Factor components into more suitably named modules
Tyler Goodlet
parent
ac389c30d9
commit
6fa173a1c1
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@ -0,0 +1,171 @@
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"""
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Chart axes graphics and behavior.
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"""
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import pyqtgraph as pg
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from PyQt5 import QtCore, QtGui
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from .quantdom.base import Quotes
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from .quantdom.utils import fromtimestamp
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from ._style import _font
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class PriceAxis(pg.AxisItem):
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def __init__(self):
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super().__init__(orientation='right')
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self.setStyle(**{
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'textFillLimits': [(0, 0.8)],
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# 'tickTextWidth': 5,
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# 'tickTextHeight': 5,
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# 'autoExpandTextSpace': True,
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# 'maxTickLength': -20,
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})
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self.setLabel(**{'font-size': '10pt'})
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self.setTickFont(_font)
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# XXX: drop for now since it just eats up h space
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# def tickStrings(self, vals, scale, spacing):
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# digts = max(0, np.ceil(-np.log10(spacing * scale)))
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# return [
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# ('{:<8,.%df}' % digts).format(v).replace(',', ' ') for v in vals
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# ]
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class FromTimeFieldDateAxis(pg.AxisItem):
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tick_tpl = {'D1': '%Y-%b-%d'}
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def __init__(self, *args, **kwargs):
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super().__init__(*args, **kwargs)
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self.setTickFont(_font)
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self.quotes_count = len(Quotes) - 1
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# default styling
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self.setStyle(
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tickTextOffset=7,
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textFillLimits=[(0, 0.90)],
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# TODO: doesn't seem to work -> bug in pyqtgraph?
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# tickTextHeight=2,
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)
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def tickStrings(self, values, scale, spacing):
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# if len(values) > 1 or not values:
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# values = Quotes.time
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# strings = super().tickStrings(values, scale, spacing)
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s_period = 'D1'
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strings = []
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for ibar in values:
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if ibar > self.quotes_count:
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return strings
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dt_tick = fromtimestamp(Quotes[int(ibar)].time)
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strings.append(
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dt_tick.strftime(self.tick_tpl[s_period])
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)
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return strings
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class AxisLabel(pg.GraphicsObject):
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# bg_color = pg.mkColor('#a9a9a9')
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bg_color = pg.mkColor('#808080')
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fg_color = pg.mkColor('#000000')
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def __init__(self, parent=None, digits=0, color=None, opacity=1, **kwargs):
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super().__init__(parent)
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self.parent = parent
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self.opacity = opacity
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self.label_str = ''
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self.digits = digits
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# self.quotes_count = len(Quotes) - 1
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if isinstance(color, QtGui.QPen):
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self.bg_color = color.color()
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self.fg_color = pg.mkColor('#ffffff')
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elif isinstance(color, list):
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self.bg_color = {'>0': color[0].color(), '<0': color[1].color()}
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self.fg_color = pg.mkColor('#ffffff')
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self.setFlag(self.ItemIgnoresTransformations)
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def tick_to_string(self, tick_pos):
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raise NotImplementedError()
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def boundingRect(self): # noqa
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raise NotImplementedError()
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def update_label(self, evt_post, point_view):
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raise NotImplementedError()
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def update_label_test(self, ypos=0, ydata=0):
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self.label_str = self.tick_to_string(ydata)
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height = self.boundingRect().height()
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offset = 0 # if have margins
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new_pos = QtCore.QPointF(0, ypos - height / 2 - offset)
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self.setPos(new_pos)
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def paint(self, p, option, widget):
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p.setRenderHint(p.TextAntialiasing, True)
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p.setPen(self.fg_color)
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if self.label_str:
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if not isinstance(self.bg_color, dict):
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bg_color = self.bg_color
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else:
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if int(self.label_str.replace(' ', '')) > 0:
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bg_color = self.bg_color['>0']
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else:
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bg_color = self.bg_color['<0']
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p.setOpacity(self.opacity)
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p.fillRect(option.rect, bg_color)
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p.setOpacity(1)
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p.setFont(_font)
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p.drawText(option.rect, self.text_flags, self.label_str)
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class XAxisLabel(AxisLabel):
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text_flags = (
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QtCore.Qt.TextDontClip | QtCore.Qt.AlignCenter | QtCore.Qt.AlignTop
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)
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def tick_to_string(self, tick_pos):
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# TODO: change to actual period
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tpl = self.parent.tick_tpl['D1']
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if tick_pos > len(Quotes):
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return 'Unknown Time'
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return fromtimestamp(Quotes[round(tick_pos)].time).strftime(tpl)
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def boundingRect(self): # noqa
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return QtCore.QRectF(0, 0, 145, 50)
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def update_label(self, evt_post, point_view):
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ibar = point_view.x()
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# if ibar > self.quotes_count:
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# return
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self.label_str = self.tick_to_string(ibar)
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width = self.boundingRect().width()
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offset = 0 # if have margins
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new_pos = QtCore.QPointF(evt_post.x() - width / 2 - offset, 0)
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self.setPos(new_pos)
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class YAxisLabel(AxisLabel):
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text_flags = (
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QtCore.Qt.TextDontClip | QtCore.Qt.AlignLeft | QtCore.Qt.AlignVCenter
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)
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def tick_to_string(self, tick_pos):
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return ('{: ,.%df}' % self.digits).format(tick_pos).replace(',', ' ')
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def boundingRect(self): # noqa
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return QtCore.QRectF(0, 0, 80, 40)
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def update_label(self, evt_post, point_view):
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self.label_str = self.tick_to_string(point_view.y())
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height = self.boundingRect().height()
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offset = 0 # if have margins
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new_pos = QtCore.QPointF(0, evt_post.y() - height / 2 - offset)
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self.setPos(new_pos)
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@ -1,9 +1,29 @@
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"""
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High level Qt chart wrapping widgets.
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High level Qt chart widgets.
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"""
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from PyQt5 import QtGui
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import numpy as np
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import pyqtgraph as pg
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from pyqtgraph import functions as fn
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from PyQt5 import QtCore, QtGui
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from .quantdom.charts import SplitterChart
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from ._axes import (
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FromTimeFieldDateAxis,
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PriceAxis,
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)
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from ._graphics import CrossHairItem, CandlestickItem, BarItem
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from ._style import _xaxis_at
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from .quantdom.charts import CenteredTextItem
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from .quantdom.base import Quotes
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from .quantdom.const import ChartType
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from .quantdom.portfolio import Order, Portfolio
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# white background (for tinas like our pal xb)
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# pg.setConfigOption('background', 'w')
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# margins
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CHART_MARGINS = (0, 0, 10, 3)
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class QuotesTabWidget(QtGui.QWidget):
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@ -53,3 +73,383 @@ class QuotesTabWidget(QtGui.QWidget):
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def add_signals(self):
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self.chart.add_signals()
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class SplitterChart(QtGui.QWidget):
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long_pen = pg.mkPen('#006000')
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long_brush = pg.mkBrush('#00ff00')
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short_pen = pg.mkPen('#600000')
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short_brush = pg.mkBrush('#ff0000')
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zoomIsDisabled = QtCore.pyqtSignal(bool)
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def __init__(self):
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super().__init__()
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self.signals_visible = False
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self.indicators = []
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self.xaxis = FromTimeFieldDateAxis(orientation='bottom')
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# self.xaxis = pg.DateAxisItem()
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self.xaxis_ind = FromTimeFieldDateAxis(orientation='bottom')
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if _xaxis_at == 'bottom':
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self.xaxis.setStyle(showValues=False)
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else:
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self.xaxis_ind.setStyle(showValues=False)
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self.splitter = QtGui.QSplitter(QtCore.Qt.Vertical)
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self.splitter.setHandleWidth(5)
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self.layout = QtGui.QVBoxLayout(self)
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self.layout.setContentsMargins(0, 0, 0, 0)
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self.layout.addWidget(self.splitter)
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def _show_text_signals(self, lbar, rbar):
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signals = [
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sig
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for sig in self.signals_text_items[lbar:rbar]
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if isinstance(sig, CenteredTextItem)
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]
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if len(signals) <= 50:
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for sig in signals:
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sig.show()
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else:
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for sig in signals:
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sig.hide()
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def _remove_signals(self):
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self.chart.removeItem(self.signals_group_arrow)
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self.chart.removeItem(self.signals_group_text)
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del self.signals_text_items
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del self.signals_group_arrow
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del self.signals_group_text
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self.signals_visible = False
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def _update_sizes(self):
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min_h_ind = int(self.height() * 0.2 / len(self.indicators))
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sizes = [int(self.height() * 0.8)]
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sizes.extend([min_h_ind] * len(self.indicators))
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self.splitter.setSizes(sizes) # , int(self.height()*0.2)
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def plot(self, symbol):
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self.digits = symbol.digits
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self.chart = ChartPlotWidget(
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split_charts=self,
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parent=self.splitter,
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axisItems={'bottom': self.xaxis, 'right': PriceAxis()},
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viewBox=ChartView,
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# enableMenu=False,
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)
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# TODO: ``pyqtgraph`` doesn't pass through a parent to the
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# ``PlotItem`` by default; maybe we should PR this in?
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self.chart.plotItem.parent = self
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self.chart.getPlotItem().setContentsMargins(*CHART_MARGINS)
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self.chart.setFrameStyle(QtGui.QFrame.StyledPanel | QtGui.QFrame.Plain)
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# TODO: this is where we would load an indicator chain
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inds = [Quotes.open]
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for d in inds:
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ind = ChartPlotWidget(
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split_charts=self,
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parent=self.splitter,
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axisItems={'bottom': self.xaxis_ind, 'right': PriceAxis()},
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# axisItems={'top': self.xaxis_ind, 'right': PriceAxis()},
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viewBox=ChartView,
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)
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ind.plotItem.parent = self
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ind.setFrameStyle(QtGui.QFrame.StyledPanel | QtGui.QFrame.Plain)
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ind.getPlotItem().setContentsMargins(*CHART_MARGINS)
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# self.splitter.addWidget(ind)
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self.indicators.append((ind, d))
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self.chart.draw_ohlc()
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for ind_chart, d in self.indicators:
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# link chart x-axis to main quotes chart
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ind_chart.setXLink(self.chart)
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# XXX: never do this lol
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# ind.setAspectLocked(1)
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ind_chart.draw_curve(d)
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self._update_sizes()
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ch = CrossHairItem(
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self.chart, [_ind for _ind, d in self.indicators], self.digits
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)
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self.chart.addItem(ch)
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def add_signals(self):
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self.signals_group_text = QtGui.QGraphicsItemGroup()
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self.signals_group_arrow = QtGui.QGraphicsItemGroup()
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self.signals_text_items = np.empty(len(Quotes), dtype=object)
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for p in Portfolio.positions:
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x, price = p.id_bar_open, p.open_price
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if p.type == Order.BUY:
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y = Quotes[x].low * 0.99
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pg.ArrowItem(
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parent=self.signals_group_arrow,
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pos=(x, y),
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pen=self.long_pen,
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brush=self.long_brush,
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angle=90,
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headLen=12,
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tipAngle=50,
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)
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text_sig = CenteredTextItem(
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parent=self.signals_group_text,
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pos=(x, y),
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pen=self.long_pen,
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brush=self.long_brush,
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text=('Buy at {:.%df}' % self.digits).format(price),
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valign=QtCore.Qt.AlignBottom,
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)
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text_sig.hide()
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else:
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y = Quotes[x].high * 1.01
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pg.ArrowItem(
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parent=self.signals_group_arrow,
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pos=(x, y),
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pen=self.short_pen,
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brush=self.short_brush,
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angle=-90,
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headLen=12,
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tipAngle=50,
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)
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text_sig = CenteredTextItem(
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parent=self.signals_group_text,
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pos=(x, y),
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pen=self.short_pen,
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brush=self.short_brush,
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text=('Sell at {:.%df}' % self.digits).format(price),
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valign=QtCore.Qt.AlignTop,
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)
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text_sig.hide()
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self.signals_text_items[x] = text_sig
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self.chart.addItem(self.signals_group_arrow)
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self.chart.addItem(self.signals_group_text)
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self.signals_visible = True
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# TODO: This is a sub-class of ``GracphicView`` which can
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# take a ``background`` color setting.
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class ChartPlotWidget(pg.PlotWidget):
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"""``GraphicsView`` subtype containing a single ``PlotItem``.
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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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(Could be replaced with a ``pg.GraphicsLayoutWidget`` if we
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eventually want multiple plots managed together).
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"""
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sig_mouse_leave = QtCore.Signal(object)
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sig_mouse_enter = QtCore.Signal(object)
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def __init__(
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self,
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split_charts,
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**kwargs,
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# parent=None,
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# background='default',
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# plotItem=None,
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# **kargs
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):
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"""Configure chart display settings.
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"""
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super().__init__(**kwargs)
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# label = pg.LabelItem(justify='left')
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# self.addItem(label)
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# label.setText("Yo yoyo")
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# label.setText("<span style='font-size: 12pt'>x=")
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self.parent = split_charts
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# show only right side axes
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self.hideAxis('left')
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self.showAxis('right')
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# show background grid
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self.showGrid(x=True, y=True, alpha=0.4)
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# use cross-hair for cursor
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self.setCursor(QtCore.Qt.CrossCursor)
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# set panning limits
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min_points_to_show = 20
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min_bars_in_view = 10
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max_lookahead = min_points_to_show - min_bars_in_view
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last = Quotes[-1].id
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self.setLimits(
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xMin=Quotes[0].id,
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xMax=last + max_lookahead,
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minXRange=min_points_to_show,
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# maxYRange=highest-lowest,
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yMin=Quotes.low.min() * 0.98,
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yMax=Quotes.high.max() * 1.02,
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)
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# show last 50 points on startup
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self.plotItem.vb.setXRange(last - 50, last + max_lookahead)
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# assign callback for rescaling y-axis automatically
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# based on y-range contents
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self.sigXRangeChanged.connect(self._update_yrange_limits)
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self._update_yrange_limits()
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def bars_range(self):
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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, rbar = int(vr.left()), int(min(vr.right(), len(Quotes) - 1))
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return lbar, rbar
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def draw_ohlc(
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self,
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style: ChartType = ChartType.BAR,
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) -> None:
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"""Draw OHLC datums to chart.
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"""
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# adds all bar/candle graphics objects for each
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# data point in the np array buffer to
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# be drawn on next render cycle
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self.addItem(_get_chart_points(style))
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def draw_curve(
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self,
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data: np.ndarray,
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) -> None:
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# draw the indicator as a plain curve
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curve = pg.PlotDataItem(data, antialias=True)
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self.addItem(curve)
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def _update_yrange_limits(self):
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"""Callback for each y-range update.
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This adds auto-scaling like zoom on the scroll wheel such
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that data always fits nicely inside the current view of the
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data set.
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"""
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# TODO: this can likely be ported in part to the built-ins:
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# self.setYRange(Quotes.low.min() * .98, Quotes.high.max() * 1.02)
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# self.setMouseEnabled(x=True, y=False)
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# self.setXRange(Quotes[0].id, Quotes[-1].id)
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# self.setAutoVisible(x=False, y=True)
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# self.enableAutoRange(x=False, y=True)
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chart = self
|
||||
chart_parent = self.parent
|
||||
|
||||
lbar, rbar = self.bars_range()
|
||||
# vr = chart.viewRect()
|
||||
# lbar, rbar = int(vr.left()), int(vr.right())
|
||||
|
||||
if chart_parent.signals_visible:
|
||||
chart_parent._show_text_signals(lbar, rbar)
|
||||
|
||||
bars = Quotes[lbar:rbar]
|
||||
ylow = bars.low.min() * 0.98
|
||||
yhigh = bars.high.max() * 1.02
|
||||
|
||||
std = np.std(bars.close)
|
||||
chart.setLimits(yMin=ylow, yMax=yhigh, minYRange=std)
|
||||
chart.setYRange(ylow, yhigh)
|
||||
|
||||
for i, d in chart_parent.indicators:
|
||||
# ydata = i.plotItem.items[0].getData()[1]
|
||||
ydata = d[lbar:rbar]
|
||||
ylow = ydata.min() * 0.98
|
||||
yhigh = ydata.max() * 1.02
|
||||
std = np.std(ydata)
|
||||
i.setLimits(yMin=ylow, yMax=yhigh, minYRange=std)
|
||||
i.setYRange(ylow, yhigh)
|
||||
|
||||
|
||||
def enterEvent(self, ev): # noqa
|
||||
# pg.PlotWidget.enterEvent(self, ev)
|
||||
self.sig_mouse_enter.emit(self)
|
||||
|
||||
def leaveEvent(self, ev): # noqa
|
||||
# pg.PlotWidget.leaveEvent(self, ev)
|
||||
self.sig_mouse_leave.emit(self)
|
||||
self.scene().leaveEvent(ev)
|
||||
|
||||
|
||||
class ChartView(pg.ViewBox):
|
||||
"""Price chart view box with interaction behaviors you'd expect from
|
||||
an interactive platform:
|
||||
|
||||
- zoom on mouse scroll that auto fits y-axis
|
||||
- no vertical scrolling
|
||||
- zoom to a "fixed point" on the y-axis
|
||||
"""
|
||||
def __init__(
|
||||
self,
|
||||
parent=None,
|
||||
**kwargs,
|
||||
# invertY=False,
|
||||
):
|
||||
super().__init__(parent=parent, **kwargs)
|
||||
self.chart = parent
|
||||
|
||||
# disable vertical scrolling
|
||||
self.setMouseEnabled(x=True, y=False)
|
||||
|
||||
def wheelEvent(self, ev, axis=None):
|
||||
"""Override "center-point" location for scrolling.
|
||||
|
||||
This is an override of the ``ViewBox`` method simply changing
|
||||
the center of the zoom to be the y-axis.
|
||||
|
||||
TODO: PR a method into ``pyqtgraph`` to make this configurable
|
||||
"""
|
||||
|
||||
if axis in (0, 1):
|
||||
mask = [False, False]
|
||||
mask[axis] = self.state['mouseEnabled'][axis]
|
||||
else:
|
||||
mask = self.state['mouseEnabled'][:]
|
||||
|
||||
# actual scaling factor
|
||||
s = 1.02 ** (ev.delta() * self.state['wheelScaleFactor'])
|
||||
s = [(None if m is False else s) for m in mask]
|
||||
|
||||
# center = pg.Point(
|
||||
# fn.invertQTransform(self.childGroup.transform()).map(ev.pos())
|
||||
# )
|
||||
|
||||
# XXX: scroll "around" the right most element in the view
|
||||
furthest_right_coord = self.boundingRect().topRight()
|
||||
center = pg.Point(
|
||||
fn.invertQTransform(
|
||||
self.childGroup.transform()
|
||||
).map(furthest_right_coord)
|
||||
)
|
||||
|
||||
self._resetTarget()
|
||||
self.scaleBy(s, center)
|
||||
ev.accept()
|
||||
self.sigRangeChangedManually.emit(mask)
|
||||
|
||||
|
||||
# this function is borderline ridiculous.
|
||||
# The creation of these chart types mutates all the input data
|
||||
# inside each type's constructor (mind blown)
|
||||
def _get_chart_points(style):
|
||||
if style == ChartType.CANDLESTICK:
|
||||
return CandlestickItem()
|
||||
elif style == ChartType.BAR:
|
||||
return BarItem()
|
||||
return pg.PlotDataItem(Quotes.close, pen='b')
|
||||
|
|
|
|||
|
|
@ -0,0 +1,252 @@
|
|||
"""
|
||||
Chart graphics for displaying a slew of different data types.
|
||||
"""
|
||||
import numpy as np
|
||||
import pyqtgraph as pg
|
||||
from PyQt5 import QtCore, QtGui
|
||||
|
||||
from .quantdom.utils import timeit
|
||||
from .quantdom.base import Quotes
|
||||
|
||||
from ._style import _xaxis_at
|
||||
from ._axes import YAxisLabel, XAxisLabel
|
||||
|
||||
|
||||
_mouse_rate_limit = 60
|
||||
|
||||
|
||||
class CrossHairItem(pg.GraphicsObject):
|
||||
|
||||
def __init__(self, parent, indicators=None, digits=0):
|
||||
super().__init__()
|
||||
# self.pen = pg.mkPen('#000000')
|
||||
self.pen = pg.mkPen('#a9a9a9')
|
||||
self.parent = parent
|
||||
self.indicators = {}
|
||||
self.activeIndicator = None
|
||||
self.xaxis = self.parent.getAxis('bottom')
|
||||
self.yaxis = self.parent.getAxis('right')
|
||||
|
||||
self.vline = self.parent.addLine(x=0, pen=self.pen, movable=False)
|
||||
self.hline = self.parent.addLine(y=0, pen=self.pen, movable=False)
|
||||
|
||||
self.proxy_moved = pg.SignalProxy(
|
||||
self.parent.scene().sigMouseMoved,
|
||||
rateLimit=_mouse_rate_limit,
|
||||
slot=self.mouseMoved,
|
||||
)
|
||||
|
||||
self.yaxis_label = YAxisLabel(
|
||||
parent=self.yaxis, digits=digits, opacity=1
|
||||
)
|
||||
|
||||
indicators = indicators or []
|
||||
|
||||
if indicators:
|
||||
# when there are indicators present in sub-plot rows
|
||||
# take the last one (nearest to the bottom) and place the
|
||||
# crosshair label on it's x-axis.
|
||||
last_ind = indicators[-1]
|
||||
|
||||
self.proxy_enter = pg.SignalProxy(
|
||||
self.parent.sig_mouse_enter,
|
||||
rateLimit=_mouse_rate_limit,
|
||||
slot=lambda: self.mouseAction('Enter', False),
|
||||
)
|
||||
self.proxy_leave = pg.SignalProxy(
|
||||
self.parent.sig_mouse_leave,
|
||||
rateLimit=_mouse_rate_limit,
|
||||
slot=lambda: self.mouseAction('Leave', False),
|
||||
)
|
||||
|
||||
# determine where to place x-axis label
|
||||
if _xaxis_at == 'bottom':
|
||||
# place below is last indicator subplot
|
||||
self.xaxis_label = XAxisLabel(
|
||||
parent=last_ind.getAxis('bottom'), opacity=1
|
||||
)
|
||||
else:
|
||||
# keep x-axis right below main chart
|
||||
self.xaxis_label = XAxisLabel(parent=self.xaxis, opacity=1)
|
||||
|
||||
for i in indicators:
|
||||
# add vertial and horizonal lines and a y-axis label
|
||||
vl = i.addLine(x=0, pen=self.pen, movable=False)
|
||||
hl = i.addLine(y=0, pen=self.pen, movable=False)
|
||||
yl = YAxisLabel(parent=i.getAxis('right'), opacity=1)
|
||||
|
||||
px_moved = pg.SignalProxy(
|
||||
i.scene().sigMouseMoved,
|
||||
rateLimit=_mouse_rate_limit,
|
||||
slot=self.mouseMoved
|
||||
)
|
||||
px_enter = pg.SignalProxy(
|
||||
i.sig_mouse_enter,
|
||||
rateLimit=_mouse_rate_limit,
|
||||
slot=lambda: self.mouseAction('Enter', i),
|
||||
)
|
||||
px_leave = pg.SignalProxy(
|
||||
i.sig_mouse_leave,
|
||||
rateLimit=_mouse_rate_limit,
|
||||
slot=lambda: self.mouseAction('Leave', i),
|
||||
)
|
||||
self.indicators[i] = {
|
||||
'vl': vl,
|
||||
'hl': hl,
|
||||
'yl': yl,
|
||||
'px': (px_moved, px_enter, px_leave),
|
||||
}
|
||||
|
||||
def mouseAction(self, action, ind=False): # noqa
|
||||
if action == 'Enter':
|
||||
# show horiz line and y-label
|
||||
if ind:
|
||||
self.indicators[ind]['hl'].show()
|
||||
self.indicators[ind]['yl'].show()
|
||||
self.activeIndicator = ind
|
||||
else:
|
||||
self.yaxis_label.show()
|
||||
self.hline.show()
|
||||
# Leave
|
||||
else:
|
||||
# hide horiz line and y-label
|
||||
if ind:
|
||||
self.indicators[ind]['hl'].hide()
|
||||
self.indicators[ind]['yl'].hide()
|
||||
self.activeIndicator = None
|
||||
else:
|
||||
self.yaxis_label.hide()
|
||||
self.hline.hide()
|
||||
|
||||
def mouseMoved(self, evt): # noqa
|
||||
"""Update horizonal and vertical lines when mouse moves inside
|
||||
either the main chart or any indicator subplot.
|
||||
"""
|
||||
|
||||
pos = evt[0]
|
||||
|
||||
# if the mouse is within the parent ``ChartPlotWidget``
|
||||
if self.parent.sceneBoundingRect().contains(pos):
|
||||
# mouse_point = self.vb.mapSceneToView(pos)
|
||||
mouse_point = self.parent.mapToView(pos)
|
||||
|
||||
# move the vertial line to the current x coordinate
|
||||
self.vline.setX(mouse_point.x())
|
||||
|
||||
# update the label on the bottom of the crosshair
|
||||
self.xaxis_label.update_label(evt_post=pos, point_view=mouse_point)
|
||||
|
||||
# update the vertical line in any indicators subplots
|
||||
for opts in self.indicators.values():
|
||||
opts['vl'].setX(mouse_point.x())
|
||||
|
||||
if self.activeIndicator:
|
||||
# vertial position of the mouse is inside an indicator
|
||||
mouse_point_ind = self.activeIndicator.mapToView(pos)
|
||||
self.indicators[self.activeIndicator]['hl'].setY(
|
||||
mouse_point_ind.y()
|
||||
)
|
||||
self.indicators[self.activeIndicator]['yl'].update_label(
|
||||
evt_post=pos, point_view=mouse_point_ind
|
||||
)
|
||||
else:
|
||||
# vertial position of the mouse is inside the main chart
|
||||
self.hline.setY(mouse_point.y())
|
||||
self.yaxis_label.update_label(
|
||||
evt_post=pos, point_view=mouse_point
|
||||
)
|
||||
|
||||
def paint(self, p, *args):
|
||||
pass
|
||||
|
||||
def boundingRect(self):
|
||||
return self.parent.boundingRect()
|
||||
|
||||
|
||||
class BarItem(pg.GraphicsObject):
|
||||
# XXX: From the customGraphicsItem.py example:
|
||||
# The only required methods are paint() and boundingRect()
|
||||
|
||||
w = 0.5
|
||||
|
||||
bull_brush = bear_brush = pg.mkPen('#808080')
|
||||
# bull_brush = pg.mkPen('#00cc00')
|
||||
# bear_brush = pg.mkPen('#fa0000')
|
||||
|
||||
def __init__(self):
|
||||
super().__init__()
|
||||
self.generatePicture()
|
||||
|
||||
# TODO: this is the routine to be retriggered for redraw
|
||||
@timeit
|
||||
def generatePicture(self):
|
||||
# pre-computing a QPicture object allows paint() to run much
|
||||
# more quickly, rather than re-drawing the shapes every time.
|
||||
self.picture = QtGui.QPicture()
|
||||
p = QtGui.QPainter(self.picture)
|
||||
self._generate(p)
|
||||
p.end()
|
||||
|
||||
def _generate(self, p):
|
||||
# XXX: overloaded method to allow drawing other candle types
|
||||
|
||||
high_to_low = np.array(
|
||||
[QtCore.QLineF(q.id, q.low, q.id, q.high) for q in Quotes]
|
||||
)
|
||||
open_stick = np.array(
|
||||
[QtCore.QLineF(q.id - self.w, q.open, q.id, q.open)
|
||||
for q in Quotes]
|
||||
)
|
||||
close_stick = np.array(
|
||||
[
|
||||
QtCore.QLineF(q.id + self.w, q.close, q.id, q.close)
|
||||
for q in Quotes
|
||||
]
|
||||
)
|
||||
lines = np.concatenate([high_to_low, open_stick, close_stick])
|
||||
long_bars = np.resize(Quotes.close > Quotes.open, len(lines))
|
||||
short_bars = np.resize(Quotes.close < Quotes.open, len(lines))
|
||||
|
||||
p.setPen(self.bull_brush)
|
||||
p.drawLines(*lines[long_bars])
|
||||
|
||||
p.setPen(self.bear_brush)
|
||||
p.drawLines(*lines[short_bars])
|
||||
|
||||
def paint(self, p, *args):
|
||||
p.drawPicture(0, 0, self.picture)
|
||||
|
||||
def boundingRect(self):
|
||||
# boundingRect _must_ indicate the entire area that will be
|
||||
# drawn on or else we will get artifacts and possibly crashing.
|
||||
# (in this case, QPicture does all the work of computing the
|
||||
# bouning rect for us)
|
||||
return QtCore.QRectF(self.picture.boundingRect())
|
||||
|
||||
|
||||
class CandlestickItem(BarItem):
|
||||
|
||||
w2 = 0.7
|
||||
line_pen = pg.mkPen('#000000')
|
||||
bull_brush = pg.mkBrush('#00ff00')
|
||||
bear_brush = pg.mkBrush('#ff0000')
|
||||
|
||||
def _generate(self, p):
|
||||
rects = np.array(
|
||||
[
|
||||
QtCore.QRectF(q.id - self.w, q.open, self.w2, q.close - q.open)
|
||||
for q in Quotes
|
||||
]
|
||||
)
|
||||
|
||||
p.setPen(self.line_pen)
|
||||
p.drawLines(
|
||||
[QtCore.QLineF(q.id, q.low, q.id, q.high)
|
||||
for q in Quotes]
|
||||
)
|
||||
|
||||
p.setBrush(self.bull_brush)
|
||||
p.drawRects(*rects[Quotes.close > Quotes.open])
|
||||
|
||||
p.setBrush(self.bear_brush)
|
||||
p.drawRects(*rects[Quotes.close < Quotes.open])
|
||||
|
|
@ -0,0 +1,18 @@
|
|||
"""
|
||||
Qt styling.
|
||||
"""
|
||||
from PyQt5 import QtGui
|
||||
|
||||
|
||||
# TODO: add "tina mode" to make everything look "conventional"
|
||||
# white background (for tinas like our pal xb)
|
||||
# pg.setConfigOption('background', 'w')
|
||||
|
||||
|
||||
# chart-wide font
|
||||
_font = QtGui.QFont("Hack", 4)
|
||||
_i3_rgba = QtGui.QColor.fromRgbF(*[0.14]*3 + [1])
|
||||
|
||||
|
||||
# splitter widget config
|
||||
_xaxis_at = 'bottom'
|
||||
|
|
@ -1,31 +1,9 @@
|
|||
"""
|
||||
Real-time quotes charting components
|
||||
"""
|
||||
from typing import List, Tuple
|
||||
|
||||
import numpy as np
|
||||
import pyqtgraph as pg
|
||||
from pyqtgraph import functions as fn
|
||||
from PyQt5 import QtCore, QtGui
|
||||
|
||||
from .base import Quotes
|
||||
from .const import ChartType
|
||||
from .portfolio import Order, Portfolio
|
||||
from .utils import fromtimestamp, timeit
|
||||
|
||||
__all__ = ('SplitterChart')
|
||||
|
||||
|
||||
# white background (for tinas like our pal xb)
|
||||
# pg.setConfigOption('background', 'w')
|
||||
|
||||
# margins
|
||||
CHART_MARGINS = (0, 0, 10, 3)
|
||||
|
||||
# chart-wide font
|
||||
_font = QtGui.QFont("Hack", 4)
|
||||
_i3_rgba = QtGui.QColor.fromRgbF(*[0.14]*3 + [1])
|
||||
|
||||
|
||||
class SampleLegendItem(pg.graphicsItems.LegendItem.ItemSample):
|
||||
|
||||
|
|
@ -62,62 +40,6 @@ class SampleLegendItem(pg.graphicsItems.LegendItem.ItemSample):
|
|||
p.drawRect(0, 10, 18, 0.5)
|
||||
|
||||
|
||||
class PriceAxis(pg.AxisItem):
|
||||
|
||||
def __init__(self):
|
||||
super().__init__(orientation='right')
|
||||
self.setStyle(**{
|
||||
'textFillLimits': [(0, 0.8)],
|
||||
# 'tickTextWidth': 5,
|
||||
# 'tickTextHeight': 5,
|
||||
# 'autoExpandTextSpace': True,
|
||||
# 'maxTickLength': -20,
|
||||
})
|
||||
self.setLabel(**{'font-size': '10pt'})
|
||||
self.setTickFont(_font)
|
||||
|
||||
# XXX: drop for now since it just eats up h space
|
||||
|
||||
# def tickStrings(self, vals, scale, spacing):
|
||||
# digts = max(0, np.ceil(-np.log10(spacing * scale)))
|
||||
# return [
|
||||
# ('{:<8,.%df}' % digts).format(v).replace(',', ' ') for v in vals
|
||||
# ]
|
||||
|
||||
|
||||
class FromTimeFieldDateAxis(pg.AxisItem):
|
||||
tick_tpl = {'D1': '%Y-%b-%d'}
|
||||
|
||||
def __init__(self, *args, **kwargs):
|
||||
super().__init__(*args, **kwargs)
|
||||
self.setTickFont(_font)
|
||||
self.quotes_count = len(Quotes) - 1
|
||||
|
||||
# default styling
|
||||
self.setStyle(
|
||||
tickTextOffset=7,
|
||||
textFillLimits=[(0, 0.90)],
|
||||
# TODO: doesn't seem to work -> bug in pyqtgraph?
|
||||
# tickTextHeight=2,
|
||||
)
|
||||
|
||||
def tickStrings(self, values, scale, spacing):
|
||||
# if len(values) > 1 or not values:
|
||||
# values = Quotes.time
|
||||
|
||||
# strings = super().tickStrings(values, scale, spacing)
|
||||
s_period = 'D1'
|
||||
strings = []
|
||||
for ibar in values:
|
||||
if ibar > self.quotes_count:
|
||||
return strings
|
||||
dt_tick = fromtimestamp(Quotes[int(ibar)].time)
|
||||
strings.append(
|
||||
dt_tick.strftime(self.tick_tpl[s_period])
|
||||
)
|
||||
return strings
|
||||
|
||||
|
||||
class CenteredTextItem(QtGui.QGraphicsTextItem):
|
||||
def __init__(
|
||||
self,
|
||||
|
|
@ -155,729 +77,3 @@ class CenteredTextItem(QtGui.QGraphicsTextItem):
|
|||
p.fillRect(option.rect, self.brush)
|
||||
p.setOpacity(1)
|
||||
p.drawText(option.rect, self.text_flags, self.toPlainText())
|
||||
|
||||
|
||||
class AxisLabel(pg.GraphicsObject):
|
||||
|
||||
# bg_color = pg.mkColor('#a9a9a9')
|
||||
bg_color = pg.mkColor('#808080')
|
||||
fg_color = pg.mkColor('#000000')
|
||||
|
||||
def __init__(self, parent=None, digits=0, color=None, opacity=1, **kwargs):
|
||||
super().__init__(parent)
|
||||
self.parent = parent
|
||||
self.opacity = opacity
|
||||
self.label_str = ''
|
||||
self.digits = digits
|
||||
# self.quotes_count = len(Quotes) - 1
|
||||
|
||||
if isinstance(color, QtGui.QPen):
|
||||
self.bg_color = color.color()
|
||||
self.fg_color = pg.mkColor('#ffffff')
|
||||
elif isinstance(color, list):
|
||||
self.bg_color = {'>0': color[0].color(), '<0': color[1].color()}
|
||||
self.fg_color = pg.mkColor('#ffffff')
|
||||
|
||||
self.setFlag(self.ItemIgnoresTransformations)
|
||||
|
||||
def tick_to_string(self, tick_pos):
|
||||
raise NotImplementedError()
|
||||
|
||||
def boundingRect(self): # noqa
|
||||
raise NotImplementedError()
|
||||
|
||||
def update_label(self, evt_post, point_view):
|
||||
raise NotImplementedError()
|
||||
|
||||
def update_label_test(self, ypos=0, ydata=0):
|
||||
self.label_str = self.tick_to_string(ydata)
|
||||
height = self.boundingRect().height()
|
||||
offset = 0 # if have margins
|
||||
new_pos = QtCore.QPointF(0, ypos - height / 2 - offset)
|
||||
self.setPos(new_pos)
|
||||
|
||||
def paint(self, p, option, widget):
|
||||
p.setRenderHint(p.TextAntialiasing, True)
|
||||
p.setPen(self.fg_color)
|
||||
if self.label_str:
|
||||
if not isinstance(self.bg_color, dict):
|
||||
bg_color = self.bg_color
|
||||
else:
|
||||
if int(self.label_str.replace(' ', '')) > 0:
|
||||
bg_color = self.bg_color['>0']
|
||||
else:
|
||||
bg_color = self.bg_color['<0']
|
||||
p.setOpacity(self.opacity)
|
||||
p.fillRect(option.rect, bg_color)
|
||||
p.setOpacity(1)
|
||||
p.setFont(_font)
|
||||
|
||||
p.drawText(option.rect, self.text_flags, self.label_str)
|
||||
|
||||
|
||||
class XAxisLabel(AxisLabel):
|
||||
|
||||
text_flags = (
|
||||
QtCore.Qt.TextDontClip | QtCore.Qt.AlignCenter | QtCore.Qt.AlignTop
|
||||
)
|
||||
|
||||
def tick_to_string(self, tick_pos):
|
||||
# TODO: change to actual period
|
||||
tpl = self.parent.tick_tpl['D1']
|
||||
if tick_pos > len(Quotes):
|
||||
return 'Unknown Time'
|
||||
return fromtimestamp(Quotes[round(tick_pos)].time).strftime(tpl)
|
||||
|
||||
def boundingRect(self): # noqa
|
||||
return QtCore.QRectF(0, 0, 145, 50)
|
||||
|
||||
def update_label(self, evt_post, point_view):
|
||||
ibar = point_view.x()
|
||||
# if ibar > self.quotes_count:
|
||||
# return
|
||||
self.label_str = self.tick_to_string(ibar)
|
||||
width = self.boundingRect().width()
|
||||
offset = 0 # if have margins
|
||||
new_pos = QtCore.QPointF(evt_post.x() - width / 2 - offset, 0)
|
||||
self.setPos(new_pos)
|
||||
|
||||
|
||||
class YAxisLabel(AxisLabel):
|
||||
|
||||
text_flags = (
|
||||
QtCore.Qt.TextDontClip | QtCore.Qt.AlignLeft | QtCore.Qt.AlignVCenter
|
||||
)
|
||||
|
||||
def tick_to_string(self, tick_pos):
|
||||
return ('{: ,.%df}' % self.digits).format(tick_pos).replace(',', ' ')
|
||||
|
||||
def boundingRect(self): # noqa
|
||||
return QtCore.QRectF(0, 0, 80, 40)
|
||||
|
||||
def update_label(self, evt_post, point_view):
|
||||
self.label_str = self.tick_to_string(point_view.y())
|
||||
height = self.boundingRect().height()
|
||||
offset = 0 # if have margins
|
||||
new_pos = QtCore.QPointF(0, evt_post.y() - height / 2 - offset)
|
||||
self.setPos(new_pos)
|
||||
|
||||
|
||||
class ChartView(pg.ViewBox):
|
||||
"""Price chart view box with interaction behaviors you'd expect from
|
||||
an interactive platform:
|
||||
|
||||
- zoom on mouse scroll that auto fits y-axis
|
||||
- no vertical scrolling
|
||||
- zoom to a "fixed point" on the y-axis
|
||||
"""
|
||||
def __init__(
|
||||
self,
|
||||
parent=None,
|
||||
**kwargs,
|
||||
# invertY=False,
|
||||
):
|
||||
super().__init__(parent=parent, **kwargs)
|
||||
self.chart = parent
|
||||
|
||||
# disable vertical scrolling
|
||||
self.setMouseEnabled(x=True, y=False)
|
||||
|
||||
def wheelEvent(self, ev, axis=None):
|
||||
"""Override "center-point" location for scrolling.
|
||||
|
||||
This is an override of the ``ViewBox`` method simply changing
|
||||
the center of the zoom to be the y-axis.
|
||||
|
||||
TODO: PR a method into ``pyqtgraph`` to make this configurable
|
||||
"""
|
||||
|
||||
if axis in (0, 1):
|
||||
mask = [False, False]
|
||||
mask[axis] = self.state['mouseEnabled'][axis]
|
||||
else:
|
||||
mask = self.state['mouseEnabled'][:]
|
||||
|
||||
# actual scaling factor
|
||||
s = 1.02 ** (ev.delta() * self.state['wheelScaleFactor'])
|
||||
s = [(None if m is False else s) for m in mask]
|
||||
|
||||
# center = pg.Point(
|
||||
# fn.invertQTransform(self.childGroup.transform()).map(ev.pos())
|
||||
# )
|
||||
|
||||
# XXX: scroll "around" the right most element in the view
|
||||
furthest_right_coord = self.boundingRect().topRight()
|
||||
center = pg.Point(
|
||||
fn.invertQTransform(
|
||||
self.childGroup.transform()
|
||||
).map(furthest_right_coord)
|
||||
)
|
||||
|
||||
self._resetTarget()
|
||||
self.scaleBy(s, center)
|
||||
ev.accept()
|
||||
self.sigRangeChangedManually.emit(mask)
|
||||
|
||||
|
||||
# TODO: This is a sub-class of ``GracphicView`` which can
|
||||
# take a ``background`` color setting.
|
||||
class ChartPlotWidget(pg.PlotWidget):
|
||||
"""``GraphicsView`` subtype containing a single ``PlotItem``.
|
||||
|
||||
Overrides a ``pyqtgraph.PlotWidget`` (a ``GraphicsView`` containing
|
||||
a single ``PlotItem``) to intercept and and re-emit mouse enter/exit
|
||||
events.
|
||||
|
||||
(Could be replaced with a ``pg.GraphicsLayoutWidget`` if we
|
||||
eventually want multiple plots managed together).
|
||||
"""
|
||||
sig_mouse_leave = QtCore.Signal(object)
|
||||
sig_mouse_enter = QtCore.Signal(object)
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
split_charts,
|
||||
**kwargs,
|
||||
# parent=None,
|
||||
# background='default',
|
||||
# plotItem=None,
|
||||
# **kargs
|
||||
):
|
||||
"""Configure chart display settings.
|
||||
"""
|
||||
|
||||
super().__init__(**kwargs)
|
||||
# label = pg.LabelItem(justify='left')
|
||||
# self.addItem(label)
|
||||
# label.setText("Yo yoyo")
|
||||
# label.setText("<span style='font-size: 12pt'>x=")
|
||||
self.parent = split_charts
|
||||
|
||||
# show only right side axes
|
||||
self.hideAxis('left')
|
||||
self.showAxis('right')
|
||||
|
||||
# show background grid
|
||||
self.showGrid(x=True, y=True, alpha=0.4)
|
||||
|
||||
# use cross-hair for cursor
|
||||
self.setCursor(QtCore.Qt.CrossCursor)
|
||||
|
||||
# set panning limits
|
||||
min_points_to_show = 20
|
||||
min_bars_in_view = 10
|
||||
max_lookahead = min_points_to_show - min_bars_in_view
|
||||
last = Quotes[-1].id
|
||||
self.setLimits(
|
||||
xMin=Quotes[0].id,
|
||||
xMax=last + max_lookahead,
|
||||
minXRange=min_points_to_show,
|
||||
# maxYRange=highest-lowest,
|
||||
yMin=Quotes.low.min() * 0.98,
|
||||
yMax=Quotes.high.max() * 1.02,
|
||||
)
|
||||
|
||||
# show last 50 points on startup
|
||||
self.plotItem.vb.setXRange(last - 50, last + max_lookahead)
|
||||
|
||||
# assign callback for rescaling y-axis automatically
|
||||
# based on y-range contents
|
||||
self.sigXRangeChanged.connect(self._update_yrange_limits)
|
||||
self._update_yrange_limits()
|
||||
|
||||
def bars_range(self):
|
||||
"""Return a range tuple for the bars present in view.
|
||||
"""
|
||||
|
||||
vr = self.viewRect()
|
||||
lbar, rbar = int(vr.left()), int(min(vr.right(), len(Quotes) - 1))
|
||||
return lbar, rbar
|
||||
|
||||
def draw_ohlc(
|
||||
self,
|
||||
style: ChartType = ChartType.BAR,
|
||||
) -> None:
|
||||
"""Draw OHLC datums to chart.
|
||||
"""
|
||||
|
||||
# adds all bar/candle graphics objects for each
|
||||
# data point in the np array buffer to
|
||||
# be drawn on next render cycle
|
||||
self.addItem(_get_chart_points(style))
|
||||
|
||||
def draw_curve(
|
||||
self,
|
||||
data: np.ndarray,
|
||||
) -> None:
|
||||
# draw the indicator as a plain curve
|
||||
curve = pg.PlotDataItem(data, antialias=True)
|
||||
ind_chart.addItem(curve)
|
||||
|
||||
def _update_yrange_limits(self):
|
||||
"""Callback for each y-range update.
|
||||
|
||||
This adds auto-scaling like zoom on the scroll wheel such
|
||||
that data always fits nicely inside the current view of the
|
||||
data set.
|
||||
"""
|
||||
# TODO: this can likely be ported in part to the built-ins:
|
||||
# self.setYRange(Quotes.low.min() * .98, Quotes.high.max() * 1.02)
|
||||
# self.setMouseEnabled(x=True, y=False)
|
||||
# self.setXRange(Quotes[0].id, Quotes[-1].id)
|
||||
# self.setAutoVisible(x=False, y=True)
|
||||
# self.enableAutoRange(x=False, y=True)
|
||||
|
||||
chart = self
|
||||
chart_parent = self.parent
|
||||
|
||||
lbar, rbar = self.bars_range()
|
||||
# vr = chart.viewRect()
|
||||
# lbar, rbar = int(vr.left()), int(vr.right())
|
||||
|
||||
if chart_parent.signals_visible:
|
||||
chart_parent._show_text_signals(lbar, rbar)
|
||||
|
||||
bars = Quotes[lbar:rbar]
|
||||
ylow = bars.low.min() * 0.98
|
||||
yhigh = bars.high.max() * 1.02
|
||||
|
||||
std = np.std(bars.close)
|
||||
chart.setLimits(yMin=ylow, yMax=yhigh, minYRange=std)
|
||||
chart.setYRange(ylow, yhigh)
|
||||
|
||||
for i, d in chart_parent.indicators:
|
||||
# ydata = i.plotItem.items[0].getData()[1]
|
||||
ydata = d[lbar:rbar]
|
||||
ylow = ydata.min() * 0.98
|
||||
yhigh = ydata.max() * 1.02
|
||||
std = np.std(ydata)
|
||||
i.setLimits(yMin=ylow, yMax=yhigh, minYRange=std)
|
||||
i.setYRange(ylow, yhigh)
|
||||
|
||||
|
||||
def enterEvent(self, ev): # noqa
|
||||
# pg.PlotWidget.enterEvent(self, ev)
|
||||
self.sig_mouse_enter.emit(self)
|
||||
|
||||
def leaveEvent(self, ev): # noqa
|
||||
# pg.PlotWidget.leaveEvent(self, ev)
|
||||
self.sig_mouse_leave.emit(self)
|
||||
self.scene().leaveEvent(ev)
|
||||
|
||||
|
||||
_mouse_rate_limit = 60
|
||||
_xaxis_at = 'bottom'
|
||||
|
||||
|
||||
class CrossHairItem(pg.GraphicsObject):
|
||||
|
||||
def __init__(self, parent, indicators=None, digits=0):
|
||||
super().__init__()
|
||||
# self.pen = pg.mkPen('#000000')
|
||||
self.pen = pg.mkPen('#a9a9a9')
|
||||
self.parent = parent
|
||||
self.indicators = {}
|
||||
self.activeIndicator = None
|
||||
self.xaxis = self.parent.getAxis('bottom')
|
||||
self.yaxis = self.parent.getAxis('right')
|
||||
|
||||
self.vline = self.parent.addLine(x=0, pen=self.pen, movable=False)
|
||||
self.hline = self.parent.addLine(y=0, pen=self.pen, movable=False)
|
||||
|
||||
self.proxy_moved = pg.SignalProxy(
|
||||
self.parent.scene().sigMouseMoved,
|
||||
rateLimit=_mouse_rate_limit,
|
||||
slot=self.mouseMoved,
|
||||
)
|
||||
|
||||
self.yaxis_label = YAxisLabel(
|
||||
parent=self.yaxis, digits=digits, opacity=1
|
||||
)
|
||||
|
||||
indicators = indicators or []
|
||||
|
||||
if indicators:
|
||||
# when there are indicators present in sub-plot rows
|
||||
# take the last one (nearest to the bottom) and place the
|
||||
# crosshair label on it's x-axis.
|
||||
last_ind = indicators[-1]
|
||||
|
||||
self.proxy_enter = pg.SignalProxy(
|
||||
self.parent.sig_mouse_enter,
|
||||
rateLimit=_mouse_rate_limit,
|
||||
slot=lambda: self.mouseAction('Enter', False),
|
||||
)
|
||||
self.proxy_leave = pg.SignalProxy(
|
||||
self.parent.sig_mouse_leave,
|
||||
rateLimit=_mouse_rate_limit,
|
||||
slot=lambda: self.mouseAction('Leave', False),
|
||||
)
|
||||
|
||||
# determine where to place x-axis label
|
||||
if _xaxis_at == 'bottom':
|
||||
# place below is last indicator subplot
|
||||
self.xaxis_label = XAxisLabel(
|
||||
parent=last_ind.getAxis('bottom'), opacity=1
|
||||
)
|
||||
else:
|
||||
# keep x-axis right below main chart
|
||||
self.xaxis_label = XAxisLabel(parent=self.xaxis, opacity=1)
|
||||
|
||||
for i in indicators:
|
||||
# add vertial and horizonal lines and a y-axis label
|
||||
vl = i.addLine(x=0, pen=self.pen, movable=False)
|
||||
hl = i.addLine(y=0, pen=self.pen, movable=False)
|
||||
yl = YAxisLabel(parent=i.getAxis('right'), opacity=1)
|
||||
|
||||
px_moved = pg.SignalProxy(
|
||||
i.scene().sigMouseMoved,
|
||||
rateLimit=_mouse_rate_limit,
|
||||
slot=self.mouseMoved
|
||||
)
|
||||
px_enter = pg.SignalProxy(
|
||||
i.sig_mouse_enter,
|
||||
rateLimit=_mouse_rate_limit,
|
||||
slot=lambda: self.mouseAction('Enter', i),
|
||||
)
|
||||
px_leave = pg.SignalProxy(
|
||||
i.sig_mouse_leave,
|
||||
rateLimit=_mouse_rate_limit,
|
||||
slot=lambda: self.mouseAction('Leave', i),
|
||||
)
|
||||
self.indicators[i] = {
|
||||
'vl': vl,
|
||||
'hl': hl,
|
||||
'yl': yl,
|
||||
'px': (px_moved, px_enter, px_leave),
|
||||
}
|
||||
|
||||
def mouseAction(self, action, ind=False): # noqa
|
||||
if action == 'Enter':
|
||||
# show horiz line and y-label
|
||||
if ind:
|
||||
self.indicators[ind]['hl'].show()
|
||||
self.indicators[ind]['yl'].show()
|
||||
self.activeIndicator = ind
|
||||
else:
|
||||
self.yaxis_label.show()
|
||||
self.hline.show()
|
||||
# Leave
|
||||
else:
|
||||
# hide horiz line and y-label
|
||||
if ind:
|
||||
self.indicators[ind]['hl'].hide()
|
||||
self.indicators[ind]['yl'].hide()
|
||||
self.activeIndicator = None
|
||||
else:
|
||||
self.yaxis_label.hide()
|
||||
self.hline.hide()
|
||||
|
||||
def mouseMoved(self, evt): # noqa
|
||||
"""Update horizonal and vertical lines when mouse moves inside
|
||||
either the main chart or any indicator subplot.
|
||||
"""
|
||||
|
||||
pos = evt[0]
|
||||
|
||||
# if the mouse is within the parent ``ChartPlotWidget``
|
||||
if self.parent.sceneBoundingRect().contains(pos):
|
||||
# mouse_point = self.vb.mapSceneToView(pos)
|
||||
mouse_point = self.parent.mapToView(pos)
|
||||
|
||||
# move the vertial line to the current x coordinate
|
||||
self.vline.setX(mouse_point.x())
|
||||
|
||||
# update the label on the bottom of the crosshair
|
||||
self.xaxis_label.update_label(evt_post=pos, point_view=mouse_point)
|
||||
|
||||
# update the vertical line in any indicators subplots
|
||||
for opts in self.indicators.values():
|
||||
opts['vl'].setX(mouse_point.x())
|
||||
|
||||
if self.activeIndicator:
|
||||
# vertial position of the mouse is inside an indicator
|
||||
mouse_point_ind = self.activeIndicator.mapToView(pos)
|
||||
self.indicators[self.activeIndicator]['hl'].setY(
|
||||
mouse_point_ind.y()
|
||||
)
|
||||
self.indicators[self.activeIndicator]['yl'].update_label(
|
||||
evt_post=pos, point_view=mouse_point_ind
|
||||
)
|
||||
else:
|
||||
# vertial position of the mouse is inside the main chart
|
||||
self.hline.setY(mouse_point.y())
|
||||
self.yaxis_label.update_label(
|
||||
evt_post=pos, point_view=mouse_point
|
||||
)
|
||||
|
||||
def paint(self, p, *args):
|
||||
pass
|
||||
|
||||
def boundingRect(self):
|
||||
return self.parent.boundingRect()
|
||||
|
||||
|
||||
class BarItem(pg.GraphicsObject):
|
||||
# XXX: From the customGraphicsItem.py example:
|
||||
# The only required methods are paint() and boundingRect()
|
||||
|
||||
w = 0.5
|
||||
|
||||
bull_brush = bear_brush = pg.mkPen('#808080')
|
||||
# bull_brush = pg.mkPen('#00cc00')
|
||||
# bear_brush = pg.mkPen('#fa0000')
|
||||
|
||||
def __init__(self):
|
||||
super().__init__()
|
||||
self.generatePicture()
|
||||
|
||||
# TODO: this is the routine to be retriggered for redraw
|
||||
@timeit
|
||||
def generatePicture(self):
|
||||
# pre-computing a QPicture object allows paint() to run much
|
||||
# more quickly, rather than re-drawing the shapes every time.
|
||||
self.picture = QtGui.QPicture()
|
||||
p = QtGui.QPainter(self.picture)
|
||||
self._generate(p)
|
||||
p.end()
|
||||
|
||||
def _generate(self, p):
|
||||
# XXX: overloaded method to allow drawing other candle types
|
||||
|
||||
high_to_low = np.array(
|
||||
[QtCore.QLineF(q.id, q.low, q.id, q.high) for q in Quotes]
|
||||
)
|
||||
open_stick = np.array(
|
||||
[QtCore.QLineF(q.id - self.w, q.open, q.id, q.open)
|
||||
for q in Quotes]
|
||||
)
|
||||
close_stick = np.array(
|
||||
[
|
||||
QtCore.QLineF(q.id + self.w, q.close, q.id, q.close)
|
||||
for q in Quotes
|
||||
]
|
||||
)
|
||||
lines = np.concatenate([high_to_low, open_stick, close_stick])
|
||||
long_bars = np.resize(Quotes.close > Quotes.open, len(lines))
|
||||
short_bars = np.resize(Quotes.close < Quotes.open, len(lines))
|
||||
|
||||
p.setPen(self.bull_brush)
|
||||
p.drawLines(*lines[long_bars])
|
||||
|
||||
p.setPen(self.bear_brush)
|
||||
p.drawLines(*lines[short_bars])
|
||||
|
||||
def paint(self, p, *args):
|
||||
p.drawPicture(0, 0, self.picture)
|
||||
|
||||
def boundingRect(self):
|
||||
# boundingRect _must_ indicate the entire area that will be
|
||||
# drawn on or else we will get artifacts and possibly crashing.
|
||||
# (in this case, QPicture does all the work of computing the
|
||||
# bouning rect for us)
|
||||
return QtCore.QRectF(self.picture.boundingRect())
|
||||
|
||||
|
||||
class CandlestickItem(BarItem):
|
||||
|
||||
w2 = 0.7
|
||||
line_pen = pg.mkPen('#000000')
|
||||
bull_brush = pg.mkBrush('#00ff00')
|
||||
bear_brush = pg.mkBrush('#ff0000')
|
||||
|
||||
def _generate(self, p):
|
||||
rects = np.array(
|
||||
[
|
||||
QtCore.QRectF(q.id - self.w, q.open, self.w2, q.close - q.open)
|
||||
for q in Quotes
|
||||
]
|
||||
)
|
||||
|
||||
p.setPen(self.line_pen)
|
||||
p.drawLines(
|
||||
[QtCore.QLineF(q.id, q.low, q.id, q.high)
|
||||
for q in Quotes]
|
||||
)
|
||||
|
||||
p.setBrush(self.bull_brush)
|
||||
p.drawRects(*rects[Quotes.close > Quotes.open])
|
||||
|
||||
p.setBrush(self.bear_brush)
|
||||
p.drawRects(*rects[Quotes.close < Quotes.open])
|
||||
|
||||
|
||||
class SplitterChart(QtGui.QWidget):
|
||||
|
||||
long_pen = pg.mkPen('#006000')
|
||||
long_brush = pg.mkBrush('#00ff00')
|
||||
short_pen = pg.mkPen('#600000')
|
||||
short_brush = pg.mkBrush('#ff0000')
|
||||
|
||||
zoomIsDisabled = QtCore.pyqtSignal(bool)
|
||||
|
||||
def __init__(self):
|
||||
super().__init__()
|
||||
self.signals_visible = False
|
||||
self.indicators = []
|
||||
|
||||
self.xaxis = FromTimeFieldDateAxis(orientation='bottom')
|
||||
# self.xaxis = pg.DateAxisItem()
|
||||
|
||||
self.xaxis_ind = FromTimeFieldDateAxis(orientation='bottom')
|
||||
|
||||
if _xaxis_at == 'bottom':
|
||||
self.xaxis.setStyle(showValues=False)
|
||||
else:
|
||||
self.xaxis_ind.setStyle(showValues=False)
|
||||
|
||||
self.splitter = QtGui.QSplitter(QtCore.Qt.Vertical)
|
||||
self.splitter.setHandleWidth(5)
|
||||
|
||||
self.layout = QtGui.QVBoxLayout(self)
|
||||
self.layout.setContentsMargins(0, 0, 0, 0)
|
||||
|
||||
self.layout.addWidget(self.splitter)
|
||||
|
||||
def _show_text_signals(self, lbar, rbar):
|
||||
signals = [
|
||||
sig
|
||||
for sig in self.signals_text_items[lbar:rbar]
|
||||
if isinstance(sig, CenteredTextItem)
|
||||
]
|
||||
if len(signals) <= 50:
|
||||
for sig in signals:
|
||||
sig.show()
|
||||
else:
|
||||
for sig in signals:
|
||||
sig.hide()
|
||||
|
||||
def _remove_signals(self):
|
||||
self.chart.removeItem(self.signals_group_arrow)
|
||||
self.chart.removeItem(self.signals_group_text)
|
||||
del self.signals_text_items
|
||||
del self.signals_group_arrow
|
||||
del self.signals_group_text
|
||||
self.signals_visible = False
|
||||
|
||||
def _update_sizes(self):
|
||||
min_h_ind = int(self.height() * 0.2 / len(self.indicators))
|
||||
sizes = [int(self.height() * 0.8)]
|
||||
sizes.extend([min_h_ind] * len(self.indicators))
|
||||
self.splitter.setSizes(sizes) # , int(self.height()*0.2)
|
||||
|
||||
def plot(self, symbol):
|
||||
self.digits = symbol.digits
|
||||
self.chart = ChartPlotWidget(
|
||||
split_charts=self,
|
||||
parent=self.splitter,
|
||||
axisItems={'bottom': self.xaxis, 'right': PriceAxis()},
|
||||
viewBox=ChartView,
|
||||
# enableMenu=False,
|
||||
)
|
||||
# TODO: ``pyqtgraph`` doesn't pass through a parent to the
|
||||
# ``PlotItem`` by default; maybe we should PR this in?
|
||||
self.chart.plotItem.parent = self
|
||||
|
||||
self.chart.getPlotItem().setContentsMargins(*CHART_MARGINS)
|
||||
self.chart.setFrameStyle(QtGui.QFrame.StyledPanel | QtGui.QFrame.Plain)
|
||||
|
||||
# TODO: this is where we would load an indicator chain
|
||||
inds = [Quotes.open]
|
||||
|
||||
for d in inds:
|
||||
ind = ChartPlotWidget(
|
||||
split_charts=self,
|
||||
parent=self.splitter,
|
||||
axisItems={'bottom': self.xaxis_ind, 'right': PriceAxis()},
|
||||
# axisItems={'top': self.xaxis_ind, 'right': PriceAxis()},
|
||||
viewBox=ChartView,
|
||||
)
|
||||
ind.plotItem.parent = self
|
||||
|
||||
ind.setFrameStyle(QtGui.QFrame.StyledPanel | QtGui.QFrame.Plain)
|
||||
ind.getPlotItem().setContentsMargins(*CHART_MARGINS)
|
||||
# self.splitter.addWidget(ind)
|
||||
self.indicators.append((ind, d))
|
||||
|
||||
self.chart.draw_ohlc()
|
||||
|
||||
for ind_chart, d in self.indicators:
|
||||
|
||||
# link chart x-axis to main quotes chart
|
||||
ind_chart.setXLink(self.chart)
|
||||
|
||||
# XXX: never do this lol
|
||||
# ind.setAspectLocked(1)
|
||||
ind_chart.draw_curve(d)
|
||||
|
||||
self._update_sizes()
|
||||
|
||||
ch = CrossHairItem(
|
||||
self.chart, [_ind for _ind, d in self.indicators], self.digits
|
||||
)
|
||||
self.chart.addItem(ch)
|
||||
|
||||
def add_signals(self):
|
||||
self.signals_group_text = QtGui.QGraphicsItemGroup()
|
||||
self.signals_group_arrow = QtGui.QGraphicsItemGroup()
|
||||
self.signals_text_items = np.empty(len(Quotes), dtype=object)
|
||||
|
||||
for p in Portfolio.positions:
|
||||
x, price = p.id_bar_open, p.open_price
|
||||
if p.type == Order.BUY:
|
||||
y = Quotes[x].low * 0.99
|
||||
pg.ArrowItem(
|
||||
parent=self.signals_group_arrow,
|
||||
pos=(x, y),
|
||||
pen=self.long_pen,
|
||||
brush=self.long_brush,
|
||||
angle=90,
|
||||
headLen=12,
|
||||
tipAngle=50,
|
||||
)
|
||||
text_sig = CenteredTextItem(
|
||||
parent=self.signals_group_text,
|
||||
pos=(x, y),
|
||||
pen=self.long_pen,
|
||||
brush=self.long_brush,
|
||||
text=('Buy at {:.%df}' % self.digits).format(price),
|
||||
valign=QtCore.Qt.AlignBottom,
|
||||
)
|
||||
text_sig.hide()
|
||||
else:
|
||||
y = Quotes[x].high * 1.01
|
||||
pg.ArrowItem(
|
||||
parent=self.signals_group_arrow,
|
||||
pos=(x, y),
|
||||
pen=self.short_pen,
|
||||
brush=self.short_brush,
|
||||
angle=-90,
|
||||
headLen=12,
|
||||
tipAngle=50,
|
||||
)
|
||||
text_sig = CenteredTextItem(
|
||||
parent=self.signals_group_text,
|
||||
pos=(x, y),
|
||||
pen=self.short_pen,
|
||||
brush=self.short_brush,
|
||||
text=('Sell at {:.%df}' % self.digits).format(price),
|
||||
valign=QtCore.Qt.AlignTop,
|
||||
)
|
||||
text_sig.hide()
|
||||
|
||||
self.signals_text_items[x] = text_sig
|
||||
|
||||
self.chart.addItem(self.signals_group_arrow)
|
||||
self.chart.addItem(self.signals_group_text)
|
||||
self.signals_visible = True
|
||||
|
||||
|
||||
# this function is borderline ridiculous.
|
||||
# The creation of these chart types mutates all the input data
|
||||
# inside each type's constructor (mind blown)
|
||||
def _get_chart_points(style):
|
||||
if style == ChartType.CANDLESTICK:
|
||||
return CandlestickItem()
|
||||
elif style == ChartType.BAR:
|
||||
return BarItem()
|
||||
return pg.PlotDataItem(Quotes.close, pen='b')
|
||||
|
|
|
|||
Loading…
Reference in New Issue