(feat) adapt visualizations to seconds

frontend/visualization/candles.py

@@ -15,7 +15,7 @@ def get_candlestick_trace(df):
 
 
 def get_bt_candlestick_trace(df):
-    df.index = pd.to_datetime(df.timestamp, unit='ms')
+    df.index = pd.to_datetime(df.timestamp, unit='s')
     return go.Scatter(x=df.index,
                       y=df['close'],
                       mode='lines',

frontend/visualization/executors.py

@@ -7,9 +7,9 @@ from hummingbot.connector.connector_base import TradeType
 
 def add_executors_trace(fig, executors, row, col):
     for executor in executors:
-        entry_time = pd.to_datetime(executor.timestamp, unit='ms')
+        entry_time = pd.to_datetime(executor.timestamp, unit='s')
         entry_price = executor.custom_info["current_position_average_price"]
-        exit_time = pd.to_datetime(executor.close_timestamp, unit='ms')
+        exit_time = pd.to_datetime(executor.close_timestamp, unit='s')
         exit_price = executor.custom_info["close_price"]
         name = "Buy Executor" if executor.config.side == TradeType.BUY else "Sell Executor"
 

frontend/visualization/indicators.py

@@ -23,7 +23,7 @@ def get_bbands_traces(df, bb_length, bb_std):
 
 
 def get_volume_trace(df):
-    df.index = pd.to_datetime(df.timestamp, unit='ms')
+    df.index = pd.to_datetime(df.timestamp, unit='s')
     return go.Bar(x=df.index, y=df['volume'], name="Volume", marker_color=theme.get_color_scheme()["volume"], opacity=0.7)
 
 def get_macd_traces(df, macd_fast, macd_slow, macd_signal):

frontend/visualization/pnl.py

@@ -7,7 +7,7 @@ def get_pnl_trace(executors):
     pnl = [e.net_pnl_quote for e in executors]
     cum_pnl = np.cumsum(pnl)
     return go.Scatter(
-        x=pd.to_datetime([e.close_timestamp for e in executors], unit="ms"),
+        x=pd.to_datetime([e.close_timestamp for e in executors], unit="s"),
         y=cum_pnl,
         mode='lines',
         line=dict(color='gold', width=2, dash="dash"),