Skip to content

Feature: Visualize Indicators

phong edited this page Mar 14, 2018 · 19 revisions

[In development] specification for the development of the feature to visualize indicators while backtesting in Gekko

Objectives

To create an implementation robust enough so that data visualizations can be implemented in indicators, as well as from the strategy optionally, as well as default support for plain result.result values in indicators where it has not been implemented.

Implementation

Data Model

In the Vue frontend application, there is a chart data model at: Root > App > Backtester > Result > ResultSummary > Chart

The chart object has a data property inside of it, which looks like this:

<chart>.data:{
  candles:{},
  indicatorResults:{},
  report:{},
  roundtrips:{},
  trades:{}
}

IndicatorResults Object

{
  main:[{...Object dataset}], // contains indicators which are drawn on the main chart
  subCharts:[{...Object subChart}] // contains sub charts which are drawn below in lister order
}

SubChart Object

Object subChart:{
  title:"Stoch RSI",
  name:"stochRSI",
  datasets:[{...Object dataset}]
}

Dataset Object

Object dataset:{
  type:"bars",
  name:"histogram",
  range:[],
  colors:[],
  data:[{...Object datapoint}]
}

Properties

  • type : One of a set of compatible D3 graph types
  • name : The name/identifier of the dataset
  • range : Array of min/max values ie. [0,100], or for auto-scale set to false

Clone this wiki locally