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feat: added color bar for each heatmap #1131

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feat: added color bar for each heatmap #1131

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13 changes: 9 additions & 4 deletions backtesting/_plotting.py
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Original file line number Diff line number Diff line change
Expand Up @@ -27,6 +27,7 @@
DatetimeTickFormatter,
WheelZoomTool,
LinearColorMapper,
ColorBar
)
try:
from bokeh.models import CustomJSTickFormatter
Expand Down Expand Up @@ -682,10 +683,7 @@ def plot_heatmaps(heatmap: pd.Series, agg: Union[Callable, str], ncols: int,
dfs = [heatmap.groupby(list(dims)).agg(agg).to_frame(name='_Value')
for dims in param_combinations]
plots = []
cmap = LinearColorMapper(palette='Viridis256',
low=min(df.min().min() for df in dfs),
high=max(df.max().max() for df in dfs),
nan_color='white')

for df in dfs:
name1, name2 = df.index.names
level1 = df.index.levels[0].astype(str).tolist()
Expand All @@ -694,6 +692,11 @@ def plot_heatmaps(heatmap: pd.Series, agg: Union[Callable, str], ncols: int,
df[name1] = df[name1].astype('str')
df[name2] = df[name2].astype('str')

cmap = LinearColorMapper(palette='Viridis256',
low=df['_Value'].min(),
high=df['_Value'].max(),
nan_color='white')

fig = _figure(x_range=level1,
y_range=level2,
x_axis_label=name1,
Expand All @@ -717,6 +720,8 @@ def plot_heatmaps(heatmap: pd.Series, agg: Union[Callable, str], ncols: int,
line_color=None,
fill_color=dict(field='_Value',
transform=cmap))
color_bar = ColorBar(color_mapper=cmap, location=(0, 0))
fig.add_layout(color_bar, 'right')
plots.append(fig)

fig = gridplot(
Expand Down