3rdz the charm: log-linearize minor y-ranges to a major
In very close manner to the original (gut instinct) attempt, this properly (y-axis-vertically) aligns and scales overlaid curves according to what we are calling a "log-linearized y-range multi-plot" B) The basic idea is that a simple returns measure (eg. `R = (p1 - p0) / p0`) applied to all curves gives a constant output `R` no matter the price co-domain in use and thus gives a constant returns over all assets in view styled scaling; a intuitive visual of returns correlation. The reference point is for now the left-most point in view (or highest common index available to all curves), though we can make this a parameter based on user needs. A slew of debug `print()`s are left in for now until we iron out the remaining edge cases to do with re-scaling a major (dispersion) curve based on a minor now requiring a larger log-linear y-range from that previous major' range.storage_cli
Tyler Goodlet
parent
9b321bc7f1
commit
b3ca8d83a6
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@ -20,6 +20,7 @@ Chart view box primitives
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"""
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from __future__ import annotations
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from contextlib import asynccontextmanager
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import math
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import time
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from typing import (
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Optional,
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@ -988,6 +989,13 @@ class ChartView(ViewBox):
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profiler(f'<{chart_name}>.interact_graphics_cycle({name})')
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# if no overlays, set lone chart's yrange and short circuit
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if len(mxmn_groups) < 2:
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viz.plot.vb._set_yrange(
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yrange=yrange,
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)
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return
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# proportional group auto-scaling per overlay set.
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# -> loop through overlays on each multi-chart widget
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# and scale all y-ranges based on autoscale config.
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@ -1008,6 +1016,7 @@ class ChartView(ViewBox):
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float, # y max
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float, # y median
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slice, # in-view array slice
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np.ndarray, # in-view array
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],
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] = {}
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max_start: float = 0
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@ -1020,7 +1029,6 @@ class ChartView(ViewBox):
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(ymn, ymx),
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) = out
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x_start = ixrng[0]
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max_start = max(x_start, max_start)
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@ -1032,27 +1040,28 @@ class ChartView(ViewBox):
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# row_stop = arr[read_slc.stop - 1]
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if viz.is_ohlc:
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y_median = np.median(in_view['close'])
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y_med = np.median(in_view['close'])
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y_start = row_start['open']
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else:
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y_median = np.median(in_view[viz.name])
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y_med = np.median(in_view[viz.name])
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y_start = row_start[viz.name]
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# y_stop = row_stop[viz.name]
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print(
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f'{viz.name} -> (x_start: {x_start}, y_start: {y_start}\n'
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)
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start_datums[viz.plot.vb] = (
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viz,
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y_start,
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ymn,
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ymx,
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y_median,
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y_med,
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read_slc,
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in_view,
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)
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# compute directional (up/down) y-range % swing/dispersion
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y_ref = y_median
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up_rng = (ymx - y_ref) / y_ref
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down_rng = (ymn - y_ref) / y_ref
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disp = abs(ymx - ymn) / y_ref
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# find curve with max dispersion
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disp = abs(ymx - ymn) / y_med
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# track the "major" curve as the curve with most
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# dispersion.
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@ -1062,17 +1071,26 @@ class ChartView(ViewBox):
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major_mn = ymn
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major_mx = ymx
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# compute directional (up/down) y-range % swing/dispersion
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y_ref = y_med
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up_rng = (ymx - y_ref) / y_ref
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down_rng = (ymn - y_ref) / y_ref
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mx_up_rng = max(mx_up_rng, up_rng)
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mn_down_rng = min(mn_down_rng, down_rng)
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print(
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'####################\n'
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f'{viz.name}@{chart_name} group mxmn calc\n'
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'--------------------\nn'
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f'y_start: {y_start}\n'
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f'ymn: {ymn}\n'
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f'ymx: {ymx}\n'
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f'mx_disp: {mx_disp}\n'
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'####################\n'
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f'up %: {up_rng * 100}\n'
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f'down %: {down_rng * 100}\n'
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'####################\n'
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f'mx up %: {mx_up_rng * 100}\n'
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f'mn down %: {mn_down_rng * 100}\n'
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)
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@ -1084,109 +1102,114 @@ class ChartView(ViewBox):
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y_start,
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y_min,
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y_max,
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y_median,
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y_med,
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read_slc,
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minor_in_view,
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)
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) in start_datums.items():
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# TODO: just use y_min / y_max directly for the major
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# `Viz` instead of the below calc since it should be the
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# same output..
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symn = y_median * (1 + mn_down_rng)
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symx = y_median * (1 + mx_up_rng)
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if not (viz is major_viz):
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# compute dispersion normed offsets at the start
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# index of the smaller dispersion curve.
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maj_viz_arr = major_viz.shm.array
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# we use the ymn/mx verbatim from the major curve
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# (i.e. the curve measured to have the highest
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# dispersion in view).
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if viz is major_viz:
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ymn = y_min
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ymx = y_max
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else:
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key = 'open' if viz.is_ohlc else viz.name
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# handle case where major (dispersion) curve has
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# a smaller domain then minor one(s).
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istart = read_slc.start
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if read_slc.start > maj_viz_arr.size:
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istart = 0
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# handle case where major and minor curve(s) have
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# a disjoint x-domain (one curve is smaller in
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# length then the other):
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# - find the highest (time) index common to both
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# curves.
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# - slice out the first "intersecting" y-value from
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# both curves for use in log-linear scaling such
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# that the intersecting y-value is used as the
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# reference point for scaling minor curve's
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# y-range based on the major curves y-range.
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abs_ifirst = minor_in_view[0]['index']
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mshm = major_viz.shm
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abs_i_start = max(
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abs_ifirst,
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mshm.array['index'][0],
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)
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# get intersection point y-values for both curves
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y_maj_intersect = mshm._array[abs_i_start][key]
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y_min_intersect = minor_in_view[abs_i_start - abs_ifirst]
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maj_start_y = maj_viz_arr[istart][key]
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# TODO: probably write this as a compile cpython or
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# numba func.
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maj_start_offset = maj_start_y / major_mn
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maj_max_offset = major_mx / major_mn
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# compute directional (up/down) y-range
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# % swing/dispersion starting at the reference index
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# determined by the above indexing arithmetic.
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y_ref = y_maj_intersect
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assert y_ref
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r_up = (major_mx - y_ref) / y_ref
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r_down = (major_mn - y_ref) / y_ref
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ymn = y_start * (1 + r_down)
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ymx = y_start * (1 + r_up)
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# XXX: or this?
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# maj_start_offset = (maj_start_y - major_mn) / major_mn
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# maj_max_offset = (major_mx - maj_start_y) / major_mn
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# XXX: handle out of view cases where minor curve
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# now is outside the range of the major curve. in
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# this case we then re-scale the major curve to
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# include the range missing now enforced by the
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# minor (now new major for this *side*). Note this
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# is side (up/down) specific.
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new_maj_mxmn: None | tuple[float, float] = None
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if y_max > ymx:
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y_ref = y_min_intersect[key]
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r_up_minor = (y_max - y_ref) / y_ref
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new_maj_ymx = y_maj_intersect * (1 + r_up_minor)
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new_maj_mxmn = (major_mn, new_maj_ymx)
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ymx = y_max
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# XXX: or this?
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# major_disp_offset = (
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# (maj_viz_arr[istart][key] - major_mn)
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# /
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# major_mn
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# )
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# minor_disp_offset_mn = (
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# (y_start - y_min)
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# /
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# y_min
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# )
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# minor_disp_offset_mx = (
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# (ymx - y_start)
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# /
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# y_min
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print(
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f'{view.name} OUT OF RANGE:\n'
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f'MAJOR is {major_viz.name}\n'
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f'y_max:{y_max} > ymx:{ymx}\n'
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)
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# normed_disp_ratio = minor_disp_offset - major_disp_offset
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if y_min < ymn:
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y_ref = y_min_intersect[key]
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r_down_minor = (y_min - y_ref) / y_ref
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new_maj_ymn = y_maj_intersect * (1 + r_down_minor)
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new_maj_mxmn = (
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new_maj_ymn,
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new_maj_ymx[1] if new_maj_mxmn else major_mx
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)
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ymn = y_min
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print(
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f'{view.name} OUT OF RANGE:\n'
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f'MAJOR is {major_viz.name}\n'
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f'y_min:{y_min} < ymn:{ymn}\n'
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)
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# adjust mxmn range to align curve start point in
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# the minor overlay with the major one.
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# symn = symn * (1 + normed_disp_ratio)
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# symx = symx * (1 + normed_disp_ratio)
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# symn = symn - (symn * normed_disp_ratio)
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# symx = symx - (symn * normed_disp_ratio)
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# symn = y_min * maj_start_offset
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# symx = y_min * maj_max_offset
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if new_maj_mxmn:
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major_viz.plot.vb._set_yrange(
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yrange=new_maj_mxmn,
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)
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print(
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f'{view.name} APPLY group mxmn\n'
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# f'disp offset ratio diff %: {normed_disp_ratio}\n'
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# f'major disp offset %: {major_disp_offset}\n'
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# f'minor disp offset %: {minor_disp_offset}\n'
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f'y_start: {y_start}\n'
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f'mn_down_rng: {mn_down_rng * 100}\n'
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f'mx_up_rng: {mx_up_rng * 100}\n'
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f'scaled ymn: {symn}\n'
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f'scaled ymx: {symx}\n'
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f'scaled ymn: {ymn}\n'
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f'scaled ymx: {ymx}\n'
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f'scaled mx_disp: {mx_disp}\n'
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)
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if (
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math.isinf(ymx)
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or math.isinf(ymn)
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):
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breakpoint()
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view._set_yrange(
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yrange=(symn, symx),
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# range_margin=None,
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yrange=(ymn, ymx),
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)
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# if 'mnq' in viz.name:
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# print(
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# f'AUTO-Y-RANGING: {viz.name}\n'
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# f'i_read_range: {i_read_range}\n'
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# f'ixrng: {ixrng}\n'
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# f'yrange: {yrange}\n'
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# )
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# (
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# view_xrange,
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# view_yrange,
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# ) = viz.plot.vb.viewRange()
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# view_ymx = view_yrange[1]
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# print(
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# f'{viz.name}@{chart_name}\n'
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# f' xRange -> {view_xrange}\n'
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# f' yRange -> {view_yrange}\n'
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# f' view y-max -> {view_ymx}\n'
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# )
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# if view_ymx != symx:
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# breakpoint()
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profiler.finish()
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