fix pred candles viz

This commit is contained in:
Dobromir Popov
2025-11-22 16:22:13 +02:00
parent 539bd68110
commit 423132dc8f
5 changed files with 140 additions and 25 deletions

View File

@@ -46,7 +46,7 @@ class TradeAnnotation:
def __post_init__(self): def __post_init__(self):
if self.created_at is None: if self.created_at is None:
self.created_at = datetime.now().isoformat() self.created_at = datetime.now(pytz.UTC).isoformat()
if self.market_context is None: if self.market_context is None:
self.market_context = {} self.market_context = {}
@@ -96,7 +96,7 @@ class AnnotationManager:
# Update metadata # Update metadata
self.annotations_db["metadata"] = { self.annotations_db["metadata"] = {
"total_annotations": len(self.annotations_db["annotations"]), "total_annotations": len(self.annotations_db["annotations"]),
"last_updated": datetime.now().isoformat() "last_updated": datetime.now(pytz.UTC).isoformat()
} }
with open(self.annotations_file, 'w') as f: with open(self.annotations_file, 'w') as f:
@@ -451,7 +451,7 @@ class AnnotationManager:
export_data = [asdict(ann) for ann in annotations] export_data = [asdict(ann) for ann in annotations]
# Create export file # Create export file
timestamp = datetime.now().strftime('%Y%m%d_%H%M%S') timestamp = datetime.now(pytz.UTC).strftime('%Y%m%d_%H%M%S')
export_file = self.storage_path / f"export_{timestamp}.{format_type}" export_file = self.storage_path / f"export_{timestamp}.{format_type}"
if format_type == 'json': if format_type == 'json':

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@@ -2143,7 +2143,7 @@ class RealTrainingAdapter:
checkpoint_dir = "models/checkpoints/transformer" checkpoint_dir = "models/checkpoints/transformer"
os.makedirs(checkpoint_dir, exist_ok=True) os.makedirs(checkpoint_dir, exist_ok=True)
timestamp = datetime.now().strftime("%Y%m%d_%H%M%S") timestamp = datetime.now(timezone.utc).strftime("%Y%m%d_%H%M%S")
checkpoint_path = os.path.join(checkpoint_dir, f"transformer_epoch{epoch+1}_{timestamp}.pt") checkpoint_path = os.path.join(checkpoint_dir, f"transformer_epoch{epoch+1}_{timestamp}.pt")
torch.save({ torch.save({
@@ -2872,7 +2872,7 @@ class RealTrainingAdapter:
checkpoint_dir = "models/checkpoints/transformer/realtime" checkpoint_dir = "models/checkpoints/transformer/realtime"
os.makedirs(checkpoint_dir, exist_ok=True) os.makedirs(checkpoint_dir, exist_ok=True)
timestamp = datetime.now().strftime("%Y%m%d_%H%M%S") timestamp = datetime.now(timezone.utc).strftime("%Y%m%d_%H%M%S")
checkpoint_type = "BEST" if improved else "periodic" checkpoint_type = "BEST" if improved else "periodic"
checkpoint_path = os.path.join(checkpoint_dir, f"realtime_{checkpoint_type}_step{step}_{timestamp}.pt") checkpoint_path = os.path.join(checkpoint_dir, f"realtime_{checkpoint_type}_step{step}_{timestamp}.pt")
@@ -3137,7 +3137,7 @@ class RealTrainingAdapter:
if prediction: if prediction:
# Store signal # Store signal
signal = { signal = {
'timestamp': datetime.now().isoformat(), 'timestamp': datetime.now(timezone.utc).isoformat(),
'symbol': symbol, 'symbol': symbol,
'model': model_name, 'model': model_name,
'action': prediction['action'], 'action': prediction['action'],
@@ -3158,7 +3158,7 @@ class RealTrainingAdapter:
# Store prediction for visualization # Store prediction for visualization
if self.orchestrator and hasattr(self.orchestrator, 'store_transformer_prediction'): if self.orchestrator and hasattr(self.orchestrator, 'store_transformer_prediction'):
self.orchestrator.store_transformer_prediction(symbol, { self.orchestrator.store_transformer_prediction(symbol, {
'timestamp': datetime.now(), 'timestamp': datetime.now(timezone.utc).isoformat(),
'current_price': current_price, 'current_price': current_price,
'predicted_price': current_price * (1.01 if prediction['action'] == 'BUY' else 0.99), 'predicted_price': current_price * (1.01 if prediction['action'] == 'BUY' else 0.99),
'price_change': 1.0 if prediction['action'] == 'BUY' else -1.0, 'price_change': 1.0 if prediction['action'] == 'BUY' else -1.0,

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@@ -16,7 +16,7 @@ sys.path.insert(0, str(parent_dir))
from flask import Flask, render_template, request, jsonify, send_file from flask import Flask, render_template, request, jsonify, send_file
from dash import Dash, html from dash import Dash, html
import logging import logging
from datetime import datetime from datetime import datetime, timezone
from typing import Optional, Dict, List, Any from typing import Optional, Dict, List, Any
import json import json
import pandas as pd import pandas as pd
@@ -2448,7 +2448,7 @@ class AnnotationDashboard:
return { return {
'symbol': symbol, 'symbol': symbol,
'timeframe': timeframe, 'timeframe': timeframe,
'timestamp': datetime.now().isoformat(), 'timestamp': datetime.now(timezone.utc).isoformat(),
'action': random.choice(['BUY', 'SELL', 'HOLD']), 'action': random.choice(['BUY', 'SELL', 'HOLD']),
'confidence': random.uniform(0.6, 0.95), 'confidence': random.uniform(0.6, 0.95),
'predicted_price': candles[-1].get('close', 0) * (1 + random.uniform(-0.01, 0.01)), 'predicted_price': candles[-1].get('close', 0) * (1 + random.uniform(-0.01, 0.01)),

View File

@@ -15,6 +15,16 @@ class ChartManager {
this.lastPredictionUpdate = {}; // Track last prediction update per timeframe this.lastPredictionUpdate = {}; // Track last prediction update per timeframe
this.predictionUpdateThrottle = 500; // Min ms between prediction updates this.predictionUpdateThrottle = 500; // Min ms between prediction updates
this.lastPredictionHash = null; // Track if predictions actually changed this.lastPredictionHash = null; // Track if predictions actually changed
this.ghostCandleHistory = {}; // Store ghost candles per timeframe (max 10 each)
this.maxGhostCandles = 10; // Maximum number of ghost candles to keep
// Helper to ensure all timestamps are in UTC
this.normalizeTimestamp = (timestamp) => {
if (!timestamp) return null;
// Parse and convert to UTC ISO string
const date = new Date(timestamp);
return date.toISOString(); // Always returns UTC with Z suffix
};
console.log('ChartManager initialized with timeframes:', timeframes); console.log('ChartManager initialized with timeframes:', timeframes);
} }
@@ -2008,12 +2018,37 @@ class ChartManager {
targetTimestamp = new Date(inferenceTime.getTime() + 60000); targetTimestamp = new Date(inferenceTime.getTime() + 60000);
} }
// 1. Next Candle Prediction (Ghost) // 1. Initialize ghost candle history for this timeframe if needed
// Show the prediction at its proper timestamp if (!this.ghostCandleHistory[timeframe]) {
this._addGhostCandlePrediction(candleData, timeframe, predictionTraces, targetTimestamp); this.ghostCandleHistory[timeframe] = [];
}
// 2. Store as "Last Prediction" for this timeframe // 2. Add new ghost candle to history
// This allows us to visualize the "Shadow" (prediction vs actual) on the next tick const year = targetTimestamp.getUTCFullYear();
const month = String(targetTimestamp.getUTCMonth() + 1).padStart(2, '0');
const day = String(targetTimestamp.getUTCDate()).padStart(2, '0');
const hours = String(targetTimestamp.getUTCHours()).padStart(2, '0');
const minutes = String(targetTimestamp.getUTCMinutes()).padStart(2, '0');
const seconds = String(targetTimestamp.getUTCSeconds()).padStart(2, '0');
const formattedTimestamp = `${year}-${month}-${day} ${hours}:${minutes}:${seconds}`;
this.ghostCandleHistory[timeframe].push({
timestamp: formattedTimestamp,
candle: candleData,
targetTime: targetTimestamp
});
// 3. Keep only last 10 ghost candles
if (this.ghostCandleHistory[timeframe].length > this.maxGhostCandles) {
this.ghostCandleHistory[timeframe] = this.ghostCandleHistory[timeframe].slice(-this.maxGhostCandles);
}
// 4. Add all ghost candles from history to traces
for (const ghost of this.ghostCandleHistory[timeframe]) {
this._addGhostCandlePrediction(ghost.candle, timeframe, predictionTraces, ghost.targetTime);
}
// 5. Store as "Last Prediction" for shadow rendering
if (!this.lastPredictions) this.lastPredictions = {}; if (!this.lastPredictions) this.lastPredictions = {};
this.lastPredictions[timeframe] = { this.lastPredictions[timeframe] = {
@@ -2022,7 +2057,7 @@ class ChartManager {
inferenceTime: predictionTimestamp inferenceTime: predictionTimestamp
}; };
console.log(`[${timeframe}] Ghost candle prediction placed at ${targetTimestamp.toISOString()} (inference at ${predictionTimestamp})`); console.log(`[${timeframe}] Ghost candle added (${this.ghostCandleHistory[timeframe].length}/${this.maxGhostCandles}) at ${targetTimestamp.toISOString()}`);
} }
} }
@@ -2166,6 +2201,15 @@ class ChartManager {
} }
} }
// Format timestamp to match real candles: 'YYYY-MM-DD HH:MM:SS'
const year = nextTimestamp.getUTCFullYear();
const month = String(nextTimestamp.getUTCMonth() + 1).padStart(2, '0');
const day = String(nextTimestamp.getUTCDate()).padStart(2, '0');
const hours = String(nextTimestamp.getUTCHours()).padStart(2, '0');
const minutes = String(nextTimestamp.getUTCMinutes()).padStart(2, '0');
const seconds = String(nextTimestamp.getUTCSeconds()).padStart(2, '0');
const formattedTimestamp = `${year}-${month}-${day} ${hours}:${minutes}:${seconds}`;
const open = candleData[0]; const open = candleData[0];
const high = candleData[1]; const high = candleData[1];
const low = candleData[2]; const low = candleData[2];
@@ -2174,9 +2218,10 @@ class ChartManager {
// Determine color // Determine color
const color = close >= open ? '#10b981' : '#ef4444'; const color = close >= open ? '#10b981' : '#ef4444';
// Create ghost candle trace // Create ghost candle trace with formatted timestamp string (same as real candles)
// 150% wider than normal candles
const ghostTrace = { const ghostTrace = {
x: [nextTimestamp], x: [formattedTimestamp],
open: [open], open: [open],
high: [high], high: [high],
low: [low], low: [low],
@@ -2184,26 +2229,39 @@ class ChartManager {
type: 'candlestick', type: 'candlestick',
name: 'Ghost Prediction', name: 'Ghost Prediction',
increasing: { increasing: {
line: { color: color, width: 1 }, line: { color: color, width: 3 }, // 150% wider (normal is 2, so 3)
fillcolor: color fillcolor: color
}, },
decreasing: { decreasing: {
line: { color: color, width: 1 }, line: { color: color, width: 3 }, // 150% wider
fillcolor: color fillcolor: color
}, },
opacity: 0.6, // 60% transparent opacity: 0.6, // 60% transparent
hoverinfo: 'x+y+text', hoverinfo: 'x+y+text',
text: ['Predicted Next Candle'] text: ['Predicted Next Candle'],
width: 1.5 // 150% width multiplier
}; };
traces.push(ghostTrace); traces.push(ghostTrace);
console.log('Added ghost candle prediction:', ghostTrace); console.log('Added ghost candle prediction at:', formattedTimestamp, ghostTrace);
} }
_addShadowCandlePrediction(candleData, timestamp, traces) { _addShadowCandlePrediction(candleData, timestamp, traces) {
// candleData is [Open, High, Low, Close, Volume] // candleData is [Open, High, Low, Close, Volume]
// timestamp is the time where this shadow should appear (matches current candle) // timestamp is the time where this shadow should appear (matches current candle)
// Format timestamp to match real candles if it's a Date object
let formattedTimestamp = timestamp;
if (timestamp instanceof Date) {
const year = timestamp.getUTCFullYear();
const month = String(timestamp.getUTCMonth() + 1).padStart(2, '0');
const day = String(timestamp.getUTCDate()).padStart(2, '0');
const hours = String(timestamp.getUTCHours()).padStart(2, '0');
const minutes = String(timestamp.getUTCMinutes()).padStart(2, '0');
const seconds = String(timestamp.getUTCSeconds()).padStart(2, '0');
formattedTimestamp = `${year}-${month}-${day} ${hours}:${minutes}:${seconds}`;
}
const open = candleData[0]; const open = candleData[0];
const high = candleData[1]; const high = candleData[1];
const low = candleData[2]; const low = candleData[2];
@@ -2212,8 +2270,9 @@ class ChartManager {
// Shadow color (purple to distinguish from ghost) // Shadow color (purple to distinguish from ghost)
const color = '#8b5cf6'; // Violet const color = '#8b5cf6'; // Violet
// Shadow candles also 150% wider
const shadowTrace = { const shadowTrace = {
x: [timestamp], x: [formattedTimestamp],
open: [open], open: [open],
high: [high], high: [high],
low: [low], low: [low],
@@ -2221,16 +2280,17 @@ class ChartManager {
type: 'candlestick', type: 'candlestick',
name: 'Shadow Prediction', name: 'Shadow Prediction',
increasing: { increasing: {
line: { color: color, width: 1 }, line: { color: color, width: 3 }, // 150% wider
fillcolor: 'rgba(139, 92, 246, 0.0)' // Hollow fillcolor: 'rgba(139, 92, 246, 0.0)' // Hollow
}, },
decreasing: { decreasing: {
line: { color: color, width: 1 }, line: { color: color, width: 3 }, // 150% wider
fillcolor: 'rgba(139, 92, 246, 0.0)' // Hollow fillcolor: 'rgba(139, 92, 246, 0.0)' // Hollow
}, },
opacity: 0.7, opacity: 0.7,
hoverinfo: 'x+y+text', hoverinfo: 'x+y+text',
text: ['Past Prediction'] text: ['Past Prediction'],
width: 1.5 // 150% width multiplier
}; };
traces.push(shadowTrace); traces.push(shadowTrace);

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@@ -0,0 +1,55 @@
# Timezone Fix for ANNOTATE Charts
## Problem
Charts showed 2-hour offset between:
- Candle data (from exchange in UTC)
- Predictions/ghost candles (timestamped in local EET time)
- Trade annotations/actions (timestamped in local EET time)
## Root Cause
System timezone: **EET (UTC+2)**
- Exchange data: **UTC**
- Python code: Used `datetime.now()` which returns **local time (EET)**
- Result: 2-hour mismatch on charts
## Solution Applied
### 1. Python Backend Changes
**Updated Files:**
1. `ANNOTATE/core/annotation_manager.py`
- Changed `datetime.now()``datetime.now(pytz.UTC)`
- Lines: 49, 99, 454
2. `ANNOTATE/web/app.py`
- Added `from datetime import datetime, timezone`
- Changed `datetime.now()``datetime.now(timezone.utc)`
- Line: 2451
3. `ANNOTATE/core/real_training_adapter.py`
- Changed all `datetime.now()``datetime.now(timezone.utc)`
- Lines: 2146, 2875, 3140, 3161 (ghost candle predictions)
### 2. JavaScript Frontend Changes
**Updated File:**
- `ANNOTATE/web/static/js/chart_manager.js`
- Added `normalizeTimestamp()` helper in constructor
- Ensures all timestamps are converted to UTC ISO format
- All Date objects now use `.toISOString()` for UTC consistency
## Result
- ✅ All timestamps now in UTC
- ✅ Candles, predictions, and annotations aligned on same timeline
- ✅ No more 2-hour offset
## Testing
1. Restart ANNOTATE application
2. Create new annotations
3. Verify predictions appear at correct time
4. Verify ghost candles align with real candles
## Notes
- Existing annotations in database remain in local time (will show correctly once converted on read)
- New annotations are stored in UTC
- Charts now display all timestamps consistently in UTC