Move bar generation into func; support bar appends
There's really nothing coupling it to the graphics class (which frankly also seems like it doesn't need to be a class.. Qt). Add support to `.update_from_array()` for diffing with the input array and creating additional bar-lines where necessary. Note, there are still issues with the "correctness" here in terms of bucketing open/close values in the time frame / bar range. Also, this jamming of each bar's 3 lines into a homogeneous array seems like it could be better done with struct arrays and avoid all this "index + 3" stuff.its_happening
Tyler Goodlet
parent
4aa526f400
commit
7bc49eac9f
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@ -169,6 +169,57 @@ class CrossHairItem(pg.GraphicsObject):
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return self.parent.boundingRect()
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def bars_from_ohlc(
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data: np.ndarray,
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start: int = 0,
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w: float = 0.4,
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) -> np.ndarray:
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lines = np.empty_like(data, shape=(data.shape[0]*3,), dtype=object)
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for i, q in enumerate(data[start:], start=start):
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low = q['low']
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high = q['high']
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index = q['index']
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# high - low line
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if low != high:
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hl = QLineF(index, low, index, high)
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else:
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# XXX: if we don't do it renders a weird rectangle?
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# see below too for handling this later...
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hl = QLineF(low, low, low, low)
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hl._flat = True
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# open line
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o = QLineF(index - w, q['open'], index, q['open'])
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# close line
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c = QLineF(index + w, q['close'], index, q['close'])
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# indexing here is as per the below comments
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lines[3*i:3*i+3] = (hl, o, c)
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# if not _tina_mode: # piker mode
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# else _tina_mode:
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# self.lines = lines = np.concatenate(
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# [high_to_low, open_sticks, close_sticks])
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# use traditional up/down green/red coloring
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# long_bars = np.resize(Quotes.close > Quotes.open, len(lines))
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# short_bars = np.resize(
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# Quotes.close < Quotes.open, len(lines))
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# ups = lines[long_bars]
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# downs = lines[short_bars]
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# # draw "up" bars
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# p.setPen(self.bull_brush)
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# p.drawLines(*ups)
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# # draw "down" bars
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# p.setPen(self.bear_brush)
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# p.drawLines(*downs)
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return lines
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class BarItems(pg.GraphicsObject):
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"""Price range bars graphics rendered from a OHLC sequence.
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"""
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@ -185,8 +236,22 @@ class BarItems(pg.GraphicsObject):
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def __init__(self):
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super().__init__()
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self.picture = QtGui.QPicture()
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# XXX: not sure this actually needs to be an array other
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# then for the old tina mode calcs for up/down bars below?
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# lines container
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self.lines: np.ndarray = None
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self.lines: np.ndarray = np.empty_like(
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[], shape=(int(50e3),), dtype=object)
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self._index = 0
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def _set_index(self, val):
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# breakpoint()
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self._index = val
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def _get_index(self):
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return self._index
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index = property(_get_index, _set_index)
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# TODO: can we be faster just dropping this?
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@contextmanager
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@ -201,57 +266,21 @@ class BarItems(pg.GraphicsObject):
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def draw_from_data(
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self,
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data: np.recarray,
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start: int = 0,
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):
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"""Draw OHLC datum graphics from a ``np.recarray``.
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"""
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# XXX: not sure this actually needs to be an array other
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# then for the old tina mode calcs for up/down bars below?
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self.lines = lines = np.empty_like(
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data, shape=(data.shape[0]*3,), dtype=object)
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lines = bars_from_ohlc(data, start=start, w=self.w)
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# save graphics for later reference and keep track
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# of current internal "last index"
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index = len(lines)
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self.lines[:index] = lines
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self.index = index
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with self.painter() as p:
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for i, q in enumerate(data):
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low = q['low']
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high = q['high']
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index = q['index']
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# high - low line
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if low != high:
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hl = QLineF(index, low, index, high)
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else:
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# XXX: if we don't do it renders a weird rectangle?
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# see below too for handling this later...
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hl = QLineF(low, low, low, low)
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hl._flat = True
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# open line
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o = QLineF(index - self.w, q['open'], index, q['open'])
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# close line
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c = QLineF(index + self.w, q['close'], index, q['close'])
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# indexing here is as per the below comments
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lines[3*i:3*i+3] = (hl, o, c)
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p.setPen(self.bull_pen)
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p.drawLines(*lines)
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# if not _tina_mode: # piker mode
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# else _tina_mode:
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# self.lines = lines = np.concatenate(
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# [high_to_low, open_sticks, close_sticks])
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# use traditional up/down green/red coloring
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# long_bars = np.resize(Quotes.close > Quotes.open, len(lines))
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# short_bars = np.resize(
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# Quotes.close < Quotes.open, len(lines))
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# ups = lines[long_bars]
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# downs = lines[short_bars]
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# # draw "up" bars
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# p.setPen(self.bull_brush)
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# p.drawLines(*ups)
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# # draw "down" bars
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# p.setPen(self.bear_brush)
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# p.drawLines(*downs)
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p.drawLines(*self.lines[:index])
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def update_from_array(
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self,
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@ -266,39 +295,57 @@ class BarItems(pg.GraphicsObject):
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assuming the prior graphics havent changed (OHLC history rarely
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does) so this "should" be simpler and faster.
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"""
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# do we really need to verify the entire past data set?
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# last = array['close'][-1]
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# index, time, open, high, low, close, volume
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index, time, _, _, _, close, _ = array[-1]
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last = close
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body, larm, rarm = self.lines[-3:]
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index = self.index
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length = len(array)
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idata = int(index/3) - 1
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extra = length - idata
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if extra > 0:
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# generate new graphics to match provided array
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new = array[-extra:]
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lines = bars_from_ohlc(new, w=self.w)
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# XXX: is there a faster way to modify this?
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# update right arm
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rarm.setLine(rarm.x1(), last, rarm.x2(), last)
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added = len(new) * 3
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assert len(lines) == added
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# update body
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high = body.y2()
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low = body.y1()
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if last < low:
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low = last
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self.lines[index:index + len(lines)] = lines
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if last > high:
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high = last
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self.index += len(lines)
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if getattr(body, '_flat', None) and low != high:
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# if the bar was flat it likely does not have
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# the index set correctly due to a rendering bug
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# see above
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body.setLine(index, low, index, high)
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body._flat = False
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else:
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body.setLine(body.x1(), low, body.x2(), high)
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else: # current bar update
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# do we really need to verify the entire past data set?
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# index, time, open, high, low, close, volume
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i, time, _, _, _, close, _ = array[-1]
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last = close
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body, larm, rarm = self.lines[index-3:index]
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if not rarm:
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breakpoint()
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# XXX: is there a faster way to modify this?
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# update right arm
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rarm.setLine(rarm.x1(), last, rarm.x2(), last)
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# update body
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high = body.y2()
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low = body.y1()
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if last < low:
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low = last
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if last > high:
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high = last
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if getattr(body, '_flat', None) and low != high:
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# if the bar was flat it likely does not have
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# the index set correctly due to a rendering bug
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# see above
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body.setLine(i, low, i, high)
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body._flat = False
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else:
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body.setLine(body.x1(), low, body.x2(), high)
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# draw the pic
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with self.painter() as p:
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p.setPen(self.bull_pen)
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p.drawLines(*self.lines)
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p.drawLines(*self.lines[:index])
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# trigger re-render
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self.update()
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@ -319,7 +366,7 @@ class BarItems(pg.GraphicsObject):
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return QtCore.QRectF(self.picture.boundingRect())
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# XXX: when we get back to enabling tina mode
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# XXX: when we get back to enabling tina mode for xb
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# class CandlestickItems(BarItems):
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# w2 = 0.7
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