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Added status for monitoring

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This commit is contained in:
Jamie Cash
2021-03-12 15:10:07 +00:00
parent ab6c2ae338
commit 21ea7eb809
4 changed files with 246 additions and 142 deletions
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mt5_correlation/gui.py
+27 -34
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@@ -6,6 +6,7 @@ import matplotlib.dates
import matplotlib
import matplotlib.ticker as mticker
from mt5_correlation import correlation
from mt5_correlation.correlation import Correlation
from mt5_correlation.config import Config, SettingsDialog
from datetime import datetime, timedelta
@@ -34,8 +35,8 @@ class MonitorFrame(wx.Frame):
COLUMN_DATE_FROM = 4
COLUMN_DATE_TO = 5
COLUMN_TIMEFRAME = 6
COLUMN_LAST_CHECK = 7
COLUMN_LAST_COEFFICIENT = 8
COLUMN_LAST_CALCULATION = 7
COLUMN_STATUS = 8
def __init__(self):
# Super
@@ -110,10 +111,10 @@ class MonitorFrame(wx.Frame):
self.grid_correlations.SetColSize(self.COLUMN_DATE_FROM, 0) # UTC Date From. Hide
self.grid_correlations.SetColSize(self.COLUMN_DATE_TO, 0) # UTC Date To. Hide
self.grid_correlations.SetColSize(self.COLUMN_TIMEFRAME, 0) # Timeframe. Hide.
self.grid_correlations.SetColSize(self.COLUMN_LAST_CHECK, 100) # Last Check
self.grid_correlations.SetColSize(self.COLUMN_LAST_COEFFICIENT, 100) # Last Coefficient
self.grid_correlations.SetMinSize((520, 500))
self.grid_correlations.SetMaxSize((520, -1))
self.grid_correlations.SetColSize(self.COLUMN_LAST_CALCULATION, 0) # Last Calculation. Hide
self.grid_correlations.SetColSize(self.COLUMN_STATUS, 100) # Status
self.grid_correlations.SetMinSize((420, 500))
self.grid_correlations.SetMaxSize((420, -1))
correlations_sizer.Add(self.grid_correlations, 1, wx.ALL | wx.EXPAND, 1)
# Create the charts and hide as we have no data to display yet
@@ -221,18 +222,18 @@ class MonitorFrame(wx.Frame):
"""
self.__log.debug(f"Refreshing grid. Timer running: {self.timer.IsRunning()}")
# Get coefficient data and join to history data
coef_data = self.__cor.coefficient_data.copy()
hist_data = self.__cor.get_coefficient_history()
# Update data
self.table.data = self.__cor.coefficient_data.copy()
# Format
self.table.data.loc[:, 'Base Coefficient'] = self.table.data['Base Coefficient'].map('{:.5f}'.format)
self.table.data.loc[:, 'Last Check'] = pd.to_datetime(self.table.data['Last Check'], utc=True)
self.table.data.loc[:, 'Last Check'] = self.table.data['Last Check'].dt.strftime('%d-%m-%y %H:%M:%S')
self.table.data.loc[:, 'Last Coefficient'] = self.table.data['Last Coefficient'].map('{:.5f}'.format)
# Remove nans. The ones from the float column will be str nan as they have been formatted
self.table.data = self.table.data.fillna('')
self.table.data.loc[:, 'Last Coefficient'] = self.table.data['Last Coefficient'].replace('nan', '')
self.table.data.loc[:, 'Last Calculation'] = pd.to_datetime(self.table.data['Last Calculation'], utc=True)
self.table.data.loc[:, 'Last Calculation'] = \
self.table.data['Last Calculation'].dt.strftime('%d-%m-%y %H:%M:%S')
# Start refresh
self.grid_correlations.BeginBatch()
@@ -319,7 +320,7 @@ class MonitorFrame(wx.Frame):
reload_correlations = True
if setting.startswith('logging.'):
reload_logger = True
if setting.startswith('monitor.calculate_from'):
if setting.startswith('monitor.calculations'):
reload_graph = True
# Now perform the actions
@@ -415,14 +416,14 @@ class MonitorFrame(wx.Frame):
symbol_1_ticks = self.__cor.get_ticks(symbol1, cache_only=True)
symbol_2_ticks = self.__cor.get_ticks(symbol2, cache_only=True)
history_data_short = \
self.__cor.get_coefficient_history(symbol1, symbol2,
self.__config.get('monitor.calculations.short.from'))
self.__cor.get_coefficient_history({'Symbol 1': symbol1, 'Symbol 2': symbol2,
'Timeframe': self.__config.get('monitor.calculations.short.from')})
history_data_med = \
self.__cor.get_coefficient_history(symbol1, symbol2,
self.__config.get('monitor.calculations.medium.from'))
self.__cor.get_coefficient_history({'Symbol 1': symbol1, 'Symbol 2': symbol2,
'Timeframe': self.__config.get('monitor.calculations.medium.from')})
history_data_long = \
self.__cor.get_coefficient_history(symbol1, symbol2,
self.__config.get('monitor.calculations.long.from'))
self.__cor.get_coefficient_history({'Symbol 1': symbol1, 'Symbol 2': symbol2,
'Timeframe': self.__config.get('monitor.calculations.long.from')})
# Display if we have any data
self.__log.debug(f"Refreshing history graph {symbol1}:{symbol2}.")
self.__graph.draw(prices=[symbol_1_price_data, symbol_2_price_data], ticks=[symbol_1_ticks, symbol_2_ticks],
@@ -442,6 +443,9 @@ class MonitorFrame(wx.Frame):
if len(self.__selected_correlation) == 2:
self.show_graph(symbol1=self.__selected_correlation[0], symbol2=self.__selected_correlation[1])
# Set status message
self.SetStatusText(f"Status updated at {self.__cor.get_last_calculation():%d-%b %H:%M:%S}.", 1)
def __clear_history(self, event):
"""
Clears the calculated coefficient history and associated price data
@@ -504,22 +508,11 @@ class DataTable(wx.grid.GridTableBase):
# If column is last coefficient, get value and check against threshold. Highlight if diverged.
threshold = Config().get('monitor.divergence_threshold')
if col in [MonitorFrame.COLUMN_LAST_COEFFICIENT]:
# Is coefficient <= threshold
if col in [MonitorFrame.COLUMN_STATUS]:
# Is status one of interest
value = self.GetValue(row, col)
if value != "":
value = float(value)
if value <= threshold:
attr.SetBackgroundColour(wx.YELLOW)
else:
attr.SetBackgroundColour(wx.WHITE)
elif col in [MonitorFrame.COLUMN_LAST_CHECK]:
# Was the last check within the last 2 monitoring intervals
value = self.GetValue(row, col)
if value != "":
value = datetime.strptime(value, '%d-%m-%y %H:%M:%S')
if value >= datetime.now() - timedelta(minutes=2*Config().get('monitor.interval')):
if value in [correlation.STATUS_BELOW_MONITORING_THRESHOLD]:
attr.SetBackgroundColour(wx.YELLOW)
else:
attr.SetBackgroundColour(wx.WHITE)