Add volume plot as default
Toss in support for a "step mode" curve (unfinished atm) and use it to plot from the `volume` field of the ohlcv shm array (if available). changes to make it happen, - dynamically generate the fsp sidepane form from an input config `dict` |_ dynamically generate the underlying `pydantic` model |_ - add a "volume checker" helper func that inspects the shm array - toss in sidepane resize calls to avoid race where the ohlcv array is plotted too slowly compared to the volume and the chart somehow doesn't show.. - drop duplicate rsi2 cruft (previously used to test plots of the shm data)windows_testing_volume
Tyler Goodlet
parent
699e670363
commit
168c1eb2a9
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@ -326,8 +326,8 @@ class LinkedSplits(QWidget):
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# self.xaxis.hide()
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self.splitter = QtWidgets.QSplitter(QtCore.Qt.Vertical)
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self.splitter.setMidLineWidth(1)
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self.splitter.setHandleWidth(0)
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self.splitter.setMidLineWidth(0)
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self.splitter.setHandleWidth(2)
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self.layout = QtWidgets.QVBoxLayout(self)
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self.layout.setContentsMargins(0, 0, 0, 0)
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@ -341,8 +341,7 @@ class LinkedSplits(QWidget):
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def set_split_sizes(
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self,
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# prop: float = 0.375, # proportion allocated to consumer subcharts
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prop: float = 5/8,
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prop: float = 0.375, # proportion allocated to consumer subcharts
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) -> None:
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'''Set the proportion of space allocated for linked subcharts.
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@ -495,8 +494,9 @@ class LinkedSplits(QWidget):
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cpw.plotItem.vb.linkedsplits = self
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cpw.setFrameStyle(
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QtWidgets.QFrame.StyledPanel
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# | QtWidgets.QFrame.Plain)
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# | QtWidgets.QFrame.Plain
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)
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cpw.hideButtons()
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# XXX: gives us outline on backside of y-axis
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@ -515,7 +515,20 @@ class LinkedSplits(QWidget):
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cpw.draw_ohlc(name, array, array_key=array_key)
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elif style == 'line':
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cpw.draw_curve(name, array, array_key=array_key)
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cpw.draw_curve(
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name,
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array,
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array_key=array_key,
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color='default_lightest',
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)
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elif style == 'step':
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cpw.draw_curve(
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name,
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array,
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array_key=array_key,
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step_mode=True,
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)
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else:
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raise ValueError(f"Chart style {style} is currently unsupported")
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@ -523,14 +536,7 @@ class LinkedSplits(QWidget):
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if not _is_main:
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# track by name
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self.subplots[name] = cpw
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# if sidepane:
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# # TODO: use a "panes" collection to manage this?
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# qframe.setMaximumWidth(self.chart.sidepane.width())
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# qframe.setMinimumWidth(self.chart.sidepane.width())
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self.splitter.addWidget(qframe)
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# scale split regions
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self.set_split_sizes()
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@ -600,7 +606,7 @@ class ChartPlotWidget(pg.PlotWidget):
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# parent=None,
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# plotItem=None,
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# antialias=True,
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useOpenGL=True,
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# useOpenGL=True,
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**kwargs
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)
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self.name = name
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@ -784,7 +790,7 @@ class ChartPlotWidget(pg.PlotWidget):
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array_key: Optional[str] = None,
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overlay: bool = False,
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color: str = 'default_light',
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color: Optional[str] = None,
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add_label: bool = True,
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**pdi_kwargs,
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@ -794,6 +800,8 @@ class ChartPlotWidget(pg.PlotWidget):
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the input array ``data``.
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"""
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color = color or self.pen_color or 'default_light'
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_pdi_defaults = {
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'pen': pg.mkPen(hcolor(color)),
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}
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@ -944,13 +952,13 @@ class ChartPlotWidget(pg.PlotWidget):
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yrange: Optional[tuple[float, float]] = None,
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range_margin: float = 0.06,
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) -> None:
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"""Set the viewable y-range based on embedded data.
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'''Set the viewable y-range based on embedded data.
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This adds auto-scaling like zoom on the scroll wheel such
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that data always fits nicely inside the current view of the
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data set.
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"""
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'''
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set_range = True
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if self._static_yrange == 'axis':
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@ -1003,15 +1011,17 @@ class ChartPlotWidget(pg.PlotWidget):
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a = self._arrays['ohlc']
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ifirst = a[0]['index']
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bars = a[lbar - ifirst:rbar - ifirst + 1]
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if not len(bars):
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# likely no data loaded yet or extreme scrolling?
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log.error(f"WTF bars_range = {lbar}:{rbar}")
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return
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if self.data_key != self.linked.symbol.key:
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bars = a[self.data_key]
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bars = bars[self.data_key]
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ylow = np.nanmin(bars)
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yhigh = np.nanmax((bars))
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yhigh = np.nanmax(bars)
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# print(f'{(ylow, yhigh)}')
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else:
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# just the std ohlc bars
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ylow = np.nanmin(bars['low'])
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@ -1072,7 +1082,6 @@ class ChartPlotWidget(pg.PlotWidget):
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# TODO: this should go onto some sort of
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# data-view strimg thinger..right?
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ohlc = self._shm.array
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# ohlc = chart._shm.array
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# XXX: not sure why the time is so off here
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# looks like we're gonna have to do some fixing..
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@ -20,11 +20,10 @@ Real-time display tasks for charting / graphics.
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'''
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from contextlib import asynccontextmanager
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import time
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from typing import Any
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from types import ModuleType
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import numpy as np
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from pydantic import BaseModel
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from pydantic import create_model
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import tractor
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import trio
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@ -345,45 +344,51 @@ async def fan_out_spawn_fsp_daemons(
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# blocks here until all fsp actors complete
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class FspConfig(BaseModel):
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class Config:
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validate_assignment = True
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name: str
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period: int
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@asynccontextmanager
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async def open_sidepane(
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linked: LinkedSplits,
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display_name: str,
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conf: dict[str, dict[str, str]],
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) -> FspConfig:
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) -> FieldsForm:
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schema = {}
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assert len(conf) == 1 # for now
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# add (single) selection widget
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for display_name, config in conf.items():
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schema[display_name] = {
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'label': '**fsp**:',
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'type': 'select',
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'default_value': [display_name],
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}
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# add parameters for selection "options"
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defaults = config.get('params', {})
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for name, default in defaults.items():
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# add to ORM schema
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schema.update({
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name: {
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'label': f'**{name}**:',
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'type': 'edit',
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'default_value': default,
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},
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})
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sidepane: FieldsForm = mk_form(
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parent=linked.godwidget,
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fields_schema={
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'name': {
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'label': '**fsp**:',
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'type': 'select',
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'default_value': [
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f'{display_name}'
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],
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},
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fields_schema=schema,
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)
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# TODO: generate this from input map
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'period': {
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'label': '**period**:',
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'type': 'edit',
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'default_value': 14,
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},
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},
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)
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sidepane.model = FspConfig(
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# https://pydantic-docs.helpmanual.io/usage/models/#dynamic-model-creation
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FspConfig = create_model(
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'FspConfig',
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name=display_name,
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period=14,
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**defaults,
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)
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sidepane.model = FspConfig()
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# just a logger for now until we get fsp configs up and running.
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async def settings_change(key: str, value: str) -> bool:
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@ -410,7 +415,7 @@ async def run_fsp(
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src_shm: ShmArray,
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fsp_func_name: str,
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display_name: str,
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conf: dict[str, Any],
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conf: dict[str, dict],
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group_status_key: str,
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loglevel: str,
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@ -444,7 +449,7 @@ async def run_fsp(
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open_sidepane(
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linkedsplits,
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display_name,
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{display_name: conf},
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) as sidepane,
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):
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@ -457,9 +462,10 @@ async def run_fsp(
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if conf.get('overlay'):
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chart = linkedsplits.chart
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chart.draw_curve(
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name='vwap',
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name=display_name,
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data=shm.array,
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overlay=True,
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color='default_light',
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)
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last_val_sticky = None
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@ -662,22 +668,23 @@ async def maybe_open_vlm_display(
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) -> ChartPlotWidget:
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# make sure that the instrument supports volume history
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# (sometimes this is not the case for some commodities and
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# derivatives)
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# volm = ohlcv.array['volume']
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# if (
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# np.all(np.isin(volm, -1)) or
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# np.all(np.isnan(volm))
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# ):
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if not has_vlm(ohlcv):
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log.warning(f"{linked.symbol.key} does not seem to have volume info")
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else:
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async with open_sidepane(linked, 'volume') as sidepane:
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async with open_sidepane(
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linked, {
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'volume': {
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'params': {
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'price_func': 'ohl3'
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}
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}
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},
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) as sidepane:
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# built-in $vlm
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shm = ohlcv
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chart = linked.add_plot(
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name='vlm',
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name='volume',
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array=shm.array,
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array_key='volume',
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@ -685,10 +692,10 @@ async def maybe_open_vlm_display(
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# curve by default
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ohlc=False,
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style='step',
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# vertical bars
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# vertical bars, we do this internally ourselves
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# stepMode=True,
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# static_yrange=(0, 100),
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)
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# XXX: ONLY for sub-chart fsps, overlays have their
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@ -707,9 +714,23 @@ async def maybe_open_vlm_display(
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last_val_sticky.update_from_data(-1, value)
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chart.update_curve_from_array(
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'volume',
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shm.array,
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)
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# size view to data once at outset
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chart._set_yrange()
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# size pain to parent chart
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# TODO: this appears to nearly fix a bug where the vlm sidepane
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# could be sized correctly nearly immediately (since the
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# order pane is already sized), right now it doesn't seem to
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# fully align until the VWAP fsp-actor comes up...
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await trio.sleep(0)
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chart.linked.resize_sidepanes()
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await trio.sleep(0)
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yield chart
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@ -809,20 +830,11 @@ async def display_symbol_data(
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fsp_conf = {
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'rsi': {
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'fsp_func_name': 'rsi',
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'period': 14,
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'params': {'period': 14},
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'chart_kwargs': {
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'static_yrange': (0, 100),
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},
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},
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# # test for duplicate fsps on same chart
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# 'rsi2': {
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# 'fsp_func_name': 'rsi',
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# 'period': 14,
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# 'chart_kwargs': {
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# 'static_yrange': (0, 100),
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# },
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# },
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}
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if has_vlm(ohlcv):
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@ -835,8 +847,14 @@ async def display_symbol_data(
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},
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})
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async with (
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# NOTE: we must immediately tell Qt to show the OHLC chart
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# to avoid a race where the subplots get added/shown to
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# the linked set *before* the main price chart!
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linkedsplits.show()
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linkedsplits.focus()
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await trio.sleep(0)
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async with (
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trio.open_nursery() as ln,
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):
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# load initial fsp chain (otherwise known as "indicators")
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@ -868,10 +886,7 @@ async def display_symbol_data(
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)
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async with (
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# XXX: this slipped in during a commits refacotr,
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# it's actually landing proper in #231
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# maybe_open_vlm_display(linkedsplits, ohlcv),
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maybe_open_vlm_display(linkedsplits, ohlcv),
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open_order_mode(
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feed,
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chart,
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Loading…
Reference in New Issue