cache, pivots wip
This commit is contained in:
Dobromir Popov
@@ -1665,6 +1665,7 @@ class CleanTradingDashboard:
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[Output('current-price', 'children'),
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Output('session-pnl', 'children'),
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Output('current-position', 'children'),
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Output('open-interest', 'children'),
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Output('trade-count', 'children'),
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Output('portfolio-value', 'children'),
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Output('profitability-multiplier', 'children'),
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@@ -1822,11 +1823,43 @@ class CleanTradingDashboard:
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else:
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cob_status_str = f"Error ({update_rate:.1f}/s)"
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return price_str, session_pnl_str, position_str, trade_str, portfolio_str, multiplier_str, cob_status_str, mexc_status
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# Open Interest (multi-source via report crawler)
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try:
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oi_display = "Loading..."
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if hasattr(self, 'data_provider') and self.data_provider:
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# Prefer BTC/USDT for OI if trading BTC, else ETH/USDT
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oi_symbol = 'BTC/USDT' if 'BTC' in (self.trading_symbol if hasattr(self, 'trading_symbol') else 'BTC/USDT') else 'ETH/USDT'
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# Lazy import to avoid circulars
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from core.report_data_crawler import ReportDataCrawler
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if not hasattr(self, '_report_crawler') or self._report_crawler is None:
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self._report_crawler = ReportDataCrawler(self.data_provider)
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report = self._report_crawler.crawl_report_data(oi_symbol)
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if report and report.open_interest_data:
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# Show first two sources compactly
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parts = []
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for oi in report.open_interest_data[:2]:
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try:
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val = float(oi.open_interest) if oi.open_interest else 0
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parts.append(f"{oi.source.upper()}: {val:,.0f}")
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except Exception:
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continue
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if parts:
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oi_display = " | ".join(parts)
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else:
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oi_display = "N/A"
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else:
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oi_display = "N/A"
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else:
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oi_display = "N/A"
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except Exception as e:
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logger.debug(f"Open Interest display error: {e}")
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oi_display = "N/A"
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return price_str, session_pnl_str, position_str, oi_display, trade_str, portfolio_str, multiplier_str, cob_status_str, mexc_status
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except Exception as e:
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logger.error(f"Error updating metrics: {e}")
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return "Error", "$0.00", "Error", "0", "$100.00", "0.0x", "Error", "ERROR"
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return "Error", "$0.00", "Error", "N/A", "0", "$100.00", "0.0x", "Error", "ERROR"
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@self.app.callback(
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Output('recent-decisions', 'children'),
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@@ -4305,101 +4338,171 @@ class CleanTradingDashboard:
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logger.warning(f"Error adding trades to chart: {e}")
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def _add_pivot_points_to_chart(self, fig: go.Figure, symbol: str, df_main: pd.DataFrame, row: int = 1):
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"""Add nested pivot points to the chart"""
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"""Add Williams Market Structure pivot points (all 5 levels) to the chart"""
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try:
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# Get pivot bounds from data provider
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if not hasattr(self, 'data_provider') or not self.data_provider:
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return
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pivot_bounds = self.data_provider.get_pivot_bounds(symbol)
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if not pivot_bounds or not hasattr(pivot_bounds, 'pivot_support_levels'):
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return
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support_levels = pivot_bounds.pivot_support_levels
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resistance_levels = pivot_bounds.pivot_resistance_levels
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if not support_levels and not resistance_levels:
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# Get Williams pivot levels with trend analysis
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pivot_levels = self.data_provider.get_williams_pivot_levels(symbol)
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if not pivot_levels:
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logger.debug(f"No Williams pivot levels available for {symbol}")
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return
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# Get chart time range for pivot display
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chart_start = df_main.index.min()
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chart_end = df_main.index.max()
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# Convert to timezone-naive for comparison
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from datetime import timezone
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import pytz
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try:
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_local_tz = pytz.timezone('Europe/Sofia')
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except Exception:
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_local_tz = None
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# Define colors for different pivot levels
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pivot_colors = {
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'support': ['rgba(0, 255, 0, 0.3)', 'rgba(0, 200, 0, 0.4)', 'rgba(0, 150, 0, 0.5)'],
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'resistance': ['rgba(255, 0, 0, 0.3)', 'rgba(200, 0, 0, 0.4)', 'rgba(150, 0, 0, 0.5)']
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# Define colors and sizes for different levels (Level 1 = most detailed, Level 5 = broadest)
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level_styles = {
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1: {'high_color': '#ff5252', 'low_color': '#2196f3', 'size': 6, 'opacity': 0.7}, # Red/Blue - Short-term
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2: {'high_color': '#ff7043', 'low_color': '#42a5f5', 'size': 8, 'opacity': 0.75}, # Orange/Light Blue - Medium-short
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3: {'high_color': '#ffa726', 'low_color': '#64b5f6', 'size': 10, 'opacity': 0.8}, # Light Orange/Lighter Blue - Medium
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4: {'high_color': '#ffca28', 'low_color': '#90caf9', 'size': 12, 'opacity': 0.85}, # Yellow/Very Light Blue - Medium-long
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5: {'high_color': '#ffd54f', 'low_color': '#bbdefb', 'size': 14, 'opacity': 0.9} # Bright Yellow/Pale Blue - Long-term
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}
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# Add support levels
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for i, support_price in enumerate(support_levels[-5:]): # Show last 5 support levels
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color_idx = min(i, len(pivot_colors['support']) - 1)
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fig.add_trace(
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go.Scatter(
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x=[chart_start, chart_end],
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y=[support_price, support_price],
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mode='lines',
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line=dict(
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color=pivot_colors['support'][color_idx],
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width=2,
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dash='dot'
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# Add pivot points from each level
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for level_num, trend_level in sorted(pivot_levels.items()):
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if not hasattr(trend_level, 'pivot_points'):
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continue
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pivot_points = trend_level.pivot_points
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if not pivot_points:
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continue
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# Separate highs and lows
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highs_x, highs_y = [], []
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lows_x, lows_y = [], []
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for pivot in pivot_points:
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ts = getattr(pivot, 'timestamp', None)
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price = getattr(pivot, 'price', None)
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ptype = getattr(pivot, 'pivot_type', 'low')
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if ts is None or price is None:
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continue
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# Convert timestamp to tz-naive
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try:
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if hasattr(ts, 'tzinfo') and ts.tzinfo is not None:
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pt = ts.astimezone(_local_tz) if _local_tz else ts
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else:
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pt = ts.replace(tzinfo=timezone.utc)
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pt = pt.astimezone(_local_tz) if _local_tz else pt
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pt = pt.replace(tzinfo=None)
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except Exception:
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pt = ts
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# Only show pivots within visible range
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if not (chart_start <= pt <= chart_end):
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continue
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if ptype.lower() == 'high':
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highs_x.append(pt)
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highs_y.append(price)
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else:
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lows_x.append(pt)
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lows_y.append(price)
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# Get style for this level
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style = level_styles.get(level_num, level_styles[1])
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# Add high pivots for this level
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if highs_x:
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fig.add_trace(
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go.Scatter(
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x=highs_x, y=highs_y,
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mode='markers',
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name=f'L{level_num} Pivot High',
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marker=dict(
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color=style['high_color'],
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size=style['size'],
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symbol='triangle-down',
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opacity=style['opacity'],
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line=dict(width=1, color='white')
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),
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showlegend=(level_num == 1), # Only show legend for Level 1
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hovertemplate=f"Level {level_num} High: ${{y:.2f}}<extra></extra>"
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),
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name=f'Support L{i+1}: ${support_price:.2f}',
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showlegend=True,
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hovertemplate=f"Support Level {i+1}: ${{y:.2f}}<extra></extra>"
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),
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row=row, col=1
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)
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# Add resistance levels
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for i, resistance_price in enumerate(resistance_levels[-5:]): # Show last 5 resistance levels
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color_idx = min(i, len(pivot_colors['resistance']) - 1)
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fig.add_trace(
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go.Scatter(
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x=[chart_start, chart_end],
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y=[resistance_price, resistance_price],
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mode='lines',
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line=dict(
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color=pivot_colors['resistance'][color_idx],
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width=2,
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dash='dot'
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row=row, col=1
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)
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# Add low pivots for this level
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if lows_x:
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fig.add_trace(
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go.Scatter(
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x=lows_x, y=lows_y,
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mode='markers',
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name=f'L{level_num} Pivot Low',
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marker=dict(
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color=style['low_color'],
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size=style['size'],
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symbol='triangle-up',
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opacity=style['opacity'],
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line=dict(width=1, color='white')
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),
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showlegend=(level_num == 1), # Only show legend for Level 1
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hovertemplate=f"Level {level_num} Low: ${{y:.2f}}<extra></extra>"
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),
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name=f'Resistance L{i+1}: ${resistance_price:.2f}',
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showlegend=True,
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hovertemplate=f"Resistance Level {i+1}: ${{y:.2f}}<extra></extra>"
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),
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row=row, col=1
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)
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# Add pivot context annotation if available
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if hasattr(pivot_bounds, 'pivot_context') and pivot_bounds.pivot_context:
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context = pivot_bounds.pivot_context
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if isinstance(context, dict) and 'trend_direction' in context:
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trend = context.get('trend_direction', 'UNKNOWN')
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strength = context.get('trend_strength', 0.0)
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nested_levels = context.get('nested_levels', 0)
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# Add trend annotation
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trend_color = {
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'UPTREND': 'green',
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'DOWNTREND': 'red',
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'SIDEWAYS': 'orange'
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}.get(trend, 'gray')
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fig.add_annotation(
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xref="paper", yref="paper",
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x=0.02, y=0.98,
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text=f"Trend: {trend} ({strength:.1%}) | Pivots: {nested_levels} levels",
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showarrow=False,
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bgcolor="rgba(0,0,0,0.7)",
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bordercolor=trend_color,
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borderwidth=1,
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borderpad=4,
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font=dict(color="white", size=10),
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row=row, col=1
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)
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logger.debug(f"Added {len(support_levels)} support and {len(resistance_levels)} resistance levels to chart")
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# Add multi-level trend analysis annotation
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if pivot_levels:
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# Build trend summary from all levels
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trend_lines = []
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for level_num in sorted(pivot_levels.keys()):
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trend_level = pivot_levels[level_num]
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if hasattr(trend_level, 'trend_direction') and hasattr(trend_level, 'trend_strength'):
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direction = trend_level.trend_direction
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strength = trend_level.trend_strength
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# Format direction
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direction_emoji = {
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'up': '↑',
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'down': '↓',
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'sideways': '→'
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}.get(direction, '?')
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trend_lines.append(f"L{level_num}: {direction_emoji} {strength:.0%}")
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if trend_lines:
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# Determine overall trend color from Level 5 (longest-term)
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overall_trend = 'sideways'
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if 5 in pivot_levels and hasattr(pivot_levels[5], 'trend_direction'):
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overall_trend = pivot_levels[5].trend_direction
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trend_color = {
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'up': 'rgba(0, 255, 0, 0.8)',
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'down': 'rgba(255, 0, 0, 0.8)',
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'sideways': 'rgba(255, 165, 0, 0.8)'
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}.get(overall_trend, 'rgba(128, 128, 128, 0.8)')
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fig.add_annotation(
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xref="paper", yref="paper",
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x=0.02, y=0.98,
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text="<br>".join(["Williams Trends:"] + trend_lines),
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showarrow=False,
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bgcolor="rgba(0,0,0,0.85)",
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bordercolor=trend_color,
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borderwidth=2,
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borderpad=6,
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font=dict(color="white", size=9, family="monospace"),
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align="left",
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row=row, col=1
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)
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logger.debug(f"Added {len(pivot_levels)} Williams pivot levels to chart")
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except Exception as e:
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logger.warning(f"Error adding pivot points to chart: {e}")
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@@ -308,7 +308,7 @@ class DashboardLayoutManager:
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("current-price", "Live Price", "text-success"),
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("session-pnl", "Session P&L", ""),
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("current-position", "Position", "text-info"),
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# ("leverage-info", "Leverage", "text-primary"),
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("open-interest", "Open Interest", "text-info"),
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("trade-count", "Trades", "text-warning"),
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("portfolio-value", "Portfolio", "text-secondary"),
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("profitability-multiplier", "Profit Boost", "text-primary"),
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