volume profile example gets an error on horiz_time_volume function
knoghax opened this issue · 8 comments
knoghax commented
I've been trying to run the examples in the repo, and for the volume profile one, I get an error on line 69 while executing the horiz_time_volume function. The output in my terminal is shown below:
Traceback (most recent call last):
File "d:\Dropbox\Binance bot\python-binance-bot\finplot volume profile.py", line 69, in <module>
fplt.horiz_time_volume(time_volume_profile, draw_va=0.7, draw_poc=1.0)
File "C:\Users\knoghax\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\finplot\__init__.py", line 1537, in horiz_time_volume
_set_datasrc(ax, datasrc)
File "C:\Users\knoghax\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\finplot\__init__.py", line 2206, in _set_datasrc
datasrc.df.index = [d[i] for i in datasrc.df[datasrc.df.columns[0]]]
File "C:\Users\knoghax\AppData\Local\Packages\PythonSoftwareFoundation.Python.3.9_qbz5n2kfra8p0\LocalCache\local-packages\Python39\site-packages\finplot\__init__.py", line 2206, in <listcomp>
datasrc.df.index = [d[i] for i in datasrc.df[datasrc.df.columns[0]]]
KeyError: 1592784000000000000
I have no idea what could be the issue here and opted to let you know. Would appreciate it if you could let me know what could be going on here. Thank you!
highfestiva commented
You have an old version of finplot installed. Please upgrade first, and if it still doesn't work, please post a screenshot of what is shown when you uncomment line 69 in the volume profile example.
Btw, nice to see you working on a Binance bot! This is the way.
knoghax commented
Thanks for the quick reply!
I uninstalled the version I had (I installed it with pip install finplot) and then installed directly from the repo.
I ran the code again and it still didn't work.
This is what happens when I uncomment line 69 in the example:
I've been working on Binance bots for 2 years :) This is the way.
highfestiva commented
You've still not commented out line 69 on the example, as can be seen in your log which clearly states volume profile.py", line 69 in <module>.
knoghax commented
I guess I misunderstood what you meant in the previous comment. You wrote "uncomment line 69" but I guess you meant to post a screenshot of what is shown when I comment line 69 in the volume profile example.
In that case the resulting graph is shown below:
highfestiva commented
I'm guessing the data you're using might be missing some timestamps. Could you post a minimal example so I can reproduce it myself?
knoghax commented
The results I have are from using exactly the code of volume-profile.py that you have in your repository.
I'm not sure if this is what you're looking for, but these are the results I get when I print time_volume_profile and when I print df:
time_volume_profile
[[Timestamp('2020-06-22 00:00:00'), [(8945.44, 112828.117), (8980.211, 30542.971), (9014.983, 30416.381), (9049.754, 59804.638), (9084.525, 97447.19099999998), (9119.297, 198542.83299999996), (9154.068, 118055.52500000002), (9188.839, 80489.76300000002), (9223.611, 86670.615), (9258.382, 125592.37099999998), (9293.153, 94760.60200000001), (9327.925, 39387.325), (9362.696, 38519.091), (9397.467, 95702.46), (9432.239, 16941.612), (9467.01, 27720.045), (9501.781, 41685.752), (9536.553, 31911.863), (9571.324, 57606.107), (9606.095, 81176.976), (9640.867, 118358.563), (9675.638, 25277.745000000003), (9710.409, 29845.079)]], [Timestamp('2020-06-29 00:00:00'), [(8945.44, 14537.655), (8980.211, 7930.26), (9014.983, 118864.89900000002), (9049.754, 179427.20299999992), (9084.525, 207275.13500000004), (9119.297, 220027.39300000004), (9154.068, 93654.06699999998), (9188.839, 97890.63100000001), (9223.611, 92843.50000000001), (9258.382, 16777.66)]], [Timestamp('2020-07-06 00:00:00'), [(9049.754, 7814.402), (9084.525, 17267.177), (9119.297, 17511.713), (9154.068, 78449.06600000002), (9188.839, 228463.34699999995), (9223.611, 165483.13399999996), (9258.382, 215219.76599999992), (9293.153, 98330.085), (9327.925, 24848.64), (9362.696, 47575.725000000006), (9397.467, 99413.63600000001), (9432.239, 29368.246)]], [Timestamp('2020-07-13 00:00:00'), [(9049.754, 22627.001000000004), (9084.525, 61262.041000000005), (9119.297, 146919.03199999998), (9154.068, 166601.60299999997), (9188.839, 103965.33100000002), (9223.611, 138732.16799999995), (9258.382, 45233.549), (9293.153, 52407.12899999999)]], [Timestamp('2020-07-20 00:00:00'), [(9119.297, 1292.142), (9154.068, 68999.65599999997), (9188.839, 25655.816), (9293.153, 84156.668), (9327.925, 75237.239), (9362.696, 58725.24899999999), (9397.467, 25116.157), (9467.01, 79926.872), (9501.781, 105407.75099999997), (9536.553, 64897.97600000001), (9571.324, 115198.94600000003), (9606.095, 41830.124), (9640.867, 36164.529), (9675.638, 42466.166), (9710.409, 18117.766), (9745.181, 20048.613), (9779.952, 13610.98), (9849.495, 24627.577999999998), (9884.266, 19065.221), (9919.037, 36474.00399999999), (9953.809, 25536.129), (9988.58,
13263.051), (10023.351, 78762.897)]], [Timestamp('2020-07-27 00:00:00'), [(9953.809, 3396.652), (9988.58, 11887.535), (10058.123, 36598.362), (10092.894, 9621.754), (10162.437, 32456.226), (10197.208, 6680.086), (10231.979, 112290.85600000001), (10266.751, 39612.486), (10301.522, 54558.590000000004), (10336.293, 18405.673), (10371.065, 35352.426999999996), (10614.464, 63155.219), (10684.007, 28766.751), (10753.549, 52371.437999999995), (10788.321, 6061.663), (10823.092, 145036.474), (10857.863, 12295.774000000001), (10892.635, 45150.042), (10927.406, 130071.71000000002), (10962.177, 156449.27000000002), (10996.949, 193691.214), (11031.72, 184749.154), (11066.491, 111481.64699999998), (11101.263, 164762.43999999997), (11136.034, 175500.45799999996), (11170.805, 95696.92600000002), (11205.577, 214937.13299999997), (11240.348, 171845.96900000004), (11275.119, 96238.793), (11309.891, 119257.24899999998), (11344.662, 23152.794), (11379.433, 33359.894), (11448.976, 12949.22), (11518.519, 19733.614), (11553.29, 33214.573), (11588.061, 21555.563000000002), (11622.833, 58995.04000000001), (11657.604, 72822.835), (11692.375, 19462.388), (11727.147, 16304.008000000002), (11761.918, 45041.397), (11796.689, 42028.06), (11831.461, 16241.766), (11901.003, 18228.597999999998), (11935.775, 14216.822), (11970.546, 41595.009000000005)]], [Timestamp('2020-08-03 00:00:00'), [(11031.72, 11820.447), (11101.263, 22775.334), (11136.034, 65258.776000000005), (11170.805, 44493.988000000005), (11205.577, 101003.98700000001), (11240.348, 72574.40200000002), (11275.119, 44383.39599999999), (11309.891, 33580.978), (11344.662, 41848.424), (11379.433, 54520.433000000005), (11414.205, 58297.85400000001), (11448.976, 15930.439), (11483.747, 28309.159000000003), (11518.519, 28716.603000000003), (11553.29, 62357.182000000015), (11588.061, 144023.018), (11622.833, 96270.463), (11657.604, 128444.14300000001), (11692.375, 78585.849), (11727.147, 117785.85200000001), (11761.918, 83142.10800000002), (11796.689, 49813.594000000005), (11831.461, 83701.42599999999), (11866.232, 25137.169)]], [Timestamp('2020-08-10 00:00:00'), [(11205.577, 38066.909), (11240.348, 19225.989), (11275.119, 43224.13), (11309.891, 21546.406000000003), (11344.662, 52153.349), (11379.433, 79835.753), (11414.205, 24828.54), (11448.976, 54031.771), (11483.747, 124202.945), (11518.519, 43423.20300000001), (11553.29, 84682.26700000002), (11588.061, 78806.928), (11622.833, 34248.490000000005), (11657.604, 45023.929000000004), (11692.375, 60311.969), (11727.147, 114849.97100000002), (11761.918, 110126.13300000002), (11796.689, 102007.66499999998), (11831.461, 94633.40899999997),
(11866.232, 193943.86499999996), (11901.003, 95907.707), (11935.775, 27212.247000000003), (11970.546, 58415.05999999999), (12005.317, 17233.206), (12040.089, 18368.694)]], [Timestamp('2020-08-17 00:00:00'), [(11796.689, 13611.112), (11831.461, 30584.669999999995), (11866.232, 33490.331000000006), (11901.003, 36233.851), (11935.775, 13171.94), (11970.546, 126946.84199999999), (12005.317, 21371.305), (12040.089, 10902.401), (12074.86, 25536.836), (12144.403, 48967.539000000004), (12179.174, 13049.27), (12213.945, 23643.841999999997), (12248.717, 42626.50200000001), (12283.488, 24214.066), (12318.259, 48744.200999999994), (12353.031, 70805.068), (12387.802, 38885.224)]]]
df
time open high low close volume ... c d e f hlc3 hlc3v
0 2020-06-22 00:00:00 9293.39 9335.00 9273.00 9326.26 5279.928 ... 13509 3190.031 29681156.85887 0 9311.420000 4.916363e+07
1 2020-06-22 00:30:00 9326.14 9332.70 9311.51 9320.35 1565.054 ... 6069 850.786 7930980.17011 0 9321.520000 1.458868e+07
2 2020-06-22 01:00:00 9320.35 9337.00 9317.40 9333.92 1805.899 ... 5776 1010.843 9432276.28982 0 9329.440000 1.684803e+07
3 2020-06-22 01:30:00 9333.93 9388.00 9330.43 9382.58 7701.893 ... 20574 4895.225 45826766.59459 0 9367.003333 7.214366e+07
4 2020-06-22 02:00:00 9382.57 9394.43 9365.42 9373.48 5705.957 ... 14506 3034.380 28462426.27621 0 9377.776667 5.350919e+07
... ... ... ... ... ... ... ... ... ... ... .. ... ...
2779 2020-08-18 21:30:00 12066.91 12093.94 12045.50 12075.48 2129.550 ... 10692 986.828 11909333.99333 0 12071.640000 2.570716e+07
2780 2020-08-18 22:00:00 12075.48 12083.98 12040.43 12078.65 2085.981 ... 9251 803.235 9687752.32018 0 12067.686667 2.517297e+07
2781 2020-08-18 22:30:00 12078.65 12097.48 12043.05 12061.34 2269.613 ... 10627 1059.666 12790275.45061 0 12067.290000 2.738808e+07
2782 2020-08-18 23:00:00 12061.34 12062.99 11990.86 11992.87 3883.610 ... 14708 1552.595 18680446.25025 0 12015.573333 4.666380e+07
2783 2020-08-18 23:30:00 11992.98 12029.00 11957.38 11960.79 3525.837 ... 13942 1621.428 19436462.99356 0 11982.390000 4.224795e+07
highfestiva commented
It's close to impossible to reproduce your error from that data. Please send me something I can work with. You don't have to give me your data or code, just a minimal example is best.
highfestiva commented
@knoghax ping