Move L1 labels into lone module
Tyler Goodlet
parent
8997b6029b
commit
a1a1dec885
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@ -41,8 +41,8 @@ from ._graphics._cursor import (
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from ._graphics._lines import (
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level_line,
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order_line,
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L1Labels,
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)
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from ._l1 import L1Labels
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from ._graphics._ohlc import BarItems
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from ._graphics._curve import FastAppendCurve
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from ._style import (
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@ -1105,7 +1105,7 @@ async def _async_main(
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):
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# show line label once order is live
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line = order_mode.on_submit(oid)
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order_mode.on_submit(oid)
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# resp to 'cancel' request or error condition
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# for action request
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@ -1132,7 +1132,7 @@ async def _async_main(
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price=msg['trigger_price'],
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arrow_index=get_index(time.time())
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)
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line = await order_mode.on_exec(oid, msg)
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await order_mode.on_exec(oid, msg)
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# response to completed 'action' request for buy/sell
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elif resp in (
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@ -22,274 +22,12 @@ from typing import Tuple, Optional, List
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import pyqtgraph as pg
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from PyQt5 import QtCore, QtGui
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from PyQt5.QtCore import QPointF
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from .._label import Label, vbr_left, right_axis
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from .._style import (
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hcolor,
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_down_2_font_inches_we_like,
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)
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from .._axes import YAxisLabel
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class LevelLabel(YAxisLabel):
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"""Y-axis (vertically) oriented, horizontal label that sticks to
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where it's placed despite chart resizing and supports displaying
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multiple fields.
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TODO: replace the rectangle-text part with our new ``Label`` type.
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"""
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_x_margin = 0
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_y_margin = 0
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# adjustment "further away from" anchor point
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_x_offset = 9
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_y_offset = 0
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# fields to be displayed in the label string
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_fields = {
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'level': 0,
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'level_digits': 2,
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}
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# default label template is just a y-level with so much precision
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_fmt_str = '{level:,.{level_digits}f}'
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def __init__(
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self,
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chart,
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parent,
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color: str = 'bracket',
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orient_v: str = 'bottom',
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orient_h: str = 'left',
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opacity: float = 0,
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# makes order line labels offset from their parent axis
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# such that they don't collide with the L1/L2 lines/prices
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# that are displayed on the axis
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adjust_to_l1: bool = False,
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**axis_label_kwargs,
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) -> None:
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super().__init__(
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chart,
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parent=parent,
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use_arrow=False,
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opacity=opacity,
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**axis_label_kwargs
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)
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# TODO: this is kinda cludgy
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self._hcolor: pg.Pen = None
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self.color: str = color
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# orientation around axis options
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self._orient_v = orient_v
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self._orient_h = orient_h
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self._adjust_to_l1 = adjust_to_l1
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self._v_shift = {
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'top': -1.,
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'bottom': 0.,
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'middle': 1 / 2.
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}[orient_v]
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self._h_shift = {
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'left': -1.,
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'right': 0.
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}[orient_h]
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self.fields = self._fields.copy()
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# ensure default format fields are in correct
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self.set_fmt_str(self._fmt_str, self.fields)
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@property
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def color(self):
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return self._hcolor
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@color.setter
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def color(self, color: str) -> None:
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self._hcolor = color
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self._pen = self.pen = pg.mkPen(hcolor(color))
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def update_on_resize(self, vr, r):
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"""Tiis is a ``.sigRangeChanged()`` handler.
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"""
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self.update_fields(self.fields)
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def update_fields(
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self,
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fields: dict = None,
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) -> None:
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"""Update the label's text contents **and** position from
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a view box coordinate datum.
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"""
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self.fields.update(fields)
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level = self.fields['level']
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# map "level" to local coords
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abs_xy = self._chart.mapFromView(QPointF(0, level))
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self.update_label(
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abs_xy,
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self.fields,
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)
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def update_label(
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self,
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abs_pos: QPointF, # scene coords
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fields: dict,
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) -> None:
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# write contents, type specific
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h, w = self.set_label_str(fields)
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if self._adjust_to_l1:
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self._x_offset = _max_l1_line_len
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self.setPos(QPointF(
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self._h_shift * (w + self._x_offset),
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abs_pos.y() + self._v_shift * h
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))
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def set_fmt_str(
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self,
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fmt_str: str,
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fields: dict,
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) -> (str, str):
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# test that new fmt str can be rendered
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self._fmt_str = fmt_str
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self.set_label_str(fields)
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self.fields.update(fields)
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return fmt_str, self.label_str
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def set_label_str(
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self,
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fields: dict,
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):
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# use space as e3 delim
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self.label_str = self._fmt_str.format(**fields).replace(',', ' ')
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br = self.boundingRect()
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h, w = br.height(), br.width()
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return h, w
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def size_hint(self) -> Tuple[None, None]:
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return None, None
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def draw(
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self,
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p: QtGui.QPainter,
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rect: QtCore.QRectF
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) -> None:
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p.setPen(self._pen)
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rect = self.rect
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if self._orient_v == 'bottom':
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lp, rp = rect.topLeft(), rect.topRight()
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# p.drawLine(rect.topLeft(), rect.topRight())
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elif self._orient_v == 'top':
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lp, rp = rect.bottomLeft(), rect.bottomRight()
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p.drawLine(lp.x(), lp.y(), rp.x(), rp.y())
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def highlight(self, pen) -> None:
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self._pen = pen
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self.update()
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def unhighlight(self):
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self._pen = self.pen
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self.update()
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# global for now but probably should be
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# attached to chart instance?
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_max_l1_line_len: float = 0
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class L1Label(LevelLabel):
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text_flags = (
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QtCore.Qt.TextDontClip
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| QtCore.Qt.AlignLeft
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)
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def set_label_str(
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self,
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fields: dict,
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) -> None:
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"""Make sure the max L1 line module var is kept up to date.
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"""
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h, w = super().set_label_str(fields)
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# Set a global "max L1 label length" so we can look it up
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# on order lines and adjust their labels not to overlap with it.
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global _max_l1_line_len
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_max_l1_line_len = max(_max_l1_line_len, w)
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return h, w
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class L1Labels:
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"""Level 1 bid ask labels for dynamic update on price-axis.
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"""
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def __init__(
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self,
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chart: 'ChartPlotWidget', # noqa
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digits: int = 2,
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size_digits: int = 3,
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font_size_inches: float = _down_2_font_inches_we_like,
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) -> None:
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self.chart = chart
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raxis = chart.getAxis('right')
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kwargs = {
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'chart': chart,
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'parent': raxis,
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'opacity': 1,
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'font_size_inches': font_size_inches,
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'fg_color': chart.pen_color,
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'bg_color': chart.view_color,
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}
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fmt_str = (
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'{size:.{size_digits}f} x '
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'{level:,.{level_digits}f}'
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)
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fields = {
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'level': 0,
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'level_digits': digits,
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'size': 0,
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'size_digits': size_digits,
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}
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bid = self.bid_label = L1Label(
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orient_v='bottom',
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**kwargs,
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)
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bid.set_fmt_str(fmt_str=fmt_str, fields=fields)
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bid.show()
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ask = self.ask_label = L1Label(
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orient_v='top',
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**kwargs,
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)
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ask.set_fmt_str(fmt_str=fmt_str, fields=fields)
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ask.show()
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# TODO: probably worth investigating if we can
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@ -391,7 +129,7 @@ class LevelLine(pg.InfiniteLine):
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bg_color: str = None,
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**label_kwargs,
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) -> LevelLabel:
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) -> Label:
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"""Add a ``LevelLabel`` anchored at one of the line endpoints in view.
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"""
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@ -0,0 +1,291 @@
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# piker: trading gear for hackers
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# Copyright (C) Tyler Goodlet (in stewardship for piker0)
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# This program is free software: you can redistribute it and/or modify
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# it under the terms of the GNU Affero General Public License as published by
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# the Free Software Foundation, either version 3 of the License, or
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# (at your option) any later version.
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# This program is distributed in the hope that it will be useful,
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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# GNU Affero General Public License for more details.
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# You should have received a copy of the GNU Affero General Public License
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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"""
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Double auction top-of-book (L1) graphics.
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"""
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from typing import Tuple
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import pyqtgraph as pg
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from PyQt5 import QtCore, QtGui
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from PyQt5.QtCore import QPointF
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from ._axes import YAxisLabel
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from ._style import (
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hcolor,
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_down_2_font_inches_we_like,
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)
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class LevelLabel(YAxisLabel):
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"""Y-axis (vertically) oriented, horizontal label that sticks to
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where it's placed despite chart resizing and supports displaying
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multiple fields.
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TODO: replace the rectangle-text part with our new ``Label`` type.
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"""
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_x_margin = 0
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_y_margin = 0
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# adjustment "further away from" anchor point
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_x_offset = 9
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_y_offset = 0
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# fields to be displayed in the label string
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_fields = {
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'level': 0,
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'level_digits': 2,
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}
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# default label template is just a y-level with so much precision
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_fmt_str = '{level:,.{level_digits}f}'
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def __init__(
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self,
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chart,
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parent,
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color: str = 'bracket',
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orient_v: str = 'bottom',
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orient_h: str = 'left',
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opacity: float = 0,
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# makes order line labels offset from their parent axis
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# such that they don't collide with the L1/L2 lines/prices
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# that are displayed on the axis
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adjust_to_l1: bool = False,
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**axis_label_kwargs,
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) -> None:
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super().__init__(
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chart,
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parent=parent,
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use_arrow=False,
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opacity=opacity,
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**axis_label_kwargs
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)
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# TODO: this is kinda cludgy
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self._hcolor: pg.Pen = None
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self.color: str = color
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# orientation around axis options
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self._orient_v = orient_v
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self._orient_h = orient_h
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self._adjust_to_l1 = adjust_to_l1
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self._v_shift = {
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'top': -1.,
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'bottom': 0.,
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'middle': 1 / 2.
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}[orient_v]
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self._h_shift = {
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'left': -1.,
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'right': 0.
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}[orient_h]
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self.fields = self._fields.copy()
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# ensure default format fields are in correct
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self.set_fmt_str(self._fmt_str, self.fields)
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@property
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def color(self):
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return self._hcolor
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@color.setter
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def color(self, color: str) -> None:
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self._hcolor = color
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self._pen = self.pen = pg.mkPen(hcolor(color))
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def update_on_resize(self, vr, r):
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"""Tiis is a ``.sigRangeChanged()`` handler.
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"""
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self.update_fields(self.fields)
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def update_fields(
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self,
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fields: dict = None,
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) -> None:
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"""Update the label's text contents **and** position from
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a view box coordinate datum.
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"""
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self.fields.update(fields)
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level = self.fields['level']
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# map "level" to local coords
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abs_xy = self._chart.mapFromView(QPointF(0, level))
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self.update_label(
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abs_xy,
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self.fields,
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)
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def update_label(
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self,
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abs_pos: QPointF, # scene coords
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fields: dict,
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) -> None:
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# write contents, type specific
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h, w = self.set_label_str(fields)
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if self._adjust_to_l1:
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self._x_offset = _max_l1_line_len
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self.setPos(QPointF(
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self._h_shift * (w + self._x_offset),
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abs_pos.y() + self._v_shift * h
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))
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def set_fmt_str(
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self,
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fmt_str: str,
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fields: dict,
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) -> (str, str):
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# test that new fmt str can be rendered
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self._fmt_str = fmt_str
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self.set_label_str(fields)
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self.fields.update(fields)
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return fmt_str, self.label_str
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def set_label_str(
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self,
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fields: dict,
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):
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# use space as e3 delim
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self.label_str = self._fmt_str.format(**fields).replace(',', ' ')
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br = self.boundingRect()
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h, w = br.height(), br.width()
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return h, w
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def size_hint(self) -> Tuple[None, None]:
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return None, None
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def draw(
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self,
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p: QtGui.QPainter,
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rect: QtCore.QRectF
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) -> None:
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p.setPen(self._pen)
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rect = self.rect
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if self._orient_v == 'bottom':
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lp, rp = rect.topLeft(), rect.topRight()
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# p.drawLine(rect.topLeft(), rect.topRight())
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elif self._orient_v == 'top':
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lp, rp = rect.bottomLeft(), rect.bottomRight()
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p.drawLine(lp.x(), lp.y(), rp.x(), rp.y())
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def highlight(self, pen) -> None:
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self._pen = pen
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self.update()
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def unhighlight(self):
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self._pen = self.pen
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self.update()
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# global for now but probably should be
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# attached to chart instance?
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_max_l1_line_len: float = 0
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|
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class L1Label(LevelLabel):
|
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|
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text_flags = (
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QtCore.Qt.TextDontClip
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| QtCore.Qt.AlignLeft
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)
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def set_label_str(
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self,
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fields: dict,
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) -> None:
|
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"""Make sure the max L1 line module var is kept up to date.
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|
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"""
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h, w = super().set_label_str(fields)
|
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|
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# Set a global "max L1 label length" so we can look it up
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# on order lines and adjust their labels not to overlap with it.
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global _max_l1_line_len
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_max_l1_line_len = max(_max_l1_line_len, w)
|
||||
|
||||
return h, w
|
||||
|
||||
|
||||
class L1Labels:
|
||||
"""Level 1 bid ask labels for dynamic update on price-axis.
|
||||
|
||||
"""
|
||||
def __init__(
|
||||
self,
|
||||
chart: 'ChartPlotWidget', # noqa
|
||||
digits: int = 2,
|
||||
size_digits: int = 3,
|
||||
font_size_inches: float = _down_2_font_inches_we_like,
|
||||
) -> None:
|
||||
|
||||
self.chart = chart
|
||||
|
||||
raxis = chart.getAxis('right')
|
||||
kwargs = {
|
||||
'chart': chart,
|
||||
'parent': raxis,
|
||||
|
||||
'opacity': 1,
|
||||
'font_size_inches': font_size_inches,
|
||||
'fg_color': chart.pen_color,
|
||||
'bg_color': chart.view_color,
|
||||
}
|
||||
|
||||
fmt_str = (
|
||||
'{size:.{size_digits}f} x '
|
||||
'{level:,.{level_digits}f}'
|
||||
)
|
||||
fields = {
|
||||
'level': 0,
|
||||
'level_digits': digits,
|
||||
'size': 0,
|
||||
'size_digits': size_digits,
|
||||
}
|
||||
|
||||
bid = self.bid_label = L1Label(
|
||||
orient_v='bottom',
|
||||
**kwargs,
|
||||
)
|
||||
bid.set_fmt_str(fmt_str=fmt_str, fields=fields)
|
||||
bid.show()
|
||||
|
||||
ask = self.ask_label = L1Label(
|
||||
orient_v='top',
|
||||
**kwargs,
|
||||
)
|
||||
ask.set_fmt_str(fmt_str=fmt_str, fields=fields)
|
||||
ask.show()
|
||||
Loading…
Reference in New Issue