c4ec3fac9f
- Suppressed SQLAlchemy logging in `app.py` and `main.py` to reduce console verbosity. - Introduced a new modular chart system in `components/charts/` with a `ChartBuilder` class for flexible chart creation. - Added utility functions for data processing and validation in `components/charts/utils.py`. - Implemented indicator definitions and configurations in `components/charts/config/indicator_defs.py`. - Created a comprehensive documentation structure for the new chart system, ensuring clarity and maintainability. - Added unit tests for the `ChartBuilder` class to verify functionality and robustness. - Updated existing components to integrate with the new chart system, enhancing overall architecture and user experience.
266 lines
8.8 KiB
Python
266 lines
8.8 KiB
Python
"""
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Indicator Definitions and Configuration
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This module defines indicator configurations and provides integration
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with the existing data/common/indicators.py technical indicators module.
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"""
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from typing import Dict, List, Any, Optional, Union
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from dataclasses import dataclass
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from datetime import datetime, timezone
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from decimal import Decimal
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from data.common.indicators import TechnicalIndicators, IndicatorResult, create_default_indicators_config, validate_indicator_config
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from data.common.data_types import OHLCVCandle
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from utils.logger import get_logger
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# Initialize logger
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logger = get_logger("indicator_defs")
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@dataclass
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class ChartIndicatorConfig:
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"""
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Configuration for chart indicators with display properties.
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Extends the base indicator config with chart-specific properties
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like colors, line styles, and subplot placement.
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"""
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name: str
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indicator_type: str
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parameters: Dict[str, Any]
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display_type: str # 'overlay', 'subplot'
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color: str
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line_style: str = 'solid' # 'solid', 'dash', 'dot'
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line_width: int = 2
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opacity: float = 1.0
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visible: bool = True
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subplot_height_ratio: float = 0.3 # For subplot indicators
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def to_indicator_config(self) -> Dict[str, Any]:
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"""Convert to format expected by TechnicalIndicators."""
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config = {'type': self.indicator_type}
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config.update(self.parameters)
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return config
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# Built-in indicator definitions with chart display properties
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INDICATOR_DEFINITIONS = {
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'sma_20': ChartIndicatorConfig(
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name='SMA (20)',
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indicator_type='sma',
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parameters={'period': 20, 'price_column': 'close'},
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display_type='overlay',
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color='#007bff',
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line_width=2
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),
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'sma_50': ChartIndicatorConfig(
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name='SMA (50)',
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indicator_type='sma',
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parameters={'period': 50, 'price_column': 'close'},
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display_type='overlay',
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color='#28a745',
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line_width=2
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),
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'ema_12': ChartIndicatorConfig(
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name='EMA (12)',
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indicator_type='ema',
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parameters={'period': 12, 'price_column': 'close'},
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display_type='overlay',
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color='#ff6b35',
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line_width=2
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),
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'ema_26': ChartIndicatorConfig(
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name='EMA (26)',
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indicator_type='ema',
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parameters={'period': 26, 'price_column': 'close'},
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display_type='overlay',
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color='#dc3545',
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line_width=2
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),
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'rsi_14': ChartIndicatorConfig(
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name='RSI (14)',
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indicator_type='rsi',
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parameters={'period': 14, 'price_column': 'close'},
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display_type='subplot',
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color='#20c997',
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line_width=2,
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subplot_height_ratio=0.25
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),
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'macd_default': ChartIndicatorConfig(
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name='MACD',
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indicator_type='macd',
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parameters={'fast_period': 12, 'slow_period': 26, 'signal_period': 9, 'price_column': 'close'},
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display_type='subplot',
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color='#fd7e14',
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line_width=2,
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subplot_height_ratio=0.3
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),
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'bollinger_bands': ChartIndicatorConfig(
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name='Bollinger Bands',
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indicator_type='bollinger_bands',
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parameters={'period': 20, 'std_dev': 2.0, 'price_column': 'close'},
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display_type='overlay',
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color='#6f42c1',
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line_width=1,
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opacity=0.7
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)
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}
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def convert_database_candles_to_ohlcv(candles: List[Dict[str, Any]]) -> List[OHLCVCandle]:
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"""
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Convert database candle dictionaries to OHLCVCandle objects.
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Args:
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candles: List of candle dictionaries from database operations
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Returns:
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List of OHLCVCandle objects for technical indicators
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"""
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ohlcv_candles = []
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for candle in candles:
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try:
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# Handle timestamp conversion
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timestamp = candle['timestamp']
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if isinstance(timestamp, str):
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timestamp = datetime.fromisoformat(timestamp.replace('Z', '+00:00'))
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elif timestamp.tzinfo is None:
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timestamp = timestamp.replace(tzinfo=timezone.utc)
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# For database candles, start_time and end_time are the same
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# as we store right-aligned timestamps
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ohlcv_candle = OHLCVCandle(
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symbol=candle['symbol'],
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timeframe=candle['timeframe'],
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start_time=timestamp,
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end_time=timestamp,
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open=Decimal(str(candle['open'])),
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high=Decimal(str(candle['high'])),
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low=Decimal(str(candle['low'])),
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close=Decimal(str(candle['close'])),
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volume=Decimal(str(candle.get('volume', 0))),
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trade_count=candle.get('trades_count', 0),
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exchange=candle.get('exchange', 'okx'),
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is_complete=True
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)
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ohlcv_candles.append(ohlcv_candle)
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except Exception as e:
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logger.error(f"Error converting candle to OHLCV: {e}")
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continue
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logger.debug(f"Converted {len(ohlcv_candles)} database candles to OHLCV format")
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return ohlcv_candles
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def calculate_indicators(candles: List[Dict[str, Any]],
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indicator_configs: List[str],
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custom_configs: Optional[Dict[str, ChartIndicatorConfig]] = None) -> Dict[str, List[IndicatorResult]]:
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"""
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Calculate technical indicators for chart display.
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Args:
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candles: List of candle dictionaries from database
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indicator_configs: List of indicator names to calculate
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custom_configs: Optional custom indicator configurations
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Returns:
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Dictionary mapping indicator names to their calculation results
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"""
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if not candles:
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logger.warning("No candles provided for indicator calculation")
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return {}
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# Convert to OHLCV format
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ohlcv_candles = convert_database_candles_to_ohlcv(candles)
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if not ohlcv_candles:
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logger.error("Failed to convert candles to OHLCV format")
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return {}
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# Initialize technical indicators calculator
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indicators_calc = TechnicalIndicators(logger)
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# Prepare configurations
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configs_to_calculate = {}
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all_configs = {**INDICATOR_DEFINITIONS}
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if custom_configs:
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all_configs.update(custom_configs)
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for indicator_name in indicator_configs:
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if indicator_name in all_configs:
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chart_config = all_configs[indicator_name]
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configs_to_calculate[indicator_name] = chart_config.to_indicator_config()
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else:
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logger.warning(f"Unknown indicator configuration: {indicator_name}")
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if not configs_to_calculate:
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logger.warning("No valid indicator configurations found")
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return {}
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# Calculate indicators
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try:
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results = indicators_calc.calculate_multiple_indicators(ohlcv_candles, configs_to_calculate)
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logger.debug(f"Calculated {len(results)} indicators successfully")
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return results
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except Exception as e:
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logger.error(f"Error calculating indicators: {e}")
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return {}
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def get_indicator_display_config(indicator_name: str) -> Optional[ChartIndicatorConfig]:
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"""
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Get display configuration for an indicator.
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Args:
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indicator_name: Name of the indicator
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Returns:
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Chart indicator configuration or None if not found
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"""
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return INDICATOR_DEFINITIONS.get(indicator_name)
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def get_available_indicators() -> Dict[str, str]:
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"""
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Get list of available indicators with descriptions.
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Returns:
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Dictionary mapping indicator names to descriptions
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"""
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return {name: config.name for name, config in INDICATOR_DEFINITIONS.items()}
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def get_overlay_indicators() -> List[str]:
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"""Get list of indicators that display as overlays on the price chart."""
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return [name for name, config in INDICATOR_DEFINITIONS.items()
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if config.display_type == 'overlay']
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def get_subplot_indicators() -> List[str]:
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"""Get list of indicators that display in separate subplots."""
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return [name for name, config in INDICATOR_DEFINITIONS.items()
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if config.display_type == 'subplot']
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def get_default_indicator_params(indicator_type: str) -> Dict[str, Any]:
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"""
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Get default parameters for an indicator type.
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Args:
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indicator_type: Type of indicator ('sma', 'ema', 'rsi', etc.)
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Returns:
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Dictionary of default parameters
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"""
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defaults = {
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'sma': {'period': 20, 'price_column': 'close'},
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'ema': {'period': 20, 'price_column': 'close'},
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'rsi': {'period': 14, 'price_column': 'close'},
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'macd': {'fast_period': 12, 'slow_period': 26, 'signal_period': 9, 'price_column': 'close'},
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'bollinger_bands': {'period': 20, 'std_dev': 2.0, 'price_column': 'close'}
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}
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return defaults.get(indicator_type, {}) |