5f470d6122
As part of solving a final bullet-issue in #455, which is specifically a case: - with N > 2 curves, one of which is the "major" dispersion curve" and the others are "minors", - we can run into a scenario where some minor curve which gets pinned to the major (due to the original "pinning technique" -> "align to major") at some `P(t)` which is *not* the major's minimum / maximum due to the minor having a smaller/shorter support and thus, - requires that in order to show then max/min on the minor curve we have to expand the range of the major curve as well but, - that also means any previously scaled (to the major) minor curves need to be adjusted as well or they'll not be pinned to the major the same way! I originally was trying to avoid doing the recursive iteration back through all previously scaled minor curves and instead decided to try implementing the "per side" curve dispersion detection (as was originally attempted when first starting this work). The idea is to decide which curve's up or down "swing in % returns" would determine the global y-range *on that side*. Turns out I stumbled on the "align to first" technique in the process: "for each overlay curve we align its earliest sample (in time) to the same level of the earliest such sample for whatever is deemed the major (directionally disperse) curve in view". I decided (with help) that this "pin to first" approach/style is equally as useful and maybe often more so when wanting to view support-disjoint time series: - instead of compressing the y-range on "longer series which have lesser sigma" to make whatever "shorter but larger-sigma series" pin to it at an intersect time step, this instead will expand the price ranges based on the earliest time step in each series. - the output global-returns-overlay-range for any N-set of series is equal to the same in the previous "pin to intersect time" technique. - the only time this technique seems less useful is for overlaying market feeds which have the same destination asset but different source assets (eg. btceur and btcusd on the same chart since if one of the series is shorter it will always be aligned to the earliest datum on the longer instead of more naturally to the intersect sample level as was in the previous approach). As such I'm going to keep this technique as discovered and will later add back optional support for the "align to intersect" approach from previous (which will again require detecting the highest dispersion curve direction-agnostic) and pin all minors to the price level at which they start on the major. Further details of the implementation rework in `.interact_graphics_cycle()` include: - add `intersect_from_longer()` to detect and deliver a common datum from 2 series which are different in length: the first time-index sample in the longer. - Rewrite the drafted `OverlayT` to only compute (inversed log-returns) transforms for a single direction and use 2 instances, one for each direction inside the `Viz`-overlay iteration loop. - do all dispersion-per-side major curve detection in the first pass of all `Viz`s on a plot, instead updating the `OverlayT` instances for each side and compensating for any length mismatch and rescale-to-minor cases in each loop cycle. |
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| .. | ||
| brokers | ||
| clearing | ||
| cli | ||
| data | ||
| fsp | ||
| service | ||
| testing | ||
| ui | ||
| watchlists | ||
| __init__.py | ||
| _cacheables.py | ||
| _profile.py | ||
| calc.py | ||
| config.py | ||
| log.py | ||
| pp.py | ||
| trionics.py | ||