fix pivots - WORKING PIVOTS!
This commit is contained in:
@@ -18,6 +18,7 @@ from dash import Dash, html
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import logging
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import logging
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from datetime import datetime
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from datetime import datetime
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import json
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import json
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import pandas as pd
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# Import core components from main system
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# Import core components from main system
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try:
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try:
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@@ -197,6 +198,70 @@ class AnnotationDashboard:
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storage_thread = threading.Thread(target=enable_storage, daemon=True)
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storage_thread = threading.Thread(target=enable_storage, daemon=True)
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storage_thread.start()
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storage_thread.start()
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def _get_pivot_markers_for_timeframe(self, symbol: str, timeframe: str, df: pd.DataFrame) -> dict:
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"""
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Get pivot markers for a specific timeframe
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Returns dict with indices mapping to pivot info for that candle
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"""
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try:
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if not self.data_provider:
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return {}
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# Get Williams pivot levels for this timeframe
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pivot_levels = self.data_provider.get_williams_pivot_levels(
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symbol=symbol,
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base_timeframe=timeframe,
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limit=len(df)
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)
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if not pivot_levels:
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return {}
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# Build a map of timestamp -> pivot info
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pivot_map = {}
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# For each level (1-5), find the last high and last low pivot
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for level_num, trend_level in pivot_levels.items():
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if not hasattr(trend_level, 'pivot_points') or not trend_level.pivot_points:
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continue
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# Find last high and last low for this level
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last_high = None
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last_low = None
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for pivot in trend_level.pivot_points:
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if pivot.pivot_type == 'high':
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last_high = pivot
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elif pivot.pivot_type == 'low':
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last_low = pivot
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# Add to pivot map
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if last_high:
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ts_str = last_high.timestamp.strftime('%Y-%m-%d %H:%M:%S')
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if ts_str not in pivot_map:
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pivot_map[ts_str] = {'highs': [], 'lows': []}
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pivot_map[ts_str]['highs'].append({
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'level': level_num,
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'price': last_high.price,
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'strength': last_high.strength
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})
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if last_low:
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ts_str = last_low.timestamp.strftime('%Y-%m-%d %H:%M:%S')
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if ts_str not in pivot_map:
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pivot_map[ts_str] = {'highs': [], 'lows': []}
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pivot_map[ts_str]['lows'].append({
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'level': level_num,
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'price': last_low.price,
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'strength': last_low.strength
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})
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return pivot_map
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except Exception as e:
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logger.error(f"Error getting pivot markers for {timeframe}: {e}")
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return {}
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def _setup_routes(self):
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def _setup_routes(self):
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"""Setup Flask routes"""
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"""Setup Flask routes"""
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@@ -333,6 +398,9 @@ class AnnotationDashboard:
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)
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)
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if df is not None and not df.empty:
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if df is not None and not df.empty:
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# Get pivot points for this timeframe
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pivot_markers = self._get_pivot_markers_for_timeframe(symbol, timeframe, df)
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# Convert to format suitable for Plotly
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# Convert to format suitable for Plotly
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chart_data[timeframe] = {
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chart_data[timeframe] = {
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'timestamps': df.index.strftime('%Y-%m-%d %H:%M:%S').tolist(),
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'timestamps': df.index.strftime('%Y-%m-%d %H:%M:%S').tolist(),
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@@ -340,7 +408,8 @@ class AnnotationDashboard:
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'high': df['high'].tolist(),
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'high': df['high'].tolist(),
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'low': df['low'].tolist(),
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'low': df['low'].tolist(),
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'close': df['close'].tolist(),
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'close': df['close'].tolist(),
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'volume': df['volume'].tolist()
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'volume': df['volume'].tolist(),
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'pivot_markers': pivot_markers # Optional: only present if pivots exist
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}
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}
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# Get pivot bounds for the symbol
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# Get pivot bounds for the symbol
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@@ -569,13 +638,17 @@ class AnnotationDashboard:
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)
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)
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if df is not None and not df.empty:
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if df is not None and not df.empty:
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# Get pivot markers for this timeframe
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pivot_markers = self._get_pivot_markers_for_timeframe(symbol, timeframe, df)
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chart_data[timeframe] = {
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chart_data[timeframe] = {
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'timestamps': df.index.strftime('%Y-%m-%d %H:%M:%S').tolist(),
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'timestamps': df.index.strftime('%Y-%m-%d %H:%M:%S').tolist(),
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'open': df['open'].tolist(),
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'open': df['open'].tolist(),
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'high': df['high'].tolist(),
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'high': df['high'].tolist(),
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'low': df['low'].tolist(),
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'low': df['low'].tolist(),
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'close': df['close'].tolist(),
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'close': df['close'].tolist(),
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'volume': df['volume'].tolist()
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'volume': df['volume'].tolist(),
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'pivot_markers': pivot_markers # Optional: only present if pivots exist
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}
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}
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logger.info(f"Refreshed {timeframe}: {len(df)} candles")
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logger.info(f"Refreshed {timeframe}: {len(df)} candles")
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else:
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else:
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@@ -20,15 +20,24 @@ class ChartManager {
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console.log('Initializing charts with data:', chartData);
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console.log('Initializing charts with data:', chartData);
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console.log('Pivot bounds:', pivotBounds);
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console.log('Pivot bounds:', pivotBounds);
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this.timeframes.forEach(timeframe => {
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// Use requestAnimationFrame to batch chart creation
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let index = 0;
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const createNextChart = () => {
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if (index < this.timeframes.length) {
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const timeframe = this.timeframes[index];
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if (chartData[timeframe]) {
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if (chartData[timeframe]) {
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this.createChart(timeframe, chartData[timeframe], pivotBounds);
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this.createChart(timeframe, chartData[timeframe], pivotBounds);
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}
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}
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});
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index++;
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requestAnimationFrame(createNextChart);
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// Enable crosshair
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} else {
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// Enable crosshair after all charts are created
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this.enableCrosshair();
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this.enableCrosshair();
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}
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}
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};
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requestAnimationFrame(createNextChart);
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}
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/**
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/**
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* Create a single chart for a timeframe
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* Create a single chart for a timeframe
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@@ -119,7 +128,10 @@ class ChartManager {
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font: { color: '#f8f9fa', size: 11 },
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font: { color: '#f8f9fa', size: 11 },
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margin: { l: 60, r: 20, t: 10, b: 40 },
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margin: { l: 60, r: 20, t: 10, b: 40 },
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hovermode: 'x unified',
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hovermode: 'x unified',
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dragmode: 'pan'
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dragmode: 'pan',
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// Performance optimizations
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autosize: true,
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staticPlot: false
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};
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};
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const config = {
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const config = {
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@@ -127,52 +139,113 @@ class ChartManager {
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displayModeBar: true,
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displayModeBar: true,
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modeBarButtonsToRemove: ['lasso2d', 'select2d', 'autoScale2d'],
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modeBarButtonsToRemove: ['lasso2d', 'select2d', 'autoScale2d'],
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displaylogo: false,
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displaylogo: false,
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scrollZoom: true
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scrollZoom: true,
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// Performance optimizations
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doubleClick: false,
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showAxisDragHandles: false,
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showAxisRangeEntryBoxes: false
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};
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};
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// Prepare chart data with pivot bounds
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// Prepare chart data with pivot bounds
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const chartData = [candlestickTrace, volumeTrace];
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const chartData = [candlestickTrace, volumeTrace];
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// Add pivot levels if available
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// Add pivot markers from chart data (last high/low for each level L1-L5)
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if (pivotBounds && pivotBounds.support_levels && pivotBounds.resistance_levels) {
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const shapes = [];
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// Add support levels
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const annotations = [];
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pivotBounds.support_levels.forEach((level, index) => {
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chartData.push({
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if (data.pivot_markers && Object.keys(data.pivot_markers).length > 0) {
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x: data.timestamps,
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const xMin = data.timestamps[0];
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y: Array(data.timestamps.length).fill(level),
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const xMax = data.timestamps[data.timestamps.length - 1];
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type: 'scatter',
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mode: 'lines',
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// Process each timestamp that has pivot markers
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Object.entries(data.pivot_markers).forEach(([timestamp, pivots]) => {
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// Draw horizontal lines for last high pivots (resistance)
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if (pivots.highs && pivots.highs.length > 0) {
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pivots.highs.forEach(pivot => {
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const color = this._getPivotColor(pivot.level, 'high');
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shapes.push({
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type: 'line',
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x0: xMin,
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y0: pivot.price,
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x1: xMax,
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y1: pivot.price,
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line: {
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line: {
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color: '#28a745',
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color: color,
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width: 1,
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width: 1,
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dash: 'dash'
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dash: 'dash'
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},
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},
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name: `Support ${index + 1}`,
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layer: 'below'
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showlegend: index === 0, // Only show legend for first support level
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hovertemplate: `Support: $%{y:.2f}<extra></extra>`
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});
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});
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});
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// Add resistance levels
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// Add label for the level
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pivotBounds.resistance_levels.forEach((level, index) => {
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annotations.push({
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chartData.push({
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x: xMax,
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x: data.timestamps,
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y: pivot.price,
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y: Array(data.timestamps.length).fill(level),
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text: `L${pivot.level}H`,
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type: 'scatter',
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showarrow: false,
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mode: 'lines',
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xanchor: 'left',
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line: {
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font: {
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color: '#dc3545',
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size: 9,
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width: 1,
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color: color
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dash: 'dash'
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},
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},
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name: `Resistance ${index + 1}`,
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bgcolor: '#1f2937',
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showlegend: index === 0, // Only show legend for first resistance level
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borderpad: 2
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hovertemplate: `Resistance: $%{y:.2f}<extra></extra>`
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});
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});
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});
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});
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}
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}
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Plotly.newPlot(plotId, chartData, layout, config);
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// Draw horizontal lines for last low pivots (support)
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if (pivots.lows && pivots.lows.length > 0) {
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pivots.lows.forEach(pivot => {
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const color = this._getPivotColor(pivot.level, 'low');
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shapes.push({
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type: 'line',
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x0: xMin,
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y0: pivot.price,
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x1: xMax,
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y1: pivot.price,
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line: {
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color: color,
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width: 1,
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dash: 'dash'
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},
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layer: 'below'
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});
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// Add label for the level
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annotations.push({
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x: xMax,
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y: pivot.price,
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text: `L${pivot.level}L`,
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showarrow: false,
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xanchor: 'left',
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font: {
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size: 9,
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color: color
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},
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bgcolor: '#1f2937',
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borderpad: 2
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});
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});
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}
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});
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console.log(`Added ${shapes.length} pivot levels to ${timeframe} chart`);
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}
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// Add shapes and annotations to layout
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if (shapes.length > 0) {
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layout.shapes = shapes;
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}
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if (annotations.length > 0) {
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layout.annotations = annotations;
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}
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// Use Plotly.react for better performance on updates
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Plotly.newPlot(plotId, chartData, layout, config).then(() => {
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// Optimize rendering after initial plot
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plotElement._fullLayout._replotting = false;
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});
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// Store chart reference
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// Store chart reference
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this.charts[timeframe] = {
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this.charts[timeframe] = {
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@@ -253,68 +326,133 @@ class ChartManager {
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Object.keys(newData).forEach(timeframe => {
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Object.keys(newData).forEach(timeframe => {
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if (this.charts[timeframe]) {
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if (this.charts[timeframe]) {
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const plotId = this.charts[timeframe].plotId;
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const plotId = this.charts[timeframe].plotId;
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const data = newData[timeframe];
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// Create volume colors
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const volumeColors = data.close.map((close, i) => {
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if (i === 0) return '#3b82f6';
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return close >= data.open[i] ? '#10b981' : '#ef4444';
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});
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// Prepare chart data
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// Prepare chart data
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const chartData = [
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const chartData = [
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{
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{
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x: newData[timeframe].timestamps,
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x: data.timestamps,
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open: newData[timeframe].open,
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open: data.open,
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high: newData[timeframe].high,
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high: data.high,
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low: newData[timeframe].low,
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low: data.low,
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close: newData[timeframe].close,
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close: data.close,
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type: 'candlestick',
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type: 'candlestick',
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name: 'Price'
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name: 'Price',
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increasing: {
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line: { color: '#10b981', width: 1 },
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fillcolor: '#10b981'
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},
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decreasing: {
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line: { color: '#ef4444', width: 1 },
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fillcolor: '#ef4444'
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}
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},
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},
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{
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{
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x: newData[timeframe].timestamps,
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x: data.timestamps,
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y: newData[timeframe].volume,
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y: data.volume,
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type: 'bar',
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type: 'bar',
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yaxis: 'y2',
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yaxis: 'y2',
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name: 'Volume',
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name: 'Volume',
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marker: { color: 'rgba(0, 123, 255, 0.3)' }
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marker: {
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color: volumeColors,
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opacity: 0.3
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},
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hoverinfo: 'y'
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}
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}
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];
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];
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// Add pivot levels if available
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// Add pivot markers from chart data
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if (pivotBounds && pivotBounds.support_levels && pivotBounds.resistance_levels) {
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const shapes = [];
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// Add support levels
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const annotations = [];
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pivotBounds.support_levels.forEach((level, index) => {
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chartData.push({
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if (data.pivot_markers && Object.keys(data.pivot_markers).length > 0) {
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x: newData[timeframe].timestamps,
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const xMin = data.timestamps[0];
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y: Array(newData[timeframe].timestamps.length).fill(level),
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const xMax = data.timestamps[data.timestamps.length - 1];
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type: 'scatter',
|
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mode: 'lines',
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// Process each timestamp that has pivot markers
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Object.entries(data.pivot_markers).forEach(([timestamp, pivots]) => {
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// Draw horizontal lines for last high pivots
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if (pivots.highs && pivots.highs.length > 0) {
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pivots.highs.forEach(pivot => {
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const color = this._getPivotColor(pivot.level, 'high');
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shapes.push({
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type: 'line',
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x0: xMin,
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y0: pivot.price,
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x1: xMax,
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y1: pivot.price,
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line: {
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line: {
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color: '#28a745',
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color: color,
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width: 1,
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width: 1,
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dash: 'dash'
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dash: 'dash'
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},
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},
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||||||
name: `Support ${index + 1}`,
|
layer: 'below'
|
||||||
showlegend: index === 0, // Only show legend for first support level
|
|
||||||
hovertemplate: `Support: $%{y:.2f}<extra></extra>`
|
|
||||||
});
|
|
||||||
});
|
});
|
||||||
|
|
||||||
// Add resistance levels
|
annotations.push({
|
||||||
pivotBounds.resistance_levels.forEach((level, index) => {
|
x: xMax,
|
||||||
chartData.push({
|
y: pivot.price,
|
||||||
x: newData[timeframe].timestamps,
|
text: `L${pivot.level}H`,
|
||||||
y: Array(newData[timeframe].timestamps.length).fill(level),
|
showarrow: false,
|
||||||
type: 'scatter',
|
xanchor: 'left',
|
||||||
mode: 'lines',
|
font: {
|
||||||
line: {
|
size: 9,
|
||||||
color: '#dc3545',
|
color: color
|
||||||
width: 1,
|
|
||||||
dash: 'dash'
|
|
||||||
},
|
},
|
||||||
name: `Resistance ${index + 1}`,
|
bgcolor: '#1f2937',
|
||||||
showlegend: index === 0, // Only show legend for first resistance level
|
borderpad: 2
|
||||||
hovertemplate: `Resistance: $%{y:.2f}<extra></extra>`
|
|
||||||
});
|
});
|
||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
Plotly.react(plotId, chartData);
|
// Draw horizontal lines for last low pivots
|
||||||
|
if (pivots.lows && pivots.lows.length > 0) {
|
||||||
|
pivots.lows.forEach(pivot => {
|
||||||
|
const color = this._getPivotColor(pivot.level, 'low');
|
||||||
|
shapes.push({
|
||||||
|
type: 'line',
|
||||||
|
x0: xMin,
|
||||||
|
y0: pivot.price,
|
||||||
|
x1: xMax,
|
||||||
|
y1: pivot.price,
|
||||||
|
line: {
|
||||||
|
color: color,
|
||||||
|
width: 1,
|
||||||
|
dash: 'dash'
|
||||||
|
},
|
||||||
|
layer: 'below'
|
||||||
|
});
|
||||||
|
|
||||||
|
annotations.push({
|
||||||
|
x: xMax,
|
||||||
|
y: pivot.price,
|
||||||
|
text: `L${pivot.level}L`,
|
||||||
|
showarrow: false,
|
||||||
|
xanchor: 'left',
|
||||||
|
font: {
|
||||||
|
size: 9,
|
||||||
|
color: color
|
||||||
|
},
|
||||||
|
bgcolor: '#1f2937',
|
||||||
|
borderpad: 2
|
||||||
|
});
|
||||||
|
});
|
||||||
|
}
|
||||||
|
});
|
||||||
|
}
|
||||||
|
|
||||||
|
// Use Plotly.react for efficient updates
|
||||||
|
const update = {
|
||||||
|
shapes: shapes,
|
||||||
|
annotations: annotations
|
||||||
|
};
|
||||||
|
Plotly.react(plotId, chartData, update);
|
||||||
}
|
}
|
||||||
});
|
});
|
||||||
}
|
}
|
||||||
@@ -594,6 +732,18 @@ class ChartManager {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Get color for pivot level
|
||||||
|
*/
|
||||||
|
_getPivotColor(level, type) {
|
||||||
|
// Different colors for different levels
|
||||||
|
const highColors = ['#dc3545', '#ff6b6b', '#ff8787', '#ffa8a8', '#ffc9c9'];
|
||||||
|
const lowColors = ['#28a745', '#51cf66', '#69db7c', '#8ce99a', '#b2f2bb'];
|
||||||
|
|
||||||
|
const colors = type === 'high' ? highColors : lowColors;
|
||||||
|
return colors[Math.min(level - 1, colors.length - 1)];
|
||||||
|
}
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Enable crosshair cursor
|
* Enable crosshair cursor
|
||||||
*/
|
*/
|
||||||
|
|||||||
@@ -61,8 +61,8 @@
|
|||||||
// Initialize application state
|
// Initialize application state
|
||||||
window.appState = {
|
window.appState = {
|
||||||
currentSymbol: '{{ current_symbol }}',
|
currentSymbol: '{{ current_symbol }}',
|
||||||
currentTimeframes: '{{ timeframes | tojson }}',
|
currentTimeframes: {{ timeframes | tojson }},
|
||||||
annotations: '{{ annotations | tojson }}',
|
annotations: {{ annotations | tojson }},
|
||||||
pendingAnnotation: null,
|
pendingAnnotation: null,
|
||||||
chartManager: null,
|
chartManager: null,
|
||||||
annotationManager: null,
|
annotationManager: null,
|
||||||
|
|||||||
@@ -2244,8 +2244,8 @@ class DataProvider:
|
|||||||
|
|
||||||
# Initialize Williams Market Structure analyzer
|
# Initialize Williams Market Structure analyzer
|
||||||
try:
|
try:
|
||||||
|
# Use pivot length of 2 (tip + 2 prev + 2 next = 5 candles)
|
||||||
williams = WilliamsMarketStructure(1)
|
williams = WilliamsMarketStructure(min_pivot_distance=2)
|
||||||
|
|
||||||
# Calculate 5 levels of recursive pivot points
|
# Calculate 5 levels of recursive pivot points
|
||||||
logger.info("Running Williams Market Structure analysis...")
|
logger.info("Running Williams Market Structure analysis...")
|
||||||
|
|||||||
Reference in New Issue
Block a user