Styling, start re-org, commenting
- Move out equity plotting to new module. - Make axis margins and fonts look good on i3. - Adjust axis labels colors to gray. - Start commenting a lot of the code after figuring out what it all does when cross referencing with ``pyqtgraph``. - Add option to move date axis to middle.its_happening
Tyler Goodlet
parent
49949ae6d5
commit
9d4a432757
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@ -32,7 +32,6 @@ def run_qtrio(
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args,
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main_widget,
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) -> None:
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# avoids annoying message when entering debugger from qt loop
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pyqtRemoveInputHook()
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@ -0,0 +1,188 @@
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"""
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Strategy and performance charting
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"""
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import numpy as np
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import pyqtgraph as pg
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from PyQt5 import QtCore, QtGui
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from .base import Quotes
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from .portfolio import Portfolio
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from .utils import timeit
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from .charts import (
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PriceAxis,
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CHART_MARGINS,
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SampleLegendItem,
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YAxisLabel,
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CrossHairItem,
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)
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class EquityChart(QtGui.QWidget):
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eq_pen_pos_color = pg.mkColor('#00cc00')
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eq_pen_neg_color = pg.mkColor('#cc0000')
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eq_brush_pos_color = pg.mkColor('#40ee40')
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eq_brush_neg_color = pg.mkColor('#ee4040')
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long_pen_color = pg.mkColor('#008000')
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short_pen_color = pg.mkColor('#800000')
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buy_and_hold_pen_color = pg.mkColor('#4444ff')
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def __init__(self):
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super().__init__()
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self.xaxis = pg.DateAxisItem()
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self.xaxis.setStyle(tickTextOffset=7, textFillLimits=[(0, 0.80)])
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self.yaxis = PriceAxis()
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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.chart = pg.PlotWidget(
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axisItems={'bottom': self.xaxis, 'right': self.yaxis},
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enableMenu=False,
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)
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self.chart.setFrameStyle(QtGui.QFrame.StyledPanel | QtGui.QFrame.Plain)
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self.chart.getPlotItem().setContentsMargins(*CHART_MARGINS)
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self.chart.showGrid(x=True, y=True)
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self.chart.hideAxis('left')
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self.chart.showAxis('right')
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self.chart.setCursor(QtCore.Qt.BlankCursor)
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self.chart.sigXRangeChanged.connect(self._update_yrange_limits)
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self.layout.addWidget(self.chart)
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def _add_legend(self):
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legend = pg.LegendItem((140, 100), offset=(10, 10))
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legend.setParentItem(self.chart.getPlotItem())
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for arr, item in self.curves:
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legend.addItem(
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SampleLegendItem(item),
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item.opts['name']
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if not isinstance(item, tuple)
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else item[0].opts['name'],
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)
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def _add_ylabels(self):
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self.ylabels = []
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for arr, item in self.curves:
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color = (
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item.opts['pen']
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if not isinstance(item, tuple)
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else [i.opts['pen'] for i in item]
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)
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label = YAxisLabel(parent=self.yaxis, color=color)
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self.ylabels.append(label)
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def _update_ylabels(self, vb, rbar):
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for i, curve in enumerate(self.curves):
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arr, item = curve
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ylast = arr[rbar]
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ypos = vb.mapFromView(QtCore.QPointF(0, ylast)).y()
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axlabel = self.ylabels[i]
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axlabel.update_label_test(ypos=ypos, ydata=ylast)
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def _update_yrange_limits(self, vb=None):
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if not hasattr(self, 'min_curve'):
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return
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vr = self.chart.viewRect()
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lbar, rbar = int(vr.left()), int(vr.right())
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ylow = self.min_curve[lbar:rbar].min() * 1.1
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yhigh = self.max_curve[lbar:rbar].max() * 1.1
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std = np.std(self.max_curve[lbar:rbar]) * 4
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self.chart.setLimits(yMin=ylow, yMax=yhigh, minYRange=std)
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self.chart.setYRange(ylow, yhigh)
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self._update_ylabels(vb, rbar)
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@timeit
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def plot(self):
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equity_curve = Portfolio.equity_curve
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eq_pos = np.zeros_like(equity_curve)
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eq_neg = np.zeros_like(equity_curve)
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eq_pos[equity_curve >= 0] = equity_curve[equity_curve >= 0]
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eq_neg[equity_curve <= 0] = equity_curve[equity_curve <= 0]
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# Equity
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self.eq_pos_curve = pg.PlotCurveItem(
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eq_pos,
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name='Equity',
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fillLevel=0,
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antialias=True,
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pen=self.eq_pen_pos_color,
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brush=self.eq_brush_pos_color,
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)
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self.eq_neg_curve = pg.PlotCurveItem(
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eq_neg,
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name='Equity',
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fillLevel=0,
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antialias=True,
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pen=self.eq_pen_neg_color,
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brush=self.eq_brush_neg_color,
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)
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self.chart.addItem(self.eq_pos_curve)
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self.chart.addItem(self.eq_neg_curve)
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# Only Long
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self.long_curve = pg.PlotCurveItem(
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Portfolio.long_curve,
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name='Only Long',
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pen=self.long_pen_color,
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antialias=True,
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)
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self.chart.addItem(self.long_curve)
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# Only Short
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self.short_curve = pg.PlotCurveItem(
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Portfolio.short_curve,
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name='Only Short',
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pen=self.short_pen_color,
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antialias=True,
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)
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self.chart.addItem(self.short_curve)
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# Buy and Hold
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self.buy_and_hold_curve = pg.PlotCurveItem(
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Portfolio.buy_and_hold_curve,
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name='Buy and Hold',
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pen=self.buy_and_hold_pen_color,
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antialias=True,
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)
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self.chart.addItem(self.buy_and_hold_curve)
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self.curves = [
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(Portfolio.equity_curve, (self.eq_pos_curve, self.eq_neg_curve)),
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(Portfolio.long_curve, self.long_curve),
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(Portfolio.short_curve, self.short_curve),
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(Portfolio.buy_and_hold_curve, self.buy_and_hold_curve),
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]
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self._add_legend()
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self._add_ylabels()
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ch = CrossHairItem(self.chart)
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self.chart.addItem(ch)
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arrs = (
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Portfolio.equity_curve,
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Portfolio.buy_and_hold_curve,
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Portfolio.long_curve,
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Portfolio.short_curve,
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)
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np_arrs = np.concatenate(arrs)
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_min = abs(np_arrs.min()) * -1.1
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_max = np_arrs.max() * 1.1
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self.chart.setLimits(
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xMin=Quotes[0].id,
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xMax=Quotes[-1].id,
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yMin=_min,
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yMax=_max,
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minXRange=60,
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)
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self.min_curve = arrs[0].copy()
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self.max_curve = arrs[0].copy()
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for arr in arrs[1:]:
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self.min_curve = np.minimum(self.min_curve, arr)
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self.max_curve = np.maximum(self.max_curve, arr)
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@ -10,6 +10,16 @@ from .const import ChartType, TimeFrame
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__all__ = ('Indicator', 'Symbol', 'Quotes')
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# I actually can't think of a worse reason to override an array than
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# this:
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# - a method .new() that mutates the data from an input data frame
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# - mutating the time column wholesale based on a setting
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# - enforcing certain fields / columns
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# - zero overriding of any of the array interface for the purposes of
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# a different underlying implementation.
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# Literally all this can be done in a simple function with way less
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# confusion for the reader.
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class BaseQuotes(np.recarray):
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def __new__(cls, shape=None, dtype=None, order='C'):
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dt = np.dtype(
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@ -49,6 +59,8 @@ class BaseQuotes(np.recarray):
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minutes = int(np.diff(self.time[-10:]).min() / 60)
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self.timeframe = tf.get(minutes) or tf[default_tf]
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# bruh this isn't creating anything it's copying data in
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# from a data frame...
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def new(self, data, source=None, default_tf=None):
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shape = (len(data),)
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self.resize(shape, refcheck=False)
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@ -77,7 +89,7 @@ class BaseQuotes(np.recarray):
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return self
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def convert_dates(self, dates):
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return np.array([d.timestamp() for d in dates])
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return np.array([d.timestamp().time for d in dates])
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class SymbolType(Enum):
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@ -129,4 +141,6 @@ class Indicator:
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self.lineStyle.update(kwargs)
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# This creates a global array that seems to be shared between all
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# charting UI components
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Quotes = BaseQuotes()
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@ -1,7 +1,11 @@
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"""Chart."""
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"""
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Real-time quotes charting components
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"""
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from typing import Callable
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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 .base import Quotes
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@ -9,14 +13,22 @@ from .const import ChartType
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from .portfolio import Order, Portfolio
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from .utils import fromtimestamp, timeit
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__all__ = ('QuotesChart', 'EquityChart')
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__all__ = ('QuotesChart')
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# white background for tinas like xb
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# pg.setConfigOption('background', 'w')
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CHART_MARGINS = (0, 0, 20, 5)
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# margins
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CHART_MARGINS = (0, 0, 10, 3)
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# chart-wide font
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_font = QtGui.QFont("Hack", 4)
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_i3_rgba = QtGui.QColor.fromRgbF(*[0.14]*3 + [1])
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class SampleLegendItem(pg.graphicsItems.LegendItem.ItemSample):
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def paint(self, p, *args):
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p.setRenderHint(p.Antialiasing)
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if isinstance(self.item, tuple):
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@ -51,32 +63,58 @@ class SampleLegendItem(pg.graphicsItems.LegendItem.ItemSample):
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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.style.update({'textFillLimits': [(0, 0.8)]})
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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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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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# 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 DateAxis(pg.AxisItem):
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tick_tpl = {'D1': '%d %b\n%Y'}
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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(dt_tick.strftime(self.tick_tpl[s_period]))
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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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@ -121,7 +159,8 @@ class CenteredTextItem(QtGui.QGraphicsTextItem):
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class AxisLabel(pg.GraphicsObject):
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bg_color = pg.mkColor('#dbdbdb')
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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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@ -130,13 +169,15 @@ class AxisLabel(pg.GraphicsObject):
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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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# 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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@ -169,6 +210,8 @@ class AxisLabel(pg.GraphicsObject):
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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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@ -184,12 +227,12 @@ class XAxisLabel(AxisLabel):
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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, 60, 38)
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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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# 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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@ -207,7 +250,7 @@ class YAxisLabel(AxisLabel):
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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, 74, 24)
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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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@ -217,10 +260,28 @@ class YAxisLabel(AxisLabel):
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self.setPos(new_pos)
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# TODO: convert this to a ``ViewBox`` type giving us
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# control over mouse scrolling and a context menu
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class CustomPlotWidget(pg.PlotWidget):
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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 wheelEvent(self, ev, axis=None):
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# if axis in (0, 1):
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# mask = [False, False]
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# mask[axis] = self.state['mouseEnabled'][axis]
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# else:
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# mask = self.state['mouseEnabled'][:]
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# # actual scaling factor
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# s = 1.02 ** (ev.delta() * self.state['wheelScaleFactor'])
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# s = [(None if m is False else s) for m in mask]
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# self._resetTarget()
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# self.scaleBy(s, center)
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# ev.accept()
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# self.sigRangeChangedManually.emit(mask)
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def enterEvent(self, ev): # noqa
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self.sig_mouse_enter.emit(self)
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@ -229,7 +290,8 @@ class CustomPlotWidget(pg.PlotWidget):
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self.scene().leaveEvent(ev)
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_rate_limit = 30
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_mouse_rate_limit = 60
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_xaxis_at = 'bottom'
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class CrossHairItem(pg.GraphicsObject):
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@ -249,7 +311,7 @@ class CrossHairItem(pg.GraphicsObject):
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self.proxy_moved = pg.SignalProxy(
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self.parent.scene().sigMouseMoved,
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rateLimit=_rate_limit,
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rateLimit=_mouse_rate_limit,
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slot=self.mouseMoved,
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)
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@ -258,39 +320,52 @@ class CrossHairItem(pg.GraphicsObject):
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)
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||||
|
||||
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.xaxis_label = XAxisLabel(
|
||||
parent=last_ind.getAxis('bottom'), opacity=1
|
||||
)
|
||||
|
||||
self.proxy_enter = pg.SignalProxy(
|
||||
self.parent.sig_mouse_enter,
|
||||
rateLimit=_rate_limit,
|
||||
rateLimit=_mouse_rate_limit,
|
||||
slot=lambda: self.mouseAction('Enter', False),
|
||||
)
|
||||
self.proxy_leave = pg.SignalProxy(
|
||||
self.parent.sig_mouse_leave,
|
||||
rateLimit=_rate_limit,
|
||||
rateLimit=_mouse_rate_limit,
|
||||
slot=lambda: self.mouseAction('Leave', False),
|
||||
)
|
||||
|
||||
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=_rate_limit, slot=self.mouseMoved
|
||||
i.scene().sigMouseMoved,
|
||||
rateLimit=_mouse_rate_limit,
|
||||
slot=self.mouseMoved
|
||||
)
|
||||
px_enter = pg.SignalProxy(
|
||||
i.sig_mouse_enter,
|
||||
rateLimit=_rate_limit,
|
||||
rateLimit=_mouse_rate_limit,
|
||||
slot=lambda: self.mouseAction('Enter', i),
|
||||
)
|
||||
px_leave = pg.SignalProxy(
|
||||
i.sig_mouse_leave,
|
||||
rateLimit=_rate_limit,
|
||||
rateLimit=_mouse_rate_limit,
|
||||
slot=lambda: self.mouseAction('Leave', i),
|
||||
)
|
||||
self.indicators[i] = {
|
||||
|
|
@ -302,6 +377,7 @@ class CrossHairItem(pg.GraphicsObject):
|
|||
|
||||
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()
|
||||
|
|
@ -310,6 +386,7 @@ class CrossHairItem(pg.GraphicsObject):
|
|||
self.yaxis_label.show()
|
||||
self.hline.show()
|
||||
else: # Leave
|
||||
# hide horiz line and y-label
|
||||
if ind:
|
||||
self.indicators[ind]['hl'].hide()
|
||||
self.indicators[ind]['yl'].hide()
|
||||
|
|
@ -319,16 +396,29 @@ class CrossHairItem(pg.GraphicsObject):
|
|||
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 ``CustomPlotWidget``
|
||||
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()
|
||||
|
|
@ -337,6 +427,7 @@ class CrossHairItem(pg.GraphicsObject):
|
|||
evt_post=pos, point_view=mouse_point_ind
|
||||
)
|
||||
else:
|
||||
# vertial position of the mouse is inside and main chart
|
||||
self.hline.setY(mouse_point.y())
|
||||
self.yaxis_label.update_label(
|
||||
evt_post=pos, point_view=mouse_point
|
||||
|
|
@ -351,28 +442,31 @@ class CrossHairItem(pg.GraphicsObject):
|
|||
|
||||
class BarItem(pg.GraphicsObject):
|
||||
|
||||
w = 0.35
|
||||
bull_brush = pg.mkPen('#00cc00')
|
||||
bear_brush = pg.mkPen('#fa0000')
|
||||
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()
|
||||
|
||||
def _generate(self, p):
|
||||
hl = np.array(
|
||||
high_to_low = np.array(
|
||||
[QtCore.QLineF(q.id, q.low, q.id, q.high) for q in Quotes]
|
||||
)
|
||||
op = np.array(
|
||||
[QtCore.QLineF(q.id - self.w, q.open, q.id, q.open) for q in Quotes]
|
||||
open_stick = np.array(
|
||||
[QtCore.QLineF(q.id - self.w, q.open, q.id, q.open)
|
||||
for q in Quotes]
|
||||
)
|
||||
cl = np.array(
|
||||
close_stick = np.array(
|
||||
[
|
||||
QtCore.QLineF(q.id + self.w, q.close, q.id, q.close)
|
||||
for q in Quotes
|
||||
]
|
||||
)
|
||||
lines = np.concatenate([hl, op, cl])
|
||||
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))
|
||||
|
||||
|
|
@ -382,6 +476,7 @@ class BarItem(pg.GraphicsObject):
|
|||
p.setPen(self.bear_brush)
|
||||
p.drawLines(*lines[short_bars])
|
||||
|
||||
# TODO: this is the routine to be retriggered for redraw
|
||||
@timeit
|
||||
def generatePicture(self):
|
||||
self.picture = QtGui.QPicture()
|
||||
|
|
@ -412,7 +507,10 @@ class CandlestickItem(BarItem):
|
|||
)
|
||||
|
||||
p.setPen(self.line_pen)
|
||||
p.drawLines([QtCore.QLineF(q.id, q.low, q.id, q.high) for q in Quotes])
|
||||
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])
|
||||
|
|
@ -421,6 +519,34 @@ class CandlestickItem(BarItem):
|
|||
p.drawRects(*rects[Quotes.close < Quotes.open])
|
||||
|
||||
|
||||
def _configure_quotes_chart(
|
||||
chart: CustomPlotWidget,
|
||||
style: ChartType,
|
||||
update_yrange_limits: Callable,
|
||||
) -> None:
|
||||
"""Update and format a chart with quotes data.
|
||||
"""
|
||||
|
||||
chart.hideAxis('left')
|
||||
chart.showAxis('right')
|
||||
chart.addItem(_get_chart_points(style))
|
||||
chart.setLimits(
|
||||
xMin=Quotes[0].id,
|
||||
xMax=Quotes[-1].id,
|
||||
minXRange=60,
|
||||
yMin=Quotes.low.min() * 0.98,
|
||||
yMax=Quotes.high.max() * 1.02,
|
||||
)
|
||||
chart.showGrid(x=True, y=True)
|
||||
chart.setCursor(QtCore.Qt.BlankCursor)
|
||||
|
||||
# assign callback for rescaling y-axis automatically
|
||||
# based on y-range contents
|
||||
# TODO: this can likely be ported to built-in: .enableAutoRange()
|
||||
# but needs testing
|
||||
chart.sigXRangeChanged.connect(update_yrange_limits)
|
||||
|
||||
|
||||
class QuotesChart(QtGui.QWidget):
|
||||
|
||||
long_pen = pg.mkPen('#006000')
|
||||
|
|
@ -436,19 +562,21 @@ class QuotesChart(QtGui.QWidget):
|
|||
self.style = ChartType.BAR
|
||||
self.indicators = []
|
||||
|
||||
self.xaxis = DateAxis(orientation='bottom')
|
||||
self.xaxis.setStyle(
|
||||
tickTextOffset=7, textFillLimits=[(0, 0.80)], showValues=False
|
||||
)
|
||||
self.xaxis = FromTimeFieldDateAxis(orientation='bottom')
|
||||
# self.xaxis = pg.DateAxisItem()
|
||||
|
||||
self.xaxis_ind = DateAxis(orientation='bottom')
|
||||
self.xaxis_ind.setStyle(tickTextOffset=7, textFillLimits=[(0, 0.80)])
|
||||
self.xaxis_ind = FromTimeFieldDateAxis(orientation='bottom')
|
||||
|
||||
if _xaxis_at == 'bottom':
|
||||
self.xaxis.setStyle(showValues=False)
|
||||
else:
|
||||
self.xaxis_ind.setStyle(showValues=False)
|
||||
|
||||
self.layout = QtGui.QVBoxLayout(self)
|
||||
self.layout.setContentsMargins(0, 0, 0, 0)
|
||||
|
||||
self.splitter = QtGui.QSplitter(QtCore.Qt.Vertical)
|
||||
self.splitter.setHandleWidth(4)
|
||||
self.splitter.setHandleWidth(5)
|
||||
|
||||
self.layout.addWidget(self.splitter)
|
||||
|
||||
|
|
@ -473,21 +601,6 @@ class QuotesChart(QtGui.QWidget):
|
|||
del self.signals_group_text
|
||||
self.signals_visible = False
|
||||
|
||||
def _update_quotes_chart(self):
|
||||
self.chart.hideAxis('left')
|
||||
self.chart.showAxis('right')
|
||||
self.chart.addItem(_get_chart_points(self.style))
|
||||
self.chart.setLimits(
|
||||
xMin=Quotes[0].id,
|
||||
xMax=Quotes[-1].id,
|
||||
minXRange=60,
|
||||
yMin=Quotes.low.min() * 0.98,
|
||||
yMax=Quotes.high.max() * 1.02,
|
||||
)
|
||||
self.chart.showGrid(x=True, y=True)
|
||||
self.chart.setCursor(QtCore.Qt.BlankCursor)
|
||||
self.chart.sigXRangeChanged.connect(self._update_yrange_limits)
|
||||
|
||||
def _update_ind_charts(self):
|
||||
for ind, d in self.indicators:
|
||||
curve = pg.PlotDataItem(d, pen='b', antialias=True)
|
||||
|
|
@ -513,10 +626,14 @@ class QuotesChart(QtGui.QWidget):
|
|||
self.splitter.setSizes(sizes) # , int(self.height()*0.2)
|
||||
|
||||
def _update_yrange_limits(self):
|
||||
"""Callback for each y-range update.
|
||||
"""
|
||||
vr = self.chart.viewRect()
|
||||
lbar, rbar = int(vr.left()), int(vr.right())
|
||||
|
||||
if self.signals_visible:
|
||||
self._show_text_signals(lbar, rbar)
|
||||
|
||||
bars = Quotes[lbar:rbar]
|
||||
ylow = bars.low.min() * 0.98
|
||||
yhigh = bars.high.max() * 1.02
|
||||
|
|
@ -540,15 +657,17 @@ class QuotesChart(QtGui.QWidget):
|
|||
axisItems={'bottom': self.xaxis, 'right': PriceAxis()},
|
||||
enableMenu=False,
|
||||
)
|
||||
# self.chart.getPlotItem().setContentsMargins(*CHART_MARGINS)
|
||||
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 = CustomPlotWidget(
|
||||
parent=self.splitter,
|
||||
axisItems={'bottom': self.xaxis_ind, 'right': PriceAxis()},
|
||||
# axisItems={'top': self.xaxis_ind, 'right': PriceAxis()},
|
||||
enableMenu=False,
|
||||
)
|
||||
ind.setFrameStyle(QtGui.QFrame.StyledPanel | QtGui.QFrame.Plain)
|
||||
|
|
@ -556,7 +675,11 @@ class QuotesChart(QtGui.QWidget):
|
|||
# self.splitter.addWidget(ind)
|
||||
self.indicators.append((ind, d))
|
||||
|
||||
self._update_quotes_chart()
|
||||
_configure_quotes_chart(
|
||||
self.chart,
|
||||
self.style,
|
||||
self._update_yrange_limits
|
||||
)
|
||||
self._update_ind_charts()
|
||||
self._update_sizes()
|
||||
|
||||
|
|
@ -620,177 +743,9 @@ class QuotesChart(QtGui.QWidget):
|
|||
self.signals_visible = True
|
||||
|
||||
|
||||
class EquityChart(QtGui.QWidget):
|
||||
|
||||
eq_pen_pos_color = pg.mkColor('#00cc00')
|
||||
eq_pen_neg_color = pg.mkColor('#cc0000')
|
||||
eq_brush_pos_color = pg.mkColor('#40ee40')
|
||||
eq_brush_neg_color = pg.mkColor('#ee4040')
|
||||
long_pen_color = pg.mkColor('#008000')
|
||||
short_pen_color = pg.mkColor('#800000')
|
||||
buy_and_hold_pen_color = pg.mkColor('#4444ff')
|
||||
|
||||
def __init__(self):
|
||||
super().__init__()
|
||||
self.xaxis = DateAxis(orientation='bottom')
|
||||
self.xaxis.setStyle(tickTextOffset=7, textFillLimits=[(0, 0.80)])
|
||||
self.yaxis = PriceAxis()
|
||||
|
||||
self.layout = QtGui.QVBoxLayout(self)
|
||||
self.layout.setContentsMargins(0, 0, 0, 0)
|
||||
|
||||
self.chart = pg.PlotWidget(
|
||||
axisItems={'bottom': self.xaxis, 'right': self.yaxis},
|
||||
enableMenu=False,
|
||||
)
|
||||
self.chart.setFrameStyle(QtGui.QFrame.StyledPanel | QtGui.QFrame.Plain)
|
||||
self.chart.getPlotItem().setContentsMargins(*CHART_MARGINS)
|
||||
self.chart.showGrid(x=True, y=True)
|
||||
self.chart.hideAxis('left')
|
||||
self.chart.showAxis('right')
|
||||
|
||||
self.chart.setCursor(QtCore.Qt.BlankCursor)
|
||||
self.chart.sigXRangeChanged.connect(self._update_yrange_limits)
|
||||
|
||||
self.layout.addWidget(self.chart)
|
||||
|
||||
def _add_legend(self):
|
||||
legend = pg.LegendItem((140, 100), offset=(10, 10))
|
||||
legend.setParentItem(self.chart.getPlotItem())
|
||||
|
||||
for arr, item in self.curves:
|
||||
legend.addItem(
|
||||
SampleLegendItem(item),
|
||||
item.opts['name']
|
||||
if not isinstance(item, tuple)
|
||||
else item[0].opts['name'],
|
||||
)
|
||||
|
||||
def _add_ylabels(self):
|
||||
self.ylabels = []
|
||||
for arr, item in self.curves:
|
||||
color = (
|
||||
item.opts['pen']
|
||||
if not isinstance(item, tuple)
|
||||
else [i.opts['pen'] for i in item]
|
||||
)
|
||||
label = YAxisLabel(parent=self.yaxis, color=color)
|
||||
self.ylabels.append(label)
|
||||
|
||||
def _update_ylabels(self, vb, rbar):
|
||||
for i, curve in enumerate(self.curves):
|
||||
arr, item = curve
|
||||
ylast = arr[rbar]
|
||||
ypos = vb.mapFromView(QtCore.QPointF(0, ylast)).y()
|
||||
axlabel = self.ylabels[i]
|
||||
axlabel.update_label_test(ypos=ypos, ydata=ylast)
|
||||
|
||||
def _update_yrange_limits(self, vb=None):
|
||||
if not hasattr(self, 'min_curve'):
|
||||
return
|
||||
vr = self.chart.viewRect()
|
||||
lbar, rbar = int(vr.left()), int(vr.right())
|
||||
ylow = self.min_curve[lbar:rbar].min() * 1.1
|
||||
yhigh = self.max_curve[lbar:rbar].max() * 1.1
|
||||
|
||||
std = np.std(self.max_curve[lbar:rbar]) * 4
|
||||
self.chart.setLimits(yMin=ylow, yMax=yhigh, minYRange=std)
|
||||
self.chart.setYRange(ylow, yhigh)
|
||||
self._update_ylabels(vb, rbar)
|
||||
|
||||
@timeit
|
||||
def plot(self):
|
||||
equity_curve = Portfolio.equity_curve
|
||||
eq_pos = np.zeros_like(equity_curve)
|
||||
eq_neg = np.zeros_like(equity_curve)
|
||||
eq_pos[equity_curve >= 0] = equity_curve[equity_curve >= 0]
|
||||
eq_neg[equity_curve <= 0] = equity_curve[equity_curve <= 0]
|
||||
|
||||
# Equity
|
||||
self.eq_pos_curve = pg.PlotCurveItem(
|
||||
eq_pos,
|
||||
name='Equity',
|
||||
fillLevel=0,
|
||||
antialias=True,
|
||||
pen=self.eq_pen_pos_color,
|
||||
brush=self.eq_brush_pos_color,
|
||||
)
|
||||
self.eq_neg_curve = pg.PlotCurveItem(
|
||||
eq_neg,
|
||||
name='Equity',
|
||||
fillLevel=0,
|
||||
antialias=True,
|
||||
pen=self.eq_pen_neg_color,
|
||||
brush=self.eq_brush_neg_color,
|
||||
)
|
||||
self.chart.addItem(self.eq_pos_curve)
|
||||
self.chart.addItem(self.eq_neg_curve)
|
||||
|
||||
# Only Long
|
||||
self.long_curve = pg.PlotCurveItem(
|
||||
Portfolio.long_curve,
|
||||
name='Only Long',
|
||||
pen=self.long_pen_color,
|
||||
antialias=True,
|
||||
)
|
||||
self.chart.addItem(self.long_curve)
|
||||
|
||||
# Only Short
|
||||
self.short_curve = pg.PlotCurveItem(
|
||||
Portfolio.short_curve,
|
||||
name='Only Short',
|
||||
pen=self.short_pen_color,
|
||||
antialias=True,
|
||||
)
|
||||
self.chart.addItem(self.short_curve)
|
||||
|
||||
# Buy and Hold
|
||||
self.buy_and_hold_curve = pg.PlotCurveItem(
|
||||
Portfolio.buy_and_hold_curve,
|
||||
name='Buy and Hold',
|
||||
pen=self.buy_and_hold_pen_color,
|
||||
antialias=True,
|
||||
)
|
||||
self.chart.addItem(self.buy_and_hold_curve)
|
||||
|
||||
self.curves = [
|
||||
(Portfolio.equity_curve, (self.eq_pos_curve, self.eq_neg_curve)),
|
||||
(Portfolio.long_curve, self.long_curve),
|
||||
(Portfolio.short_curve, self.short_curve),
|
||||
(Portfolio.buy_and_hold_curve, self.buy_and_hold_curve),
|
||||
]
|
||||
|
||||
self._add_legend()
|
||||
self._add_ylabels()
|
||||
|
||||
ch = CrossHairItem(self.chart)
|
||||
self.chart.addItem(ch)
|
||||
|
||||
arrs = (
|
||||
Portfolio.equity_curve,
|
||||
Portfolio.buy_and_hold_curve,
|
||||
Portfolio.long_curve,
|
||||
Portfolio.short_curve,
|
||||
)
|
||||
np_arrs = np.concatenate(arrs)
|
||||
_min = abs(np_arrs.min()) * -1.1
|
||||
_max = np_arrs.max() * 1.1
|
||||
|
||||
self.chart.setLimits(
|
||||
xMin=Quotes[0].id,
|
||||
xMax=Quotes[-1].id,
|
||||
yMin=_min,
|
||||
yMax=_max,
|
||||
minXRange=60,
|
||||
)
|
||||
|
||||
self.min_curve = arrs[0].copy()
|
||||
self.max_curve = arrs[0].copy()
|
||||
for arr in arrs[1:]:
|
||||
self.min_curve = np.minimum(self.min_curve, arr)
|
||||
self.max_curve = np.maximum(self.max_curve, arr)
|
||||
|
||||
|
||||
# this function is borderline rediculous.
|
||||
# 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()
|
||||
|
|
|
|||
|
|
@ -3,7 +3,9 @@
|
|||
import logging
|
||||
import os.path
|
||||
import pickle
|
||||
import datetime
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
import pandas_datareader.data as web
|
||||
from pandas_datareader._utils import RemoteDataError
|
||||
|
|
@ -15,7 +17,7 @@ from pandas_datareader.data import (
|
|||
from pandas_datareader.nasdaq_trader import get_nasdaq_symbols
|
||||
from pandas_datareader.exceptions import ImmediateDeprecationError
|
||||
|
||||
from .base import Quotes
|
||||
from .base import Quotes, Symbol
|
||||
from .utils import get_data_path, timeit
|
||||
|
||||
__all__ = (
|
||||
|
|
@ -71,7 +73,15 @@ class QuotesLoader:
|
|||
|
||||
@classmethod
|
||||
@timeit
|
||||
def get_quotes(cls, symbol, date_from, date_to):
|
||||
def get_quotes(
|
||||
cls,
|
||||
symbol: Symbol,
|
||||
date_from: datetime.datetime,
|
||||
date_to: datetime.datetime,
|
||||
) -> Quotes:
|
||||
"""Retrieve quotes data from a provider and return a ``numpy.ndarray`` subtype.
|
||||
"""
|
||||
|
||||
quotes = None
|
||||
fpath = cls._get_file_path(symbol, cls.timeframe, date_from, date_to)
|
||||
if os.path.exists(fpath):
|
||||
|
|
|
|||
|
|
@ -62,7 +62,9 @@ class BasePortfolio:
|
|||
for p in self.positions:
|
||||
if p.status == Position.OPEN:
|
||||
p.close(
|
||||
price=Quotes[-1].open, volume=p.volume, time=Quotes[-1].time
|
||||
price=Quotes[-1].open,
|
||||
volume=p.volume,
|
||||
time=Quotes[-1].time
|
||||
)
|
||||
|
||||
def _get_market_position(self):
|
||||
|
|
|
|||
Loading…
Reference in New Issue