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

Author: zlpatel

backtesting/_plotting.py

@@ -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)
@@ -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}'
@@ -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 ...
 
@@ -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()
@@ -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])
@@ -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)
     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))
 

backtesting/autoscale_cb.js

@@ -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);