|
||||
])
|
||||
], p="md", shadow="sm"),
|
||||
|
||||
dmc.Paper([
|
||||
dmc.Group([
|
||||
dmc.ThemeIcon("💱", size="lg", color="teal"),
|
||||
dmc.Stack([
|
||||
dmc.Text("Avg Trade Size", size="sm", c="dimmed"),
|
||||
dmc.Text(format_number(stats['avg_trade_size']), fw=700, size="lg")
|
||||
], gap="xs")
|
||||
])
|
||||
], p="md", shadow="sm")
|
||||
|
||||
], cols=3, spacing="md", style={'margin-top': '20px'})
|
||||
|
||||
|
||||
def create_price_stats_display(stats: Dict[str, Any]) -> html.Div:
|
||||
"""Create price movement statistics display."""
|
||||
if 'error' in stats:
|
||||
return dmc.Alert(
|
||||
"Error loading price statistics",
|
||||
title="Price Analysis Error",
|
||||
color="red"
|
||||
)
|
||||
|
||||
return dmc.SimpleGrid([
|
||||
dmc.Paper([
|
||||
dmc.Group([
|
||||
dmc.ThemeIcon("💰", size="lg", color="blue"),
|
||||
dmc.Stack([
|
||||
dmc.Text("Current Price", size="sm", c="dimmed"),
|
||||
dmc.Text(f"${stats['current_price']:.2f}", fw=700, size="lg")
|
||||
], gap="xs")
|
||||
])
|
||||
], p="md", shadow="sm"),
|
||||
|
||||
dmc.Paper([
|
||||
dmc.Group([
|
||||
dmc.ThemeIcon("📈", size="lg", color="green" if stats['period_return'] >= 0 else "red"),
|
||||
dmc.Stack([
|
||||
dmc.Text("Period Return", size="sm", c="dimmed"),
|
||||
dmc.Text(f"{stats['period_return']:+.2f}%", fw=700, size="lg",
|
||||
c="green" if stats['period_return'] >= 0 else "red")
|
||||
], gap="xs")
|
||||
])
|
||||
], p="md", shadow="sm"),
|
||||
|
||||
dmc.Paper([
|
||||
dmc.Group([
|
||||
dmc.ThemeIcon("📊", size="lg", color="orange"),
|
||||
dmc.Stack([
|
||||
dmc.Text("Volatility", size="sm", c="dimmed"),
|
||||
dmc.Text(f"{stats['volatility']:.2f}%", fw=700, size="lg")
|
||||
], gap="xs")
|
||||
])
|
||||
], p="md", shadow="sm"),
|
||||
|
||||
dmc.Paper([
|
||||
dmc.Group([
|
||||
dmc.ThemeIcon("🎯", size="lg", color="purple"),
|
||||
dmc.Stack([
|
||||
dmc.Text("Bullish Ratio", size="sm", c="dimmed"),
|
||||
dmc.Text(f"{stats['bullish_ratio']:.1f}%", fw=700, size="lg")
|
||||
], gap="xs")
|
||||
])
|
||||
], p="md", shadow="sm"),
|
||||
|
||||
dmc.Paper([
|
||||
dmc.Group([
|
||||
dmc.ThemeIcon("⚡", size="lg", color="teal"),
|
||||
dmc.Stack([
|
||||
dmc.Text("Momentum", size="sm", c="dimmed"),
|
||||
dmc.Text(f"{stats['momentum']:+.2f}%", fw=700, size="lg",
|
||||
c="green" if stats['momentum'] >= 0 else "red")
|
||||
], gap="xs")
|
||||
])
|
||||
], p="md", shadow="sm"),
|
||||
|
||||
dmc.Paper([
|
||||
dmc.Group([
|
||||
dmc.ThemeIcon("📉", size="lg", color="red"),
|
||||
dmc.Stack([
|
||||
dmc.Text("Max Loss", size="sm", c="dimmed"),
|
||||
dmc.Text(f"{stats['max_loss']:.2f}%", fw=700, size="lg", c="red")
|
||||
], gap="xs")
|
||||
])
|
||||
], p="md", shadow="sm")
|
||||
|
||||
], cols=3, spacing="md", style={'margin-top': '20px'})
|
||||
@ -118,6 +118,6 @@ def get_market_data_layout():
|
||||
# Chart
|
||||
dcc.Graph(id='price-chart'),
|
||||
|
||||
# Market statistics
|
||||
# Enhanced Market statistics with integrated data analysis
|
||||
html.Div(id='market-stats', style={'margin-top': '20px'})
|
||||
])
|
||||
Loading…
x
Reference in New Issue
Block a user