Fix a bunch of scrolling / panning logic
Don't allow zooming to less then a min number of data points. Allow panning "outside" the data set (i.e. moving one of the sequence "ends" to the middle of the view. Start adding logging.its_happening
Tyler Goodlet
parent
a4658ac990
commit
36303f0770
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@ -1,7 +1,7 @@
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"""
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High level Qt chart widgets.
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"""
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from typing import List, Optional
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from typing import List, Optional, Tuple
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import trio
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import numpy as np
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@ -16,8 +16,12 @@ from ._axes import (
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from ._graphics import CrossHairItem, ChartType
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from ._style import _xaxis_at
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from ._source import Symbol
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from .. import brokers
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from .. log import get_logger
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log = get_logger(__name__)
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# margins
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CHART_MARGINS = (0, 0, 10, 3)
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@ -106,7 +110,7 @@ class LinkedSplitCharts(QtGui.QWidget):
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self.signals_visible = False
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# main data source
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self._array = None
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self._array: np.ndarray = None
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self._ch = None # crosshair graphics
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self._index = 0
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@ -135,7 +139,7 @@ class LinkedSplitCharts(QtGui.QWidget):
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def set_split_sizes(
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self,
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prop: float = 0.2
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prop: float = 0.25
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) -> None:
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"""Set the proportion of space allocated for linked subcharts.
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"""
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@ -186,7 +190,7 @@ class LinkedSplitCharts(QtGui.QWidget):
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# TODO: this is where we would load an indicator chain
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# XXX: note, if this isn't index aligned with
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# the source data the chart will go haywire.
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inds = [('open', lambda a: a.close)]
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inds = [('open', lambda a: a['close'])]
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for name, func in inds:
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cv = ChartView()
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@ -261,15 +265,14 @@ class LinkedSplitCharts(QtGui.QWidget):
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chart.update_from_array(data, chart.name)
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_min_points_to_show = 15
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_min_bars_in_view = 10
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_min_points_to_show = 20
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class ChartPlotWidget(pg.PlotWidget):
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"""``GraphicsView`` subtype containing a single ``PlotItem``.
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- The added methods allow for plotting OHLC sequences from
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``np.recarray``s with appropriate field names.
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``np.ndarray``s with appropriate field names.
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- Overrides a ``pyqtgraph.PlotWidget`` (a ``GraphicsView`` containing
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a single ``PlotItem``) to intercept and and re-emit mouse enter/exit
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events.
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@ -334,22 +337,24 @@ class ChartPlotWidget(pg.PlotWidget):
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"""Set view limits (what's shown in the main chart "pane")
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based on max / min x / y coords.
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"""
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# max_lookahead = _min_points_to_show - _min_bars_in_view
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# set panning limits
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self.setLimits(
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xMin=xfirst,
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xMax=xlast + _min_points_to_show - 3,
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xMax=xlast,
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minXRange=_min_points_to_show,
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)
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def bars_range(self):
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def view_range(self) -> Tuple[int, int]:
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vr = self.viewRect()
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return int(vr.left()), int(vr.right())
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def bars_range(self) -> Tuple[int, int, int, int]:
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"""Return a range tuple for the bars present in view.
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"""
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vr = self.viewRect()
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lbar = int(vr.left())
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rbar = int(vr.right())
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return lbar, rbar
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l, r = self.view_range()
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lbar = max(l, 0)
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rbar = min(r, len(self.parent._array) - 1)
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return l, lbar, rbar, r
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def draw_ohlc(
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self,
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@ -370,7 +375,7 @@ class ChartPlotWidget(pg.PlotWidget):
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# set xrange limits
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self._xlast = xlast = data[-1]['index']
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self._set_xlimits(data[0]['index'], xlast)
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# self._set_xlimits(data[0]['index'] - 100, xlast)
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# show last 50 points on startup
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self.plotItem.vb.setXRange(xlast - 50, xlast + 50)
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@ -393,7 +398,7 @@ class ChartPlotWidget(pg.PlotWidget):
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# set a "startup view"
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xlast = len(data)-1
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self._set_xlimits(0, xlast)
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# self._set_xlimits(0, xlast)
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# show last 50 points on startup
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self.plotItem.vb.setXRange(xlast - 50, xlast + 50)
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@ -427,14 +432,33 @@ class ChartPlotWidget(pg.PlotWidget):
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# self.setAutoVisible(x=False, y=True)
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# self.enableAutoRange(x=False, y=True)
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# figure out x-range bars on screen
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lbar, rbar = self.bars_range()
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l, lbar, rbar, r = self.bars_range()
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# figure out x-range in view such that user can scroll "off" the data
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# set up to the point where ``_min_points_to_show`` are left.
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# if l < lbar or r > rbar:
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bars_len = rbar - lbar
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view_len = r - l
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# TODO: logic to check if end of bars in view
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extra = view_len - _min_points_to_show
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begin = 0 - extra
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end = len(self.parent._array) - 1 + extra
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log.trace(
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f"\nl: {l}, lbar: {lbar}, rbar: {rbar}, r: {r}\n"
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f"view_len: {view_len}, bars_len: {bars_len}\n"
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f"begin: {begin}, end: {end}, extra: {extra}"
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)
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self._set_xlimits(begin, end)
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# TODO: this should be some kind of numpy view api
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bars = self.parent._array[lbar:rbar]
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if not len(bars):
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# likely no data loaded yet
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print(f"WTF bars_range = {lbar}:{rbar}")
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return
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elif lbar < 0:
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breakpoint()
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# TODO: should probably just have some kinda attr mark
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# that determines this behavior based on array type
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@ -449,8 +473,9 @@ class ChartPlotWidget(pg.PlotWidget):
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std = np.std(bars)
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# view margins
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ylow *= 0.98
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yhigh *= 1.02
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diff = yhigh - ylow
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ylow = ylow - (diff * 0.08)
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yhigh = yhigh + (diff * 0.08)
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chart = self
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chart.setLimits(
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@ -504,8 +529,14 @@ class ChartView(pg.ViewBox):
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mask = self.state['mouseEnabled'][:]
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# don't zoom more then the min points setting
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lbar, rbar = self.linked_charts.chart.bars_range()
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if ev.delta() >= 0 and rbar - lbar <= _min_points_to_show:
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l, lbar, rbar, r = self.linked_charts.chart.bars_range()
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vl = r - l
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if ev.delta() > 0 and vl <= _min_points_to_show:
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log.trace("Max zoom bruh...")
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return
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if ev.delta() < 0 and vl >= len(self.linked_charts._array) - 1:
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log.trace("Min zoom bruh...")
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return
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# actual scaling factor
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@ -533,12 +564,9 @@ class ChartView(pg.ViewBox):
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def main(symbol):
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"""Entry point to spawn a chart app.
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"""
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from datetime import datetime
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from ._exec import run_qtrio
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from ._source import from_df
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# uses pandas_datareader
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from .quantdom.loaders import get_quotes
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async def _main(widgets):
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"""Main Qt-trio routine invoked by the Qt loop with
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@ -546,35 +574,68 @@ def main(symbol):
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"""
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chart_app = widgets['main']
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quotes = get_quotes(
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symbol=symbol,
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date_from=datetime(1900, 1, 1),
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date_to=datetime(2030, 12, 31),
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)
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quotes = from_df(quotes)
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# from .quantdom.loaders import get_quotes
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# from datetime import datetime
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# from ._source import from_df
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# quotes = get_quotes(
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# symbol=symbol,
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# date_from=datetime(1900, 1, 1),
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# date_to=datetime(2030, 12, 31),
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# )
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# quotes = from_df(quotes)
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# data-feed spawning
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brokermod = brokers.get_brokermod('ib')
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async with brokermod.get_client() as client:
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# figure out the exact symbol
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bars = await client.bars(symbol='ES')
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# wow, just wow.. non-contiguous eh?
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bars = np.array(bars)
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# feed = DataFeed(portal, brokermod)
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# quote_gen, quotes = await feed.open_stream(
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# symbols,
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# 'stock',
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# rate=rate,
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# test=test,
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# )
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# first_quotes, _ = feed.format_quotes(quotes)
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# if first_quotes[0].get('last') is None:
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# log.error("Broker API is down temporarily")
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# return
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# spawn chart
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linked_charts = chart_app.load_symbol(symbol, quotes)
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linked_charts = chart_app.load_symbol(symbol, bars)
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await trio.sleep_forever()
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# make some fake update data
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import itertools
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nums = itertools.cycle([315., 320., 325., 310., 3])
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# import itertools
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# nums = itertools.cycle([315., 320., 325., 310., 3])
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def gen_nums():
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while True:
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yield quotes[-1].close + 1
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# def gen_nums():
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# while True:
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# yield quotes[-1].close + 2
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# yield quotes[-1].close - 2
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nums = gen_nums()
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# nums = gen_nums()
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await trio.sleep(10)
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while True:
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new = next(nums)
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quotes[-1].close = new
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# this updates the linked_charts internal array
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# and then passes that array to all subcharts to
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# render downstream graphics
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linked_charts.update_from_quote({'last': new})
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await trio.sleep(.1)
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# # await trio.sleep(10)
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# import time
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# while True:
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# new = next(nums)
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# quotes[-1].close = new
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# # this updates the linked_charts internal array
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# # and then passes that array to all subcharts to
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# # render downstream graphics
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# start = time.time()
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# linked_charts.update_from_quote({'last': new})
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# print(f"Render latency {time.time() - start}")
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# # 20 Hz seems to be good enough
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# await trio.sleep(0.05)
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await trio.sleep_forever()
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