Plots change size when redrawing

[chipkent]

I created a UI component using the code below. As the plot redraws, it grows or shrinks in size making the UI unusable.

# Description: This script demonstrates a simple risk management system for a portfolio of options.

############################################################################################################
# Install the setup package from GitHub
############################################################################################################

import sys
import tempfile
import urllib.request

url = "https://raw.githubusercontent.com/chipkent/deephaven-example-use-cases/main/examples/finance/simple_risk_management/setup_risk_management.py"
tempdir = tempfile.TemporaryDirectory()
sys.path.insert(0, tempdir.name)

with open(f'{tempdir.name}/setup_risk_management.py', 'w') as f:
    with urllib.request.urlopen(url) as response:
        f.write(response.read().decode())

############################################################################################################

from deephaven import time_table, updateby as uby, agg
from deephaven.plot import Figure
from deephaven.table_listener import listen

from setup_risk_management import (simulate_market_data,
                                   black_scholes_price,
                                   black_scholes_delta,
                                   black_scholes_gamma,
                                   black_scholes_theta,
                                   black_scholes_vega,
                                   black_scholes_rho)

rate_risk_free = 0.05

securities, price_history, trade_history, betas = simulate_market_data(rate_risk_free)

############################################################################################################
# Current security prices
############################################################################################################

price_current = price_history.last_by(["USym", "Strike", "Expiry", "Parity"])

############################################################################################################
# Portfolio
#
# Calculate the current portfolio and history
############################################################################################################

portfolio_history = trade_history \
    .update_by([uby.cum_sum("Position=TradeSize")], ["Account", "Type", "USym", "Strike", "Expiry", "Parity"])

portfolio_current = portfolio_history \
    .last_by(["Account", "Type", "USym", "Strike", "Expiry", "Parity"]) \
    .view(["Account", "Type", "USym", "Strike", "Expiry", "Parity", "Position"])

############################################################################################################
# Greeks
#
# Calculate the greeks for the securites
############################################################################################################

greek_current = price_current \
    .snapshot_when(time_table("PT00:00:05").drop_columns("Timestamp")) \
    .update([
        "UMid = (UBid + UAsk) / 2",
        "VolMid = (VolBid + VolAsk) / 2",
        "DT = diffYearsAvg(Timestamp, Expiry)",
        "Rf = (double) rate_risk_free",
        "IsStock = Type == `STOCK`",
        "IsCall = Parity == `CALL`",
        "Theo = black_scholes_price(UMid, Strike, Rf, DT, VolMid, IsCall, IsStock)",
        "Delta = black_scholes_delta(UBid, Strike, Rf, DT, VolBid, IsCall, IsStock)",
        "Gamma = black_scholes_gamma(UBid, Strike, Rf, DT, VolBid, IsStock)",
        "Theta = black_scholes_theta(UBid, Strike, Rf, DT, VolBid, IsCall, IsStock)",
        "Vega = black_scholes_vega(UBid, Strike, Rf, DT, VolBid, IsStock)",
        "Rho = black_scholes_rho(UBid, Strike, Rf, DT, VolBid, IsCall, IsStock)",
        "UMidUp10 = UMid * 1.1",
        "UMidDown10 = UMid * 0.9",
        "Up10 = black_scholes_price(UMidUp10, Strike, Rf, DT, VolMid, IsCall, IsStock)",
        "Down10 = black_scholes_price(UMidDown10, Strike, Rf, DT, VolMid, IsCall, IsStock)",
        "JumpUp10 = Up10 - Theo",
        "JumpDown10 = Down10 - Theo",
    ]) \
    .drop_columns(["UMidUp10", "UMidDown10", "Up10", "Down10"])

############################################################################################################
# Risk
#
# Calculate the risk for the portfolio in different ways
############################################################################################################

risk_all = portfolio_current \
    .natural_join(greek_current, ["Type", "USym", "Strike", "Expiry", "Parity"]) \
    .natural_join(betas, "USym") \
    .view([
        "Account",
        "USym",
        "Strike",
        "Expiry",
        "Parity",
        "Theo = Theo * Position",
        "DollarDelta = UMid * Delta * Position",
        "BetaDollarDelta = Beta * DollarDelta",
        "GammaPercent = UMid * Gamma * Position",
        "Theta = Theta * Position",
        "VegaPercent = VolMid * Vega * Position",
        "Rho = Rho * Position",
        "JumpUp10 = JumpUp10 * Position",
        "JumpDown10 = JumpDown10 * Position",
    ])

risk_roll = risk_all.rollup(
    aggs=[agg.sum_(["Theo", "DollarDelta", "BetaDollarDelta", "GammaPercent", "VegaPercent", "Theta", "Rho", "JumpUp10", "JumpDown10"])],
    by=["Account", "USym", "Expiry", "Strike"],
    include_constituents=False,
)

############################################################################################################
# Plot risk
############################################################################################################

jump = risk_all.view(["USym", "JumpUp10", "JumpDown10"]) \
    .sum_by("USym")

jump_formatted = securities \
    .select_distinct("USym") \
    .sort("USym") \
    .natural_join(jump, "USym")

jump_risk = Figure() \
    .figure_title("Jump Risk") \
    .plot_cat("Down 10%", jump_formatted, "USym", "JumpDown10") \
    .plot_cat("Up 10%", jump_formatted, "USym", "JumpUp10") \
    .show()

############################################################################################################
# Alert on risk
############################################################################################################

def listener_function(update, is_replay):
    over_risk = {**update.added(), **update.modified()}
    under_risk = update.removed()

    if over_risk:
        print(f"EXCESSIVE RISK ... SLACK SOMEONE TO DO SOMETHING: usyms={over_risk['USym']}")

    if under_risk:
        print(f"RISK BACK TO NORMAL: usyms={under_risk['USym']}")

risk_limit = -20000.0
jump_alerts = jump.where("JumpDown10 < risk_limit")
handle = listen(jump_alerts, listener_function, do_replay=True)

# Run handle.stop() to stop the listener
# Run handle.start() to restart the listener

############################################################################################################
# Reactive risk UI
############################################################################################################

from deephaven import ui
from deephaven.time import to_j_instant

@ui.component
def risk_view():
    account, set_account = ui.use_state()
    usym, set_usym = ui.use_state()
    expiry, set_expiry = ui.use_state()

    #TODO: add select all
    pick_account = ui.picker(risk_all.select_distinct("Account").sort("Account"), label_column="Account", label="Account", is_selected=account, on_change=set_account)
    pick_usym = ui.text_field(label="USym", value=usym, on_change=set_usym)
    #TODO: add select all
    pick_expiry = ui.picker(risk_all.select_distinct("Expiry").sort("Expiry"), label_column="Expiry", label="Expiry", is_selected=expiry, on_change=set_expiry)

    print(f"DEBUG: {account} {usym} {expiry} {type(expiry)}")

    #TODO: memoize
    risk_all_sort = risk_all.sort(["USym", "Expiry", "Strike"])
    part_risk_all = risk_all_sort.partition_by("Account")
    risk = part_risk_all.get_constituent([account]) if account else risk_all_sort
    risk = risk.where("USym = usym") if usym else risk
    j_expiry = to_j_instant(int(expiry)) if expiry and expiry != "null" else None
    risk = risk.where("Expiry = j_expiry") if expiry else risk

    # jump = risk_all.view(["Account", "USym", "JumpUp10", "JumpDown10"]) \
    #     .sum_by("Account", "USym")

    # jump_formatted = securities \
    #     .select_distinct("USym") \
    #     .sort("USym") \
    #     .natural_join(jump, ["Account", "USym"]) \
    #     .partition_by("Account")

    # jump_data = jump_formatted.get_constituent("Account") if account else jump_risk***

    # jump_risk = Figure() \
    #     .figure_title("Jump Risk") \
    #     .plot_cat("Down 10%", jum, "USym", "JumpDown10") \
    #     .plot_cat("Up 10%", jump_formatted, "USym", "JumpUp10") \
    #     .show()

    # ui.dashboard

    return [ 
        # ui.row(ui.stack(ui.panel(risk_roll)), ui.stack(ui.panel(jump_risk))), 
        # ui.row(risk_roll, jump_risk, jump_alerts), 
        # ui.row(risk_roll, jump_alerts), 
        # ui.flex(risk_roll, jump_risk, jump_alerts, direction="row"), 
        ui.flex(risk_roll, jump_alerts, direction="row"), 
        ui.tabs(risk_roll, jump_risk),
    # ui.row(
    #     pick_account,
    #     pick_usym,
    #     pick_expiry,
    # ),  

    ui.flex(
        pick_account,
        pick_usym,
        pick_expiry,
        direction="row"
    ),  

    risk,
    ]

reactive_risk = risk_view()

# jump_alerts # add control table?
# trades # trades

# betas # betas

[chipkent]

This is DHE demo 1.20231218.289 / core 0.33.3.

[chipkent]

It is still present in the DHC demo 0.34.3.

[vbabich]

@AkshatJawne can you try to reproduce this and get a video?

[AkshatJawne]

screen-capture (1).webm

When running the snippet above, I was able to recreate the following. The UI is definitely not usable for the plot in the bottom right hand corner as the y-axis is increasing in scale.