pikers
/
piker
3
0
Fork 0
Code Issues 5 Pull Requests 7 Packages Projects Releases Wiki Activity

Add WIP real-time 5s bar charting

bar_select
Tyler Goodlet 2020-07-08 15:42:05 -04:00
parent 4c5bc19ec7
commit b9224cd396
1 changed files with 115 additions and 46 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

161
piker/ui/_chart.py
View File

@ -244,28 +244,46 @@ class LinkedSplitCharts(QtGui.QWidget):
# TODO: eventually we'll want to update bid/ask labels and other
# data as subscribed by underlying UI consumers.
last = quote['last']
current = self._array[-1]
index, time, open, high, low, close, volume = self._array[-1]
# update ohlc (I guess we're enforcing this for now?)
current['close'] = last
current['high'] = max(current['high'], last)
current['low'] = min(current['low'], last)
# self._array[-1]['close'] = last
# self._array[-1]['high'] = max(h, last)
# self._array[-1]['low'] = min(l, last)
# overwrite from quote
self._array[-1] = (
index,
time,
open,
max(high, last),
min(low, last),
last,
volume,
)
self.update_from_array(self._array)
def update_from_array(
self,
array: np.ndarray,
**kwargs,
) -> None:
# update the ohlc sequence graphics chart
chart = self.chart
# we send a reference to the whole updated array
chart.update_from_array(self._array)
chart.update_from_array(array, **kwargs)
# TODO: the "data" here should really be a function
# and it should be managed and computed outside of this UI
for chart, func in self.indicators:
# process array in entirely every update
# TODO: change this for streaming
data = func(self._array)
chart.update_from_array(data, chart.name)
data = func(array)
chart.update_from_array(data, name=chart.name, **kwargs)
_min_points_to_show = 20
_min_points_to_show = 3
class ChartPlotWidget(pg.PlotWidget):
@ -300,7 +318,7 @@ class ChartPlotWidget(pg.PlotWidget):
self.parent = linked_charts
# this is the index of that last input array entry and is
# updated and used to figure out how many bars are in view
self._xlast = 0
# self._xlast = 0
# XXX: label setting doesn't seem to work?
# likely custom graphics need special handling
@ -353,7 +371,7 @@ class ChartPlotWidget(pg.PlotWidget):
"""
l, r = self.view_range()
lbar = max(l, 0)
rbar = min(r, len(self.parent._array) - 1)
rbar = min(r, len(self.parent._array))
return l, lbar, rbar, r
def draw_ohlc(
@ -374,8 +392,7 @@ class ChartPlotWidget(pg.PlotWidget):
self.addItem(graphics)
# set xrange limits
self._xlast = xlast = data[-1]['index']
# self._set_xlimits(data[0]['index'] - 100, xlast)
xlast = data[-1]['index']
# show last 50 points on startup
self.plotItem.vb.setXRange(xlast - 50, xlast + 50)
@ -394,44 +411,46 @@ class ChartPlotWidget(pg.PlotWidget):
# register overlay curve with name
if not self._graphics and name is None:
name = 'main'
self._graphics[name] = curve
# set a "startup view"
xlast = len(data)-1
xlast = len(data) - 1
# self._set_xlimits(0, xlast)
# show last 50 points on startup
self.plotItem.vb.setXRange(xlast - 50, xlast + 50)
# TODO: we should instead implement a diff based
# "only update with new items" on the pg.PlotDataItem
curve.update_from_array = curve.setData
return curve
def update_from_array(
self,
array: np.ndarray,
name: str = 'main',
) -> None:
self._xlast = len(array) - 1
**kwargs,
) -> pg.GraphicsObject:
# self._xlast = len(array) - 1
graphics = self._graphics[name]
graphics.setData(array)
graphics.update_from_array(array, **kwargs)
# update view
self._set_yrange()
return graphics
def _set_yrange(
self,
) -> None:
"""Callback for each y-range update.
"""Set the viewable y-range based on embedded data.
This adds auto-scaling like zoom on the scroll wheel such
that data always fits nicely inside the current view of the
data set.
"""
# TODO: this can likely be ported in part to the built-ins:
# self.setYRange(Quotes.low.min() * .98, Quotes.high.max() * 1.02)
# self.setMouseEnabled(x=True, y=False)
# self.setXRange(Quotes[0].id, Quotes[-1].id)
# self.setAutoVisible(x=False, y=True)
# self.enableAutoRange(x=False, y=True)
l, lbar, rbar, r = self.bars_range()
# figure out x-range in view such that user can scroll "off" the data
@ -474,8 +493,8 @@ class ChartPlotWidget(pg.PlotWidget):
# view margins
diff = yhigh - ylow
ylow = ylow - (diff * 0.08)
yhigh = yhigh + (diff * 0.08)
ylow = ylow - (diff * 0.1)
yhigh = yhigh + (diff * 0.1)
chart = self
chart.setLimits(
@ -535,12 +554,12 @@ class ChartView(pg.ViewBox):
if ev.delta() > 0 and vl <= _min_points_to_show:
log.trace("Max zoom bruh...")
return
if ev.delta() < 0 and vl >= len(self.linked_charts._array) - 1:
if ev.delta() < 0 and vl >= len(self.linked_charts._array):
log.trace("Min zoom bruh...")
return
# actual scaling factor
s = 1.015 ** (ev.delta() * -1/20) # self.state['wheelScaleFactor'])
s = 1.015 ** (ev.delta() * -1 / 20) # self.state['wheelScaleFactor'])
s = [(None if m is False else s) for m in mask]
# center = pg.Point(
@ -550,8 +569,8 @@ class ChartView(pg.ViewBox):
# XXX: scroll "around" the right most element in the view
furthest_right_coord = self.boundingRect().topRight()
center = pg.Point(
fn.invertQTransform(
self.childGroup.transform()
fn.invertQTransform(
self.childGroup.transform()
).map(furthest_right_coord)
)
@ -572,9 +591,74 @@ def main(symbol):
"""Main Qt-trio routine invoked by the Qt loop with
the widgets ``dict``.
"""
chart_app = widgets['main']
# data-feed setup
sym = symbol or 'ES.GLOBEX'
brokermod = brokers.get_brokermod('ib')
async with brokermod.get_client() as client:
# figure out the exact symbol
bars = await client.bars(symbol=sym)
# ``from_buffer` return read-only
bars = np.array(bars)
linked_charts = chart_app.load_symbol('ES', bars)
async def add_new_bars(delay_s=5.):
import time
ohlc = linked_charts._array
last_5s = ohlc[-1]['time']
delay = max((last_5s + 4.99) - time.time(), 0)
await trio.sleep(delay)
while True:
print('new bar')
# TODO: bunch of stuff:
# - I'm starting to think all this logic should be
# done in one place and "graphics update routines"
# should not be doing any length checking and array diffing.
# - don't keep appending, but instead increase the
# underlying array's size less frequently:
# - handle odd lot orders
# - update last open price correctly instead
# of copying it from last bar's close
# - 5 sec bar lookback-autocorrection like tws does
index, t, open, high, low, close, volume = ohlc[-1]
new = np.append(
ohlc,
np.array(
[(index + 1, t + 5, close, close, close, close, 0)],
dtype=ohlc.dtype
),
)
ohlc = linked_charts._array = new
linked_charts.update_from_array(new)
# sleep until next 5s from last bar
last_5s = ohlc[-1]['time']
delay = max((last_5s + 4.99) - time.time(), 0)
await trio.sleep(4.9999)
async with trio.open_nursery() as n:
n.start_soon(add_new_bars)
async with brokermod.maybe_spawn_brokerd() as portal:
stream = await portal.run(
'piker.brokers.ib',
'trio_stream_ticker',
sym=sym,
)
# TODO: timeframe logic
async for tick in stream:
# breakpoint()
if tick['tickType'] in (48, 77):
linked_charts.update_from_quote(
{'last': tick['price']}
)
# from .quantdom.loaders import get_quotes
# from datetime import datetime
# from ._source import from_df
@ -585,15 +669,6 @@ def main(symbol):
# )
# quotes = from_df(quotes)
# data-feed spawning
brokermod = brokers.get_brokermod('ib')
async with brokermod.get_client() as client:
# figure out the exact symbol
bars = await client.bars(symbol='ES')
# wow, just wow.. non-contiguous eh?
bars = np.array(bars)
# feed = DataFeed(portal, brokermod)
# quote_gen, quotes = await feed.open_stream(
# symbols,
@ -608,10 +683,6 @@ def main(symbol):
# log.error("Broker API is down temporarily")
# return
# spawn chart
linked_charts = chart_app.load_symbol(symbol, bars)
await trio.sleep_forever()
# make some fake update data
# import itertools
# nums = itertools.cycle([315., 320., 325., 310., 3])
@ -637,6 +708,4 @@ def main(symbol):
# # 20 Hz seems to be good enough
# await trio.sleep(0.05)
await trio.sleep_forever()
run_qtrio(_main, (), ChartSpace)