popov/gogo2
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

more cobfixes

Browse Source
This commit is contained in:
Dobromir Popov
2025-08-08 19:15:16 +03:00
parent be1753c96a
commit 71ba37ccc2
4 changed files with 101 additions and 13 deletions
Download Patch File Download Diff File Expand all files Collapse all files

23
utils/audit_plotter.py
View File

@ -341,10 +341,31 @@ def save_inference_audit_image(base_data, model_name: str, symbol: str, out_root
ax6 = fig.add_subplot(gs[1, 2])
_plot_data_summary(ax6, base_data, symbol)
# COB data (bottom, spanning all columns)
# COB data (bottom, spanning all columns) with optional heatmap overlay above it
ax7 = fig.add_subplot(gs[2, :])
_plot_cob_data(ax7, prices, bid_v, ask_v, imb, current_price, symbol)
# Optional: append a small heatmap figure to the side if available
try:
heat_times = getattr(base_data, 'cob_heatmap_times', [])
heat_prices = getattr(base_data, 'cob_heatmap_prices', [])
heat_vals = getattr(base_data, 'cob_heatmap_values', [])
if heat_times and heat_prices and heat_vals:
import numpy as np
# Create an inset axes on ax7 for compact heatmap
from mpl_toolkits.axes_grid1.inset_locator import inset_axes
inset_ax = inset_axes(ax7, width="25%", height="100%", loc='upper right', borderpad=1)
z = np.array(heat_vals, dtype=float)
if z.size > 0:
col_max = np.maximum(z.max(axis=0), 1e-9)
zn = (z / col_max).T
inset_ax.imshow(zn, aspect='auto', origin='lower', cmap='turbo')
inset_ax.set_title('COB Heatmap', fontsize=8)
inset_ax.set_xticks([])
inset_ax.set_yticks([])
except Exception as _hm_ex:
logger.debug(f"Audit heatmap overlay skipped: {_hm_ex}")
# Add overall title with model and timestamp info
fig.suptitle(f"{model_name} - {safe_symbol} - {datetime.utcnow().strftime('%H:%M:%S')}",
fontsize=14, fontweight='bold')