Implement multi-timeframe support for indicators
- Enhanced the `UserIndicator` class to include an optional `timeframe` attribute for custom indicator timeframes. - Updated the `get_indicator_data` method in `MarketDataIntegrator` to fetch and calculate indicators based on the specified timeframe, ensuring proper data alignment and handling. - Modified the `ChartBuilder` to pass the correct DataFrame for plotting indicators with different timeframes. - Added UI elements in the indicator modal for selecting timeframes, improving user experience. - Updated relevant JSON templates to include the new `timeframe` field for all indicators. - Refactored the `prepare_chart_data` function to ensure it returns a DataFrame with a `DatetimeIndex` for consistent calculations. This commit enhances the flexibility and usability of the indicator system, allowing users to analyze data across various timeframes.
This commit is contained in:
Vasily.onl
@@ -96,6 +96,7 @@ def register_indicator_callbacks(app):
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[State('indicator-name-input', 'value'),
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State('indicator-type-dropdown', 'value'),
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State('indicator-description-input', 'value'),
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State('indicator-timeframe-dropdown', 'value'),
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State('indicator-color-input', 'value'),
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State('indicator-line-width-slider', 'value'),
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# SMA parameters
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@@ -115,7 +116,7 @@ def register_indicator_callbacks(app):
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State('edit-indicator-store', 'data')],
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prevent_initial_call=True
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)
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def save_new_indicator(n_clicks, name, indicator_type, description, color, line_width,
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def save_new_indicator(n_clicks, name, indicator_type, description, timeframe, color, line_width,
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sma_period, ema_period, rsi_period,
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macd_fast, macd_slow, macd_signal,
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bb_period, bb_stddev, edit_data):
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@@ -161,7 +162,8 @@ def register_indicator_callbacks(app):
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name=name,
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description=description or "",
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parameters=parameters,
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styling={'color': color or "#007bff", 'line_width': line_width or 2}
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styling={'color': color or "#007bff", 'line_width': line_width or 2},
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timeframe=timeframe or None
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)
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if success:
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@@ -176,7 +178,8 @@ def register_indicator_callbacks(app):
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indicator_type=indicator_type,
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parameters=parameters,
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description=description or "",
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color=color or "#007bff"
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color=color or "#007bff",
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timeframe=timeframe or None
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)
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if not new_indicator:
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@@ -384,6 +387,7 @@ def register_indicator_callbacks(app):
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Output('indicator-name-input', 'value'),
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Output('indicator-type-dropdown', 'value'),
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Output('indicator-description-input', 'value'),
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Output('indicator-timeframe-dropdown', 'value'),
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Output('indicator-color-input', 'value'),
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Output('edit-indicator-store', 'data'),
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# Add parameter field outputs
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@@ -403,7 +407,7 @@ def register_indicator_callbacks(app):
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"""Load indicator data for editing."""
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ctx = callback_context
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if not ctx.triggered or not any(edit_clicks):
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return no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update
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return [no_update] * 15
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# Find which button was clicked
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triggered_id = ctx.triggered[0]['prop_id']
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@@ -418,41 +422,42 @@ def register_indicator_callbacks(app):
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if indicator:
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# Store indicator ID for update
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edit_data = {'indicator_id': indicator_id, 'mode': 'edit', 'open_modal': True}
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edit_data = {'indicator_id': indicator_id, 'mode': 'edit'}
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# Extract parameter values based on indicator type
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params = indicator.parameters
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# Default parameter values
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sma_period = 20
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ema_period = 12
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rsi_period = 14
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macd_fast = 12
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macd_slow = 26
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macd_signal = 9
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bb_period = 20
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bb_stddev = 2.0
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sma_period = None
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ema_period = None
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rsi_period = None
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macd_fast = None
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macd_slow = None
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macd_signal = None
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bb_period = None
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bb_stddev = None
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# Update with actual saved values
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if indicator.type == 'sma':
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sma_period = params.get('period', 20)
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sma_period = params.get('period')
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elif indicator.type == 'ema':
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ema_period = params.get('period', 12)
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ema_period = params.get('period')
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elif indicator.type == 'rsi':
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rsi_period = params.get('period', 14)
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rsi_period = params.get('period')
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elif indicator.type == 'macd':
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macd_fast = params.get('fast_period', 12)
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macd_slow = params.get('slow_period', 26)
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macd_signal = params.get('signal_period', 9)
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macd_fast = params.get('fast_period')
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macd_slow = params.get('slow_period')
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macd_signal = params.get('signal_period')
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elif indicator.type == 'bollinger_bands':
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bb_period = params.get('period', 20)
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bb_stddev = params.get('std_dev', 2.0)
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bb_period = params.get('period')
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bb_stddev = params.get('std_dev')
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return (
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"✏️ Edit Indicator",
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f"✏️ Edit Indicator: {indicator.name}",
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indicator.name,
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indicator.type,
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indicator.description,
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indicator.timeframe,
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indicator.styling.color,
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edit_data,
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sma_period,
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@@ -465,17 +470,18 @@ def register_indicator_callbacks(app):
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bb_stddev
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)
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else:
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return no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update
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return [no_update] * 15
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except Exception as e:
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logger.error(f"Indicator callback: Error loading indicator for edit: {e}")
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return no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update
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return [no_update] * 15
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# Reset modal form when closed or saved
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@app.callback(
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[Output('indicator-name-input', 'value', allow_duplicate=True),
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Output('indicator-type-dropdown', 'value', allow_duplicate=True),
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Output('indicator-description-input', 'value', allow_duplicate=True),
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Output('indicator-timeframe-dropdown', 'value', allow_duplicate=True),
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Output('indicator-color-input', 'value', allow_duplicate=True),
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Output('indicator-line-width-slider', 'value'),
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Output('modal-title', 'children', allow_duplicate=True),
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@@ -494,9 +500,7 @@ def register_indicator_callbacks(app):
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prevent_initial_call=True
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)
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def reset_modal_form(cancel_clicks, save_clicks):
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"""Reset the modal form when it's closed or saved."""
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if cancel_clicks or save_clicks:
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return "", None, "", "#007bff", 2, "📊 Add New Indicator", None, 20, 12, 14, 12, 26, 9, 20, 2.0
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return no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update, no_update
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"""Reset the modal form to its default state."""
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return "", "", "", "", "", 2, "📊 Add New Indicator", None, 20, 12, 14, 12, 26, 9, 20, 2.0
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logger.info("Indicator callbacks: registered successfully")
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@@ -562,21 +562,28 @@ def get_market_statistics(df: pd.DataFrame, symbol: str, timeframe: str) -> html
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"""
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Generate a comprehensive market statistics component from a DataFrame.
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"""
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if df.empty:
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return html.Div("No data available for statistics.", className="text-center text-muted")
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try:
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volume_analyzer = VolumeAnalyzer()
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# Get statistics
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price_analyzer = PriceMovementAnalyzer()
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volume_analyzer = VolumeAnalyzer()
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volume_stats = volume_analyzer.get_volume_statistics(df)
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price_stats = price_analyzer.get_price_movement_statistics(df)
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volume_stats = volume_analyzer.get_volume_statistics(df)
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if 'error' in volume_stats or 'error' in price_stats:
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error_msg = volume_stats.get('error') or price_stats.get('error')
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# Format key statistics for display
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start_date = df.index.min().strftime('%Y-%m-%d %H:%M')
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end_date = df.index.max().strftime('%Y-%m-%d %H:%M')
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# Check for errors from analyzers
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if 'error' in price_stats or 'error' in volume_stats:
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error_msg = price_stats.get('error') or volume_stats.get('error')
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return html.Div(f"Error generating statistics: {error_msg}", style={'color': 'red'})
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# Time range for display
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start_date = df['timestamp'].min().strftime('%Y-%m-%d %H:%M')
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end_date = df['timestamp'].max().strftime('%Y-%m-%d %H:%M')
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days_back = (df['timestamp'].max() - df['timestamp'].min()).days
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days_back = (df.index.max() - df.index.min()).days
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time_status = f"📅 Analysis Range: {start_date} to {end_date} (~{days_back} days)"
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return html.Div([
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@@ -33,6 +33,27 @@ def create_indicator_modal():
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placeholder='Select indicator type',
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), width=12)
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], className="mb-3"),
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dbc.Row([
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dbc.Col(dbc.Label("Timeframe (Optional):"), width=12),
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dbc.Col(dcc.Dropdown(
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id='indicator-timeframe-dropdown',
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options=[
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{'label': 'Chart Timeframe', 'value': ''},
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{'label': "1 Second", 'value': '1s'},
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{'label': "5 Seconds", 'value': '5s'},
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{'label': "15 Seconds", 'value': '15s'},
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{'label': "30 Seconds", 'value': '30s'},
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{'label': '1 Minute', 'value': '1m'},
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{'label': '5 Minutes', 'value': '5m'},
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{'label': '15 Minutes', 'value': '15m'},
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{'label': '1 Hour', 'value': '1h'},
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{'label': '4 Hours', 'value': '4h'},
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{'label': '1 Day', 'value': '1d'},
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],
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value='',
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placeholder='Defaults to chart timeframe'
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), width=12),
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], className="mb-3"),
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dbc.Row([
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dbc.Col(dbc.Label("Description (Optional):"), width=12),
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dbc.Col(dcc.Textarea(
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