Adding "total price" worth to ladder whale orders

[mifunetoshiro]

Now with #66 merged, hovering over a bubble shows the total price of the order/s. I tried to add the same to the ladder whale orders, and if I play with a simple test dataframe it works, but when I try with app.py, I get an error on:

    vol_grp_bid = vol_grp_bid[
        ((vol_grp_bid[TBL_VOLUME] >= minVolume) & (vol_grp_bid['count'] >= 2.0) & (vol_grp_bid['count'] < 70.0))]

for some reason. Could someone with more experience implement this?

[theimo1221]

Wich Error and are you sure it´s on that line and not cause error in line before?
@mifunetoshiro I made a pull request into your patch repo, try it in there my changes will do many things in other ways

[mifunetoshiro]

@theimo1221 This error, see the code I tried: mifunetoshiro@7647a92

Exception in thread Thread-57:
Traceback (most recent call last):
File "C:\Python\lib\site-packages\pandas\core\indexes\base.py", line 2525, in get_loc
return self._engine.get_loc(key)
File "pandas_libs\index.pyx", line 117, in pandas._libs.index.IndexEngine.get_loc
File "pandas_libs\index.pyx", line 139, in pandas._libs.index.IndexEngine.get_loc
File "pandas_libs\hashtable_class_helper.pxi", line 1265, in pandas._libs.hashtable.PyObjectHashTable.get_item
File "pandas_libs\hashtable_class_helper.pxi", line 1273, in pandas._libs.hashtable.PyObjectHashTable.get_item
KeyError: 'volume'

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "C:\Python\lib\threading.py", line 916, in _bootstrap_inner
self.run()
File "C:\Python\lib\threading.py", line 864, in run
self._target(*self._args, **self._kwargs)
File "C:\Users\mifune\Desktop\app.py", line 596, in recalcThread
count = count+1 if (not calc_data(pair)) else 0
File "C:\Users\mifune\Desktop\app.py", line 223, in calc_data
((vol_grp_bid[TBL_VOLUME] >= minVolume) & (vol_grp_bid['count'] >= 2.0) & (vol_grp_bid['count'] < 70.0))]
File "C:\Python\lib\site-packages\pandas\core\frame.py", line 2139, in getitem
return self._getitem_column(key)
File "C:\Python\lib\site-packages\pandas\core\frame.py", line 2151, in _getitem_column
result = result[key]
File "C:\Python\lib\site-packages\pandas\core\frame.py", line 2139, in getitem
return self._getitem_column(key)
File "C:\Python\lib\site-packages\pandas\core\frame.py", line 2146, in _getitem_column
return self._get_item_cache(key)
File "C:\Python\lib\site-packages\pandas\core\generic.py", line 1842, in _get_item_cache
values = self._data.get(item)
File "C:\Python\lib\site-packages\pandas\core\internals.py", line 3843, in get
loc = self.items.get_loc(item)
File "C:\Python\lib\site-packages\pandas\core\indexes\base.py", line 2527, in get_loc
return self._engine.get_loc(self._maybe_cast_indexer(key))
File "pandas_libs\index.pyx", line 117, in pandas._libs.index.IndexEngine.get_loc
File "pandas_libs\index.pyx", line 139, in pandas._libs.index.IndexEngine.get_loc
File "pandas_libs\hashtable_class_helper.pxi", line 1265, in pandas._libs.hashtable.PyObjectHashTable.get_item
File "pandas_libs\hashtable_class_helper.pxi", line 1273, in pandas._libs.hashtable.PyObjectHashTable.get_item
KeyError: 'volume'

[mifunetoshiro]

Ah, I see: rename(columns={'amin': 'min_Price', 'amax': 'max_Price', 'sum': 'volume', 'sum': 'total_price'})

This renames both sum columns to 'total_price' instead of 'volume' and 'total_price'. So how do you rename two sums to two different names?

[theimo1221]

vol_grp_ask = ask_tbl.groupby([TBL_VOLUME]).agg({TBL_PRICE: [np.min, np.max, 'count'], TBL_VOLUME:{TBL_VOLUME:np.sum}, 'total_price': {'total_price':np.sum}).rename(columns={'amin': 'min_Price', 'amax': 'max_Price'})

Is what you need I guess

[mifunetoshiro]

Ok, I figured it out. Instead of using the rename function, I manually renamed the columns with vol_grp_bid.columns. This is also unneeded after: vol_grp_bid.columns.droplevel(0)

Will add pull request soon.

Edit: your way produces this warning:

FutureWarning: using a dict with renaming is deprecated and will be removed in a future version

[theimo1221]

@mifunetoshiro Dropplevel (0) removes the groubby name marked in following example:

Not the colum name themselves

[mifunetoshiro]

Yes, but in the way that I did it:

    vol_grp_bid = bid_tbl.groupby([TBL_VOLUME]).agg({TBL_PRICE: [np.min, np.max, 'count'], TBL_VOLUME: np.sum, 'total_price': np.sum})
    vol_grp_bid.columns = ['min_Price', 'max_Price', 'count', 'volume', 'total_price']
    vol_grp_ask = ask_tbl.groupby([TBL_VOLUME]).agg({TBL_PRICE: [np.min, np.max, 'count'], TBL_VOLUME: np.sum, 'total_price': np.sum})
    vol_grp_ask.columns = ['min_Price', 'max_Price', 'count', 'volume', 'total_price']

It's not needed, because there aren't 2 levels, and you get an error:

AttributeError: 'Index' object has no attribute 'droplevel'

[theimo1221]

ah okay, gotcha.