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Auto-scale Y-axis for indicators when zooming #356 #389

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Auto-scale Y-axis for indicators when zooming #356 #389

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23 changes: 19 additions & 4 deletions backtesting/_plotting.py
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Original file line number Diff line number Diff line change
Expand Up @@ -502,6 +502,7 @@ def __eq__(self, other):

ohlc_colors = colorgen()
indicator_figs = []
non_overlay_indicator_idxs = []

for i, value in enumerate(indicators):
value = np.atleast_2d(value)
Expand All @@ -518,11 +519,16 @@ def __eq__(self, other):
else:
fig = new_indicator_figure()
indicator_figs.append(fig)
non_overlay_indicator_idxs.append(i)
tooltips = []
colors = value._opts['color']
colors = colors and cycle(_as_list(colors)) or (
cycle([next(ohlc_colors)]) if is_overlay else colorgen())
legend_label = LegendStr(value.name)
indicator_max = value.df.max(axis='columns')
indicator_min = value.df.min(axis='columns')
source.add(indicator_max, f'indicator_{i}_range_max')
source.add(indicator_min, f'indicator_{i}_range_min')
for j, arr in enumerate(value, 1):
color = next(colors)
source_name = f'{legend_label}_{i}_{j}'
Expand Down Expand Up @@ -570,7 +576,7 @@ def __eq__(self, other):
# have the legend only contain text without the glyph
if len(value) == 1:
fig.legend.glyph_width = 0
return indicator_figs
return (indicator_figs, non_overlay_indicator_idxs)

# Construct figure ...

Expand All @@ -584,7 +590,8 @@ def __eq__(self, other):
figs_above_ohlc.append(_plot_drawdown_section())

if plot_pl:
figs_above_ohlc.append(_plot_pl_section())
fig_pl = _plot_pl_section()
figs_above_ohlc.append(fig_pl)

if plot_volume:
fig_volume = _plot_volume_section()
Expand All @@ -595,9 +602,10 @@ def __eq__(self, other):

ohlc_bars = _plot_ohlc()
_plot_ohlc_trades()
indicator_figs = _plot_indicators()
indicator_figs, non_overlay_indicator_idxs = _plot_indicators()
if reverse_indicators:
indicator_figs = indicator_figs[::-1]
non_overlay_indicator_idxs = non_overlay_indicator_idxs[::-1]
figs_below_ohlc.extend(indicator_figs)

set_tooltips(fig_ohlc, ohlc_tooltips, vline=True, renderers=[ohlc_bars])
Expand All @@ -607,9 +615,16 @@ def __eq__(self, other):

custom_js_args = dict(ohlc_range=fig_ohlc.y_range,
source=source)
if plot_pl:
custom_js_args.update(pl_range=fig_pl.y_range)
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This change was not required. I think I might have added that while I was trying to see if I can add auto scale feature for P/L chart. Since it's already been added in the commit, I still see a value in keeping it for future use, But if you think that it's not worth adding it right now and will cause confusion then I can remove it. Let me know.

if plot_volume:
custom_js_args.update(volume_range=fig_volume.y_range)

indicator_ranges = {}
for idx, (indicator,
indicator_idx) in enumerate(zip(indicator_figs, non_overlay_indicator_idxs)):
indicator_range_key = f'indicator_{indicator_idx}_range'
indicator_ranges.update({indicator_range_key: indicator.y_range})
custom_js_args.update({'indicator_ranges': indicator_ranges})
fig_ohlc.x_range.js_on_change('end', CustomJS(args=custom_js_args,
code=_AUTOSCALE_JS_CALLBACK))

Expand Down
13 changes: 13 additions & 0 deletions backtesting/autoscale_cb.js
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Original file line number Diff line number Diff line change
Expand Up @@ -31,5 +31,18 @@ window._bt_autoscale_timeout = setTimeout(function () {
max = Math.max.apply(null, source.data['Volume'].slice(i, j));
_bt_scale_range(volume_range, 0, max * 1.03, false);
}

if(indicator_ranges){
let keys = Object.keys(indicator_ranges);
for(var count=0;count<keys.length;count++){
if(keys[count]){
max = Math.max.apply(null, source.data[keys[count]+'_max'].slice(i, j));
min = Math.min.apply(null, source.data[keys[count]+'_min'].slice(i, j));
if(min && max){
_bt_scale_range(indicator_ranges[keys[count]], min, max, true);
}
}
}
}

}, 50);