Sure
# DISPLAY IV Graph and OPTION CHAIN-------------------------------------------------------------------
@app.app.callback(
[
Output("r_iv_graph_iv_candlestick", "figure"),
],
[Input("r_iv_dropdown_symbol", "value"), Input("r_iv_radioitems_expiry", "value"),],
)
def r_iv_show_figure_and_dtable(dd_symbol, expiry):
try:
# refresh all variables so erratic graph does not show
figure_iv_candlestick = go.Figure(data=[go.Scatter(x=[], y=[])])
figure_iv_candlestick.update_layout(template="plotly_dark")
figure_iv_candlestick.data = []
figure_iv_candlestick.layout = {}
df_iv = pd.DataFrame()
df_candlestick = pd.DataFrame()
df_total = pd.DataFrame()
candlestick = None
spot_implied_volatility = None
historical_volatility = None
# START ACTUAL CODE
df_iv = crud.get_db_schema_table(
app.connection_db_analysis, "volatility", (dd_symbol + "_volatility")
)
df_iv["date"] = pd.to_datetime(df_iv["date"])
df_iv["date"] = df_iv["date"].dt.date
df_candlestick = dm.load_table_db_historical(
app.connection_db_historical,
df_iv["date"].min(),
datetime.date.today(),
dd_symbol,
"dly",
"NSE",
)
df_candlestick["date"] = df_candlestick["date"].dt.date
df_total = pd.merge(df_iv, df_candlestick, on="date", how="outer")
df_total.sort_values("date", inplace=True)
df_total.reset_index(drop=True, inplace=True)
# get traces
candlestick = fem.Plotter(data=df_total, current_tf="dly").plotCandlestick()
spot_implied_volatility = fem.Plotter(
data=df_total
).plot_spot_implied_volatility()
historical_volatility = fem.Plotter(data=df_total).plot_historical_volatility()
figure_iv_candlestick = make_subplots(
shared_xaxes=True,
vertical_spacing=0,
rows=1,
cols=1,
specs=[[{"secondary_y": True}]],
figure=None,
)
figure_iv_candlestick.add_traces(
data=[spot_implied_volatility, historical_volatility, candlestick],
secondary_ys=[False, False, True],
rows=[1, 1, 1],
cols=[1, 1, 1],
)
figure_iv_candlestick.update_yaxes(
title_text=("Historical Data"),
secondary_y=True,
title_font=dict(size=20),
row=1,
col=1,
)
figure_iv_candlestick.update_yaxes(
title_text=("Volatility - Implied and Historical"),
secondary_y=False,
title_font=dict(size=20),
row=1,
col=1,
)
figure_iv_candlestick.update_layout(
height=600,
margin=dict(t=20, l=0, r=0, b=0),
autosize=True,
template="plotly_dark",
hovermode="x",
showlegend=True,
dragmode="zoom",
legend=dict(
yanchor="bottom",
y=1,
xanchor="left",
x=0,
orientation="h",
itemclick="toggleothers",
itemdoubleclick="toggle",
),
xaxis=dict(
showgrid=False, showticklabels=True, rangeslider_visible=False,
), # Removes Y-axis grid lines
yaxis=dict(showgrid=False,), # Removes Y-axis grid lines
)
except Exception as e:
print("Error: show iv_candlestick graph", e)
figure_iv_candlestick = go.Figure(data=[go.Scatter(x=[], y=[])])
figure_iv_candlestick.update_layout(template="plotly_dark")
finally:
return (
figure_iv_candlestick,
)
I have bunch of my own code from local libraries. But the general code for the figure from dash call back is here. I have tried creating empty figure and removing its data and layout to ensure a clean start. but still the problem persists.
Also, Code for plotting traces is as follows:
def plotCandlestick(self):
chart = go.Candlestick(
x=list(self.data["date"]),
open=list(self.data["open"]),
high=list(self.data["high"]),
low=list(self.data["low"]),
close=list(self.data["close"]),
name="Candlestick",
visible=True,
)
return chart
def plot_spot_implied_volatility(self):
chart = go.Scatter(
x=list(self.data["date"]),
y=list(self.data["spot_implied_volatility"]),
line=dict(color="gold", width=2.0),
name="Implied Volatility",
)
return chart
# HISTORICAL VOLATILITY ---------------------------------------------------------------------------------------------
def plot_historical_volatility(self):
chart = go.Scatter(
x=list(self.data["date"]),
y=list(self.data["historical_volatility"]),
line=dict(color="silver", width=1.5),
name="Historical Volatility",
# visible="legendonly",
)
return chart
