Break specialized graphics into specific mods
Tyler Goodlet
parent
575b3a0605
commit
a68fff4139
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@ -30,9 +30,11 @@ from ._axes import (
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DynamicDateAxis,
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DynamicDateAxis,
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PriceAxis,
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PriceAxis,
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)
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)
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from ._graphics import (
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from ._graphics._cursor import (
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CrossHair,
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CrossHair,
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ContentsLabel,
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ContentsLabel,
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)
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from ._graphics._lines import (
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level_line,
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level_line,
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L1Labels,
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L1Labels,
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)
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)
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@ -15,582 +15,6 @@
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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"""
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"""
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Chart graphics for displaying a slew of different data types.
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Internal custom graphics mostly built for low latency and reuse.
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"""
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import inspect
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from typing import List, Optional, Tuple
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import numpy as np
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import pyqtgraph as pg
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from numba import jit, float64, int64 # , optional
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# from numba import types as ntypes
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from PyQt5 import QtCore, QtGui
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from PyQt5.QtCore import QLineF, QPointF
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# from .._profile import timeit
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# from ..data._source import numba_ohlc_dtype
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from .._style import (
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_xaxis_at,
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hcolor,
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_font,
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_down_2_font_inches_we_like,
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)
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from .._axes import YAxisLabel, XAxisLabel, YSticky
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# XXX: these settings seem to result in really decent mouse scroll
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# latency (in terms of perceived lag in cross hair) so really be sure
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# there's an improvement if you want to change it!
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_mouse_rate_limit = 60 # TODO; should we calc current screen refresh rate?
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_debounce_delay = 1 / 2e3
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_ch_label_opac = 1
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# TODO: we need to handle the case where index is outside
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# the underlying datums range
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class LineDot(pg.CurvePoint):
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def __init__(
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self,
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curve: pg.PlotCurveItem,
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index: int,
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plot: 'ChartPlotWidget',
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pos=None,
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size: int = 2, # in pxs
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color: str = 'default_light',
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) -> None:
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pg.CurvePoint.__init__(
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self,
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curve,
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index=index,
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pos=pos,
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rotate=False,
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)
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self._plot = plot
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# TODO: get pen from curve if not defined?
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cdefault = hcolor(color)
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pen = pg.mkPen(cdefault)
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brush = pg.mkBrush(cdefault)
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# presuming this is fast since it's built in?
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dot = self.dot = QtGui.QGraphicsEllipseItem(
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QtCore.QRectF(-size / 2, -size / 2, size, size)
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)
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# if we needed transformable dot?
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# dot.translate(-size*0.5, -size*0.5)
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dot.setPen(pen)
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dot.setBrush(brush)
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dot.setParentItem(self)
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# keep a static size
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self.setFlag(self.ItemIgnoresTransformations)
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def event(
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self,
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ev: QtCore.QEvent,
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) -> None:
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# print((ev, type(ev)))
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if not isinstance(ev, QtCore.QDynamicPropertyChangeEvent) or self.curve() is None:
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return False
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# if ev.propertyName() == 'index':
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# print(ev)
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# # self.setProperty
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(x, y) = self.curve().getData()
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index = self.property('index')
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# first = self._plot._ohlc[0]['index']
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# first = x[0]
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# i = index - first
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i = index - x[0]
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if i > 0 and i < len(y):
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newPos = (index, y[i])
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QtGui.QGraphicsItem.setPos(self, *newPos)
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return True
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return False
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_corner_anchors = {
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'top': 0,
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'left': 0,
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'bottom': 1,
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'right': 1,
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}
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# XXX: fyi naming here is confusing / opposite to coords
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_corner_margins = {
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('top', 'left'): (-4, -5),
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('top', 'right'): (4, -5),
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('bottom', 'left'): (-4, lambda font_size: font_size * 2),
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('bottom', 'right'): (4, lambda font_size: font_size * 2),
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}
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class ContentsLabel(pg.LabelItem):
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"""Label anchored to a ``ViewBox`` typically for displaying
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datum-wise points from the "viewed" contents.
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"""
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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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anchor_at: str = ('top', 'right'),
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justify_text: str = 'left',
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font_size: Optional[int] = None,
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) -> None:
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font_size = font_size or _font.font.pixelSize()
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super().__init__(
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justify=justify_text,
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size=f'{str(font_size)}px'
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)
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# anchor to viewbox
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self.setParentItem(chart._vb)
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chart.scene().addItem(self)
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self.chart = chart
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v, h = anchor_at
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index = (_corner_anchors[h], _corner_anchors[v])
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margins = _corner_margins[(v, h)]
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ydim = margins[1]
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if inspect.isfunction(margins[1]):
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margins = margins[0], ydim(font_size)
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self.anchor(itemPos=index, parentPos=index, offset=margins)
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def update_from_ohlc(
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self,
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name: str,
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index: int,
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array: np.ndarray,
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) -> None:
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# this being "html" is the dumbest shit :eyeroll:
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first = array[0]['index']
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self.setText(
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"<b>i</b>:{index}<br/>"
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"<b>O</b>:{}<br/>"
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"<b>H</b>:{}<br/>"
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"<b>L</b>:{}<br/>"
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"<b>C</b>:{}<br/>"
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"<b>V</b>:{}<br/>"
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"<b>wap</b>:{}".format(
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*array[index - first][
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['open', 'high', 'low', 'close', 'volume', 'bar_wap']
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],
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name=name,
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index=index,
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)
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)
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def update_from_value(
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self,
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name: str,
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index: int,
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array: np.ndarray,
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) -> None:
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first = array[0]['index']
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if index < array[-1]['index'] and index > first:
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data = array[index - first][name]
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self.setText(f"{name}: {data:.2f}")
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class CrossHair(pg.GraphicsObject):
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def __init__(
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self,
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linkedsplitcharts: 'LinkedSplitCharts', # noqa
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digits: int = 0
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) -> None:
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super().__init__()
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# XXX: not sure why these are instance variables?
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# It's not like we can change them on the fly..?
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self.pen = pg.mkPen(
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color=hcolor('default'),
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style=QtCore.Qt.DashLine,
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)
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self.lines_pen = pg.mkPen(
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color='#a9a9a9', # gray?
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style=QtCore.Qt.DashLine,
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)
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self.lsc = linkedsplitcharts
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self.graphics = {}
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self.plots = []
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self.active_plot = None
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self.digits = digits
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self._lastx = None
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# self.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
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def add_plot(
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self,
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plot: 'ChartPlotWidget', # noqa
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digits: int = 0,
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) -> None:
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# add ``pg.graphicsItems.InfiniteLine``s
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# vertical and horizonal lines and a y-axis label
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vl = plot.addLine(x=0, pen=self.lines_pen, movable=False)
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vl.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
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hl = plot.addLine(y=0, pen=self.lines_pen, movable=False)
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hl.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
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hl.hide()
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yl = YAxisLabel(
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parent=plot.getAxis('right'),
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digits=digits or self.digits,
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opacity=_ch_label_opac,
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bg_color='default',
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)
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yl.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
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yl.hide() # on startup if mouse is off screen
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# TODO: checkout what ``.sigDelayed`` can be used for
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# (emitted once a sufficient delay occurs in mouse movement)
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px_moved = pg.SignalProxy(
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plot.scene().sigMouseMoved,
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rateLimit=_mouse_rate_limit,
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slot=self.mouseMoved,
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delay=_debounce_delay,
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)
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px_enter = pg.SignalProxy(
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plot.sig_mouse_enter,
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rateLimit=_mouse_rate_limit,
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slot=lambda: self.mouseAction('Enter', plot),
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delay=_debounce_delay,
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)
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px_leave = pg.SignalProxy(
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plot.sig_mouse_leave,
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rateLimit=_mouse_rate_limit,
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slot=lambda: self.mouseAction('Leave', plot),
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delay=_debounce_delay,
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)
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self.graphics[plot] = {
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'vl': vl,
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'hl': hl,
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'yl': yl,
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'px': (px_moved, px_enter, px_leave),
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}
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self.plots.append(plot)
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# Determine where to place x-axis label.
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# Place below the last plot by default, ow
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# keep x-axis right below main chart
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plot_index = -1 if _xaxis_at == 'bottom' else 0
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self.xaxis_label = XAxisLabel(
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parent=self.plots[plot_index].getAxis('bottom'),
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opacity=_ch_label_opac,
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bg_color='default',
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)
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# place label off-screen during startup
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self.xaxis_label.setPos(self.plots[0].mapFromView(QPointF(0, 0)))
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self.xaxis_label.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
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def add_curve_cursor(
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self,
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plot: 'ChartPlotWidget', # noqa
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curve: 'PlotCurveItem', # noqa
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) -> LineDot:
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# if this plot contains curves add line dot "cursors" to denote
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# the current sample under the mouse
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cursor = LineDot(curve, index=plot._ohlc[-1]['index'], plot=plot)
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plot.addItem(cursor)
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self.graphics[plot].setdefault('cursors', []).append(cursor)
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return cursor
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def mouseAction(self, action, plot): # noqa
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if action == 'Enter':
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self.active_plot = plot
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# show horiz line and y-label
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self.graphics[plot]['hl'].show()
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self.graphics[plot]['yl'].show()
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else: # Leave
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self.active_plot = None
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# hide horiz line and y-label
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self.graphics[plot]['hl'].hide()
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self.graphics[plot]['yl'].hide()
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def mouseMoved(
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self,
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evt: 'Tuple[QMouseEvent]', # noqa
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) -> None: # noqa
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"""Update horizonal and vertical lines when mouse moves inside
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either the main chart or any indicator subplot.
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"""
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pos = evt[0]
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# find position inside active plot
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try:
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# map to view coordinate system
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mouse_point = self.active_plot.mapToView(pos)
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except AttributeError:
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# mouse was not on active plot
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return
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x, y = mouse_point.x(), mouse_point.y()
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plot = self.active_plot
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# update y-range items
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self.graphics[plot]['hl'].setY(y)
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self.graphics[self.active_plot]['yl'].update_label(
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abs_pos=pos, value=y
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)
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# Update x if cursor changed after discretization calc
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# (this saves draw cycles on small mouse moves)
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lastx = self._lastx
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ix = round(x) # since bars are centered around index
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if ix != lastx:
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for plot, opts in self.graphics.items():
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# move the vertical line to the current "center of bar"
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opts['vl'].setX(ix)
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# update the chart's "contents" label
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plot.update_contents_labels(ix)
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# update all subscribed curve dots
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# first = plot._ohlc[0]['index']
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for cursor in opts.get('cursors', ()):
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cursor.setIndex(ix)
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# update the label on the bottom of the crosshair
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self.xaxis_label.update_label(
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# XXX: requires:
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# https://github.com/pyqtgraph/pyqtgraph/pull/1418
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# otherwise gobbles tons of CPU..
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# map back to abs (label-local) coordinates
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abs_pos=plot.mapFromView(QPointF(ix, y)),
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value=x,
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)
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self._lastx = ix
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def boundingRect(self):
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try:
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return self.active_plot.boundingRect()
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except AttributeError:
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return self.plots[0].boundingRect()
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class LevelLabel(YSticky):
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line_pen = pg.mkPen(hcolor('bracket'))
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_w_margin = 4
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_h_margin = 3
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level: float = 0
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def __init__(
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self,
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chart,
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*args,
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orient_v: str = 'bottom',
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orient_h: str = 'left',
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**kwargs
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) -> None:
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super().__init__(chart, *args, **kwargs)
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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
|
|
||||||
self._v_shift = {
|
|
||||||
'top': 1.,
|
|
||||||
'bottom': 0,
|
|
||||||
'middle': 1 / 2.
|
|
||||||
}[orient_v]
|
|
||||||
|
|
||||||
self._h_shift = {
|
|
||||||
'left': -1., 'right': 0
|
|
||||||
}[orient_h]
|
|
||||||
|
|
||||||
def update_label(
|
|
||||||
self,
|
|
||||||
abs_pos: QPointF, # scene coords
|
|
||||||
level: float, # data for text
|
|
||||||
offset: int = 1 # if have margins, k?
|
|
||||||
) -> None:
|
|
||||||
|
|
||||||
# write contents, type specific
|
|
||||||
self.set_label_str(level)
|
|
||||||
|
|
||||||
br = self.boundingRect()
|
|
||||||
h, w = br.height(), br.width()
|
|
||||||
|
|
||||||
# this triggers ``.pain()`` implicitly?
|
|
||||||
self.setPos(QPointF(
|
|
||||||
self._h_shift * w - offset,
|
|
||||||
abs_pos.y() - (self._v_shift * h) - offset
|
|
||||||
))
|
|
||||||
self.update()
|
|
||||||
|
|
||||||
self.level = level
|
|
||||||
|
|
||||||
def set_label_str(self, level: float):
|
|
||||||
# this is read inside ``.paint()``
|
|
||||||
# self.label_str = '{size} x {level:.{digits}f}'.format(
|
|
||||||
self.label_str = '{level:.{digits}f}'.format(
|
|
||||||
# size=self._size,
|
|
||||||
digits=self.digits,
|
|
||||||
level=level
|
|
||||||
).replace(',', ' ')
|
|
||||||
|
|
||||||
def size_hint(self) -> Tuple[None, None]:
|
|
||||||
return None, None
|
|
||||||
|
|
||||||
def draw(
|
|
||||||
self,
|
|
||||||
p: QtGui.QPainter,
|
|
||||||
rect: QtCore.QRectF
|
|
||||||
) -> None:
|
|
||||||
p.setPen(self.line_pen)
|
|
||||||
|
|
||||||
if self._orient_v == 'bottom':
|
|
||||||
lp, rp = rect.topLeft(), rect.topRight()
|
|
||||||
# p.drawLine(rect.topLeft(), rect.topRight())
|
|
||||||
elif self._orient_v == 'top':
|
|
||||||
lp, rp = rect.bottomLeft(), rect.bottomRight()
|
|
||||||
|
|
||||||
p.drawLine(lp.x(), lp.y(), rp.x(), rp.y())
|
|
||||||
|
|
||||||
|
|
||||||
class L1Label(LevelLabel):
|
|
||||||
|
|
||||||
size: float = 0
|
|
||||||
size_digits: float = 3
|
|
||||||
|
|
||||||
text_flags = (
|
|
||||||
QtCore.Qt.TextDontClip
|
|
||||||
| QtCore.Qt.AlignLeft
|
|
||||||
)
|
|
||||||
|
|
||||||
def set_label_str(self, level: float) -> None:
|
|
||||||
"""Reimplement the label string write to include the level's order-queue's
|
|
||||||
size in the text, eg. 100 x 323.3.
|
|
||||||
|
|
||||||
"""
|
|
||||||
self.label_str = '{size:.{size_digits}f} x {level:,.{digits}f}'.format(
|
|
||||||
size_digits=self.size_digits,
|
|
||||||
size=self.size or '?',
|
|
||||||
digits=self.digits,
|
|
||||||
level=level
|
|
||||||
).replace(',', ' ')
|
|
||||||
|
|
||||||
|
|
||||||
class L1Labels:
|
|
||||||
"""Level 1 bid ask labels for dynamic update on price-axis.
|
|
||||||
|
|
||||||
"""
|
|
||||||
max_value: float = '100.0 x 100 000.00'
|
|
||||||
|
|
||||||
def __init__(
|
|
||||||
self,
|
|
||||||
chart: 'ChartPlotWidget', # noqa
|
|
||||||
digits: int = 2,
|
|
||||||
size_digits: int = 0,
|
|
||||||
font_size_inches: float = _down_2_font_inches_we_like,
|
|
||||||
) -> None:
|
|
||||||
|
|
||||||
self.chart = chart
|
|
||||||
|
|
||||||
self.bid_label = L1Label(
|
|
||||||
chart=chart,
|
|
||||||
parent=chart.getAxis('right'),
|
|
||||||
# TODO: pass this from symbol data
|
|
||||||
digits=digits,
|
|
||||||
opacity=1,
|
|
||||||
font_size_inches=font_size_inches,
|
|
||||||
bg_color='papas_special',
|
|
||||||
fg_color='bracket',
|
|
||||||
orient_v='bottom',
|
|
||||||
)
|
|
||||||
self.bid_label.size_digits = size_digits
|
|
||||||
self.bid_label._size_br_from_str(self.max_value)
|
|
||||||
|
|
||||||
self.ask_label = L1Label(
|
|
||||||
chart=chart,
|
|
||||||
parent=chart.getAxis('right'),
|
|
||||||
# TODO: pass this from symbol data
|
|
||||||
digits=digits,
|
|
||||||
opacity=1,
|
|
||||||
font_size_inches=font_size_inches,
|
|
||||||
bg_color='papas_special',
|
|
||||||
fg_color='bracket',
|
|
||||||
orient_v='top',
|
|
||||||
)
|
|
||||||
self.ask_label.size_digits = size_digits
|
|
||||||
self.ask_label._size_br_from_str(self.max_value)
|
|
||||||
|
|
||||||
|
|
||||||
class LevelLine(pg.InfiniteLine):
|
|
||||||
def __init__(
|
|
||||||
self,
|
|
||||||
label: LevelLabel,
|
|
||||||
**kwargs,
|
|
||||||
) -> None:
|
|
||||||
self.label = label
|
|
||||||
super().__init__(**kwargs)
|
|
||||||
self.sigPositionChanged.connect(self.set_level)
|
|
||||||
|
|
||||||
def set_level(self, value: float) -> None:
|
|
||||||
self.label.update_from_data(0, self.value())
|
|
||||||
|
|
||||||
|
|
||||||
def level_line(
|
|
||||||
chart: 'ChartPlogWidget', # noqa
|
|
||||||
level: float,
|
|
||||||
digits: int = 1,
|
|
||||||
|
|
||||||
# size 4 font on 4k screen scaled down, so small-ish.
|
|
||||||
font_size_inches: float = _down_2_font_inches_we_like,
|
|
||||||
|
|
||||||
show_label: bool = True,
|
|
||||||
|
|
||||||
**linelabelkwargs
|
|
||||||
) -> LevelLine:
|
|
||||||
"""Convenience routine to add a styled horizontal line to a plot.
|
|
||||||
|
|
||||||
"""
|
|
||||||
label = LevelLabel(
|
|
||||||
chart=chart,
|
|
||||||
parent=chart.getAxis('right'),
|
|
||||||
# TODO: pass this from symbol data
|
|
||||||
digits=digits,
|
|
||||||
opacity=1,
|
|
||||||
font_size_inches=font_size_inches,
|
|
||||||
# TODO: make this take the view's bg pen
|
|
||||||
bg_color='papas_special',
|
|
||||||
fg_color='default',
|
|
||||||
**linelabelkwargs
|
|
||||||
)
|
|
||||||
label.update_from_data(0, level)
|
|
||||||
|
|
||||||
# TODO: can we somehow figure out a max value from the parent axis?
|
|
||||||
label._size_br_from_str(label.label_str)
|
|
||||||
|
|
||||||
line = LevelLine(
|
|
||||||
label,
|
|
||||||
movable=True,
|
|
||||||
angle=0,
|
|
||||||
)
|
|
||||||
line.setValue(level)
|
|
||||||
line.setPen(pg.mkPen(hcolor('default')))
|
|
||||||
# activate/draw label
|
|
||||||
line.setValue(level)
|
|
||||||
|
|
||||||
chart.plotItem.addItem(line)
|
|
||||||
|
|
||||||
if not show_label:
|
|
||||||
label.hide()
|
|
||||||
|
|
||||||
return line
|
|
||||||
|
|
|
||||||
|
|
@ -0,0 +1,380 @@
|
||||||
|
# piker: trading gear for hackers
|
||||||
|
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of piker0)
|
||||||
|
|
||||||
|
# This program is free software: you can redistribute it and/or modify
|
||||||
|
# it under the terms of the GNU Affero General Public License as published by
|
||||||
|
# the Free Software Foundation, either version 3 of the License, or
|
||||||
|
# (at your option) any later version.
|
||||||
|
|
||||||
|
# This program is distributed in the hope that it will be useful,
|
||||||
|
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||||
|
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||||
|
# GNU Affero General Public License for more details.
|
||||||
|
|
||||||
|
# You should have received a copy of the GNU Affero General Public License
|
||||||
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
|
"""
|
||||||
|
Mouse interaction graphics
|
||||||
|
|
||||||
|
"""
|
||||||
|
from typing import Optional, Tuple
|
||||||
|
|
||||||
|
import inspect
|
||||||
|
import numpy as np
|
||||||
|
import pyqtgraph as pg
|
||||||
|
from PyQt5 import QtCore, QtGui
|
||||||
|
from PyQt5.QtCore import QPointF
|
||||||
|
|
||||||
|
from .._style import (
|
||||||
|
_xaxis_at,
|
||||||
|
hcolor,
|
||||||
|
_font,
|
||||||
|
)
|
||||||
|
from .._axes import YAxisLabel, XAxisLabel
|
||||||
|
|
||||||
|
# XXX: these settings seem to result in really decent mouse scroll
|
||||||
|
# latency (in terms of perceived lag in cross hair) so really be sure
|
||||||
|
# there's an improvement if you want to change it!
|
||||||
|
_mouse_rate_limit = 60 # TODO; should we calc current screen refresh rate?
|
||||||
|
_debounce_delay = 1 / 2e3
|
||||||
|
_ch_label_opac = 1
|
||||||
|
|
||||||
|
|
||||||
|
# TODO: we need to handle the case where index is outside
|
||||||
|
# the underlying datums range
|
||||||
|
class LineDot(pg.CurvePoint):
|
||||||
|
|
||||||
|
def __init__(
|
||||||
|
self,
|
||||||
|
curve: pg.PlotCurveItem,
|
||||||
|
index: int,
|
||||||
|
plot: 'ChartPlotWidget', # type: ingore # noqa
|
||||||
|
pos=None,
|
||||||
|
size: int = 2, # in pxs
|
||||||
|
color: str = 'default_light',
|
||||||
|
) -> None:
|
||||||
|
pg.CurvePoint.__init__(
|
||||||
|
self,
|
||||||
|
curve,
|
||||||
|
index=index,
|
||||||
|
pos=pos,
|
||||||
|
rotate=False,
|
||||||
|
)
|
||||||
|
self._plot = plot
|
||||||
|
|
||||||
|
# TODO: get pen from curve if not defined?
|
||||||
|
cdefault = hcolor(color)
|
||||||
|
pen = pg.mkPen(cdefault)
|
||||||
|
brush = pg.mkBrush(cdefault)
|
||||||
|
|
||||||
|
# presuming this is fast since it's built in?
|
||||||
|
dot = self.dot = QtGui.QGraphicsEllipseItem(
|
||||||
|
QtCore.QRectF(-size / 2, -size / 2, size, size)
|
||||||
|
)
|
||||||
|
# if we needed transformable dot?
|
||||||
|
# dot.translate(-size*0.5, -size*0.5)
|
||||||
|
dot.setPen(pen)
|
||||||
|
dot.setBrush(brush)
|
||||||
|
dot.setParentItem(self)
|
||||||
|
|
||||||
|
# keep a static size
|
||||||
|
self.setFlag(self.ItemIgnoresTransformations)
|
||||||
|
|
||||||
|
def event(
|
||||||
|
self,
|
||||||
|
ev: QtCore.QEvent,
|
||||||
|
) -> None:
|
||||||
|
# print((ev, type(ev)))
|
||||||
|
if not isinstance(
|
||||||
|
ev, QtCore.QDynamicPropertyChangeEvent
|
||||||
|
) or self.curve() is None:
|
||||||
|
return False
|
||||||
|
|
||||||
|
# if ev.propertyName() == 'index':
|
||||||
|
# print(ev)
|
||||||
|
# # self.setProperty
|
||||||
|
|
||||||
|
(x, y) = self.curve().getData()
|
||||||
|
index = self.property('index')
|
||||||
|
# first = self._plot._ohlc[0]['index']
|
||||||
|
# first = x[0]
|
||||||
|
# i = index - first
|
||||||
|
i = index - x[0]
|
||||||
|
if i > 0 and i < len(y):
|
||||||
|
newPos = (index, y[i])
|
||||||
|
QtGui.QGraphicsItem.setPos(self, *newPos)
|
||||||
|
return True
|
||||||
|
|
||||||
|
return False
|
||||||
|
|
||||||
|
|
||||||
|
_corner_anchors = {
|
||||||
|
'top': 0,
|
||||||
|
'left': 0,
|
||||||
|
'bottom': 1,
|
||||||
|
'right': 1,
|
||||||
|
}
|
||||||
|
# XXX: fyi naming here is confusing / opposite to coords
|
||||||
|
_corner_margins = {
|
||||||
|
('top', 'left'): (-4, -5),
|
||||||
|
('top', 'right'): (4, -5),
|
||||||
|
|
||||||
|
('bottom', 'left'): (-4, lambda font_size: font_size * 2),
|
||||||
|
('bottom', 'right'): (4, lambda font_size: font_size * 2),
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
|
class ContentsLabel(pg.LabelItem):
|
||||||
|
"""Label anchored to a ``ViewBox`` typically for displaying
|
||||||
|
datum-wise points from the "viewed" contents.
|
||||||
|
|
||||||
|
"""
|
||||||
|
def __init__(
|
||||||
|
self,
|
||||||
|
chart: 'ChartPlotWidget', # noqa
|
||||||
|
anchor_at: str = ('top', 'right'),
|
||||||
|
justify_text: str = 'left',
|
||||||
|
font_size: Optional[int] = None,
|
||||||
|
) -> None:
|
||||||
|
font_size = font_size or _font.font.pixelSize()
|
||||||
|
super().__init__(
|
||||||
|
justify=justify_text,
|
||||||
|
size=f'{str(font_size)}px'
|
||||||
|
)
|
||||||
|
|
||||||
|
# anchor to viewbox
|
||||||
|
self.setParentItem(chart._vb)
|
||||||
|
chart.scene().addItem(self)
|
||||||
|
self.chart = chart
|
||||||
|
|
||||||
|
v, h = anchor_at
|
||||||
|
index = (_corner_anchors[h], _corner_anchors[v])
|
||||||
|
margins = _corner_margins[(v, h)]
|
||||||
|
|
||||||
|
ydim = margins[1]
|
||||||
|
if inspect.isfunction(margins[1]):
|
||||||
|
margins = margins[0], ydim(font_size)
|
||||||
|
|
||||||
|
self.anchor(itemPos=index, parentPos=index, offset=margins)
|
||||||
|
|
||||||
|
def update_from_ohlc(
|
||||||
|
self,
|
||||||
|
name: str,
|
||||||
|
index: int,
|
||||||
|
array: np.ndarray,
|
||||||
|
) -> None:
|
||||||
|
# this being "html" is the dumbest shit :eyeroll:
|
||||||
|
first = array[0]['index']
|
||||||
|
|
||||||
|
self.setText(
|
||||||
|
"<b>i</b>:{index}<br/>"
|
||||||
|
"<b>O</b>:{}<br/>"
|
||||||
|
"<b>H</b>:{}<br/>"
|
||||||
|
"<b>L</b>:{}<br/>"
|
||||||
|
"<b>C</b>:{}<br/>"
|
||||||
|
"<b>V</b>:{}<br/>"
|
||||||
|
"<b>wap</b>:{}".format(
|
||||||
|
*array[index - first][
|
||||||
|
['open', 'high', 'low', 'close', 'volume', 'bar_wap']
|
||||||
|
],
|
||||||
|
name=name,
|
||||||
|
index=index,
|
||||||
|
)
|
||||||
|
)
|
||||||
|
|
||||||
|
def update_from_value(
|
||||||
|
self,
|
||||||
|
name: str,
|
||||||
|
index: int,
|
||||||
|
array: np.ndarray,
|
||||||
|
) -> None:
|
||||||
|
first = array[0]['index']
|
||||||
|
if index < array[-1]['index'] and index > first:
|
||||||
|
data = array[index - first][name]
|
||||||
|
self.setText(f"{name}: {data:.2f}")
|
||||||
|
|
||||||
|
|
||||||
|
class CrossHair(pg.GraphicsObject):
|
||||||
|
|
||||||
|
def __init__(
|
||||||
|
self,
|
||||||
|
linkedsplitcharts: 'LinkedSplitCharts', # noqa
|
||||||
|
digits: int = 0
|
||||||
|
) -> None:
|
||||||
|
super().__init__()
|
||||||
|
# XXX: not sure why these are instance variables?
|
||||||
|
# It's not like we can change them on the fly..?
|
||||||
|
self.pen = pg.mkPen(
|
||||||
|
color=hcolor('default'),
|
||||||
|
style=QtCore.Qt.DashLine,
|
||||||
|
)
|
||||||
|
self.lines_pen = pg.mkPen(
|
||||||
|
color='#a9a9a9', # gray?
|
||||||
|
style=QtCore.Qt.DashLine,
|
||||||
|
)
|
||||||
|
self.lsc = linkedsplitcharts
|
||||||
|
self.graphics = {}
|
||||||
|
self.plots = []
|
||||||
|
self.active_plot = None
|
||||||
|
self.digits = digits
|
||||||
|
self._lastx = None
|
||||||
|
# self.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
|
||||||
|
|
||||||
|
def add_plot(
|
||||||
|
self,
|
||||||
|
plot: 'ChartPlotWidget', # noqa
|
||||||
|
digits: int = 0,
|
||||||
|
) -> None:
|
||||||
|
# add ``pg.graphicsItems.InfiniteLine``s
|
||||||
|
# vertical and horizonal lines and a y-axis label
|
||||||
|
vl = plot.addLine(x=0, pen=self.lines_pen, movable=False)
|
||||||
|
vl.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
|
||||||
|
|
||||||
|
hl = plot.addLine(y=0, pen=self.lines_pen, movable=False)
|
||||||
|
hl.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
|
||||||
|
hl.hide()
|
||||||
|
|
||||||
|
yl = YAxisLabel(
|
||||||
|
parent=plot.getAxis('right'),
|
||||||
|
digits=digits or self.digits,
|
||||||
|
opacity=_ch_label_opac,
|
||||||
|
bg_color='default',
|
||||||
|
)
|
||||||
|
yl.setCacheMode(QtGui.QGraphicsItem.DeviceCoordinateCache)
|
||||||
|
yl.hide() # on startup if mouse is off screen
|
||||||
|
|
||||||
|
# TODO: checkout what ``.sigDelayed`` can be used for
|
||||||
|
# (emitted once a sufficient delay occurs in mouse movement)
|
||||||
|
px_moved = pg.SignalProxy(
|
||||||
|
plot.scene().sigMouseMoved,
|
||||||
|
rateLimit=_mouse_rate_limit,
|
||||||
|
slot=self.mouseMoved,
|
||||||
|
delay=_debounce_delay,
|
||||||
|
)
|
||||||
|
px_enter = pg.SignalProxy(
|
||||||
|
plot.sig_mouse_enter,
|
||||||
|
rateLimit=_mouse_rate_limit,
|
||||||
|
slot=lambda: self.mouseAction('Enter', plot),
|
||||||
|
delay=_debounce_delay,
|
||||||
|
)
|
||||||
|
px_leave = pg.SignalProxy(
|
||||||
|
plot.sig_mouse_leave,
|
||||||
|
rateLimit=_mouse_rate_limit,
|
||||||
|
slot=lambda: self.mouseAction('Leave', plot),
|
||||||
|
delay=_debounce_delay,
|
||||||
|
)
|
||||||
|
self.graphics[plot] = {
|
||||||
|
'vl': vl,
|
||||||
|
'hl': hl,
|
||||||
|
'yl': yl,
|
||||||
|
'px': (px_moved, px_enter, px_leave),
|
||||||
|
}
|
||||||
|
self.plots.append(plot)
|
||||||
|
|
||||||
|
# Determine where to place x-axis label.
|
||||||
|
# Place below the last plot by default, ow
|
||||||
|
# keep x-axis right below main chart
|
||||||
|
plot_index = -1 if _xaxis_at == 'bottom' else 0
|
||||||
|
|
||||||
|
self.xaxis_label = XAxisLabel(
|
||||||
|
parent=self.plots[plot_index].getAxis('bottom'),
|
||||||
|
opacity=_ch_label_opac,
|
||||||
|
bg_color='default',
|
||||||
|
)
|
||||||
|
# place label off-screen during startup
|
||||||
|
self.xaxis_label.setPos(self.plots[0].mapFromView(QPointF(0, 0)))
|
||||||
|
self.xaxis_label.setCacheMode(
|
||||||
|
QtGui.QGraphicsItem.DeviceCoordinateCache)
|
||||||
|
|
||||||
|
def add_curve_cursor(
|
||||||
|
self,
|
||||||
|
plot: 'ChartPlotWidget', # noqa
|
||||||
|
curve: 'PlotCurveItem', # noqa
|
||||||
|
) -> LineDot:
|
||||||
|
# if this plot contains curves add line dot "cursors" to denote
|
||||||
|
# the current sample under the mouse
|
||||||
|
cursor = LineDot(curve, index=plot._ohlc[-1]['index'], plot=plot)
|
||||||
|
plot.addItem(cursor)
|
||||||
|
self.graphics[plot].setdefault('cursors', []).append(cursor)
|
||||||
|
return cursor
|
||||||
|
|
||||||
|
def mouseAction(self, action, plot): # noqa
|
||||||
|
if action == 'Enter':
|
||||||
|
self.active_plot = plot
|
||||||
|
|
||||||
|
# show horiz line and y-label
|
||||||
|
self.graphics[plot]['hl'].show()
|
||||||
|
self.graphics[plot]['yl'].show()
|
||||||
|
|
||||||
|
else: # Leave
|
||||||
|
self.active_plot = None
|
||||||
|
|
||||||
|
# hide horiz line and y-label
|
||||||
|
self.graphics[plot]['hl'].hide()
|
||||||
|
self.graphics[plot]['yl'].hide()
|
||||||
|
|
||||||
|
def mouseMoved(
|
||||||
|
self,
|
||||||
|
evt: 'Tuple[QMouseEvent]', # noqa
|
||||||
|
) -> None: # noqa
|
||||||
|
"""Update horizonal and vertical lines when mouse moves inside
|
||||||
|
either the main chart or any indicator subplot.
|
||||||
|
"""
|
||||||
|
pos = evt[0]
|
||||||
|
|
||||||
|
# find position inside active plot
|
||||||
|
try:
|
||||||
|
# map to view coordinate system
|
||||||
|
mouse_point = self.active_plot.mapToView(pos)
|
||||||
|
except AttributeError:
|
||||||
|
# mouse was not on active plot
|
||||||
|
return
|
||||||
|
|
||||||
|
x, y = mouse_point.x(), mouse_point.y()
|
||||||
|
plot = self.active_plot
|
||||||
|
|
||||||
|
# update y-range items
|
||||||
|
self.graphics[plot]['hl'].setY(y)
|
||||||
|
|
||||||
|
self.graphics[self.active_plot]['yl'].update_label(
|
||||||
|
abs_pos=pos, value=y
|
||||||
|
)
|
||||||
|
|
||||||
|
# Update x if cursor changed after discretization calc
|
||||||
|
# (this saves draw cycles on small mouse moves)
|
||||||
|
lastx = self._lastx
|
||||||
|
ix = round(x) # since bars are centered around index
|
||||||
|
|
||||||
|
if ix != lastx:
|
||||||
|
for plot, opts in self.graphics.items():
|
||||||
|
|
||||||
|
# move the vertical line to the current "center of bar"
|
||||||
|
opts['vl'].setX(ix)
|
||||||
|
|
||||||
|
# update the chart's "contents" label
|
||||||
|
plot.update_contents_labels(ix)
|
||||||
|
|
||||||
|
# update all subscribed curve dots
|
||||||
|
# first = plot._ohlc[0]['index']
|
||||||
|
for cursor in opts.get('cursors', ()):
|
||||||
|
cursor.setIndex(ix)
|
||||||
|
|
||||||
|
# update the label on the bottom of the crosshair
|
||||||
|
self.xaxis_label.update_label(
|
||||||
|
|
||||||
|
# XXX: requires:
|
||||||
|
# https://github.com/pyqtgraph/pyqtgraph/pull/1418
|
||||||
|
# otherwise gobbles tons of CPU..
|
||||||
|
|
||||||
|
# map back to abs (label-local) coordinates
|
||||||
|
abs_pos=plot.mapFromView(QPointF(ix, y)),
|
||||||
|
value=x,
|
||||||
|
)
|
||||||
|
|
||||||
|
self._lastx = ix
|
||||||
|
|
||||||
|
def boundingRect(self):
|
||||||
|
try:
|
||||||
|
return self.active_plot.boundingRect()
|
||||||
|
except AttributeError:
|
||||||
|
return self.plots[0].boundingRect()
|
||||||
|
|
@ -0,0 +1,244 @@
|
||||||
|
# piker: trading gear for hackers
|
||||||
|
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of piker0)
|
||||||
|
|
||||||
|
# This program is free software: you can redistribute it and/or modify
|
||||||
|
# it under the terms of the GNU Affero General Public License as published by
|
||||||
|
# the Free Software Foundation, either version 3 of the License, or
|
||||||
|
# (at your option) any later version.
|
||||||
|
|
||||||
|
# This program is distributed in the hope that it will be useful,
|
||||||
|
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||||
|
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||||
|
# GNU Affero General Public License for more details.
|
||||||
|
|
||||||
|
# You should have received a copy of the GNU Affero General Public License
|
||||||
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
|
|
||||||
|
"""
|
||||||
|
Lines for orders, alerts, L2.
|
||||||
|
|
||||||
|
"""
|
||||||
|
from typing import Tuple
|
||||||
|
|
||||||
|
import pyqtgraph as pg
|
||||||
|
from PyQt5 import QtCore, QtGui
|
||||||
|
from PyQt5.QtCore import QPointF
|
||||||
|
|
||||||
|
from .._style import (
|
||||||
|
hcolor,
|
||||||
|
_down_2_font_inches_we_like,
|
||||||
|
)
|
||||||
|
from .._axes import YSticky
|
||||||
|
|
||||||
|
|
||||||
|
class LevelLabel(YSticky):
|
||||||
|
|
||||||
|
line_pen = pg.mkPen(hcolor('bracket'))
|
||||||
|
|
||||||
|
_w_margin = 4
|
||||||
|
_h_margin = 3
|
||||||
|
level: float = 0
|
||||||
|
|
||||||
|
def __init__(
|
||||||
|
self,
|
||||||
|
chart,
|
||||||
|
*args,
|
||||||
|
orient_v: str = 'bottom',
|
||||||
|
orient_h: str = 'left',
|
||||||
|
**kwargs
|
||||||
|
) -> None:
|
||||||
|
super().__init__(chart, *args, **kwargs)
|
||||||
|
|
||||||
|
# orientation around axis options
|
||||||
|
self._orient_v = orient_v
|
||||||
|
self._orient_h = orient_h
|
||||||
|
self._v_shift = {
|
||||||
|
'top': 1.,
|
||||||
|
'bottom': 0,
|
||||||
|
'middle': 1 / 2.
|
||||||
|
}[orient_v]
|
||||||
|
|
||||||
|
self._h_shift = {
|
||||||
|
'left': -1., 'right': 0
|
||||||
|
}[orient_h]
|
||||||
|
|
||||||
|
def update_label(
|
||||||
|
self,
|
||||||
|
abs_pos: QPointF, # scene coords
|
||||||
|
level: float, # data for text
|
||||||
|
offset: int = 1 # if have margins, k?
|
||||||
|
) -> None:
|
||||||
|
|
||||||
|
# write contents, type specific
|
||||||
|
self.set_label_str(level)
|
||||||
|
|
||||||
|
br = self.boundingRect()
|
||||||
|
h, w = br.height(), br.width()
|
||||||
|
|
||||||
|
# this triggers ``.pain()`` implicitly?
|
||||||
|
self.setPos(QPointF(
|
||||||
|
self._h_shift * w - offset,
|
||||||
|
abs_pos.y() - (self._v_shift * h) - offset
|
||||||
|
))
|
||||||
|
self.update()
|
||||||
|
|
||||||
|
self.level = level
|
||||||
|
|
||||||
|
def set_label_str(self, level: float):
|
||||||
|
# this is read inside ``.paint()``
|
||||||
|
# self.label_str = '{size} x {level:.{digits}f}'.format(
|
||||||
|
self.label_str = '{level:.{digits}f}'.format(
|
||||||
|
# size=self._size,
|
||||||
|
digits=self.digits,
|
||||||
|
level=level
|
||||||
|
).replace(',', ' ')
|
||||||
|
|
||||||
|
def size_hint(self) -> Tuple[None, None]:
|
||||||
|
return None, None
|
||||||
|
|
||||||
|
def draw(
|
||||||
|
self,
|
||||||
|
p: QtGui.QPainter,
|
||||||
|
rect: QtCore.QRectF
|
||||||
|
) -> None:
|
||||||
|
p.setPen(self.line_pen)
|
||||||
|
|
||||||
|
if self._orient_v == 'bottom':
|
||||||
|
lp, rp = rect.topLeft(), rect.topRight()
|
||||||
|
# p.drawLine(rect.topLeft(), rect.topRight())
|
||||||
|
elif self._orient_v == 'top':
|
||||||
|
lp, rp = rect.bottomLeft(), rect.bottomRight()
|
||||||
|
|
||||||
|
p.drawLine(lp.x(), lp.y(), rp.x(), rp.y())
|
||||||
|
|
||||||
|
|
||||||
|
class L1Label(LevelLabel):
|
||||||
|
|
||||||
|
size: float = 0
|
||||||
|
size_digits: float = 3
|
||||||
|
|
||||||
|
text_flags = (
|
||||||
|
QtCore.Qt.TextDontClip
|
||||||
|
| QtCore.Qt.AlignLeft
|
||||||
|
)
|
||||||
|
|
||||||
|
def set_label_str(self, level: float) -> None:
|
||||||
|
"""Reimplement the label string write to include the level's order-queue's
|
||||||
|
size in the text, eg. 100 x 323.3.
|
||||||
|
|
||||||
|
"""
|
||||||
|
self.label_str = '{size:.{size_digits}f} x {level:,.{digits}f}'.format(
|
||||||
|
size_digits=self.size_digits,
|
||||||
|
size=self.size or '?',
|
||||||
|
digits=self.digits,
|
||||||
|
level=level
|
||||||
|
).replace(',', ' ')
|
||||||
|
|
||||||
|
|
||||||
|
class L1Labels:
|
||||||
|
"""Level 1 bid ask labels for dynamic update on price-axis.
|
||||||
|
|
||||||
|
"""
|
||||||
|
max_value: float = '100.0 x 100 000.00'
|
||||||
|
|
||||||
|
def __init__(
|
||||||
|
self,
|
||||||
|
chart: 'ChartPlotWidget', # noqa
|
||||||
|
digits: int = 2,
|
||||||
|
size_digits: int = 0,
|
||||||
|
font_size_inches: float = _down_2_font_inches_we_like,
|
||||||
|
) -> None:
|
||||||
|
|
||||||
|
self.chart = chart
|
||||||
|
|
||||||
|
self.bid_label = L1Label(
|
||||||
|
chart=chart,
|
||||||
|
parent=chart.getAxis('right'),
|
||||||
|
# TODO: pass this from symbol data
|
||||||
|
digits=digits,
|
||||||
|
opacity=1,
|
||||||
|
font_size_inches=font_size_inches,
|
||||||
|
bg_color='papas_special',
|
||||||
|
fg_color='bracket',
|
||||||
|
orient_v='bottom',
|
||||||
|
)
|
||||||
|
self.bid_label.size_digits = size_digits
|
||||||
|
self.bid_label._size_br_from_str(self.max_value)
|
||||||
|
|
||||||
|
self.ask_label = L1Label(
|
||||||
|
chart=chart,
|
||||||
|
parent=chart.getAxis('right'),
|
||||||
|
# TODO: pass this from symbol data
|
||||||
|
digits=digits,
|
||||||
|
opacity=1,
|
||||||
|
font_size_inches=font_size_inches,
|
||||||
|
bg_color='papas_special',
|
||||||
|
fg_color='bracket',
|
||||||
|
orient_v='top',
|
||||||
|
)
|
||||||
|
self.ask_label.size_digits = size_digits
|
||||||
|
self.ask_label._size_br_from_str(self.max_value)
|
||||||
|
|
||||||
|
|
||||||
|
class LevelLine(pg.InfiniteLine):
|
||||||
|
def __init__(
|
||||||
|
self,
|
||||||
|
label: LevelLabel,
|
||||||
|
**kwargs,
|
||||||
|
) -> None:
|
||||||
|
self.label = label
|
||||||
|
super().__init__(**kwargs)
|
||||||
|
self.sigPositionChanged.connect(self.set_level)
|
||||||
|
|
||||||
|
def set_level(self, value: float) -> None:
|
||||||
|
self.label.update_from_data(0, self.value())
|
||||||
|
|
||||||
|
|
||||||
|
def level_line(
|
||||||
|
chart: 'ChartPlogWidget', # noqa
|
||||||
|
level: float,
|
||||||
|
digits: int = 1,
|
||||||
|
|
||||||
|
# size 4 font on 4k screen scaled down, so small-ish.
|
||||||
|
font_size_inches: float = _down_2_font_inches_we_like,
|
||||||
|
|
||||||
|
show_label: bool = True,
|
||||||
|
|
||||||
|
**linelabelkwargs
|
||||||
|
) -> LevelLine:
|
||||||
|
"""Convenience routine to add a styled horizontal line to a plot.
|
||||||
|
|
||||||
|
"""
|
||||||
|
label = LevelLabel(
|
||||||
|
chart=chart,
|
||||||
|
parent=chart.getAxis('right'),
|
||||||
|
# TODO: pass this from symbol data
|
||||||
|
digits=digits,
|
||||||
|
opacity=1,
|
||||||
|
font_size_inches=font_size_inches,
|
||||||
|
# TODO: make this take the view's bg pen
|
||||||
|
bg_color='papas_special',
|
||||||
|
fg_color='default',
|
||||||
|
**linelabelkwargs
|
||||||
|
)
|
||||||
|
label.update_from_data(0, level)
|
||||||
|
|
||||||
|
# TODO: can we somehow figure out a max value from the parent axis?
|
||||||
|
label._size_br_from_str(label.label_str)
|
||||||
|
|
||||||
|
line = LevelLine(
|
||||||
|
label,
|
||||||
|
movable=True,
|
||||||
|
angle=0,
|
||||||
|
)
|
||||||
|
line.setValue(level)
|
||||||
|
line.setPen(pg.mkPen(hcolor('default')))
|
||||||
|
# activate/draw label
|
||||||
|
line.setValue(level)
|
||||||
|
|
||||||
|
chart.plotItem.addItem(line)
|
||||||
|
|
||||||
|
if not show_label:
|
||||||
|
label.hide()
|
||||||
|
|
||||||
|
return line
|
||||||
|
|
@ -15,15 +15,18 @@
|
||||||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||||
"""
|
"""
|
||||||
Super fast OHLC sampling graphics types.
|
Super fast OHLC sampling graphics types.
|
||||||
|
|
||||||
"""
|
"""
|
||||||
from typing import List, Optional, Tuple
|
from typing import List, Optional, Tuple
|
||||||
|
|
||||||
import numpy as np
|
import numpy as np
|
||||||
import pyqtgraph as pg
|
import pyqtgraph as pg
|
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from numba import jit, float64, int64 # , optional
|
from numba import jit, float64, int64 # , optional
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# from numba import types as ntypes
|
|
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from PyQt5 import QtCore, QtGui
|
from PyQt5 import QtCore, QtGui
|
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from PyQt5.QtCore import QLineF, QPointF
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from PyQt5.QtCore import QLineF, QPointF
|
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|
# from numba import types as ntypes
|
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|
# from .._profile import timeit
|
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|
# from ..data._source import numba_ohlc_dtype
|
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|
|
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from .._style import hcolor
|
from .._style import hcolor
|
||||||
|
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue