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fixed deutsche boerse
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This commit is contained in:
Melchior Reimers
2026-01-27 10:14:27 +01:00
parent 44e7004fc9
commit e71d1a061e
7 changed files with 277 additions and 96 deletions
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149
dashboard/public/index.html
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@@ -71,7 +71,7 @@
</div>
<div class="glass p-8 mb-8">
<h3 class="text-lg font-bold mb-6 text-slate-300">Moving Average: Tradezahlen & Volumen je Exchange</h3>
<h3 class="text-lg font-bold mb-6 text-slate-300">Moving Average: Tradezahlen & Volumen (alle Exchanges)</h3>
<div class="h-96"><canvas id="movingAverageChart"></canvas></div>
</div>
@@ -251,61 +251,81 @@
if (charts.movingAverage) charts.movingAverage.destroy();
const dateIdx = columns.findIndex(c => c.name === 'date' || c.name === 'timestamp');
const exchangeIdx = columns.findIndex(c => c.name === 'exchange');
const countIdx = columns.findIndex(c => c.name === 'trade_count');
const volumeIdx = columns.findIndex(c => c.name === 'volume');
const maCountIdx = columns.findIndex(c => c.name === 'ma_count');
const maVolumeIdx = columns.findIndex(c => c.name === 'ma_volume');
const exchanges = [...new Set(data.map(r => r[exchangeIdx]))];
// Alle Daten nach Datum aggregieren (über alle Exchanges summieren)
const dates = [...new Set(data.map(r => r[dateIdx]))].sort();
const datasets = [];
// Erweiterte Farben für mehr Exchanges (EIX, LS, XETRA, FRA, GETTEX, STU, QUOTRIX)
const colors = ['#38bdf8', '#f43f5e', '#10b981', '#fbbf24', '#8b5cf6', '#f97316', '#ec4899', '#14b8a6', '#84cc16', '#a855f7'];
exchanges.forEach((exchange, idx) => {
datasets.push({
label: `${exchange} - Trade Count`,
data: dates.map(d => {
const row = data.find(r => r[dateIdx] === d && r[exchangeIdx] === exchange);
return row ? (row[countIdx] || 0) : 0;
}),
borderColor: colors[idx % colors.length],
backgroundColor: colors[idx % colors.length] + '33',
borderWidth: 2,
yAxisID: 'y',
tension: 0.3
});
datasets.push({
label: `${exchange} - MA Count`,
data: dates.map(d => {
const row = data.find(r => r[dateIdx] === d && r[exchangeIdx] === exchange);
return row ? (row[maCountIdx] || 0) : 0;
}),
borderColor: colors[idx % colors.length],
backgroundColor: 'transparent',
borderWidth: 2,
borderDash: [5, 5],
yAxisID: 'y',
tension: 0.3
});
datasets.push({
label: `${exchange} - Volume`,
data: dates.map(d => {
const row = data.find(r => r[dateIdx] === d && r[exchangeIdx] === exchange);
return row ? (row[volumeIdx] || 0) : 0;
}),
borderColor: colors[(idx + 2) % colors.length],
backgroundColor: colors[(idx + 2) % colors.length] + '33',
borderWidth: 2,
yAxisID: 'y1',
tension: 0.3
});
// Summiere Trade Count und Volume pro Tag (alle Exchanges zusammen)
const dailyTotals = {};
dates.forEach(date => {
const dayRows = data.filter(r => r[dateIdx] === date);
dailyTotals[date] = {
tradeCount: dayRows.reduce((sum, r) => sum + (r[countIdx] || 0), 0),
volume: dayRows.reduce((sum, r) => sum + (r[volumeIdx] || 0), 0)
};
});
// Moving Average berechnen (7-Tage gleitender Durchschnitt)
const maWindow = 7;
const tradeCountData = dates.map(d => dailyTotals[d].tradeCount);
const volumeData = dates.map(d => dailyTotals[d].volume);
const calculateMA = (data, window) => {
return data.map((val, idx) => {
if (idx < window - 1) return null;
const slice = data.slice(idx - window + 1, idx + 1);
return slice.reduce((a, b) => a + b, 0) / window;
});
};
const maTradeCount = calculateMA(tradeCountData, maWindow);
const maVolume = calculateMA(volumeData, maWindow);
const datasets = [
{
label: 'Trades (täglich)',
data: tradeCountData,
borderColor: '#38bdf8',
backgroundColor: '#38bdf833',
borderWidth: 1,
yAxisID: 'y',
tension: 0.3,
pointRadius: 2
},
{
label: `Trades (${maWindow}-Tage MA)`,
data: maTradeCount,
borderColor: '#38bdf8',
backgroundColor: 'transparent',
borderWidth: 3,
yAxisID: 'y',
tension: 0.4,
pointRadius: 0
},
{
label: 'Volumen (täglich)',
data: volumeData,
borderColor: '#10b981',
backgroundColor: '#10b98133',
borderWidth: 1,
yAxisID: 'y1',
tension: 0.3,
pointRadius: 2
},
{
label: `Volumen (${maWindow}-Tage MA)`,
data: maVolume,
borderColor: '#10b981',
backgroundColor: 'transparent',
borderWidth: 3,
yAxisID: 'y1',
tension: 0.4,
pointRadius: 0
}
];
charts.movingAverage = new Chart(ctx, {
type: 'line',
data: {
@@ -321,7 +341,7 @@
type: 'linear',
display: true,
position: 'left',
title: { display: true, text: 'Trade Count', color: '#94a3b8' },
title: { display: true, text: 'Anzahl Trades', color: '#94a3b8' },
grid: { color: 'rgba(255,255,255,0.05)' },
ticks: { color: '#64748b' }
},
@@ -329,13 +349,20 @@
type: 'linear',
display: true,
position: 'right',
title: { display: true, text: 'Volume (€)', color: '#94a3b8' },
title: { display: true, text: 'Volumen (€)', color: '#94a3b8' },
grid: { drawOnChartArea: false },
ticks: { color: '#64748b' }
ticks: {
color: '#64748b',
callback: function(value) {
if (value >= 1e6) return (value / 1e6).toFixed(1) + 'M';
if (value >= 1e3) return (value / 1e3).toFixed(0) + 'k';
return value;
}
}
},
x: {
grid: { display: false },
ticks: { color: '#64748b' }
ticks: { color: '#64748b', maxRotation: 45 }
}
},
plugins: {
@@ -343,6 +370,22 @@
display: true,
position: 'bottom',
labels: { color: '#94a3b8', boxWidth: 12, usePointStyle: true, padding: 15 }
},
tooltip: {
callbacks: {
label: function(context) {
let label = context.dataset.label || '';
if (label) label += ': ';
if (context.parsed.y !== null) {
if (context.dataset.yAxisID === 'y1') {
label += '€' + context.parsed.y.toLocaleString();
} else {
label += context.parsed.y.toLocaleString();
}
}
return label;
}
}
}
}
}