Add Plot
Here is the `plot_graph()` that is in char of the bars, scatter and vertical line plot items. Also all the necessary code for the graph to be shown.max_pain_chart
parent
e8c5f7a531
commit
490aaa3874
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@ -10,6 +10,11 @@ from piker.brokers.deribit.api import (
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get_client,
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maybe_open_oi_feed,
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)
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import sys
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import pyqtgraph as pg
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from PyQt6 import QtCore
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from pyqtgraph import ScatterPlotItem, InfiniteLine
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from PyQt6.QtWidgets import QApplication
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def check_if_complete(
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oi: dict[str, dict[str, Decimal | None]]
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@ -87,6 +92,65 @@ async def max_pain_daemon(
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return total_intrinsic_value, max_pain
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def plot_graph(
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oi_by_strikes: dict[str, dict[str, Decimal]],
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plot,
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):
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"""Update the bar graph with new open interest data."""
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plot.clear()
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intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
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for strike_str in sorted(oi_by_strikes, key=lambda x: int(x)):
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strike = int(strike_str)
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calls_val = float(oi_by_strikes[strike_str]['C'])
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puts_val = float(oi_by_strikes[strike_str]['P'])
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bar_c = pg.BarGraphItem(
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x=[strike - 100],
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height=[calls_val],
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width=200,
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pen='w',
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brush=(0, 0, 255, 150)
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)
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plot.addItem(bar_c)
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bar_p = pg.BarGraphItem(
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x=[strike + 100],
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height=[puts_val],
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width=200,
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pen='w',
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brush=(255, 0, 0, 150)
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)
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plot.addItem(bar_p)
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total_val = float(intrinsic_values[strike_str]['total']) / 100000
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scatter_iv = ScatterPlotItem(
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x=[strike],
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y=[total_val],
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pen=pg.mkPen(color=(0, 255, 0), width=2),
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brush=pg.mkBrush(0, 255, 0, 150),
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size=3,
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symbol='o'
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)
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plot.addItem(scatter_iv)
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_, max_pain = get_intrinsic_value_and_max_pain(intrinsic_values)
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vertical_line = InfiniteLine(
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pos=max_pain,
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angle=90,
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pen=pg.mkPen(color='yellow', width=1, style=QtCore.Qt.PenStyle.DotLine),
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label=f'Max pain: {max_pain:,.0f}',
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labelOpts={
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'position': 0.85,
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'color': 'yellow',
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'movable': True
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}
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)
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plot.addItem(vertical_line)
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def update_oi_by_strikes(msg: tuple):
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nonlocal oi_by_strikes
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if 'oi' == msg[0]:
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@ -127,6 +191,16 @@ async def max_pain_daemon(
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async with maybe_open_oi_feed(
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instruments,
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) as oi_feed:
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# Initialize QApplication
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app = QApplication(sys.argv)
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win = pg.GraphicsLayoutWidget(show=True)
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win.setWindowTitle('Calls (blue) vs Puts (red)')
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plot = win.addPlot(title='OI by Strikes')
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plot.showGrid(x=True, y=True)
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print('Plot initialized...')
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async for msg in oi_feed:
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update_oi_by_strikes(msg)
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@ -134,13 +208,21 @@ async def max_pain_daemon(
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if 'oi' == msg[0]:
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timestamp = msg[1]['timestamp']
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max_pain = get_max_pain(oi_by_strikes)
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intrinsic_values = get_total_intrinsic_values(oi_by_strikes)
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# graph here
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plot_graph(oi_by_strikes, plot)
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print('-----------------------------------------------')
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print(f'timestamp: {datetime.fromtimestamp(max_pain['timestamp'])}')
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print(f'expiry_date: {max_pain['expiry_date']}')
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print(f'max_pain: {max_pain['max_pain']}')
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print(f'total intrinsic value: {max_pain['total_intrinsic_value']}')
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print(f'max_pain: {max_pain['max_pain']:,.0f}')
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print(f'total intrinsic value: {max_pain['total_intrinsic_value']:,.0f}')
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print('-----------------------------------------------')
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# Process GUI events to keep the window responsive
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app.processEvents()
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async def main():
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