Show "slots used" aka proportion "x" on order lines
Tyler Goodlet
parent
09fccdf8e5
commit
32f8931d79
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@ -18,6 +18,7 @@
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Lines for orders, alerts, L2.
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"""
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from functools import partial
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from math import floor
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from typing import Tuple, Optional, List, Callable
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@ -31,7 +32,8 @@ from ._anchors import (
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marker_right_points,
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vbr_left,
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right_axis,
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# gpath_pin,
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# pp_tight_and_right, # wanna keep it straight in the long run
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gpath_pin,
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)
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from ..calc import humanize
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from ._label import Label
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@ -166,16 +168,13 @@ class LevelLine(pg.InfiniteLine):
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for label in self._labels:
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label.color = self.color
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# print(f'color is {self.color}')
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label.fields.update(fields_data)
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label.render()
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level = fields_data.get('level')
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if level:
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label.set_view_pos(y=level)
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label.render()
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self.update()
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def hide_labels(self) -> None:
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@ -658,16 +657,30 @@ def order_line(
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marker_size = marker_size * 0.666
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else:
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view = line.getViewBox()
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# pp_label.scene_anchor = partial(
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# gpath_pin,
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# location_description='right-of-path-centered',
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# gpath=marker,
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# label=label,
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# )
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pp_size_label = Label(
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view=view,
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color=line.color,
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# this is "static" label
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# update_on_range_change=False,
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fmt_str='\n'.join((
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'{slots_used:.1f}x',
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)),
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fields={
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'slots_used': 0,
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},
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)
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pp_size_label.render()
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pp_size_label.show()
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line._labels.append(pp_size_label)
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# far-side label
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label = Label(
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view=line.getViewBox(),
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view=view,
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# display the order pos size, which is some multiple
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# of the user defined base unit size
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fmt_str=(
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@ -738,7 +751,26 @@ def order_line(
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# testing to figure out why tf that's true.
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# line.markers.append((marker, 0, marker_size))
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marker.label = label
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if action != 'alert':
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# TODO: pretty sure one of the reasons these "label
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# updatess" are a bit "jittery" is because we aren't
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# leveraging the "scene coordinates hierarchy" stuff:
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# i.e. using some parent object as the coord "origin"
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# which i presume would result in better pixel caching
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# results? def something to dig into..
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pp_size_label.scene_anchor = partial(
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gpath_pin,
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gpath=marker,
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label=pp_size_label,
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)
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# XXX: without this the pp proportion label next the marker
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# seems to lag? this is the same issue we had with position
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# lines which we handle with ``.update_graphcis()``.
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# marker._on_paint=lambda marker: pp_size_label.update()
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marker._on_paint=lambda marker: pp_size_label.update()
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marker.label = label
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# sanity check
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line.update_labels({'level': level})
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@ -155,12 +155,12 @@ class Allocator(BaseModel):
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u_per_slot, currency_per_slot = self.step_sizes()
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if size_unit == 'units':
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enter_step = u_per_slot
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slot_size = u_per_slot
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l_sub_pp = self.units_limit - abs_live_size
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elif size_unit == 'currency':
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live_cost_basis = abs_live_size * live_pp.avg_price
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enter_step = currency_per_slot / price
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slot_size = currency_per_slot / price
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l_sub_pp = (self.currency_limit - live_cost_basis) / price
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# an entry (adding-to or starting a pp)
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@ -170,7 +170,7 @@ class Allocator(BaseModel):
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live_size == 0
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):
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order_size = min(enter_step, l_sub_pp)
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order_size = min(slot_size, l_sub_pp)
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# an exit (removing-from or going to net-zero pp)
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else:
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@ -210,10 +210,18 @@ class Allocator(BaseModel):
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):
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order_size = abs_live_size
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slots_used = 1.0 # the default uniform policy
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if order_size < slot_size:
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# compute a fractional slots size to display
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slots_used = self.slots_used(
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Position(symbol=sym, size=order_size, avg_price=price)
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)
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return {
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'size': abs(round(order_size, ndigits=ld)),
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'size_digits': ld,
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'fiat_size': round(order_size * price, ndigits=2),
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'slots_used': slots_used,
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}
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def slots_used(
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@ -221,10 +229,9 @@ class Allocator(BaseModel):
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pp: Position,
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) -> float:
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'''Calc and return the number of slots used by this ``Position``.
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# alloc = self.alloc
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# live_pp = self.tracker.live_pp
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# live_pp_size = abs(live_pp.size)
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'''
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abs_pp_size = abs(pp.size)
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if self.size_unit == 'currency':
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@ -564,8 +571,6 @@ class PositionTracker:
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)
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pp_label.render()
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nsize = self.chart.linked.symbol.lot_size_digits
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self.size_label = size_label = Label(
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view=view,
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color=self._color,
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@ -578,7 +583,6 @@ class PositionTracker:
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fields={
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'slots_used': 0,
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'size_digits': nsize
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},
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)
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size_label.render()
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@ -588,30 +592,6 @@ class PositionTracker:
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label=self.pp_label,
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)
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# size_label.scene_anchor = lambda: (
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# self.pp_label.txt.pos() + QPointF(self.pp_label.w, 0)
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# )
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# size_label.scene_anchor = lambda: (
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# self.pp_label.scene_br().bottomRight() - QPointF(
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# self.size_label.w, self.size_label.h/3)
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# )
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# TODO: if we want to show more position-y info?
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# fmt_str='\n'.join((
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# # '{entry_size}x ',
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# '{percent_pnl} % PnL',
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# # '{percent_of_port}% of port',
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# '${base_unit_value}',
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# )),
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# fields={
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# # 'entry_size': 0,
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# 'percent_pnl': 0,
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# 'percent_of_port': 2,
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# 'base_unit_value': '1k',
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# },
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# )
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@property
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def pane(self) -> FieldsForm:
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'''Return handle to pp side pane form.
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@ -657,7 +637,6 @@ class PositionTracker:
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self.update_line(avg_price, size)
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# label updates
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# self.size_label.fields['slots_used'] = size
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self.size_label.fields['slots_used'] = round(
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self.alloc.slots_used(pp), ndigits=1)
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self.size_label.render()
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@ -682,7 +682,7 @@ async def display_pnl(
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for sym, quote in quotes.items():
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for tick in iterticks(quote, types):
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print(f'{1/period} Hz')
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# print(f'{1/period} Hz')
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size = live.size
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