Add WIP real-time 5s bar charting
parent
ee4b3a327c
commit
9dc3bdf273
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@ -244,28 +244,46 @@ class LinkedSplitCharts(QtGui.QWidget):
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# TODO: eventually we'll want to update bid/ask labels and other
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# data as subscribed by underlying UI consumers.
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last = quote['last']
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current = self._array[-1]
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index, time, open, high, low, close, volume = self._array[-1]
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# update ohlc (I guess we're enforcing this for now?)
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current['close'] = last
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current['high'] = max(current['high'], last)
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current['low'] = min(current['low'], last)
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# self._array[-1]['close'] = last
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# self._array[-1]['high'] = max(h, last)
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# self._array[-1]['low'] = min(l, last)
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# overwrite from quote
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self._array[-1] = (
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index,
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time,
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open,
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max(high, last),
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min(low, last),
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last,
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volume,
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)
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self.update_from_array(self._array)
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def update_from_array(
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self,
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array: np.ndarray,
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**kwargs,
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) -> None:
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# update the ohlc sequence graphics chart
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chart = self.chart
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# we send a reference to the whole updated array
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chart.update_from_array(self._array)
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chart.update_from_array(array, **kwargs)
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# TODO: the "data" here should really be a function
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# and it should be managed and computed outside of this UI
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for chart, func in self.indicators:
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# process array in entirely every update
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# TODO: change this for streaming
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data = func(self._array)
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chart.update_from_array(data, chart.name)
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data = func(array)
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chart.update_from_array(data, name=chart.name, **kwargs)
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_min_points_to_show = 20
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_min_points_to_show = 3
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class ChartPlotWidget(pg.PlotWidget):
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@ -300,7 +318,7 @@ class ChartPlotWidget(pg.PlotWidget):
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self.parent = linked_charts
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# this is the index of that last input array entry and is
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# updated and used to figure out how many bars are in view
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self._xlast = 0
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# self._xlast = 0
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# XXX: label setting doesn't seem to work?
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# likely custom graphics need special handling
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@ -353,7 +371,7 @@ class ChartPlotWidget(pg.PlotWidget):
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"""
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l, r = self.view_range()
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lbar = max(l, 0)
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rbar = min(r, len(self.parent._array) - 1)
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rbar = min(r, len(self.parent._array))
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return l, lbar, rbar, r
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def draw_ohlc(
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@ -374,8 +392,7 @@ class ChartPlotWidget(pg.PlotWidget):
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self.addItem(graphics)
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# set xrange limits
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self._xlast = xlast = data[-1]['index']
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# self._set_xlimits(data[0]['index'] - 100, xlast)
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xlast = data[-1]['index']
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# show last 50 points on startup
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self.plotItem.vb.setXRange(xlast - 50, xlast + 50)
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@ -394,6 +411,7 @@ class ChartPlotWidget(pg.PlotWidget):
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# register overlay curve with name
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if not self._graphics and name is None:
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name = 'main'
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self._graphics[name] = curve
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# set a "startup view"
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@ -403,35 +421,36 @@ class ChartPlotWidget(pg.PlotWidget):
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# show last 50 points on startup
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self.plotItem.vb.setXRange(xlast - 50, xlast + 50)
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# TODO: we should instead implement a diff based
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# "only update with new items" on the pg.PlotDataItem
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curve.update_from_array = curve.setData
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return curve
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def update_from_array(
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self,
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array: np.ndarray,
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name: str = 'main',
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) -> None:
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self._xlast = len(array) - 1
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**kwargs,
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) -> pg.GraphicsObject:
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# self._xlast = len(array) - 1
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graphics = self._graphics[name]
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graphics.setData(array)
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graphics.update_from_array(array, **kwargs)
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# update view
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self._set_yrange()
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return graphics
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def _set_yrange(
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self,
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) -> None:
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"""Callback for each y-range update.
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"""Set the viewable y-range based on embedded data.
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This adds auto-scaling like zoom on the scroll wheel such
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that data always fits nicely inside the current view of the
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data set.
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"""
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# TODO: this can likely be ported in part to the built-ins:
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# self.setYRange(Quotes.low.min() * .98, Quotes.high.max() * 1.02)
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# self.setMouseEnabled(x=True, y=False)
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# self.setXRange(Quotes[0].id, Quotes[-1].id)
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# self.setAutoVisible(x=False, y=True)
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# self.enableAutoRange(x=False, y=True)
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l, lbar, rbar, r = self.bars_range()
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# figure out x-range in view such that user can scroll "off" the data
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@ -474,8 +493,8 @@ class ChartPlotWidget(pg.PlotWidget):
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# view margins
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diff = yhigh - ylow
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ylow = ylow - (diff * 0.08)
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yhigh = yhigh + (diff * 0.08)
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ylow = ylow - (diff * 0.1)
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yhigh = yhigh + (diff * 0.1)
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chart = self
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chart.setLimits(
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@ -535,7 +554,7 @@ class ChartView(pg.ViewBox):
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if ev.delta() > 0 and vl <= _min_points_to_show:
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log.trace("Max zoom bruh...")
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return
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if ev.delta() < 0 and vl >= len(self.linked_charts._array) - 1:
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if ev.delta() < 0 and vl >= len(self.linked_charts._array):
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log.trace("Min zoom bruh...")
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return
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@ -572,9 +591,74 @@ def main(symbol):
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"""Main Qt-trio routine invoked by the Qt loop with
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the widgets ``dict``.
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"""
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chart_app = widgets['main']
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# data-feed setup
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sym = symbol or 'ES.GLOBEX'
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brokermod = brokers.get_brokermod('ib')
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async with brokermod.get_client() as client:
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# figure out the exact symbol
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bars = await client.bars(symbol=sym)
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# ``from_buffer` return read-only
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bars = np.array(bars)
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linked_charts = chart_app.load_symbol('ES', bars)
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async def add_new_bars(delay_s=5.):
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import time
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ohlc = linked_charts._array
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last_5s = ohlc[-1]['time']
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delay = max((last_5s + 4.99) - time.time(), 0)
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await trio.sleep(delay)
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while True:
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print('new bar')
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# TODO: bunch of stuff:
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# - I'm starting to think all this logic should be
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# done in one place and "graphics update routines"
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# should not be doing any length checking and array diffing.
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# - don't keep appending, but instead increase the
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# underlying array's size less frequently:
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# - handle odd lot orders
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# - update last open price correctly instead
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# of copying it from last bar's close
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# - 5 sec bar lookback-autocorrection like tws does
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index, t, open, high, low, close, volume = ohlc[-1]
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new = np.append(
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ohlc,
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np.array(
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[(index + 1, t + 5, close, close, close, close, 0)],
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dtype=ohlc.dtype
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),
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)
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ohlc = linked_charts._array = new
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linked_charts.update_from_array(new)
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# sleep until next 5s from last bar
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last_5s = ohlc[-1]['time']
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delay = max((last_5s + 4.99) - time.time(), 0)
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await trio.sleep(4.9999)
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async with trio.open_nursery() as n:
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n.start_soon(add_new_bars)
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async with brokermod.maybe_spawn_brokerd() as portal:
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stream = await portal.run(
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'piker.brokers.ib',
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'trio_stream_ticker',
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sym=sym,
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)
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# TODO: timeframe logic
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async for tick in stream:
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# breakpoint()
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if tick['tickType'] in (48, 77):
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linked_charts.update_from_quote(
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{'last': tick['price']}
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)
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# from .quantdom.loaders import get_quotes
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# from datetime import datetime
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# from ._source import from_df
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@ -585,15 +669,6 @@ def main(symbol):
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# )
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# quotes = from_df(quotes)
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# data-feed spawning
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brokermod = brokers.get_brokermod('ib')
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async with brokermod.get_client() as client:
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# figure out the exact symbol
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bars = await client.bars(symbol='ES')
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# wow, just wow.. non-contiguous eh?
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bars = np.array(bars)
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# feed = DataFeed(portal, brokermod)
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# quote_gen, quotes = await feed.open_stream(
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# symbols,
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@ -608,10 +683,6 @@ def main(symbol):
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# log.error("Broker API is down temporarily")
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# return
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# spawn chart
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linked_charts = chart_app.load_symbol(symbol, bars)
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await trio.sleep_forever()
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# make some fake update data
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# import itertools
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# nums = itertools.cycle([315., 320., 325., 310., 3])
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@ -637,6 +708,4 @@ def main(symbol):
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# # 20 Hz seems to be good enough
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# await trio.sleep(0.05)
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await trio.sleep_forever()
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run_qtrio(_main, (), ChartSpace)
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