Use new field label api for L1
parent
880bdcffa7
commit
1ac4cc3dd3
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@ -40,6 +40,7 @@ from ._graphics._cursor import (
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)
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)
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from ._graphics._lines import (
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from ._graphics._lines import (
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level_line,
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level_line,
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order_line,
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L1Labels,
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L1Labels,
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)
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)
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from ._graphics._ohlc import BarItems
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from ._graphics._ohlc import BarItems
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@ -53,7 +54,7 @@ from ._style import (
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_bars_from_right_in_follow_mode,
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_bars_from_right_in_follow_mode,
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_bars_to_left_in_follow_mode,
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_bars_to_left_in_follow_mode,
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)
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)
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from ..data._source import Symbol, float_digits
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from ..data._source import Symbol
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from .. import brokers
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from .. import brokers
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from .. import data
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from .. import data
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from ..data import maybe_open_shm_array
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from ..data import maybe_open_shm_array
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@ -307,12 +308,14 @@ class LinkedSplitCharts(QtGui.QWidget):
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linked_charts=self,
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linked_charts=self,
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axisItems={
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axisItems={
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'bottom': xaxis,
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'bottom': xaxis,
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'right': PriceAxis(linked_charts=self)
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'right': PriceAxis(linked_charts=self, orientation='right'),
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'left': PriceAxis(linked_charts=self, orientation='left'),
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},
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},
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viewBox=cv,
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viewBox=cv,
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cursor=self._cursor,
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cursor=self._cursor,
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**cpw_kwargs,
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**cpw_kwargs,
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)
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)
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print(f'xaxis ps: {xaxis.pos()}')
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# give viewbox as reference to chart
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# give viewbox as reference to chart
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# allowing for kb controls and interactions on **this** widget
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# allowing for kb controls and interactions on **this** widget
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@ -380,14 +383,22 @@ class ChartPlotWidget(pg.PlotWidget):
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name: str,
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name: str,
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array: np.ndarray,
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array: np.ndarray,
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linked_charts: LinkedSplitCharts,
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linked_charts: LinkedSplitCharts,
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view_color: str = 'papas_special',
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pen_color: str = 'bracket',
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static_yrange: Optional[Tuple[float, float]] = None,
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static_yrange: Optional[Tuple[float, float]] = None,
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cursor: Optional[Cursor] = None,
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cursor: Optional[Cursor] = None,
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**kwargs,
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**kwargs,
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):
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):
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"""Configure chart display settings.
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"""Configure chart display settings.
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"""
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"""
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self.view_color = view_color
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self.pen_color = pen_color
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super().__init__(
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super().__init__(
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background=hcolor('papas_special'),
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background=hcolor(view_color),
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# parent=None,
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# parent=None,
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# plotItem=None,
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# plotItem=None,
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# antialias=True,
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# antialias=True,
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@ -416,9 +427,10 @@ class ChartPlotWidget(pg.PlotWidget):
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# show only right side axes
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# show only right side axes
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self.hideAxis('left')
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self.hideAxis('left')
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self.showAxis('right')
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self.showAxis('right')
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# self.showAxis('left')
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# show background grid
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# show background grid
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self.showGrid(x=True, y=True, alpha=0.5)
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self.showGrid(x=False, y=True, alpha=0.3)
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self.default_view()
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self.default_view()
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@ -507,7 +519,8 @@ class ChartPlotWidget(pg.PlotWidget):
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def increment_view(
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def increment_view(
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self,
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self,
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) -> None:
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) -> None:
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"""Increment the data view one step to the right thus "following"
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"""
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Increment the data view one step to the right thus "following"
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the current time slot/step/bar.
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the current time slot/step/bar.
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"""
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"""
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@ -524,12 +537,15 @@ class ChartPlotWidget(pg.PlotWidget):
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self,
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self,
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name: str,
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name: str,
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data: np.ndarray,
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data: np.ndarray,
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# XXX: pretty sure this is dumb and we don't need an Enum
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style: pg.GraphicsObject = BarItems,
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) -> pg.GraphicsObject:
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) -> pg.GraphicsObject:
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"""Draw OHLC datums to chart.
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"""
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"""
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graphics = style(self.plotItem)
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Draw OHLC datums to chart.
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"""
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graphics = BarItems(
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self.plotItem,
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pen_color=self.pen_color
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)
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# adds all bar/candle graphics objects for each data point in
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# adds all bar/candle graphics objects for each data point in
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# the np array buffer to be drawn on next render cycle
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# the np array buffer to be drawn on next render cycle
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@ -842,6 +858,83 @@ class ChartPlotWidget(pg.PlotWidget):
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self.scene().leaveEvent(ev)
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self.scene().leaveEvent(ev)
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async def test_bed(
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ohlcv,
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chart,
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lc,
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):
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sleep = 6
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# from PyQt5.QtCore import QPointF
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vb = chart._vb
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# scene = vb.scene()
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# raxis = chart.getAxis('right')
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# vb_right = vb.boundingRect().right()
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last, i_end = ohlcv.array[-1][['close', 'index']]
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line = order_line(
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chart,
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level=last,
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level_digits=2
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)
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# eps = line.getEndpoints()
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# llabel = line._labels[1][1]
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line.update_labels({'level': last})
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return
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# rl = eps[1]
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# rlabel.setPos(rl)
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# ti = pg.TextItem(text='Fuck you')
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# ti.setPos(pg.Point(i_end, last))
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# ti.setParentItem(line)
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# ti.setAnchor(pg.Point(1, 1))
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# vb.addItem(ti)
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# chart.plotItem.addItem(ti)
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from ._label import Label
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txt = Label(
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vb,
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fmt_str='fuck {it}',
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)
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txt.format(it='boy')
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txt.place_on_scene('left')
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txt.set_view_y(last)
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# txt = QtGui.QGraphicsTextItem()
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# txt.setPlainText("FUCK YOU")
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# txt.setFont(_font.font)
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# txt.setDefaultTextColor(pg.mkColor(hcolor('bracket')))
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# # txt.setParentItem(vb)
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# w = txt.boundingRect().width()
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# scene.addItem(txt)
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# txt.setParentItem(line)
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# d_coords = vb.mapFromView(QPointF(i_end, last))
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# txt.setPos(vb_right - w, d_coords.y())
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# txt.show()
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# txt.update()
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# rlabel.setPos(vb_right - 2*w, d_coords.y())
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# rlabel.show()
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i = 0
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while True:
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await trio.sleep(sleep)
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await tractor.breakpoint()
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txt.format(it=f'dog_{i}')
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# d_coords = vb.mapFromView(QPointF(i_end, last))
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# txt.setPos(vb_right - w, d_coords.y())
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# txt.setPlainText(f"FUCK YOU {i}")
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i += 1
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# rlabel.setPos(vb_right - 2*w, d_coords.y())
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async def _async_main(
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async def _async_main(
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sym: str,
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sym: str,
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brokername: str,
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brokername: str,
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@ -962,6 +1055,14 @@ async def _async_main(
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linked_charts
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linked_charts
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)
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)
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# interactive testing
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# n.start_soon(
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# test_bed,
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# ohlcv,
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# chart,
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# linked_charts,
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# )
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# spawn EMS actor-service
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# spawn EMS actor-service
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async with open_ems(
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async with open_ems(
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brokername,
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brokername,
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@ -969,6 +1070,7 @@ async def _async_main(
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) as (book, trades_stream):
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) as (book, trades_stream):
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async with open_order_mode(
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async with open_order_mode(
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symbol,
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chart,
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chart,
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book,
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book,
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) as order_mode:
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) as order_mode:
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@ -1172,28 +1274,23 @@ async def chart_from_quotes(
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# XXX: prettty sure this is correct?
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# XXX: prettty sure this is correct?
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# if ticktype in ('trade', 'last'):
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# if ticktype in ('trade', 'last'):
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if ticktype in ('last',): # 'size'):
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if ticktype in ('last',): # 'size'):
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label = {
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label = {
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l1.ask_label.level: l1.ask_label,
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l1.ask_label.fields['level']: l1.ask_label,
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l1.bid_label.level: l1.bid_label,
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l1.bid_label.fields['level']: l1.bid_label,
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}.get(price)
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}.get(price)
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if label is not None:
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if label is not None:
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label.size = size
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label.update_fields({'level': price, 'size': size})
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label.update_from_data(0, price)
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# on trades should we be knocking down
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# on trades should we be knocking down
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# the relevant L1 queue?
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# the relevant L1 queue?
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# label.size -= size
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# label.size -= size
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elif ticktype in ('ask', 'asize'):
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elif ticktype in ('ask', 'asize'):
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l1.ask_label.size = size
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l1.ask_label.update_fields({'level': price, 'size': size})
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l1.ask_label.update_from_data(0, price)
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elif ticktype in ('bid', 'bsize'):
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elif ticktype in ('bid', 'bsize'):
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l1.bid_label.size = size
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l1.bid_label.update_fields({'level': price, 'size': size})
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l1.bid_label.update_from_data(0, price)
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# update min price in view to keep bid on screen
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# update min price in view to keep bid on screen
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mn = min(price - tick_margin, mn)
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mn = min(price - tick_margin, mn)
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@ -1218,10 +1315,8 @@ async def chart_from_quotes(
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last_mx, last_mn = mx, mn
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last_mx, last_mn = mx, mn
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async def spawn_fsps(
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async def spawn_fsps(
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linked_charts: LinkedSplitCharts,
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linked_charts: LinkedSplitCharts,
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# fsp_func_name,
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fsps: Dict[str, str],
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fsps: Dict[str, str],
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sym,
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sym,
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src_shm,
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src_shm,
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@ -1389,6 +1484,7 @@ async def update_signals(
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# graphics.curve.setBrush(50, 50, 200, 100)
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# graphics.curve.setBrush(50, 50, 200, 100)
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# graphics.curve.setFillLevel(50)
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# graphics.curve.setFillLevel(50)
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if fsp_func_name == 'rsi':
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# add moveable over-[sold/bought] lines
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# add moveable over-[sold/bought] lines
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# and labels only for the 70/30 lines
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# and labels only for the 70/30 lines
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level_line(chart, 20)
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level_line(chart, 20)
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