Add test logic for range based volume curve filling
							parent
							
								
									33e5a6628d
								
							
						
					
					
						commit
						92d6eedbb7
					
				| 
						 | 
					@ -951,6 +951,7 @@ class ChartPlotWidget(pg.PlotWidget):
 | 
				
			||||||
        *,
 | 
					        *,
 | 
				
			||||||
        yrange: Optional[tuple[float, float]] = None,
 | 
					        yrange: Optional[tuple[float, float]] = None,
 | 
				
			||||||
        range_margin: float = 0.06,
 | 
					        range_margin: float = 0.06,
 | 
				
			||||||
 | 
					        bars_range: Optional[tuple[int, int, int, int]] = None
 | 
				
			||||||
    ) -> None:
 | 
					    ) -> None:
 | 
				
			||||||
        '''Set the viewable y-range based on embedded data.
 | 
					        '''Set the viewable y-range based on embedded data.
 | 
				
			||||||
 | 
					
 | 
				
			||||||
| 
						 | 
					@ -974,7 +975,18 @@ class ChartPlotWidget(pg.PlotWidget):
 | 
				
			||||||
            # Determine max, min y values in viewable x-range from data.
 | 
					            # Determine max, min y values in viewable x-range from data.
 | 
				
			||||||
            # Make sure min bars/datums on screen is adhered.
 | 
					            # Make sure min bars/datums on screen is adhered.
 | 
				
			||||||
 | 
					
 | 
				
			||||||
            l, lbar, rbar, r = self.bars_range()
 | 
					            l, lbar, rbar, r = bars_range or self.bars_range()
 | 
				
			||||||
 | 
					
 | 
				
			||||||
 | 
					            if self.name != 'volume':
 | 
				
			||||||
 | 
					                vlm_chart = self.linked.subplots.get('volume')
 | 
				
			||||||
 | 
					                if vlm_chart:
 | 
				
			||||||
 | 
					                    vlm_chart._set_yrange(bars_range=(l, lbar, rbar, r))
 | 
				
			||||||
 | 
					                    curve = vlm_chart._graphics['volume']
 | 
				
			||||||
 | 
					                    # if rbar - lbar < 1500:
 | 
				
			||||||
 | 
					                    #     # print('small range')
 | 
				
			||||||
 | 
					                    #     curve._fill = True
 | 
				
			||||||
 | 
					                    # else:
 | 
				
			||||||
 | 
					                    #     curve._fill = False
 | 
				
			||||||
 | 
					
 | 
				
			||||||
            # figure out x-range in view such that user can scroll "off"
 | 
					            # figure out x-range in view such that user can scroll "off"
 | 
				
			||||||
            # the data set up to the point where ``_min_points_to_show``
 | 
					            # the data set up to the point where ``_min_points_to_show``
 | 
				
			||||||
| 
						 | 
					
 | 
				
			||||||
| 
						 | 
					@ -19,8 +19,10 @@ Real-time display tasks for charting / graphics.
 | 
				
			||||||
 | 
					
 | 
				
			||||||
'''
 | 
					'''
 | 
				
			||||||
from contextlib import asynccontextmanager
 | 
					from contextlib import asynccontextmanager
 | 
				
			||||||
 | 
					from pprint import pformat
 | 
				
			||||||
import time
 | 
					import time
 | 
				
			||||||
from types import ModuleType
 | 
					from types import ModuleType
 | 
				
			||||||
 | 
					from typing import Optional
 | 
				
			||||||
 | 
					
 | 
				
			||||||
import numpy as np
 | 
					import numpy as np
 | 
				
			||||||
from pydantic import create_model
 | 
					from pydantic import create_model
 | 
				
			||||||
| 
						 | 
					@ -61,6 +63,7 @@ async def chart_from_quotes(
 | 
				
			||||||
    stream: tractor.MsgStream,
 | 
					    stream: tractor.MsgStream,
 | 
				
			||||||
    ohlcv: np.ndarray,
 | 
					    ohlcv: np.ndarray,
 | 
				
			||||||
    wap_in_history: bool = False,
 | 
					    wap_in_history: bool = False,
 | 
				
			||||||
 | 
					    vlm_chart: Optional[ChartPlotWidget] = None,
 | 
				
			||||||
 | 
					
 | 
				
			||||||
) -> None:
 | 
					) -> None:
 | 
				
			||||||
    '''The 'main' (price) chart real-time update loop.
 | 
					    '''The 'main' (price) chart real-time update loop.
 | 
				
			||||||
| 
						 | 
					@ -149,7 +152,7 @@ async def chart_from_quotes(
 | 
				
			||||||
 | 
					
 | 
				
			||||||
            for tick in quote.get('ticks', ()):
 | 
					            for tick in quote.get('ticks', ()):
 | 
				
			||||||
 | 
					
 | 
				
			||||||
                # print(f"CHART: {quote['symbol']}: {tick}")
 | 
					                # log.info(f"quotes: {pformat(quote['symbol'])}: {pformat(tick)}")
 | 
				
			||||||
                ticktype = tick.get('type')
 | 
					                ticktype = tick.get('type')
 | 
				
			||||||
                price = tick.get('price')
 | 
					                price = tick.get('price')
 | 
				
			||||||
                size = tick.get('size')
 | 
					                size = tick.get('size')
 | 
				
			||||||
| 
						 | 
					@ -190,6 +193,10 @@ async def chart_from_quotes(
 | 
				
			||||||
                        # update vwap overlay line
 | 
					                        # update vwap overlay line
 | 
				
			||||||
                        chart.update_curve_from_array('bar_wap', ohlcv.array)
 | 
					                        chart.update_curve_from_array('bar_wap', ohlcv.array)
 | 
				
			||||||
 | 
					
 | 
				
			||||||
 | 
					                    if vlm_chart:
 | 
				
			||||||
 | 
					                        print(f"volume: {end['volume']}")
 | 
				
			||||||
 | 
					                        vlm_chart.update_curve_from_array('volume', ohlcv.array)
 | 
				
			||||||
 | 
					
 | 
				
			||||||
                # l1 book events
 | 
					                # l1 book events
 | 
				
			||||||
                # throttle the book graphics updates at a lower rate
 | 
					                # throttle the book graphics updates at a lower rate
 | 
				
			||||||
                # since they aren't as critical for a manual user
 | 
					                # since they aren't as critical for a manual user
 | 
				
			||||||
| 
						 | 
					@ -666,6 +673,8 @@ async def maybe_open_vlm_display(
 | 
				
			||||||
 | 
					
 | 
				
			||||||
    if not has_vlm(ohlcv):
 | 
					    if not has_vlm(ohlcv):
 | 
				
			||||||
        log.warning(f"{linked.symbol.key} does not seem to have volume info")
 | 
					        log.warning(f"{linked.symbol.key} does not seem to have volume info")
 | 
				
			||||||
 | 
					        yield
 | 
				
			||||||
 | 
					        return
 | 
				
			||||||
    else:
 | 
					    else:
 | 
				
			||||||
        async with open_sidepane(
 | 
					        async with open_sidepane(
 | 
				
			||||||
            linked, {
 | 
					            linked, {
 | 
				
			||||||
| 
						 | 
					@ -852,6 +861,7 @@ async def display_symbol_data(
 | 
				
			||||||
 | 
					
 | 
				
			||||||
        async with (
 | 
					        async with (
 | 
				
			||||||
            trio.open_nursery() as ln,
 | 
					            trio.open_nursery() as ln,
 | 
				
			||||||
 | 
					            maybe_open_vlm_display(linkedsplits, ohlcv) as vlm_chart,
 | 
				
			||||||
        ):
 | 
					        ):
 | 
				
			||||||
            # load initial fsp chain (otherwise known as "indicators")
 | 
					            # load initial fsp chain (otherwise known as "indicators")
 | 
				
			||||||
            ln.start_soon(
 | 
					            ln.start_soon(
 | 
				
			||||||
| 
						 | 
					@ -872,6 +882,7 @@ async def display_symbol_data(
 | 
				
			||||||
                feed.stream,
 | 
					                feed.stream,
 | 
				
			||||||
                ohlcv,
 | 
					                ohlcv,
 | 
				
			||||||
                wap_in_history,
 | 
					                wap_in_history,
 | 
				
			||||||
 | 
					                vlm_chart,
 | 
				
			||||||
            )
 | 
					            )
 | 
				
			||||||
 | 
					
 | 
				
			||||||
            ln.start_soon(
 | 
					            ln.start_soon(
 | 
				
			||||||
| 
						 | 
					@ -882,7 +893,6 @@ async def display_symbol_data(
 | 
				
			||||||
            )
 | 
					            )
 | 
				
			||||||
 | 
					
 | 
				
			||||||
            async with (
 | 
					            async with (
 | 
				
			||||||
                maybe_open_vlm_display(linkedsplits, ohlcv),
 | 
					 | 
				
			||||||
                open_order_mode(
 | 
					                open_order_mode(
 | 
				
			||||||
                    feed,
 | 
					                    feed,
 | 
				
			||||||
                    chart,
 | 
					                    chart,
 | 
				
			||||||
| 
						 | 
					
 | 
				
			||||||
		Loading…
	
		Reference in New Issue