3.9 Enhance chart functionality with indicator management and data export features

- Updated `ChartBuilder` to support dynamic indicator integration, allowing users to specify overlay and subplot indicators for enhanced chart analysis.
- Implemented a new `get_indicator_data` method in `MarketDataIntegrator` for fetching indicator data based on user configurations.
- Added `create_export_controls` in `chart_controls.py` to facilitate data export options (CSV/JSON) for user analysis.
- Enhanced error handling and logging throughout the chart and data analysis processes to improve reliability and user feedback.
- Updated documentation to reflect new features and usage guidelines for indicator management and data export functionalities.
This commit is contained in:
Vasily.onl 2025-06-06 12:57:35 +08:00
parent 8572a7a387
commit c121b469f0
10 changed files with 512 additions and 654 deletions

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@ -15,6 +15,12 @@ from decimal import Decimal
from database.operations import get_database_operations, DatabaseOperationError
from utils.logger import get_logger
from .utils import validate_market_data, prepare_chart_data, get_indicator_colors
from .indicator_manager import get_indicator_manager
from .layers import (
LayerManager, CandlestickLayer, VolumeLayer,
SMALayer, EMALayer, BollingerBandsLayer,
RSILayer, MACDLayer, IndicatorLayerConfig
)
# Initialize logger
logger = get_logger("default_logger")
@ -153,13 +159,16 @@ class ChartBuilder:
include_volume = kwargs.get('include_volume', has_volume)
if include_volume and has_volume:
return self._create_candlestick_with_volume(df, symbol, timeframe, **kwargs)
fig, df_chart = self._create_candlestick_with_volume(df, symbol, timeframe, **kwargs)
return fig, df_chart
else:
return self._create_basic_candlestick(df, symbol, timeframe, **kwargs)
fig, df_chart = self._create_basic_candlestick(df, symbol, timeframe, **kwargs)
return fig, df_chart
except Exception as e:
self.logger.error(f"Chart builder: Error creating candlestick chart for {symbol} {timeframe}: {e}")
return self._create_error_chart(f"Error loading chart: {str(e)}")
error_fig = self._create_error_chart(f"Error loading chart: {str(e)}")
return error_fig, pd.DataFrame()
def _create_basic_candlestick(self, df: pd.DataFrame, symbol: str,
timeframe: str, **kwargs) -> go.Figure:
@ -194,7 +203,7 @@ class ChartBuilder:
)
self.logger.debug(f"Chart builder: Created basic candlestick chart for {symbol} {timeframe} with {len(df)} candles")
return fig
return fig, df
def _create_candlestick_with_volume(self, df: pd.DataFrame, symbol: str,
timeframe: str, **kwargs) -> go.Figure:
@ -250,7 +259,8 @@ class ChartBuilder:
showlegend=False,
height=height,
xaxis_rangeslider_visible=False,
hovermode='x unified'
hovermode='x unified',
dragmode='pan'
)
# Update axes
@ -258,8 +268,8 @@ class ChartBuilder:
fig.update_yaxes(title_text="Volume", row=2, col=1)
fig.update_xaxes(title_text="Time", row=2, col=1)
self.logger.debug(f"Chart builder: Created candlestick chart with volume for {symbol} {timeframe}")
return fig
self.logger.debug(f"Chart builder: Created candlestick chart with volume for {symbol} {timeframe} with {len(df)} candles")
return fig, df
def _create_empty_chart(self, message: str = "No data available") -> go.Figure:
"""Create an empty chart with a message."""
@ -356,7 +366,7 @@ class ChartBuilder:
subplot_indicators: List[str] = None,
days_back: int = 7, **kwargs) -> go.Figure:
"""
Create a chart with dynamically selected indicators.
Create a candlestick chart with specified technical indicators.
Args:
symbol: Trading pair
@ -367,35 +377,27 @@ class ChartBuilder:
**kwargs: Additional chart parameters
Returns:
Plotly Figure object with selected indicators
Plotly Figure object and a pandas DataFrame with all chart data.
"""
overlay_indicators = overlay_indicators or []
subplot_indicators = subplot_indicators or []
try:
# Fetch market data
# 1. Fetch and Prepare Base Data
candles = self.fetch_market_data_enhanced(symbol, timeframe, days_back)
if not candles:
self.logger.warning(f"Chart builder: No data available for {symbol} {timeframe}")
return self._create_empty_chart(f"No data available for {symbol} {timeframe}")
# Validate and prepare data
if not validate_market_data(candles):
self.logger.error(f"Chart builder: Invalid market data for {symbol} {timeframe}")
return self._create_error_chart("Invalid market data format")
self.logger.warning(f"No data for {symbol} {timeframe}, creating empty chart.")
return self._create_empty_chart(f"No data for {symbol} {timeframe}"), pd.DataFrame()
df = prepare_chart_data(candles)
# Import layer classes
from .layers import (
LayerManager, CandlestickLayer, VolumeLayer,
SMALayer, EMALayer, BollingerBandsLayer,
RSILayer, MACDLayer, IndicatorLayerConfig
)
from .indicator_manager import get_indicator_manager
# Get user indicators instead of default configurations
indicator_manager = get_indicator_manager()
# Calculate subplot requirements
if df.empty:
self.logger.warning(f"DataFrame empty for {symbol} {timeframe}, creating empty chart.")
return self._create_empty_chart(f"No data for {symbol} {timeframe}"), pd.DataFrame()
# Initialize final DataFrame for export
final_df = df.copy()
# 2. Setup Subplots
# Count subplot indicators to configure rows
subplot_count = 0
volume_enabled = 'volume' in df.columns and df['volume'].sum() > 0
if volume_enabled:
@ -440,8 +442,8 @@ class ChartBuilder:
current_row = 1
# Add candlestick layer (always included)
candlestick_trace = go.Candlestick(
# 4. Add Candlestick Trace
fig.add_trace(go.Candlestick(
x=df['timestamp'],
open=df['open'],
high=df['high'],
@ -449,72 +451,10 @@ class ChartBuilder:
close=df['close'],
name=symbol,
increasing_line_color=self.default_colors['bullish'],
decreasing_line_color=self.default_colors['bearish'],
showlegend=False
)
fig.add_trace(candlestick_trace, row=current_row, col=1)
decreasing_line_color=self.default_colors['bearish']
), row=current_row, col=1)
# Add overlay indicators
if overlay_indicators:
for indicator_id in overlay_indicators:
try:
# Load user indicator
user_indicator = indicator_manager.load_indicator(indicator_id)
if user_indicator is None:
self.logger.warning(f"Overlay indicator {indicator_id} not found")
continue
# Create appropriate indicator layer using user configuration
if user_indicator.type == 'sma':
period = user_indicator.parameters.get('period', 20)
layer_config = IndicatorLayerConfig(
name=user_indicator.name,
indicator_type='sma',
color=user_indicator.styling.color,
parameters={'period': period},
line_width=user_indicator.styling.line_width
)
sma_layer = SMALayer(layer_config)
traces = sma_layer.create_traces(df.to_dict('records'))
for trace in traces:
fig.add_trace(trace, row=current_row, col=1)
elif user_indicator.type == 'ema':
period = user_indicator.parameters.get('period', 12)
layer_config = IndicatorLayerConfig(
name=user_indicator.name,
indicator_type='ema',
color=user_indicator.styling.color,
parameters={'period': period},
line_width=user_indicator.styling.line_width
)
ema_layer = EMALayer(layer_config)
traces = ema_layer.create_traces(df.to_dict('records'))
for trace in traces:
fig.add_trace(trace, row=current_row, col=1)
elif user_indicator.type == 'bollinger_bands':
period = user_indicator.parameters.get('period', 20)
std_dev = user_indicator.parameters.get('std_dev', 2.0)
layer_config = IndicatorLayerConfig(
name=user_indicator.name,
indicator_type='bollinger_bands',
color=user_indicator.styling.color,
parameters={'period': period, 'std_dev': std_dev},
line_width=user_indicator.styling.line_width,
show_middle_line=True
)
bb_layer = BollingerBandsLayer(layer_config)
traces = bb_layer.create_traces(df.to_dict('records'))
for trace in traces:
fig.add_trace(trace, row=current_row, col=1)
self.logger.debug(f"Added overlay indicator: {user_indicator.name}")
except Exception as e:
self.logger.error(f"Chart builder: Error adding overlay indicator {indicator_id}: {e}")
# Move to next row for volume if enabled
# 5. Add Volume Trace (if applicable)
if volume_enabled:
current_row += 1
volume_colors = [self.default_colors['bullish'] if close >= open else self.default_colors['bearish']
@ -525,56 +465,89 @@ class ChartBuilder:
y=df['volume'],
name='Volume',
marker_color=volume_colors,
opacity=0.7,
showlegend=False
opacity=0.7
)
fig.add_trace(volume_trace, row=current_row, col=1)
fig.update_yaxes(title_text="Volume", row=current_row, col=1)
# Add subplot indicators
if subplot_indicators:
for indicator_id in subplot_indicators:
current_row += 1
try:
# Load user indicator
user_indicator = indicator_manager.load_indicator(indicator_id)
if user_indicator is None:
self.logger.warning(f"Subplot indicator {indicator_id} not found")
continue
# Create appropriate subplot indicator layer
if user_indicator.type == 'rsi':
period = user_indicator.parameters.get('period', 14)
rsi_layer = RSILayer(period=period, color=user_indicator.styling.color, name=user_indicator.name)
# Use the render method
fig = rsi_layer.render(fig, df, row=current_row, col=1)
# Add RSI reference lines
fig.add_hline(y=70, line_dash="dash", line_color="red", opacity=0.5, row=current_row, col=1)
fig.add_hline(y=30, line_dash="dash", line_color="green", opacity=0.5, row=current_row, col=1)
fig.update_yaxes(title_text="RSI", range=[0, 100], row=current_row, col=1)
elif user_indicator.type == 'macd':
fast_period = user_indicator.parameters.get('fast_period', 12)
slow_period = user_indicator.parameters.get('slow_period', 26)
signal_period = user_indicator.parameters.get('signal_period', 9)
macd_layer = MACDLayer(fast_period=fast_period, slow_period=slow_period,
signal_period=signal_period, color=user_indicator.styling.color, name=user_indicator.name)
# Use the render method
fig = macd_layer.render(fig, df, row=current_row, col=1)
# Add zero line for MACD
fig.add_hline(y=0, line_dash="dash", line_color="gray", opacity=0.5, row=current_row, col=1)
fig.update_yaxes(title_text="MACD", row=current_row, col=1)
self.logger.debug(f"Added subplot indicator: {user_indicator.name}")
except Exception as e:
self.logger.error(f"Chart builder: Error adding subplot indicator {indicator_id}: {e}")
# 6. Add Indicator Traces
indicator_manager = get_indicator_manager()
all_indicator_configs = []
# Create IndicatorLayerConfig objects from indicator IDs
indicator_ids = (overlay_indicators or []) + (subplot_indicators or [])
for ind_id in indicator_ids:
indicator = indicator_manager.load_indicator(ind_id)
if indicator:
config = IndicatorLayerConfig(
id=indicator.id,
name=indicator.name,
indicator_type=indicator.type,
parameters=indicator.parameters
)
all_indicator_configs.append(config)
# Update layout
if all_indicator_configs:
indicator_data_map = self.data_integrator.get_indicator_data(
df, all_indicator_configs, indicator_manager
)
for indicator_id, indicator_df in indicator_data_map.items():
indicator = indicator_manager.load_indicator(indicator_id)
if not indicator:
self.logger.warning(f"Could not load indicator '{indicator_id}' for plotting.")
continue
if indicator_df is not None and not indicator_df.empty:
final_df = pd.merge(final_df, indicator_df, on='timestamp', how='left')
# Determine target row for plotting
target_row = 1 # Default to overlay on the main chart
if indicator.id in subplot_indicators:
current_row += 1
target_row = current_row
fig.update_yaxes(title_text=indicator.name, row=target_row, col=1)
if indicator.type == 'bollinger_bands':
if all(c in indicator_df.columns for c in ['upper_band', 'lower_band', 'middle_band']):
# Prepare data for the filled area
x_vals = indicator_df['timestamp']
y_upper = indicator_df['upper_band']
y_lower = indicator_df['lower_band']
# Convert hex color to rgba for the fill
hex_color = indicator.styling.color.lstrip('#')
rgb = tuple(int(hex_color[i:i+2], 16) for i in (0, 2, 4))
fill_color = f'rgba({rgb[0]}, {rgb[1]}, {rgb[2]}, 0.1)'
# Add the transparent fill trace
fig.add_trace(go.Scatter(
x=pd.concat([x_vals, x_vals[::-1]]),
y=pd.concat([y_upper, y_lower[::-1]]),
fill='toself',
fillcolor=fill_color,
line={'color': 'rgba(255,255,255,0)'},
hoverinfo='none',
showlegend=False
), row=target_row, col=1)
# Add the visible line traces for the bands
fig.add_trace(go.Scatter(x=x_vals, y=y_upper, name=f'{indicator.name} Upper', mode='lines', line=dict(color=indicator.styling.color, width=1.5)), row=target_row, col=1)
fig.add_trace(go.Scatter(x=x_vals, y=y_lower, name=f'{indicator.name} Lower', mode='lines', line=dict(color=indicator.styling.color, width=1.5)), row=target_row, col=1)
fig.add_trace(go.Scatter(x=x_vals, y=indicator_df['middle_band'], name=f'{indicator.name} Middle', mode='lines', line=dict(color=indicator.styling.color, width=1.5, dash='dash')), row=target_row, col=1)
else:
# Generic plotting for other indicators
for col in indicator_df.columns:
if col != 'timestamp':
fig.add_trace(go.Scatter(
x=indicator_df['timestamp'],
y=indicator_df[col],
mode='lines',
name=f"{indicator.name} ({col})",
line=dict(color=indicator.styling.color)
), row=target_row, col=1)
# 7. Final Layout Updates
height = kwargs.get('height', self.default_height)
template = kwargs.get('template', self.default_template)
@ -594,8 +567,9 @@ class ChartBuilder:
indicator_count = len(overlay_indicators or []) + len(subplot_indicators or [])
self.logger.debug(f"Created chart for {symbol} {timeframe} with {indicator_count} indicators")
return fig
self.logger.info(f"Successfully created chart for {symbol} with {len(overlay_indicators + subplot_indicators)} indicators.")
return fig, final_df
except Exception as e:
self.logger.error(f"Chart builder: Error creating chart with indicators: {e}")
return self._create_error_chart(f"Chart creation failed: {str(e)}")
self.logger.error(f"Error in create_chart_with_indicators for {symbol}: {e}", exc_info=True)
return self._create_error_chart(f"Error generating indicator chart: {e}"), pd.DataFrame()

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@ -457,6 +457,49 @@ class MarketDataIntegrator:
self._cache.clear()
self.logger.debug("Data Integration: Data cache cleared")
def get_indicator_data(
self,
main_df: pd.DataFrame,
indicator_configs: List['IndicatorLayerConfig'],
indicator_manager: 'IndicatorManager'
) -> Dict[str, pd.DataFrame]:
indicator_data_map = {}
if main_df.empty:
return indicator_data_map
for config in indicator_configs:
indicator_id = config.id
indicator = indicator_manager.load_indicator(indicator_id)
if not indicator:
logger.warning(f"Data Integrator: Could not load indicator with ID: {indicator_id}")
continue
try:
# The new `calculate` method in TechnicalIndicators handles DataFrame input
indicator_result_pkg = self.indicators.calculate(
indicator.type,
main_df,
**indicator.parameters
)
if indicator_result_pkg and 'data' in indicator_result_pkg and indicator_result_pkg['data']:
# The result is a list of IndicatorResult objects. Convert to DataFrame.
indicator_results = indicator_result_pkg['data']
result_df = pd.DataFrame([
{'timestamp': r.timestamp, **r.values}
for r in indicator_results
])
indicator_data_map[indicator.id] = result_df
else:
self.logger.warning(f"No data returned for indicator '{indicator.name}'")
except Exception as e:
self.logger.error(f"Error calculating indicator '{indicator.name}': {e}", exc_info=True)
return indicator_data_map
# Convenience functions for common operations
def get_market_data_integrator(config: DataIntegrationConfig = None) -> MarketDataIntegrator:

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@ -28,6 +28,7 @@ logger = get_logger("default_logger")
@dataclass
class IndicatorLayerConfig(LayerConfig):
"""Extended configuration for indicator layers"""
id: str = ""
indicator_type: str = "" # e.g., 'sma', 'ema', 'rsi'
parameters: Dict[str, Any] = None # Indicator-specific parameters
line_width: int = 2

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@ -1,19 +1,19 @@
{
"id": "ema_ca5fd53d",
"name": "EMA 10",
"name": "EMA 12",
"description": "12-period Exponential Moving Average for fast signals",
"type": "ema",
"display_type": "overlay",
"parameters": {
"period": 10
"period": 12
},
"styling": {
"color": "#ff6b35",
"color": "#8880ff",
"line_width": 2,
"opacity": 1.0,
"line_style": "solid"
},
"visible": true,
"created_date": "2025-06-04T04:16:35.455729+00:00",
"modified_date": "2025-06-04T04:54:49.608549+00:00"
"modified_date": "2025-06-06T04:14:33.123102+00:00"
}

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@ -2,19 +2,21 @@
Chart-related callbacks for the dashboard.
"""
from dash import Output, Input, State, Patch, ctx, html, no_update
from dash import Output, Input, State, Patch, ctx, html, no_update, dcc
from datetime import datetime, timedelta
from utils.logger import get_logger
from components.charts import (
create_strategy_chart,
create_chart_with_indicators,
create_error_chart,
get_market_statistics
)
from dashboard.components.data_analysis import get_market_statistics
from components.charts.config import get_all_example_strategies
from database.connection import DatabaseManager
from components.charts.builder import ChartBuilder
from components.charts.utils import prepare_chart_data
import pandas as pd
import io
logger = get_logger("default_logger")
@ -22,53 +24,37 @@ logger = get_logger("default_logger")
def calculate_time_range(time_range_quick, custom_start_date, custom_end_date, analysis_mode, n_intervals):
"""Calculate days_back and status message based on time range controls."""
try:
# Define predefined quick select options (excluding 'custom' and 'realtime')
predefined_ranges = ['1h', '4h', '6h', '12h', '1d', '3d', '7d', '30d']
# PRIORITY 1: Explicit Predefined Dropdown Selection
if time_range_quick in predefined_ranges:
time_map = {
'1h': (1/24, '🕐 Last 1 Hour'),
'4h': (4/24, '🕐 Last 4 Hours'),
'6h': (6/24, '🕐 Last 6 Hours'),
'12h': (12/24, '🕐 Last 12 Hours'),
'1d': (1, '📅 Last 1 Day'),
'3d': (3, '📅 Last 3 Days'),
'7d': (7, '📅 Last 7 Days'),
'30d': (30, '📅 Last 30 Days')
'1h': (1/24, '🕐 Last 1 Hour'), '4h': (4/24, '🕐 Last 4 Hours'), '6h': (6/24, '🕐 Last 6 Hours'),
'12h': (12/24, '🕐 Last 12 Hours'), '1d': (1, '📅 Last 1 Day'), '3d': (3, '📅 Last 3 Days'),
'7d': (7, '📅 Last 7 Days'), '30d': (30, '📅 Last 30 Days')
}
days_back_fractional, label = time_map[time_range_quick]
mode_text = "🔒 Locked" if analysis_mode == 'locked' else "🔴 Live"
status = f"{label} | {mode_text}"
days_back = days_back_fractional if days_back_fractional < 1 else int(days_back_fractional)
logger.debug(f"Using predefined dropdown selection: {time_range_quick} -> {days_back} days. Custom dates ignored.")
return days_back, status
# PRIORITY 2: Custom Date Range (if dropdown is 'custom' and dates are set)
if time_range_quick == 'custom' and custom_start_date and custom_end_date:
start_date = datetime.fromisoformat(custom_start_date.split('T')[0])
end_date = datetime.fromisoformat(custom_end_date.split('T')[0])
days_diff = (end_date - start_date).days
status = f"📅 Custom Range: {start_date.strftime('%Y-%m-%d')} to {end_date.strftime('%Y-%m-%d')} ({days_diff} days)"
logger.debug(f"Using custom date range: {days_diff} days as dropdown is 'custom'.")
return max(1, days_diff), status
# PRIORITY 3: Real-time (uses default lookback, typically 7 days for context)
if time_range_quick == 'realtime':
mode_text = "🔒 Analysis Mode" if analysis_mode == 'locked' else "🔴 Real-time Updates"
status = f"📈 Real-time Mode | {mode_text} (Default: Last 7 Days)"
logger.debug("Using real-time mode with default 7 days lookback.")
return 7, status
# Fallback / Default (e.g., if time_range_quick is None or an unexpected value, or 'custom' without dates)
# This also covers the case where 'custom' is selected but dates are not yet picked.
mode_text = "🔒 Analysis Mode" if analysis_mode == 'locked' else "🔴 Live"
default_label = "📅 Default (Last 7 Days)"
if time_range_quick == 'custom' and not (custom_start_date and custom_end_date):
default_label = "⏳ Select Custom Dates" # Prompt user if 'custom' is chosen but dates aren't set
default_label = "⏳ Select Custom Dates"
status = f"{default_label} | {mode_text}"
logger.debug(f"Fallback to default time range (7 days). time_range_quick: {time_range_quick}")
return 7, status
except Exception as e:
@ -81,7 +67,8 @@ def register_chart_callbacks(app):
@app.callback(
[Output('price-chart', 'figure'),
Output('time-range-status', 'children')],
Output('time-range-status', 'children'),
Output('chart-data-store', 'data')],
[Input('symbol-dropdown', 'value'),
Input('timeframe-dropdown', 'value'),
Input('overlay-indicators-checklist', 'value'),
@ -98,120 +85,38 @@ def register_chart_callbacks(app):
def update_price_chart(symbol, timeframe, overlay_indicators, subplot_indicators, selected_strategy,
time_range_quick, custom_start_date, custom_end_date, analysis_mode, n_intervals,
relayout_data, current_figure):
"""Update the price chart with latest market data and selected indicators."""
try:
triggered_id = ctx.triggered_id
logger.debug(f"Update_price_chart triggered by: {triggered_id}")
# If the update is from the interval and the chart is locked, do nothing.
if triggered_id == 'interval-component' and analysis_mode == 'locked':
logger.debug("Analysis mode is 'locked'. Skipping interval-based chart update.")
return no_update, no_update
return no_update, no_update, no_update
days_back, status_message = calculate_time_range(
time_range_quick, custom_start_date, custom_end_date, analysis_mode, n_intervals
)
# Condition for attempting to use Patch()
can_patch = (
triggered_id == 'interval-component' and
analysis_mode == 'realtime' and
(not selected_strategy or selected_strategy == 'basic') and
not (overlay_indicators or []) and # Ensure lists are treated as empty if None
not (subplot_indicators or [])
)
if can_patch:
logger.info(f"Attempting to PATCH chart for {symbol} {timeframe}")
try:
# Find trace indices from current_figure
candlestick_trace_idx = -1
volume_trace_idx = -1
if current_figure and 'data' in current_figure:
for i, trace in enumerate(current_figure['data']):
if trace.get('type') == 'candlestick':
candlestick_trace_idx = i
elif trace.get('type') == 'bar' and trace.get('name', '').lower() == 'volume': # Basic volume trace often named 'Volume'
volume_trace_idx = i
logger.debug(f"Found candlestick trace at index {candlestick_trace_idx}, volume trace at index {volume_trace_idx}")
if candlestick_trace_idx == -1:
logger.warning(f"Could not find candlestick trace in current figure for patch. Falling back to full draw.")
# Fall through to full draw by re-setting can_patch or just letting logic proceed
else:
chart_builder = ChartBuilder(logger_instance=logger)
candles = chart_builder.fetch_market_data_enhanced(symbol, timeframe, days_back)
if not candles:
logger.warning(f"Patch update: No candles fetched for {symbol} {timeframe}. No update.")
return ctx.no_update, status_message
df = prepare_chart_data(candles)
if df.empty:
logger.warning(f"Patch update: DataFrame empty after preparing chart data for {symbol} {timeframe}. No update.")
return ctx.no_update, status_message
patched_figure = Patch()
# Patch Candlestick Data using found index
patched_figure['data'][candlestick_trace_idx]['x'] = df['timestamp']
patched_figure['data'][candlestick_trace_idx]['open'] = df['open']
patched_figure['data'][candlestick_trace_idx]['high'] = df['high']
patched_figure['data'][candlestick_trace_idx]['low'] = df['low']
patched_figure['data'][candlestick_trace_idx]['close'] = df['close']
logger.debug(f"Patched candlestick data (trace {candlestick_trace_idx}) for {symbol} {timeframe} with {len(df)} points.")
# Patch Volume Data using found index (if volume trace exists)
if volume_trace_idx != -1:
if 'volume' in df.columns and df['volume'].sum() > 0:
patched_figure['data'][volume_trace_idx]['x'] = df['timestamp']
patched_figure['data'][volume_trace_idx]['y'] = df['volume']
logger.debug(f"Patched volume data (trace {volume_trace_idx}) for {symbol} {timeframe}.")
else:
logger.debug(f"No significant volume data in new fetch for {symbol} {timeframe}. Clearing data for volume trace {volume_trace_idx}.")
patched_figure['data'][volume_trace_idx]['x'] = []
patched_figure['data'][volume_trace_idx]['y'] = []
elif 'volume' in df.columns and df['volume'].sum() > 0:
logger.warning(f"New volume data present, but no existing volume trace found to patch in current figure.")
logger.info(f"Successfully prepared patch for {symbol} {timeframe}.")
return patched_figure, status_message
except Exception as patch_exception:
logger.error(f"Error during chart PATCH attempt for {symbol} {timeframe}: {patch_exception}. Falling back to full draw.")
# Fall through to full chart creation if patching fails
# Full figure creation (default or if not patching or if patch failed)
logger.debug(f"Performing full chart draw for {symbol} {timeframe}. Can_patch: {can_patch}")
chart_df = pd.DataFrame()
if selected_strategy and selected_strategy != 'basic':
fig = create_strategy_chart(symbol, timeframe, selected_strategy, days_back=days_back)
logger.debug(f"Chart callback: Created strategy chart for {symbol} ({timeframe}) with strategy: {selected_strategy}, days_back: {days_back}")
fig, chart_df = create_strategy_chart(symbol, timeframe, selected_strategy, days_back=days_back)
else:
fig = create_chart_with_indicators(
symbol=symbol,
timeframe=timeframe,
overlay_indicators=overlay_indicators or [],
subplot_indicators=subplot_indicators or [],
fig, chart_df = create_chart_with_indicators(
symbol=symbol, timeframe=timeframe,
overlay_indicators=overlay_indicators or [], subplot_indicators=subplot_indicators or [],
days_back=days_back
)
indicator_count = len(overlay_indicators or []) + len(subplot_indicators or [])
logger.debug(f"Chart callback: Created dynamic chart for {symbol} ({timeframe}) with {indicator_count} indicators, days_back: {days_back}")
stored_data = None
if chart_df is not None and not chart_df.empty:
stored_data = chart_df.to_json(orient='split', date_format='iso')
if relayout_data and 'xaxis.range' in relayout_data:
fig.update_layout(
xaxis=dict(range=relayout_data['xaxis.range']),
yaxis=dict(range=relayout_data.get('yaxis.range'))
)
logger.debug("Chart callback: Preserved chart zoom/pan state")
fig.update_layout(xaxis=dict(range=relayout_data['xaxis.range']), yaxis=dict(range=relayout_data.get('yaxis.range')))
return fig, status_message
return fig, status_message, stored_data
except Exception as e:
logger.error(f"Error updating price chart: {e}")
logger.error(f"Error updating price chart: {e}", exc_info=True)
error_fig = create_error_chart(f"Error loading chart: {str(e)}")
error_status = f"❌ Error: {str(e)}"
return error_fig, error_status
return error_fig, f"❌ Error: {str(e)}", None
@app.callback(
Output('analysis-mode-toggle', 'value'),
@ -220,212 +125,79 @@ def register_chart_callbacks(app):
prevent_initial_call=True
)
def auto_lock_chart_on_interaction(relayout_data, current_mode):
"""Automatically switch to 'locked' mode when the user zooms or pans."""
# relayout_data is triggered by zoom/pan actions.
if relayout_data and 'xaxis.range' in relayout_data:
if current_mode != 'locked':
logger.debug("User chart interaction detected (zoom/pan). Switching to 'locked' analysis mode.")
return 'locked'
if relayout_data and 'xaxis.range' in relayout_data and current_mode != 'locked':
return 'locked'
return no_update
@app.callback(
Output('market-stats', 'children'),
[Input('chart-data-store', 'data')],
[State('symbol-dropdown', 'value'),
State('timeframe-dropdown', 'value')]
)
def update_market_stats(stored_data, symbol, timeframe):
if not stored_data:
return html.Div("Statistics will be available once chart data is loaded.")
try:
df = pd.read_json(io.StringIO(stored_data), orient='split')
if df.empty:
return html.Div("Not enough data to calculate statistics.")
return get_market_statistics(df, symbol, timeframe)
except Exception as e:
logger.error(f"Error updating market stats from stored data: {e}", exc_info=True)
return html.Div(f"Error loading statistics: {e}", style={'color': 'red'})
@app.callback(
Output("download-chart-data", "data"),
[Input("export-csv-btn", "n_clicks"),
Input("export-json-btn", "n_clicks")],
[State("chart-data-store", "data"),
State("symbol-dropdown", "value"),
State("timeframe-dropdown", "value")],
prevent_initial_call=True,
)
def export_chart_data(csv_clicks, json_clicks, stored_data, symbol, timeframe):
triggered_id = ctx.triggered_id
if not triggered_id or not stored_data:
return no_update
try:
df = pd.read_json(io.StringIO(stored_data), orient='split')
if df.empty:
return no_update
timestamp = datetime.now().strftime("%Y%m%d_%H%M%S")
filename_base = f"chart_data_{symbol}_{timeframe}_{timestamp}"
if triggered_id == "export-csv-btn":
return dcc.send_data_frame(df.to_csv, f"{filename_base}.csv", index=False)
elif triggered_id == "export-json-btn":
return dict(content=df.to_json(orient='records', date_format='iso'), filename=f"{filename_base}.json")
except Exception as e:
logger.error(f"Error exporting chart data from store: {e}", exc_info=True)
return no_update
# Strategy selection callback - automatically load strategy indicators
@app.callback(
[Output('overlay-indicators-checklist', 'value'),
Output('subplot-indicators-checklist', 'value')],
[Input('strategy-dropdown', 'value')]
)
def update_indicators_from_strategy(selected_strategy):
"""Update indicator selections when a strategy is chosen."""
if not selected_strategy or selected_strategy == 'basic':
return [], []
try:
# Get strategy configuration
all_strategies = get_all_example_strategies()
if selected_strategy in all_strategies:
strategy_example = all_strategies[selected_strategy]
config = strategy_example.config
# Extract overlay and subplot indicators from strategy
overlay_indicators = config.overlay_indicators or []
# Extract subplot indicators from subplot configs
subplot_indicators = []
for subplot_config in config.subplot_configs or []:
subplot_indicators.extend(subplot_config.indicators or [])
logger.debug(f"Chart callback: Loaded strategy {selected_strategy}: {len(overlay_indicators)} overlays, {len(subplot_indicators)} subplots")
return overlay_indicators, subplot_indicators
else:
logger.warning(f"Chart callback: Strategy {selected_strategy} not found")
return [], []
except Exception as e:
logger.error(f"Chart callback: Error loading strategy indicators: {e}")
logger.error(f"Error loading strategy indicators: {e}", exc_info=True)
return [], []
# Enhanced market statistics callback with comprehensive analysis
@app.callback(
Output('market-stats', 'children'),
[Input('symbol-dropdown', 'value'),
Input('timeframe-dropdown', 'value'),
Input('time-range-quick-select', 'value'),
Input('custom-date-range', 'start_date'),
Input('custom-date-range', 'end_date'),
Input('analysis-mode-toggle', 'value'),
Input('interval-component', 'n_intervals')]
)
def update_market_stats(symbol, timeframe, time_range_quick, custom_start_date, custom_end_date, analysis_mode, n_intervals):
"""Update comprehensive market statistics with analysis."""
try:
triggered_id = ctx.triggered_id
logger.debug(f"update_market_stats triggered by: {triggered_id}, analysis_mode: {analysis_mode}")
if analysis_mode == 'locked' and triggered_id == 'interval-component':
logger.info("Stats: Analysis mode is locked and triggered by interval; skipping stats update.")
return no_update
# Calculate time range for analysis
days_back, time_status = calculate_time_range(
time_range_quick, custom_start_date, custom_end_date, analysis_mode, n_intervals
)
# Import analysis classes
from dashboard.components.data_analysis import VolumeAnalyzer, PriceMovementAnalyzer
# Get basic market statistics for the selected time range
basic_stats = get_market_statistics(symbol, timeframe, days_back=days_back)
# Create analyzers for comprehensive analysis
volume_analyzer = VolumeAnalyzer()
price_analyzer = PriceMovementAnalyzer()
# Get analysis for the selected time range
volume_analysis = volume_analyzer.get_volume_statistics(symbol, timeframe, days_back)
price_analysis = price_analyzer.get_price_movement_statistics(symbol, timeframe, days_back)
# Create enhanced statistics layout
return html.Div([
html.H3("📊 Enhanced Market Statistics"),
html.P(
f"{time_status}",
style={'font-weight': 'bold', 'margin-bottom': '15px', 'color': '#4A4A4A', 'text-align': 'center', 'font-size': '1.1em'}
),
# Basic Market Data
html.Div([
html.H4("💹 Current Market Data", style={'color': '#2c3e50', 'margin-bottom': '10px'}),
html.Div([
html.Div([
html.Strong(f"{key}: "),
html.Span(value, style={
'color': '#27ae60' if '+' in str(value) else '#e74c3c' if '-' in str(value) else '#2c3e50',
'font-weight': 'bold'
})
], style={'margin': '5px 0'}) for key, value in basic_stats.items()
])
], style={'border': '1px solid #bdc3c7', 'padding': '15px', 'margin': '10px 0', 'border-radius': '5px', 'background-color': '#f8f9fa'}),
# Volume Analysis Section
create_volume_analysis_section(volume_analysis, days_back),
# Price Movement Analysis Section
create_price_movement_section(price_analysis, days_back),
# Additional Market Insights
html.Div([
html.H4("🔍 Market Insights", style={'color': '#2c3e50', 'margin-bottom': '10px'}),
html.Div([
html.P(f"📈 Analysis Period: {days_back} days | Timeframe: {timeframe}", style={'margin': '5px 0'}),
html.P(f"🎯 Symbol: {symbol}", style={'margin': '5px 0'}),
html.P("💡 Statistics are calculated for the selected time range.", style={'margin': '5px 0', 'font-style': 'italic', 'font-size': '14px'})
])
], style={'border': '1px solid #3498db', 'padding': '15px', 'margin': '10px 0', 'border-radius': '5px', 'background-color': '#ebf3fd'})
])
except Exception as e:
logger.error(f"Chart callback: Error updating enhanced market stats: {e}")
return html.Div([
html.H3("Market Statistics"),
html.P(f"Error loading statistics: {str(e)}", style={'color': '#e74c3c'})
])
def create_volume_analysis_section(volume_stats, days_back=7):
"""Create volume analysis section for market statistics."""
if not volume_stats or volume_stats.get('total_volume', 0) == 0:
return html.Div([
html.H4(f"📊 Volume Analysis ({days_back} days)", style={'color': '#2c3e50', 'margin-bottom': '10px'}),
html.P("No volume data available for analysis", style={'color': '#e74c3c'})
], style={'border': '1px solid #e74c3c', 'padding': '15px', 'margin': '10px 0', 'border-radius': '5px', 'background-color': '#fdeded'})
return html.Div([
html.H4(f"📊 Volume Analysis ({days_back} days)", style={'color': '#2c3e50', 'margin-bottom': '10px'}),
html.Div([
html.Div([
html.Strong("Total Volume: "),
html.Span(f"{volume_stats.get('total_volume', 0):,.2f}", style={'color': '#27ae60'})
], style={'margin': '5px 0'}),
html.Div([
html.Strong("Average Volume: "),
html.Span(f"{volume_stats.get('average_volume', 0):,.2f}", style={'color': '#2c3e50'})
], style={'margin': '5px 0'}),
html.Div([
html.Strong("Volume Trend: "),
html.Span(
volume_stats.get('volume_trend', 'Neutral'),
style={'color': '#27ae60' if volume_stats.get('volume_trend') == 'Increasing' else '#e74c3c' if volume_stats.get('volume_trend') == 'Decreasing' else '#f39c12'}
)
], style={'margin': '5px 0'}),
html.Div([
html.Strong("High Volume Periods: "),
html.Span(f"{volume_stats.get('high_volume_periods', 0)}", style={'color': '#2c3e50'})
], style={'margin': '5px 0'})
])
], style={'border': '1px solid #27ae60', 'padding': '15px', 'margin': '10px 0', 'border-radius': '5px', 'background-color': '#eafaf1'})
def create_price_movement_section(price_stats, days_back=7):
"""Create price movement analysis section for market statistics."""
if not price_stats or price_stats.get('total_returns') is None:
return html.Div([
html.H4(f"📈 Price Movement Analysis ({days_back} days)", style={'color': '#2c3e50', 'margin-bottom': '10px'}),
html.P("No price movement data available for analysis", style={'color': '#e74c3c'})
], style={'border': '1px solid #e74c3c', 'padding': '15px', 'margin': '10px 0', 'border-radius': '5px', 'background-color': '#fdeded'})
return html.Div([
html.H4(f"📈 Price Movement Analysis ({days_back} days)", style={'color': '#2c3e50', 'margin-bottom': '10px'}),
html.Div([
html.Div([
html.Strong("Total Return: "),
html.Span(
f"{price_stats.get('total_returns', 0):+.2f}%",
style={'color': '#27ae60' if price_stats.get('total_returns', 0) >= 0 else '#e74c3c'}
)
], style={'margin': '5px 0'}),
html.Div([
html.Strong("Volatility: "),
html.Span(f"{price_stats.get('volatility', 0):.2f}%", style={'color': '#2c3e50'})
], style={'margin': '5px 0'}),
html.Div([
html.Strong("Bullish Periods: "),
html.Span(f"{price_stats.get('bullish_periods', 0)}", style={'color': '#27ae60'})
], style={'margin': '5px 0'}),
html.Div([
html.Strong("Bearish Periods: "),
html.Span(f"{price_stats.get('bearish_periods', 0)}", style={'color': '#e74c3c'})
], style={'margin': '5px 0'}),
html.Div([
html.Strong("Trend Strength: "),
html.Span(
price_stats.get('trend_strength', 'Neutral'),
style={'color': '#27ae60' if 'Strong' in str(price_stats.get('trend_strength', '')) else '#f39c12'}
)
], style={'margin': '5px 0'})
])
], style={'border': '1px solid #3498db', 'padding': '15px', 'margin': '10px 0', 'border-radius': '5px', 'background-color': '#ebf3fd'})
# Clear date range button callback
@app.callback(
[Output('custom-date-range', 'start_date'),
Output('custom-date-range', 'end_date'),
@ -434,13 +206,8 @@ def create_price_movement_section(price_stats, days_back=7):
prevent_initial_call=True
)
def clear_custom_date_range(n_clicks):
"""Clear the custom date range and reset dropdown to force update."""
if n_clicks and n_clicks > 0:
logger.debug("Clear button clicked: Clearing custom dates and setting dropdown to 7d.")
return None, None, '7d' # Clear dates AND set dropdown to default '7d'
# Should not happen with prevent_initial_call=True and n_clicks > 0 check, but as a fallback:
return ctx.no_update, ctx.no_update, ctx.no_update
return None, None, '7d'
return no_update, no_update, no_update
logger.info("Chart callback: Chart callbacks registered successfully")

View File

@ -181,4 +181,45 @@ def create_time_range_controls():
'padding': '15px',
'background-color': '#f0f8ff',
'margin-bottom': '20px'
})
def create_export_controls():
"""Create the data export control panel."""
return html.Div([
html.H5("💾 Data Export", style={'color': '#2c3e50', 'margin-bottom': '15px'}),
html.Button(
"Export to CSV",
id="export-csv-btn",
className="btn btn-primary",
style={
'background-color': '#28a745',
'color': 'white',
'border': 'none',
'padding': '8px 16px',
'border-radius': '4px',
'cursor': 'pointer',
'margin-right': '10px'
}
),
html.Button(
"Export to JSON",
id="export-json-btn",
className="btn btn-primary",
style={
'background-color': '#17a2b8',
'color': 'white',
'border': 'none',
'padding': '8px 16px',
'border-radius': '4px',
'cursor': 'pointer'
}
),
dcc.Download(id="download-chart-data")
], style={
'border': '1px solid #bdc3c7',
'border-radius': '8px',
'padding': '15px',
'background-color': '#f8f9fa',
'margin-bottom': '20px'
})

View File

@ -26,89 +26,54 @@ class VolumeAnalyzer:
self.db_manager = DatabaseManager()
self.db_manager.initialize()
def get_volume_statistics(self, symbol: str, timeframe: str = "1h", days_back: int = 7) -> Dict[str, Any]:
"""Calculate comprehensive volume statistics."""
def get_volume_statistics(self, df: pd.DataFrame) -> Dict[str, Any]:
"""Calculate comprehensive volume statistics from a DataFrame."""
try:
# Fetch recent market data
end_time = datetime.now(timezone.utc)
start_time = end_time - timedelta(days=days_back)
if df.empty or 'volume' not in df.columns:
return {'error': 'DataFrame is empty or missing volume column'}
# Calculate volume statistics
total_volume = df['volume'].sum()
avg_volume = df['volume'].mean()
volume_std = df['volume'].std()
with self.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:
return {'error': 'No data available'}
df = pd.DataFrame(candles)
# Calculate volume statistics
total_volume = df['volume'].sum()
avg_volume = df['volume'].mean()
volume_std = df['volume'].std()
# Volume trend analysis
recent_volume = df['volume'].tail(10).mean() # Last 10 periods
older_volume = df['volume'].head(10).mean() # First 10 periods
volume_trend = "Increasing" if recent_volume > older_volume else "Decreasing"
# High volume periods (above 2 standard deviations)
high_volume_threshold = avg_volume + (2 * volume_std)
high_volume_periods = len(df[df['volume'] > high_volume_threshold])
# Volume-Price correlation
price_change = df['close'] - df['open']
volume_price_corr = df['volume'].corr(price_change.abs())
# Average trade size (volume per trade)
# Volume trend analysis
recent_volume = df['volume'].tail(10).mean() # Last 10 periods
older_volume = df['volume'].head(10).mean() # First 10 periods
volume_trend = "Increasing" if recent_volume > older_volume else "Decreasing"
# High volume periods (above 2 standard deviations)
high_volume_threshold = avg_volume + (2 * volume_std)
high_volume_periods = len(df[df['volume'] > high_volume_threshold])
# Volume-Price correlation
price_change = df['close'] - df['open']
volume_price_corr = df['volume'].corr(price_change.abs())
# Average trade size (volume per trade)
if 'trades_count' in df.columns:
df['avg_trade_size'] = df['volume'] / df['trades_count'].replace(0, 1)
avg_trade_size = df['avg_trade_size'].mean()
return {
'total_volume': total_volume,
'avg_volume': avg_volume,
'volume_std': volume_std,
'volume_trend': volume_trend,
'high_volume_periods': high_volume_periods,
'volume_price_correlation': volume_price_corr,
'avg_trade_size': avg_trade_size,
'max_volume': df['volume'].max(),
'min_volume': df['volume'].min(),
'volume_percentiles': {
'25th': df['volume'].quantile(0.25),
'50th': df['volume'].quantile(0.50),
'75th': df['volume'].quantile(0.75),
'95th': df['volume'].quantile(0.95)
}
else:
avg_trade_size = None # Not available
return {
'total_volume': total_volume,
'avg_volume': avg_volume,
'volume_std': volume_std,
'volume_trend': volume_trend,
'high_volume_periods': high_volume_periods,
'volume_price_correlation': volume_price_corr,
'avg_trade_size': avg_trade_size,
'max_volume': df['volume'].max(),
'min_volume': df['volume'].min(),
'volume_percentiles': {
'25th': df['volume'].quantile(0.25),
'50th': df['volume'].quantile(0.50),
'75th': df['volume'].quantile(0.75),
'95th': df['volume'].quantile(0.95)
}
}
except Exception as e:
logger.error(f"Volume analysis error: {e}")
@ -122,120 +87,83 @@ class PriceMovementAnalyzer:
self.db_manager = DatabaseManager()
self.db_manager.initialize()
def get_price_movement_statistics(self, symbol: str, timeframe: str = "1h", days_back: int = 7) -> Dict[str, Any]:
"""Calculate comprehensive price movement statistics."""
def get_price_movement_statistics(self, df: pd.DataFrame) -> Dict[str, Any]:
"""Calculate comprehensive price movement statistics from a DataFrame."""
try:
# Fetch recent market data
end_time = datetime.now(timezone.utc)
start_time = end_time - timedelta(days=days_back)
if df.empty or not all(col in df.columns for col in ['open', 'high', 'low', 'close']):
return {'error': 'DataFrame is empty or missing required price columns'}
# Basic price statistics
current_price = df['close'].iloc[-1]
period_start_price = df['open'].iloc[0]
period_return = ((current_price - period_start_price) / period_start_price) * 100
with self.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:
return {'error': 'No data available'}
df = pd.DataFrame(candles)
# Basic price statistics
current_price = df['close'].iloc[-1]
period_start_price = df['open'].iloc[0]
period_return = ((current_price - period_start_price) / period_start_price) * 100
# Daily returns (percentage changes)
df['returns'] = df['close'].pct_change() * 100
df['returns'] = df['returns'].fillna(0)
# Volatility metrics
volatility = df['returns'].std()
avg_return = df['returns'].mean()
# Price range analysis
df['range'] = df['high'] - df['low']
df['range_pct'] = (df['range'] / df['open']) * 100
avg_range_pct = df['range_pct'].mean()
# Directional analysis
bullish_periods = len(df[df['close'] > df['open']])
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])
}
# Daily returns (percentage changes)
df['returns'] = df['close'].pct_change() * 100
df['returns'] = df['returns'].fillna(0)
# Volatility metrics
volatility = df['returns'].std()
avg_return = df['returns'].mean()
# Price range analysis
df['range'] = df['high'] - df['low']
df['range_pct'] = (df['range'] / df['open']) * 100
avg_range_pct = df['range_pct'].mean()
# Directional analysis
bullish_periods = len(df[df['close'] > df['open']])
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}")
@ -718,4 +646,39 @@ def create_price_stats_display(stats: Dict[str, Any]) -> html.Div:
])
], p="md", shadow="sm")
], cols=3, spacing="md", style={'margin-top': '20px'})
], cols=3, spacing="md", style={'margin-top': '20px'})
def get_market_statistics(df: pd.DataFrame, symbol: str, timeframe: str) -> html.Div:
"""
Generate a comprehensive market statistics component from a DataFrame.
"""
try:
volume_analyzer = VolumeAnalyzer()
price_analyzer = PriceMovementAnalyzer()
volume_stats = volume_analyzer.get_volume_statistics(df)
price_stats = price_analyzer.get_price_movement_statistics(df)
if 'error' in volume_stats or 'error' in price_stats:
error_msg = volume_stats.get('error') or price_stats.get('error')
return html.Div(f"Error generating statistics: {error_msg}", style={'color': 'red'})
# Time range for display
start_date = df['timestamp'].min().strftime('%Y-%m-%d %H:%M')
end_date = df['timestamp'].max().strftime('%Y-%m-%d %H:%M')
days_back = (df['timestamp'].max() - df['timestamp'].min()).days
time_status = f"📅 Analysis Range: {start_date} to {end_date} (~{days_back} days)"
return html.Div([
html.H3("📊 Enhanced Market Statistics"),
html.P(
time_status,
style={'font-weight': 'bold', 'margin-bottom': '15px', 'color': '#4A4A4A', 'text-align': 'center', 'font-size': '1.1em'}
),
create_price_stats_display(price_stats),
create_volume_stats_display(volume_stats)
])
except Exception as e:
logger.error(f"Error in get_market_statistics: {e}", exc_info=True)
return html.Div(f"Error generating statistics display: {e}", style={'color': 'red'})

View File

@ -10,7 +10,8 @@ from components.charts.indicator_manager import get_indicator_manager
from components.charts.indicator_defaults import ensure_default_indicators
from dashboard.components.chart_controls import (
create_chart_config_panel,
create_time_range_controls
create_time_range_controls,
create_export_controls
)
logger = get_logger("default_logger")
@ -80,6 +81,7 @@ def get_market_data_layout():
# Create components using the new modular functions
chart_config_panel = create_chart_config_panel(strategy_options, overlay_options, subplot_options)
time_range_controls = create_time_range_controls()
export_controls = create_export_controls()
return html.Div([
# Title and basic controls
@ -115,9 +117,15 @@ def get_market_data_layout():
# Time Range Controls (positioned under indicators, next to chart)
time_range_controls,
# Export Controls
export_controls,
# Chart
dcc.Graph(id='price-chart'),
# Hidden store for chart data
dcc.Store(id='chart-data-store'),
# Enhanced Market statistics with integrated data analysis
html.Div(id='market-stats', style={'margin-top': '20px'})
])

View File

@ -415,6 +415,67 @@ class TechnicalIndicators:
return results
def calculate(self, indicator_type: str, candles: Union[pd.DataFrame, List[OHLCVCandle]], **kwargs) -> Optional[Dict[str, Any]]:
"""
Generic method to calculate any supported indicator by type.
Args:
indicator_type: The type of indicator to calculate (e.g., 'sma', 'ema').
candles: The input data, either a DataFrame or a list of OHLCVCandle objects.
**kwargs: Keyword arguments for the specific indicator function.
Returns:
A dictionary containing the indicator results, or None if the type is unknown.
"""
# If input is a DataFrame, convert it to list of OHLCVCandle objects.
# This is a temporary adaptation to the existing methods.
# Future optimization should standardize on DataFrames.
if isinstance(candles, pd.DataFrame):
from .data_types import OHLCVCandle
# Ensure required columns are present
required_cols = {'open', 'high', 'low', 'close', 'volume'}
if not required_cols.issubset(candles.columns):
if self.logger:
self.logger.error("Indicators: DataFrame missing required columns for OHLCVCandle conversion.")
return None
symbol = kwargs.get('symbol', 'UNKNOWN')
timeframe = kwargs.get('timeframe', 'UNKNOWN')
candles_list = [
OHLCVCandle(
symbol=symbol,
timeframe=timeframe,
start_time=row['timestamp'],
end_time=row['timestamp'],
open=Decimal(str(row['open'])),
high=Decimal(str(row['high'])),
low=Decimal(str(row['low'])),
close=Decimal(str(row['close'])),
volume=Decimal(str(row['volume'])),
trade_count=int(row.get('trade_count', 0))
) for _, row in candles.iterrows()
]
candles = candles_list
indicator_method = getattr(self, indicator_type, None)
if indicator_method and callable(indicator_method):
# We need to construct a proper IndicatorResult object here
# For now, let's adapt to what the methods return
raw_result = indicator_method(candles, **kwargs)
# The methods return List[IndicatorResult], let's package that
if raw_result:
return {
"data": raw_result
}
return None
if self.logger:
self.logger.warning(f"TechnicalIndicators: Unknown indicator type '{indicator_type}'")
return None
def create_default_indicators_config() -> Dict[str, Dict[str, Any]]:
"""

View File

@ -86,8 +86,8 @@
- [x] 3.5 Create market data monitoring dashboard (real-time data feed status)
- [x] 3.6 Build simple data analysis tools (volume analysis, price movement statistics)
- [x] 3.7 Add the chart time range selector and trigger for realtime data or historical data (when i analyze specified time range i do not want it to reset with realtime data triggers and callbacks)
- [ ] 3.8 Setup real-time dashboard updates using Redis callbacks
- [ ] 3.9 Add data export functionality for analysis (CSV/JSON export)
- [-] 3.8 Setup real-time dashboard updates using Redis callbacks (DEFERRED: Redis is not used for real-time dashboard updates now)
- [x] 3.9 Add data export functionality for analysis (CSV/JSON export)
- [ ] 3.10 Unit test basic dashboard components and data visualization
- [ ] 4.0 Strategy Engine and Bot Management Framework