Used monitoring_threshold to calculate status.

mt5_correlation/correlation.py

@@ -59,10 +59,10 @@ class CorrelationStatus:
 
 # All status's for symbol pair from monitoring. Status set from assessing coefficient for all timeframes from last run.
 STATUS_NOT_CALCULATED = CorrelationStatus(-1, 'NOT CALC', 'Coefficient could not be calculated')
-STATUS_ABOVE_MONITORING_THRESHOLD = CorrelationStatus(1, 'ABOVE', 'All coefficients equal to or above the monitoring '
+STATUS_ABOVE_DIVERGENCE_THRESHOLD = CorrelationStatus(1, 'ABOVE', 'All coefficients equal to or above the divergence '
                                                                   'threshold')
-STATUS_BELOW_MONITORING_THRESHOLD = CorrelationStatus(2, 'BELOW', 'All coefficients below the monitoring threshold')
-STATUS_INCONSISTENT = CorrelationStatus(3, 'INCONSISTENT', 'Coefficients not consistently above or below monitoring '
+STATUS_BELOW_DIVERGENCE_THRESHOLD = CorrelationStatus(2, 'BELOW', 'All coefficients below the divergence threshold')
+STATUS_INCONSISTENT = CorrelationStatus(3, 'INCONSISTENT', 'Coefficients not consistently above or below divergence '
                                                            'threshold')
 
 
@@ -78,6 +78,10 @@ class Correlation:
     # coefficient than ths won't be monitored.
     monitoring_threshold = 0.9
 
+    # Threshold for divergence. Correlation coefficients that were previously above the monitoring_threshold and fall
+    # below this threshold will be considered as having diverged
+    divergence_threshold = 0.8
+
     # Toggle on whether we are monitoring or not. Set through start_monitor and stop_monitor
     __monitoring = False
 
@@ -102,7 +106,14 @@ class Correlation:
     # Dict: {Symbol: [retrieved datetime, ticks dataframe]}
     __monitor_tick_data = {}
 
-    def __init__(self):
+    def __init__(self, monitoring_threshold=0.9, divergence_threshold=0.8):
+        """
+        Initialises the Correlation class.
+        :param monitoring_threshold: Only correlations that are greater than or equal to this threshold will be
+            monitored.
+        :param divergence_threshold: Correlations that are being monitored and fall below this threshold are considered
+            to have diverged.
+        """
         # Logger
         self.__log = logging.getLogger(__name__)
 
@@ -115,6 +126,10 @@ class Correlation:
         # Create timer for continuous monitoring
         self.__scheduler = sched.scheduler(time.time, time.sleep)
 
+        # Set thresholds
+        self.monitoring_threshold = monitoring_threshold
+        self.divergence_threshold = divergence_threshold
+
     @property
     def filtered_coefficient_data(self):
         """
@@ -672,10 +687,10 @@ class Correlation:
 
         if None in values:
             status = STATUS_NOT_CALCULATED
-        elif all(i >= self.monitoring_threshold for i in values):
-            status = STATUS_ABOVE_MONITORING_THRESHOLD
-        elif all(i < self.monitoring_threshold for i in values):
-            status = STATUS_BELOW_MONITORING_THRESHOLD
+        elif all(i >= self.divergence_threshold for i in values):
+            status = STATUS_ABOVE_DIVERGENCE_THRESHOLD
+        elif all(i < self.divergence_threshold for i in values):
+            status = STATUS_BELOW_DIVERGENCE_THRESHOLD
         else:
             status = STATUS_INCONSISTENT
 

mt5_correlation/gui.py

@@ -6,8 +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 import correlation as cor
 from mt5_correlation.config import Config, SettingsDialog
 from datetime import datetime, timedelta
 import pytz
@@ -52,8 +51,8 @@ class MonitorFrame(wx.Frame):
         self.__config = Config()
 
         # Create correlation instance to maintain state of calculated coefficients. Set min coefficient from config
-        self.__cor = Correlation()
-        self.__cor.monitoring_threshold = self.__config.get("monitor.monitoring_threshold")
+        self.__cor = cor.Correlation(monitoring_threshold=self.__config.get("monitor.monitoring_threshold"),
+                                     divergence_threshold=self.__config.get("monitor.divergence_threshold"))
 
         # Status bar. 2 fields, one for monitoring status and one for general status. On open, monitoring status is not
         # monitoring. SetBackgroundColour will change colour of both. Couldn't find a way to set on single field only.
@@ -512,7 +511,7 @@ class DataTable(wx.grid.GridTableBase):
             # Is status one of interest
             value = self.GetValue(row, col)
             if value != "":
-                if value in [correlation.STATUS_BELOW_MONITORING_THRESHOLD]:
+                if value in [cor.STATUS_BELOW_DIVERGENCE_THRESHOLD]:
                     attr.SetBackgroundColour(wx.YELLOW)
                 else:
                     attr.SetBackgroundColour(wx.WHITE)
@@ -565,8 +564,9 @@ class GraphPanel(wx.Panel):
 
         # Check what data we have available
         price_data_available = prices is not None and len(prices) == 2 and \
-            prices[0] is not None and prices[1] is not None
-        tick_data_available = ticks is not None and len(ticks) == 2 and ticks[0] is not None and ticks[1] is not None
+            prices[0] is not None and prices[1] is not None and len(prices[0]) > 0 and len(prices[1]) > 0
+        tick_data_available = ticks is not None and len(ticks) == 2 and ticks[0] is not None and ticks[1] is not None \
+            and len(ticks[0]) > 0 and len(ticks[1]) > 0
         history_data_available = history is not None and len(history) > 0
         symbols_selected = symbols is not None and len(symbols) == 2