commit
84f357b7eb
17
README.rst
17
README.rst
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@ -1,14 +1,12 @@
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piker
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-----
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Anti-fragile_ trading gear for hackers, scientists, stay-at-home quants and underpants warriors.
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Trading gear for hackers.
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|pypi| |travis| |versions| |license| |docs|
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.. |travis| image:: https://img.shields.io/travis/pikers/piker/master.svg
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:target: https://travis-ci.org/pikers/piker
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.. _Anti-fragile: https://www.sciencedirect.com/science/article/pii/S1877050916302290
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Install
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*******
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``piker`` is currently under heavy alpha development and as such should
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@ -25,7 +23,7 @@ For a development install::
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pipenv install --dev -e .
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pipenv shell
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To start the real-time index ETF watchlist::
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To start the real-time index ETF watchlist with the `robinhood` backend::
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piker watch indexes -l info
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@ -50,7 +48,7 @@ Then start the client app as normal::
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Laggy distros
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=============
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For those running pop-culture distros that don't yet ship ``python3.6``
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For those running pop-culture distros that don't yet ship ``python3.7``
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you'll need to install it as well as `kivy source build`_ dependencies
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since currently there's reliance on an async development branch.
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@ -60,5 +58,10 @@ since currently there's reliance on an async development branch.
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Tech
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****
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``piker`` is an attempt at a pro-grade, next-gen open source toolset
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for trading and financial analysis. As such, it tries to use as much
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cutting edge tech as possible including Python 3.6+ and ``trio``.
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for real-time trading and financial analysis.
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It tries to use as much cutting edge tech as possible including (but not limited to):
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- Python 3.7+
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- ``trio``
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- ``tractor``
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@ -0,0 +1,60 @@
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"""Hoverable Behaviour (changing when the mouse is on the widget by O. Poyen.
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License: LGPL
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"""
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__author__ = 'Olivier Poyen'
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from kivy.properties import BooleanProperty, ObjectProperty
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from kivy.factory import Factory
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from kivy.core.window import Window
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class HoverBehavior(object):
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"""Hover behavior.
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:Events:
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`on_enter`
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Fired when mouse enter the bbox of the widget.
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`on_leave`
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Fired when the mouse exit the widget.
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"""
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hovered = BooleanProperty(False)
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# Contains the last relevant point received by the Hoverable. This can
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# be used in `on_enter` or `on_leave` in order to know where was dispatched
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# the event.
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border_point = ObjectProperty(None)
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def __init__(self, **kwargs):
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self.register_event_type('on_enter')
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self.register_event_type('on_leave')
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Window.bind(mouse_pos=self.on_mouse_pos)
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super(HoverBehavior, self).__init__(**kwargs)
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def on_mouse_pos(self, *args):
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# don't proceed if I'm not displayed <=> If have no parent
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if not self.get_root_window():
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return
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pos = args[1]
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# Next line to_widget allow to compensate for relative layout
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inside = self.collide_point(*self.to_widget(*pos))
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if self.hovered == inside:
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# We have already done what was needed
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return
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self.border_point = pos
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self.hovered = inside
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if inside:
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self.dispatch('on_enter')
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else:
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self.dispatch('on_leave')
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# implement these in the widget impl
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def on_enter(self):
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pass
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def on_leave(self):
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pass
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# register for global use via kivy.factory.Factory
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Factory.register('HoverBehavior', HoverBehavior)
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@ -7,8 +7,10 @@ Launch with ``piker monitor <watchlist name>``.
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"""
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from itertools import chain
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from types import ModuleType, AsyncGeneratorType
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from typing import List
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import trio
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import tractor
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from kivy.uix.boxlayout import BoxLayout
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from kivy.uix.gridlayout import GridLayout
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from kivy.uix.stacklayout import StackLayout
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@ -20,6 +22,7 @@ from kivy.core.window import Window
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from ..log import get_logger
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from .pager import PagerView
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from .kivy.hoverable import HoverBehavior
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log = get_logger('monitor')
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@ -41,41 +44,63 @@ def colorcode(name):
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return _colors[name if name else 'gray']
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_bs = 4 # border size
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_color = [0.13]*3 # nice shade of gray
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_bs = 0.75 # border size
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# medium shade of gray that seems to match the
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# default i3 window borders
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_i3_rgba = [0.14]*3 + [1]
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# slightly off black like the jellybean bg from
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# vim colorscheme
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_cell_rgba = [0.07]*3 + [1]
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_black_rgba = [0]*4
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_kv = (f'''
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#:kivy 1.10.0
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<Cell>
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font_size: 20
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# text_size: self.size
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size: self.texture_size
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color: {colorcode('gray')}
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font_color: {colorcode('gray')}
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font_name: 'Roboto-Regular'
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background_color: [0.13]*3 + [1]
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background_normal: ''
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valign: 'middle'
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font_size: 21
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# make text wrap to botom
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text_size: self.size
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halign: 'center'
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# outline_color: [0.1]*4
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valign: 'middle'
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size: self.texture_size
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# color: {colorcode('gray')}
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# font_color: {colorcode('gray')}
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font_name: 'Roboto-Regular'
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background_color: [0]*4 # by default transparent; use row color
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# background_color: {_cell_rgba}
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# spacing: 0, 0
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# padding: [0]*4
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<HeaderCell>
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font_size: 20
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background_color: [0]*4
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canvas.before:
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Color:
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rgb: {_color}
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BorderImage: # use a fixed size border
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pos: self.pos
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size: [self.size[0] - {_bs}, self.size[1]]
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# 0s are because the containing TickerTable already has spacing
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border: [0, {_bs} , 0, {_bs}]
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font_size: 21
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background_color: [0]*4 # by default transparent; use row color
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# background_color: {_cell_rgba}
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# canvas.before:
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# Color:
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# rgba: [0.13]*4
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# BorderImage: # use a fixed size border
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# pos: self.pos
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# size: [self.size[0] - {_bs}, self.size[1]]
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# # 0s are because the containing TickerTable already has spacing
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# # border: [0, {_bs} , 0, {_bs}]
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# border: [0, {_bs} , 0, 0]
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<TickerTable>
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spacing: '{_bs}dp'
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row_force_default: True
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row_default_height: 63
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spacing: [{_bs}]
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# row_force_default: True
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row_default_height: 62
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cols: 1
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canvas.before:
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Color:
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# i3 style gray as background
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rgba: {_i3_rgba}
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# rgba: {_cell_rgba}
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Rectangle:
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# scale with container self here refers to the widget i.e BoxLayout
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pos: self.pos
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size: self.size
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<BidAskLayout>
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spacing: [{_bs}, 0]
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@ -84,18 +109,48 @@ _kv = (f'''
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# minimum_height: 200 # should be pulled from Cell text size
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# minimum_width: 200
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# row_force_default: True
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# row_default_height: 75
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# outline_color: [.7]*4
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# row_default_height: 61 # determines the header row size
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padding: [0]*4
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spacing: [0]
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canvas.before:
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Color:
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# rgba: [0]*4
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rgba: {_cell_rgba}
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Rectangle:
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# self here refers to the widget i.e Row(GridLayout)
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pos: self.pos
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size: self.size
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# row higlighting on mouse over
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Color:
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rgba: {_i3_rgba}
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RoundedRectangle:
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size: self.width, self.height if self.hovered else 1
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pos: self.pos
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radius: (10,)
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<SearchBar>
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# part of the `PagerView`
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size_hint: 1, 0.03
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<SearchBar>
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size_hint: 1, None
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# static size of 51 px
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height: 51
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font_size: 25
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background_color: [0.13]*3 + [1]
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background_color: {_i3_rgba}
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''')
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class HeaderCell(Button):
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class Cell(Button):
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"""Data cell: the fundemental widget.
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``key`` is the column name index value.
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"""
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def __init__(self, key=None, **kwargs):
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super(Cell, self).__init__(**kwargs)
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self.key = key
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class HeaderCell(Cell):
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"""Column header cell label.
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"""
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def on_press(self, value=None):
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@ -103,6 +158,7 @@ class HeaderCell(Button):
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in `update_quotes()`.
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"""
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table = self.row.table
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# if this is a row header cell then sort by the clicked field
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if self.row.is_header:
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table.sort_key = self.key
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@ -114,7 +170,7 @@ class HeaderCell(Button):
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# outline the header text to indicate it's been the last clicked
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self.underline = True
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self.bold = True
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# mark this cell as the last
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# mark this cell as the last selected
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table.last_clicked_col_cell = self
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# sort and render the rows immediately
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self.row.table.render_rows(table.quote_cache)
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@ -122,39 +178,40 @@ class HeaderCell(Button):
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# allow highlighting of row headers for tracking
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elif self.is_header:
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if self.background_color == self.color:
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self.background_color = [0]*4
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self.background_color = _black_rgba
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else:
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self.background_color = self.color
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class Cell(Button):
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"""Data cell.
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"""
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class BidAskLayout(StackLayout):
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"""Cell which houses three buttons containing a last, bid, and ask in a
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single unit oriented with the last 2 under the first.
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"""
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def __init__(self, values, header=False, **kwargs):
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# uncomment to get vertical stacked bid-ask
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# super(BidAskLayout, self).__init__(orientation='bt-lr', **kwargs)
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super(BidAskLayout, self).__init__(orientation='lr-tb', **kwargs)
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assert len(values) == 3, "You can only provide 3 values: last,bid,ask"
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self._keys2cells = {}
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cell_type = HeaderCell if header else Cell
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top_size = cell_type().font_size
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small_size = top_size - 2
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top_prop = 0.55 # proportion of size used by top cell
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small_size = top_size - 4
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top_prop = 0.5 # proportion of size used by top cell
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bottom_prop = 1 - top_prop
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for (key, size_hint, font_size), value in zip(
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[('last', (1, top_prop), top_size),
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('bid', (0.5, bottom_prop), small_size),
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('ask', (0.5, bottom_prop), small_size)],
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# uncomment to get vertical stacked bid-ask
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# [('last', (top_prop, 1), top_size),
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# ('bid', (bottom_prop, 0.5), small_size),
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# ('ask', (bottom_prop, 0.5), small_size)],
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values
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):
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cell = cell_type(
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text=str(value),
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size_hint=size_hint,
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width=self.width/2 - 3,
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# width=self.width/2 - 3,
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font_size=font_size
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)
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self._keys2cells[key] = cell
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@ -184,7 +241,7 @@ class BidAskLayout(StackLayout):
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return [self.last, self.bid, self.ask]
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class Row(GridLayout):
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class Row(GridLayout, HoverBehavior):
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"""A grid for displaying a row of ticker quote data.
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The row fields can be updated using the ``fields`` property which will in
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|
@ -192,14 +249,17 @@ class Row(GridLayout):
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"""
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def __init__(
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self, record, headers=(), bidasks=None, table=None,
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is_header_row=False,
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is_header=False,
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**kwargs
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):
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super(Row, self).__init__(cols=len(record), **kwargs)
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self._cell_widgets = {}
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self._last_record = record
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self.table = table
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self.is_header = is_header_row
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self.is_header = is_header
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# selection state
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self.mouse_over = False
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# create `BidAskCells` first
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layouts = {}
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|
@ -208,7 +268,7 @@ class Row(GridLayout):
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for key, children in bidasks.items():
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layout = BidAskLayout(
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[record[key]] + [record[child] for child in children],
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header=is_header_row
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header=is_header
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)
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layout.row = self
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layouts[key] = layout
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|
@ -229,41 +289,68 @@ class Row(GridLayout):
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# these cells have already been added to the `BidAskLayout`
|
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continue
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||||
else:
|
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cell = self._append_cell(val, header=header)
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cell = self._append_cell(val, key, header=header)
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cell.key = key
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self._cell_widgets[key] = cell
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def get_cell(self, key):
|
||||
return self._cell_widgets[key]
|
||||
|
||||
def _append_cell(self, text, header=False):
|
||||
def _append_cell(self, text, key, header=False):
|
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if not len(self._cell_widgets) < self.cols:
|
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raise ValueError(f"Can not append more then {self.cols} cells")
|
||||
|
||||
# header cells just have a different colour
|
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celltype = HeaderCell if header else Cell
|
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cell = celltype(text=str(text))
|
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cell = celltype(text=str(text), key=key)
|
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cell.is_header = header
|
||||
cell.row = self
|
||||
self.add_widget(cell)
|
||||
return cell
|
||||
|
||||
def update(self, record, displayable):
|
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"""Update this row's cells with new values from a quote ``record``.
|
||||
|
||||
Return all cells that changed in a ``dict``.
|
||||
"""
|
||||
# color changed field values
|
||||
cells = {}
|
||||
gray = colorcode('gray')
|
||||
fgreen = colorcode('forestgreen')
|
||||
red = colorcode('red2')
|
||||
for key, val in record.items():
|
||||
# logic for cell text coloring: up-green, down-red
|
||||
if self._last_record[key] < val:
|
||||
color = colorcode('forestgreen')
|
||||
color = fgreen
|
||||
elif self._last_record[key] > val:
|
||||
color = colorcode('red2')
|
||||
color = red
|
||||
else:
|
||||
color = colorcode('gray')
|
||||
color = gray
|
||||
|
||||
cell = self.get_cell(key)
|
||||
cell.text = str(displayable[key])
|
||||
cell.color = color
|
||||
if color != gray:
|
||||
cells[key] = cell
|
||||
|
||||
self._last_record = record
|
||||
return cells
|
||||
|
||||
# mouse over handlers
|
||||
def on_enter(self):
|
||||
"""Highlight layout on enter.
|
||||
"""
|
||||
log.debug(
|
||||
f"Entered row {type(self)} through {self.border_point}")
|
||||
# don't highlight header row
|
||||
if getattr(self, 'is_header', None):
|
||||
self.hovered = False
|
||||
|
||||
def on_leave(self):
|
||||
"""Un-highlight layout on exit.
|
||||
"""
|
||||
log.debug(
|
||||
f"Left row {type(self)} through {self.border_point}")
|
||||
|
||||
|
||||
class TickerTable(GridLayout):
|
||||
|
@ -277,6 +364,7 @@ class TickerTable(GridLayout):
|
|||
self.row_filter = lambda item: item
|
||||
# for tracking last clicked column header cell
|
||||
self.last_clicked_col_cell = None
|
||||
self._last_row_toggle = 0
|
||||
|
||||
def append_row(self, record, bidasks=None):
|
||||
"""Append a `Row` of `Cell` objects to this table.
|
||||
|
@ -288,7 +376,8 @@ class TickerTable(GridLayout):
|
|||
return row
|
||||
|
||||
def render_rows(
|
||||
self, pairs: {str: (dict, Row)}, sort_key: str = None, row_filter=None,
|
||||
self, pairs: {str: (dict, Row)}, sort_key: str = None,
|
||||
row_filter=None,
|
||||
):
|
||||
"""Sort and render all rows on the ticker grid from ``pairs``.
|
||||
"""
|
||||
|
@ -317,7 +406,7 @@ class TickerTable(GridLayout):
|
|||
|
||||
|
||||
async def update_quotes(
|
||||
nursery: 'Nursery',
|
||||
nursery: trio._core._run.Nursery,
|
||||
brokermod: ModuleType,
|
||||
widgets: dict,
|
||||
agen: AsyncGeneratorType,
|
||||
|
@ -326,11 +415,19 @@ async def update_quotes(
|
|||
):
|
||||
"""Process live quotes by updating ticker rows.
|
||||
"""
|
||||
grid = widgets['grid']
|
||||
table = widgets['table']
|
||||
flash_keys = {'low', 'high'}
|
||||
|
||||
def color_row(row, data):
|
||||
async def revert_cells_color(cells):
|
||||
await trio.sleep(0.3)
|
||||
for cell in cells:
|
||||
cell.background_color = _black_rgba
|
||||
|
||||
def color_row(row, data, cells):
|
||||
hdrcell = row.get_cell('symbol')
|
||||
chngcell = row.get_cell('%')
|
||||
|
||||
# determine daily change color
|
||||
daychange = float(data['%'])
|
||||
if daychange < 0.:
|
||||
color = colorcode('red2')
|
||||
|
@ -339,49 +436,86 @@ async def update_quotes(
|
|||
else:
|
||||
color = colorcode('gray')
|
||||
|
||||
# row header and % cell color
|
||||
# update row header and '%' cell text color
|
||||
chngcell.color = hdrcell.color = color
|
||||
# bgcolor = color.copy()
|
||||
# bgcolor[-1] = 0.25
|
||||
# chngcell.background_color = bgcolor
|
||||
|
||||
# if the cell has been "highlighted" make sure to change its color
|
||||
if hdrcell.background_color != [0]*4:
|
||||
hdrcell.background_color = color
|
||||
|
||||
# briefly highlight bg of certain cells on each trade execution
|
||||
unflash = set()
|
||||
tick_color = None
|
||||
last = cells.get('last')
|
||||
if not last:
|
||||
vol = cells.get('vol')
|
||||
if not vol:
|
||||
return # no trade exec took place
|
||||
|
||||
# flash gray on volume tick
|
||||
# (means trade exec @ current price)
|
||||
last = row.get_cell('last')
|
||||
tick_color = colorcode('gray')
|
||||
else:
|
||||
tick_color = last.color
|
||||
|
||||
last.background_color = tick_color
|
||||
unflash.add(last)
|
||||
# flash the size cell
|
||||
size = row.get_cell('size')
|
||||
size.background_color = tick_color
|
||||
unflash.add(size)
|
||||
|
||||
# flash all other cells
|
||||
for key in flash_keys:
|
||||
cell = cells.get(key)
|
||||
if cell:
|
||||
cell.background_color = cell.color
|
||||
unflash.add(cell)
|
||||
|
||||
# revert flash state momentarily
|
||||
nursery.start_soon(revert_cells_color, unflash)
|
||||
|
||||
cache = {}
|
||||
grid.quote_cache = cache
|
||||
table.quote_cache = cache
|
||||
|
||||
# initial coloring
|
||||
for sym, quote in first_quotes.items():
|
||||
row = grid.symbols2rows[sym]
|
||||
row = table.symbols2rows[sym]
|
||||
record, displayable = brokermod.format_quote(
|
||||
quote, symbol_data=symbol_data)
|
||||
row.update(record, displayable)
|
||||
color_row(row, record)
|
||||
color_row(row, record, {})
|
||||
cache[sym] = (record, row)
|
||||
|
||||
# render all rows once up front
|
||||
grid.render_rows(cache)
|
||||
table.render_rows(cache)
|
||||
|
||||
# real-time cell update loop
|
||||
async for quotes in agen: # new quotes data only
|
||||
for symbol, quote in quotes.items():
|
||||
record, displayable = brokermod.format_quote(
|
||||
quote, symbol_data=symbol_data)
|
||||
row = grid.symbols2rows[symbol]
|
||||
row = table.symbols2rows[symbol]
|
||||
cache[symbol] = (record, row)
|
||||
row.update(record, displayable)
|
||||
color_row(row, record)
|
||||
cells = row.update(record, displayable)
|
||||
color_row(row, record, cells)
|
||||
|
||||
grid.render_rows(cache)
|
||||
table.render_rows(cache)
|
||||
log.debug("Waiting on quotes")
|
||||
|
||||
log.warn("`brokerd` connection dropped")
|
||||
log.warn("Data feed connection dropped")
|
||||
nursery.cancel_scope.cancel()
|
||||
|
||||
|
||||
async def _async_main(name, portal, tickers, brokermod, rate):
|
||||
async def _async_main(
|
||||
name: str,
|
||||
portal: tractor._portal.Portal,
|
||||
tickers: List[str],
|
||||
brokermod: ModuleType,
|
||||
rate: int,
|
||||
# an async generator instance which yields quotes dict packets
|
||||
quote_gen: AsyncGeneratorType,
|
||||
) -> None:
|
||||
'''Launch kivy app + all other related tasks.
|
||||
|
||||
This is started with cli cmd `piker monitor`.
|
||||
|
@ -389,18 +523,13 @@ async def _async_main(name, portal, tickers, brokermod, rate):
|
|||
# subscribe for tickers (this performs a possible filtering
|
||||
# where invalid symbols are discarded)
|
||||
sd = await portal.run(
|
||||
"piker.brokers.core", 'symbol_data',
|
||||
broker=brokermod.name, tickers=tickers)
|
||||
|
||||
# an async generator instance
|
||||
agen = await portal.run(
|
||||
"piker.brokers.core", 'start_quote_stream',
|
||||
"piker.brokers.data", 'symbol_data',
|
||||
broker=brokermod.name, tickers=tickers)
|
||||
|
||||
async with trio.open_nursery() as nursery:
|
||||
# get first quotes response
|
||||
log.debug("Waiting on first quote...")
|
||||
quotes = await agen.__anext__()
|
||||
quotes = await quote_gen.__anext__()
|
||||
first_quotes = [
|
||||
brokermod.format_quote(quote, symbol_data=sd)[0]
|
||||
for quote in quotes.values()]
|
||||
|
@ -413,7 +542,7 @@ async def _async_main(name, portal, tickers, brokermod, rate):
|
|||
# build out UI
|
||||
Window.set_title(f"monitor: {name}\t(press ? for help)")
|
||||
Builder.load_string(_kv)
|
||||
box = BoxLayout(orientation='vertical', padding=5, spacing=5)
|
||||
box = BoxLayout(orientation='vertical', spacing=0)
|
||||
|
||||
# define bid-ask "stacked" cells
|
||||
# (TODO: needs some rethinking and renaming for sure)
|
||||
|
@ -425,53 +554,53 @@ async def _async_main(name, portal, tickers, brokermod, rate):
|
|||
{key: key for key in headers},
|
||||
headers=headers,
|
||||
bidasks=bidasks,
|
||||
is_header_row=True,
|
||||
is_header=True,
|
||||
size_hint=(1, None),
|
||||
)
|
||||
box.add_widget(header)
|
||||
|
||||
# build grid
|
||||
grid = TickerTable(
|
||||
# build table
|
||||
table = TickerTable(
|
||||
cols=1,
|
||||
size_hint=(1, None),
|
||||
)
|
||||
for ticker_record in first_quotes:
|
||||
grid.append_row(ticker_record, bidasks=bidasks)
|
||||
table.append_row(ticker_record, bidasks=bidasks)
|
||||
# associate the col headers row with the ticker table even though
|
||||
# they're technically wrapped separately in containing BoxLayout
|
||||
header.table = grid
|
||||
header.table = table
|
||||
|
||||
# mark the initial sorted column header as bold and underlined
|
||||
sort_cell = header.get_cell(grid.sort_key)
|
||||
sort_cell = header.get_cell(table.sort_key)
|
||||
sort_cell.bold = sort_cell.underline = True
|
||||
grid.last_clicked_col_cell = sort_cell
|
||||
table.last_clicked_col_cell = sort_cell
|
||||
|
||||
# set up a pager view for large ticker lists
|
||||
grid.bind(minimum_height=grid.setter('height'))
|
||||
pager = PagerView(box, grid, nursery)
|
||||
table.bind(minimum_height=table.setter('height'))
|
||||
pager = PagerView(box, table, nursery)
|
||||
box.add_widget(pager)
|
||||
|
||||
widgets = {
|
||||
# 'anchor': anchor,
|
||||
'root': box,
|
||||
'grid': grid,
|
||||
'table': table,
|
||||
'box': box,
|
||||
'header': header,
|
||||
'pager': pager,
|
||||
}
|
||||
nursery.start_soon(
|
||||
update_quotes, nursery, brokermod, widgets, agen, sd, quotes)
|
||||
update_quotes, nursery, brokermod, widgets, quote_gen, sd, quotes)
|
||||
|
||||
try:
|
||||
# Trio-kivy entry point.
|
||||
await async_runTouchApp(widgets['root']) # run kivy
|
||||
await agen.aclose() # cancel aysnc gen call
|
||||
await quote_gen.aclose() # cancel aysnc gen call
|
||||
finally:
|
||||
# un-subscribe from symbols stream (cancel if brokerd
|
||||
# was already torn down - say by SIGINT)
|
||||
with trio.move_on_after(0.2):
|
||||
await portal.run(
|
||||
"piker.brokers.core", 'modify_quote_stream',
|
||||
"piker.brokers.data", 'modify_quote_stream',
|
||||
broker=brokermod.name, tickers=[])
|
||||
|
||||
# cancel GUI update task
|
||||
|
|
|
@ -184,5 +184,5 @@ class PagerView(ScrollView):
|
|||
_, yscale = self.convert_distance_to_scroll(0, pxs)
|
||||
new = self.scroll_y + (yscale * {'u': 1, 'd': -1}[direction])
|
||||
# bound to near [0, 1] to avoid "over-scrolling"
|
||||
limited = max(-0.03, min(new, 1.03))
|
||||
limited = max(-0.01, min(new, 1.01))
|
||||
self.scroll_y = limited
|
||||
|
|
Loading…
Reference in New Issue