auto scale support

lightweight_charts/abstract.py

@@ -245,9 +245,12 @@ class SeriesCommon(Pane):
         if format_cols:
             df = self._df_datetime_format(df, exclude_lowercase=self.name)
         if self.name:
-            if self.name not in df:
+            if self.name and len(df.columns) == 1: #if only one col rename it
+                df.columns = ['value']
+            elif self.name not in df:
                 raise NameError(f'No column named "{self.name}".')
-            df = df.rename(columns={self.name: 'value'})
+            else:
+                df = df.rename(columns={self.name: 'value'})
         self.data = df.copy()
         self._last_bar = df.iloc[-1]
         self.run_script(f'{self.id}.series.setData({js_data(df)}); ')

lightweight_charts/helpers.py

@@ -1,16 +1,46 @@
+from ast import parse
 from .widgets import JupyterChart
 from .util import (
     is_vbt_indicator, get_next_color
 )
 import pandas as pd
 
+#default settings for each pricescale
+ohlcv_cols = ['close', 'volume', 'open', 'high', 'low']
+right_cols = ['vwap']
+left_cols = ['rsi', 'cci', 'macd', 'macdsignal']
+middle1_cols = ["mom"]
+middle2_cols = ["updated"]
+histogram_cols = ['buyvolume', 'sellvolume', 'trades', 'macdhist']
+
+def append_scales(df, right, histogram, left, middle1, middle2, name = ""):
+    if isinstance(df, pd.DataFrame):
+        for col in df.columns:
+                match col:
+                    case c if c.lower() in ohlcv_cols:
+                            continue
+                    case c if c.lower() in right_cols:
+                        right.append((df[c],name+c,))
+                    case c if c.lower() in histogram_cols:
+                        histogram.append((df[c],name+c,))
+                    case c if c.lower() in left_cols:
+                        left.append((df[c],name+c,))
+                    case c if c.lower() in middle1_cols:
+                        middle1.append((df[c],name+c,))
+                    case c if c.lower() in middle2_cols:
+                        middle2.append((df[c],name+c,))
+                    case _:
+                        right.append((df[c],name+c,))
+    else: #it is series (as df multiindex can be just envelope for series)
+            right.append((df,str(df.name),))
+
 def append_or_extend(target_list, value):
     if isinstance(value, list):
         target_list.extend(value)  # Extend if it's a list
     else:
         target_list.append(value)  # Append if it's a single value
 
-def extend_kwargs(ohlcv, right, left, middle1, middle2, histogram, kwargs):
+def extend_kwargs(ohlcv, right, left, middle1, middle2, histogram, auto_scale, kwargs):
     """
     Mutate lists based on kwargs for accessor.
     Used when user added additional series to kwargs when using accessor.
@@ -26,7 +56,9 @@ def extend_kwargs(ohlcv, right, left, middle1, middle2, histogram, kwargs):
     if 'middle1' in kwargs:
         append_or_extend(middle1, kwargs['middle1'])         
     if 'middle2' in kwargs:
-        append_or_extend(middle1, kwargs['middle2'])   
+        append_or_extend(middle2, kwargs['middle2'])
+    if 'auto_scale' in kwargs:
+        append_or_extend(auto_scale, kwargs['auto_scale'])    
 
     return ohlcv #as tuple is immutable
 
@@ -67,14 +99,16 @@ class PlotSRAccessor:
         middle1 = []
         middle2 = []
         histogram = []
+        auto_scale = []
 
         #if there are additional series in kwargs add them too
         #ohlcv is returned as it is tuple thus immutable
-        ohlcv = extend_kwargs(ohlcv, right, left, middle1, middle2, histogram, kwargs)
+        ohlcv = extend_kwargs(ohlcv, right, left, middle1, middle2, histogram, auto_scale, kwargs)
 
         right.append((self._obj,name))
 
         pane1 = Panel(
+            auto_scale=auto_scale,
             ohlcv=ohlcv,
             histogram=histogram,
             right=right,
@@ -125,39 +159,36 @@ class PlotDFAccessor:
         if "size" not in kwargs:
             kwargs["size"] = "xs"
 
-        #default settings for each pricescale
-        ohlcv_cols = ['close', 'volume', 'open', 'high', 'low']
-        right_cols = ['vwap']
-        left_cols = ['rsi']
-        middle1_cols = []
-        middle2_cols = []
-        histogram_cols = ['buyvolume', 'sellvolume', 'trades']
-        
         ohlcv = ()
         right = []
         left = []
         middle1 = []
         middle2 = []
         histogram = []
+        auto_scale = []
+                 
+        if isinstance(self._obj.columns, pd.MultiIndex):
+            for col_tuple in self._obj.columns:
+                # Access the data for each column tuple dynamically
+                df = self._obj.loc[:, col_tuple]
+                name = str(col_tuple)+" "
+                append_scales(df, right, histogram, left, middle1, middle2, name)
+            first_column_df = self._obj.loc[:, self._obj.columns[0]]
+            ohlcv = (first_column_df[ohlcv_cols],) if isinstance(first_column_df, pd.DataFrame) and first_column_df.columns in ohlcv else () #in case of multiindex only the first ohlcv is display only one ohlcv is allowed on the pane
 
-        for col in self._obj.columns:
+        else:
-             if col in right_cols:
+            append_scales(self._obj, right, histogram, left, middle1, middle2)
-                  right.append((self._obj[col],col,))
+            #add ohlcv if all columns ohlcv_cols
-             if col in histogram_cols:
+            #column mapping enables either both lowercase and first upper
-                  histogram.append((self._obj[col],col,))
+            column_mapping = {key: next((col for col in self._obj.columns if col.lower() == key), None) for key in ohlcv_cols}
-             if col in left_cols:
+            mapped_columns = [column_mapping[key] for key in ohlcv_cols if column_mapping[key] is not None]
-                  left.append((self._obj[col],col,))
+            ohlcv = (self._obj[mapped_columns],) if isinstance(self._obj, pd.DataFrame) and all(col in self._obj.columns.str.lower() for col in ohlcv_cols) else ()
-             if col in middle1_cols:
+            
-                  middle1_cols.append((self._obj[col],col,))
-             if col in middle2_cols:
-                  middle2_cols.append((self._obj[col],col,))
-
-        ohlcv = (self._obj[ohlcv_cols],)
-
         #if there are additional series in kwargs add them too
-        ohlcv = extend_kwargs(ohlcv, right, left, middle1, middle2, histogram, kwargs)
+        ohlcv = extend_kwargs(ohlcv, right, left, middle1, middle2, histogram, auto_scale, kwargs)
 
         pane1 = Panel(
+            auto_scale=auto_scale,
             ohlcv=ohlcv,
             histogram=histogram,
             right=right,
@@ -196,6 +227,7 @@ class Panel:
     * left : list of tuples, optional
     * middle1 : list of tuples, optional
     * middle2 : list of tuples, optional
+    * auto_scale: list of objects, optional - external objects (vbt indicators) that can be automatically parsed to given scaleID
     * xloc : str or slice, optional. Vectorbt indexing. Default is None.
     * precision: int, optional. The number of digits after the decimal point. Apply to all lines on this pane. Default is None.
 
@@ -227,6 +259,7 @@ class Panel:
     )
 
     pane2 = Panel(
+        auto_scale=[macd_vbt_ind],
         ohlcv=(t1data.data["BAC"],),
         right=[],
         left=[(sma, "sma_below", short_signals, short_exits)],
@@ -258,7 +291,8 @@ class Panel:
     ch = chart([pane1], title="Chart with EntryShort/ExitShort (yellow) and EntryLong/ExitLong markers (pink)", sync=True, session=None, size="s")
     ```
     """
-    def __init__(self, ohlcv=None, right=None, left=None, middle1=None, middle2=None, histogram=None, title=None, xloc=None, precision=None):
+    def __init__(self, auto_scale=[],ohlcv=None, right=None, left=None, middle1=None, middle2=None, histogram=None, title=None, xloc=None, precision=None):
+        self.auto_scale = auto_scale
         self.ohlcv = ohlcv if ohlcv is not None else ()
         self.right = right if right is not None else []
         self.left = left if left is not None else []
@@ -382,6 +416,78 @@ def chart(panes: list[Panel], sync=False, title='', size="m", xloc=None, session
                     active_chart.markers_set(markers=xloc_me(markers, xloc), type=type, color=color if color is not None else None)                  
 
 
+            def add_to_scale(series, right, histogram, left, middle1, middle2, column,name = None):
+                """
+                Assigns a series to a scaleId based on its name and pre-defined col names.
+                
+                Args:
+                -----
+                    series (pd.Series): The series to be added to a scaleId
+                    right (list): The right scale to add to
+                    histogram (list): The histogram scale to add to
+                    left (list): The left scale to add to
+                    middle1 (list): The middle1 scale to add to
+                    middle2 (list): The middle2 scale to add to
+                    name (str): The name of the series
+                    
+                Returns:
+                -------
+                    None
+                
+                Notes:
+                -----
+                The function checks if the series name is in the pre-defined column names 
+                (e.g. ohlcv_cols, right_cols, histogram_cols, etc.) and assigns the series to 
+                the corresponding scaleId. If the name is not found in any of the pre-defined 
+                column names, the series is added to the right scale by default.
+                """
+                if name is None:
+                     name = column
+                if column.lower() in ohlcv_cols:
+                    return
+                elif column.lower() in right_cols:
+                    right.append((series, name,))
+                elif column.lower() in histogram_cols:
+                    histogram.append((series, name))
+                elif column.lower() in left_cols:
+                    left.append((series, name))
+                elif column.lower() in middle1_cols:
+                    middle1.append((series, name))
+                elif column.lower() in middle2_cols:
+                    middle2.append((series, name))
+                else:
+                    right.append((series, name,))
+
+            # automatic scale assignment
+            if len(pane.auto_scale) > 0:
+                 for obj in pane.auto_scale:
+                    if is_vbt_indicator(obj): #for vbt indicators
+                        for output in obj.output_names:
+                            output_series = getattr(obj, output)
+                            output_name = obj.short_name + ':' + output
+                            output = obj.short_name if output == "real" else output
+                            #if output_series is multiindex - add each combination to respective scaleId
+                            if isinstance(output_series, pd.DataFrame) and isinstance(output_series.columns, pd.MultiIndex):
+                                for col_tuple in output_series.columns:
+                                    name=output_name + " " + str(col_tuple)
+                                    series_copy = output_series.loc[:, col_tuple].copy(deep=True)
+                                    add_to_scale(series_copy, pane.right, pane.histogram, pane.left, pane.middle1, pane.middle2, output, name)
+                            elif isinstance(output_series, pd.DataFrame) and len(output_series.columns) > 1: #in case of multicolumns
+                                for col in output_series.columns:
+                                    name=output_name + " " + col
+                                    series_copy = output_series.loc[:, col].copy(deep=True)
+                                    add_to_scale(series_copy, pane.right, pane.histogram, pane.left, pane.middle1, pane.middle2, output, name)
+                            elif isinstance(output_series, pd.DataFrame) and len(output_series.columns) == 1:
+                                name=output_name + " " + output_series.columns[0]
+                                series_copy = output_series.squeeze()
+                                add_to_scale(series_copy, pane.right, pane.histogram, pane.left, pane.middle1, pane.middle2, output, name)
+                            else: #add output to respective scale
+                                series_copy = output_series.copy(deep=True)
+                                add_to_scale(series_copy, pane.right, pane.histogram, pane.left, pane.middle1, pane.middle2, output, output_name)
+                                
+                    # zde jsem skoncil
+                    #vbt ind
+
             if pane.ohlcv != ():
                     series, entries, exits, markers = (pane.ohlcv + (None,) * 4)[:4]
                     if series is None:
@@ -404,8 +510,14 @@ def chart(panes: list[Panel], sync=False, title='', size="m", xloc=None, session
                             kwargs['color'] = color 
                     if opacity is not None:
                             kwargs['opacity'] = opacity
-                    tmp = active_chart.create_histogram(**kwargs) #green transparent "rgba(53, 94, 59, 0.6)"
+                    if isinstance(series, pd.DataFrame) and isinstance(series.columns, pd.MultiIndex): #multiindex handling
-                    tmp.set(xloc_me(series, xloc))
+                        for col_tuple in series.columns:
+                            kwargs = {'name': name + str(col_tuple)}
+                            tmp = active_chart.create_histogram(**kwargs) #green transparent "rgba(53, 94, 59, 0.6)"
+                            tmp.set(xloc_me(series.loc[:, col_tuple], xloc))
+                    else:
+                        tmp = active_chart.create_histogram(**kwargs) #green transparent "rgba(53, 94, 59, 0.6)"
+                        tmp.set(xloc_me(series, xloc))
 
             if pane.title is not None:
                     active_chart.topbar.textbox("title",pane.title)
@@ -413,7 +525,7 @@ def chart(panes: list[Panel], sync=False, title='', size="m", xloc=None, session
 
             #iterate over keys - they are all priceScaleId except of these
             for att_name, att_value_tuple in vars(pane).items():
-                    if att_name in ["ohlcv","histogram","title","xloc","precision"]:
+                    if att_name in ["ohlcv","histogram","title","xloc","precision", "auto_scale"]:
                             continue
                     for tup in att_value_tuple:
                             series, name, entries, exits, markers = (tup + (None, None, None, None, None))[:5]
@@ -425,9 +537,20 @@ def chart(panes: list[Panel], sync=False, title='', size="m", xloc=None, session
                                 series = series.xloc[xloc] if xloc is not None else series
                                 for output in series.output_names:
                                     output_series = getattr(series, output)
-                                    output = name + ':' + output if name is not None else output       
+                                    output = name + ':' + output if name is not None else series.short_name + ":" + output  
-                                    tmp = active_chart.create_line(name=output, priceScaleId=att_name)#, color="blue")
+                                    #if output_series is multiindex - create aline for each combination
-                                    tmp.set(output_series)
+                                    if isinstance(output_series, pd.DataFrame) and isinstance(output_series.columns, pd.MultiIndex):
+                                        for col_tuple in output_series.columns:
+                                            tmp = active_chart.create_line(name=output + " " + str(col_tuple), priceScaleId=att_name)#, color="blue")
+                                            tmp.set(output_series.loc[:, col_tuple])                                  
+                                    else:  
+                                        tmp = active_chart.create_line(name=output, priceScaleId=att_name)#, color="blue")
+                                        tmp.set(output_series)
+                            #if multiindex then unpack them all with tuple as names
+                            elif isinstance(series, pd.DataFrame) and isinstance(series.columns, pd.MultiIndex):
+                                for col_tuple in series.columns:
+                                    tmp = active_chart.create_line(name=str(col_tuple) if name is None else name+" "+str(col_tuple), priceScaleId=att_name)#, color="blue")
+                                    tmp.set(xloc_me(series.loc[:, col_tuple], xloc))
                             else:
                                 if name is None:
                                       name = "no_name" if not hasattr(series, 'name') or series.name is None else str(series.name)
@@ -449,13 +572,14 @@ def chart(panes: list[Panel], sync=False, title='', size="m", xloc=None, session
             active_chart.fit()
             if session is not None and session:
                 try:
-                    last_used_series = output_series if is_vbt_indicator(series) else series #pokud byl posledni series vbt, pak pouzijeme jeho outputy
+                    last_used_series = output_series.loc[:, col_tuple] if isinstance(output_series, pd.DataFrame) and isinstance(output_series.columns, pd.MultiIndex) else output_series if is_vbt_indicator(series) else series #pokud byl posledni series vbt, pak pouzijeme jeho outputy
+                    last_used_series = last_used_series.iloc[:,0] if isinstance(last_used_series, pd.DataFrame) else last_used_series #if df then use just first column
                     t1 = xloc_me(last_used_series, xloc)
                     t1 = t1.vbt.xloc[session]
                     target_data = t1.obj
                     #we dont know the exact time of market start +- 3 seconds thus we find mark first row after 9:30
                     # Resample the data to daily frequency and get the first entry of each day
-                    first_row_indexes = target_data.resample('D').apply(lambda x: x.index[0])
+                    first_row_indexes = target_data.resample('D').apply(lambda x: x.index[0] if not x.empty else None).dropna()
 
                     # Convert the indexes to a list
                     session_starts = first_row_indexes.to_list()

setup.py

@@ -5,7 +5,7 @@ with open('README.md', 'r', encoding='utf-8') as f:
 
 setup(
     name='lightweight_charts',
-    version='2.2.2',
+    version='2.2.3',
     packages=find_packages(),
     python_requires='>=3.8',
     install_requires=[