Move bar generation into func; support bar appends

There's really nothing coupling it to the graphics class (which frankly
also seems like it doesn't need to be a class.. Qt).

Add support to `.update_from_array()` for diffing with the input array
and creating additional bar-lines where necessary. Note, there are still
issues with the "correctness" here in terms of bucketing open/close
values in the time frame / bar range. Also, this jamming of each bar's 3
lines into a homogeneous array seems like it could be better done with
struct arrays and avoid all this "index + 3" stuff.
bar_select
Tyler Goodlet 2020-07-08 15:06:39 -04:00
parent 3c55f7c6e2
commit 2dec32e41f
1 changed files with 119 additions and 72 deletions

View File

@ -169,6 +169,57 @@ class CrossHairItem(pg.GraphicsObject):
return self.parent.boundingRect()
def bars_from_ohlc(
data: np.ndarray,
start: int = 0,
w: float = 0.4,
) -> np.ndarray:
lines = np.empty_like(data, shape=(data.shape[0]*3,), dtype=object)
for i, q in enumerate(data[start:], start=start):
low = q['low']
high = q['high']
index = q['index']
# high - low line
if low != high:
hl = QLineF(index, low, index, high)
else:
# XXX: if we don't do it renders a weird rectangle?
# see below too for handling this later...
hl = QLineF(low, low, low, low)
hl._flat = True
# open line
o = QLineF(index - w, q['open'], index, q['open'])
# close line
c = QLineF(index + w, q['close'], index, q['close'])
# indexing here is as per the below comments
lines[3*i:3*i+3] = (hl, o, c)
# if not _tina_mode: # piker mode
# else _tina_mode:
# self.lines = lines = np.concatenate(
# [high_to_low, open_sticks, close_sticks])
# use traditional up/down green/red coloring
# long_bars = np.resize(Quotes.close > Quotes.open, len(lines))
# short_bars = np.resize(
# Quotes.close < Quotes.open, len(lines))
# ups = lines[long_bars]
# downs = lines[short_bars]
# # draw "up" bars
# p.setPen(self.bull_brush)
# p.drawLines(*ups)
# # draw "down" bars
# p.setPen(self.bear_brush)
# p.drawLines(*downs)
return lines
class BarItems(pg.GraphicsObject):
"""Price range bars graphics rendered from a OHLC sequence.
"""
@ -185,8 +236,22 @@ class BarItems(pg.GraphicsObject):
def __init__(self):
super().__init__()
self.picture = QtGui.QPicture()
# XXX: not sure this actually needs to be an array other
# then for the old tina mode calcs for up/down bars below?
# lines container
self.lines: np.ndarray = None
self.lines: np.ndarray = np.empty_like(
[], shape=(int(50e3),), dtype=object)
self._index = 0
def _set_index(self, val):
# breakpoint()
self._index = val
def _get_index(self):
return self._index
index = property(_get_index, _set_index)
# TODO: can we be faster just dropping this?
@contextmanager
@ -201,57 +266,21 @@ class BarItems(pg.GraphicsObject):
def draw_from_data(
self,
data: np.recarray,
start: int = 0,
):
"""Draw OHLC datum graphics from a ``np.recarray``.
"""
# XXX: not sure this actually needs to be an array other
# then for the old tina mode calcs for up/down bars below?
self.lines = lines = np.empty_like(
data, shape=(data.shape[0]*3,), dtype=object)
lines = bars_from_ohlc(data, start=start, w=self.w)
# save graphics for later reference and keep track
# of current internal "last index"
index = len(lines)
self.lines[:index] = lines
self.index = index
with self.painter() as p:
for i, q in enumerate(data):
low = q['low']
high = q['high']
index = q['index']
# high - low line
if low != high:
hl = QLineF(index, low, index, high)
else:
# XXX: if we don't do it renders a weird rectangle?
# see below too for handling this later...
hl = QLineF(low, low, low, low)
hl._flat = True
# open line
o = QLineF(index - self.w, q['open'], index, q['open'])
# close line
c = QLineF(index + self.w, q['close'], index, q['close'])
# indexing here is as per the below comments
lines[3*i:3*i+3] = (hl, o, c)
p.setPen(self.bull_pen)
p.drawLines(*lines)
# if not _tina_mode: # piker mode
# else _tina_mode:
# self.lines = lines = np.concatenate(
# [high_to_low, open_sticks, close_sticks])
# use traditional up/down green/red coloring
# long_bars = np.resize(Quotes.close > Quotes.open, len(lines))
# short_bars = np.resize(
# Quotes.close < Quotes.open, len(lines))
# ups = lines[long_bars]
# downs = lines[short_bars]
# # draw "up" bars
# p.setPen(self.bull_brush)
# p.drawLines(*ups)
# # draw "down" bars
# p.setPen(self.bear_brush)
# p.drawLines(*downs)
p.drawLines(*self.lines[:index])
def update_from_array(
self,
@ -266,39 +295,57 @@ class BarItems(pg.GraphicsObject):
assuming the prior graphics havent changed (OHLC history rarely
does) so this "should" be simpler and faster.
"""
# do we really need to verify the entire past data set?
# last = array['close'][-1]
# index, time, open, high, low, close, volume
index, time, _, _, _, close, _ = array[-1]
last = close
body, larm, rarm = self.lines[-3:]
index = self.index
length = len(array)
idata = int(index/3) - 1
extra = length - idata
if extra > 0:
# generate new graphics to match provided array
new = array[-extra:]
lines = bars_from_ohlc(new, w=self.w)
# XXX: is there a faster way to modify this?
# update right arm
rarm.setLine(rarm.x1(), last, rarm.x2(), last)
added = len(new) * 3
assert len(lines) == added
# update body
high = body.y2()
low = body.y1()
if last < low:
low = last
self.lines[index:index + len(lines)] = lines
if last > high:
high = last
self.index += len(lines)
if getattr(body, '_flat', None) and low != high:
# if the bar was flat it likely does not have
# the index set correctly due to a rendering bug
# see above
body.setLine(index, low, index, high)
body._flat = False
else:
body.setLine(body.x1(), low, body.x2(), high)
else: # current bar update
# do we really need to verify the entire past data set?
# index, time, open, high, low, close, volume
i, time, _, _, _, close, _ = array[-1]
last = close
body, larm, rarm = self.lines[index-3:index]
if not rarm:
breakpoint()
# XXX: is there a faster way to modify this?
# update right arm
rarm.setLine(rarm.x1(), last, rarm.x2(), last)
# update body
high = body.y2()
low = body.y1()
if last < low:
low = last
if last > high:
high = last
if getattr(body, '_flat', None) and low != high:
# if the bar was flat it likely does not have
# the index set correctly due to a rendering bug
# see above
body.setLine(i, low, i, high)
body._flat = False
else:
body.setLine(body.x1(), low, body.x2(), high)
# draw the pic
with self.painter() as p:
p.setPen(self.bull_pen)
p.drawLines(*self.lines)
p.drawLines(*self.lines[:index])
# trigger re-render
self.update()
@ -319,7 +366,7 @@ class BarItems(pg.GraphicsObject):
return QtCore.QRectF(self.picture.boundingRect())
# XXX: when we get back to enabling tina mode
# XXX: when we get back to enabling tina mode for xb
# class CandlestickItems(BarItems):
# w2 = 0.7